Price Limit Guide

CME Group U.S. equity index price limits (and corresponding CME and CBOT rules) are designed to coordinate with circuit breakers provisions as applied by the New York Stock Exchange (NYSE).

  • 7%, 13%, and 20% price limits are applied to the futures fixing price and are effective from 8:30 a.m. CT – 3:00 p.m. CT. Mondays through Fridays.
  • 5% up-and-down limits are effective 5:00 p.m. - 8:30 a.m. CT. Sundays through Fridays; and 3:00 p.m. - 4:00 p.m. CT, Mondays through Fridays. Between 3:00 p.m. - 4:00 p.m. the 5% price limit will not be allowed to breech the 20% daily limit.
  • The fixing price is the volume weighted average price, VWAP, calculated during the 30 seconds of trading from 2:59:30 p.m. – 3:00:00 p.m. CT. View Equity Index Fixing Prices page
Equity Limits
As of Trade Date: 08/31/2016
ContractsReference Price5% Price Limit (Overnight Hours) & 5:00 p.m. to 8:30 a.m. up and down7% Price Limit Down only13% Price Limit Down only20% Price Limit Down only
E-mini S&P 500 Futures (ESU6) 217450228300 /
206600
202250189200173950
E-mini S&P 500 Futures (ESZ6) 216700227550 /
205850
201500188450173200
E-mini S&P 500 Futures (ESH7) 216050226900 /
205200
200850187800172550
E-mini S&P 500 Futures (ESM7) 215450226300 /
204600
200250187200171950
E-mini S&P 500 Futures (ESU7) 215150226000 /
204300
199950186900171650
E-mini NASDAQ 100 Futures (NQU6) 477550501425 /
453675
444125415475382050
E-mini NASDAQ 100 Futures (NQZ6) 476975500850 /
453100
443550414900381475
E-mini NASDAQ 100 Futures (NQH7) 476375500250 /
452500
442950414300380875
E-mini NASDAQ 100 Futures (NQM7) 475775499650 /
451900
442350413700380275
E-mini NASDAQ 100 Futures (NQU7) 475175499050 /
451300
441750413100379675
E-mini Dow ($5) Futures (YMU6) 1844519367 /
17523
171541604614755
E-mini Dow ($5) Futures (YMZ6) 1835819280 /
17436
170671595914668
E-mini Dow ($5) Futures (YMH7) 1829119213 /
17369
170001589214601
E-mini Dow ($5) Futures (YMM7) 1825019172 /
17328
169591585114560
Dow Jones Real Estate Futures (JRU6) 32403402 /
3078
301328192592
Dow Jones Real Estate Futures (JRZ6) 32153377 /
3053
298827942567
Dow Jones Real Estate Futures (JRH7) 31903352 /
3028
296327692542
Dow Jones Real Estate Futures (JRM7) 31643326 /
3002
293727432516
E-mini Consumer Discretionary Select Sector Futures (XAYU6) 8110085150 /
77050
754207055064870
E-mini Consumer Discretionary Select Sector Futures (XAYZ6) 8090084950 /
76850
752207035064670
E-mini Consumer Staples Select Sector Futures (XAPU6) 5439057110 /
51670
505804731043500
E-mini Consumer Staples Select Sector Futures (XAPZ6) 5417056890 /
51450
503604709043280
E-mini Energy Select Sector Futures (XAEU6) 6941072880 /
65940
645506038055520
E-mini Energy Select Sector Futures (XAEZ6) 6913072600 /
65660
642706010055240
E-mini Financial Select Sector Futures (XAFU6) 2444025660 /
23220
227302127019550
E-mini Financial Select Sector Futures (XAFZ6) 2435025570 /
23130
226402118019460
E-mini FTSE 100 Index (GBP) Futures (FT1U6) 682600716700 /
648500
634900593950546200
E-mini FTSE 100 Index (GBP) Futures (FT1Z6) 678900713000 /
644800
631200590250542500
E-mini FTSE 100 Index (GBP) Futures (FT1H7) 675200709300 /
641100
627500586550538800
E-mini FTSE 100 Index (GBP) Futures (FT1M7) 671500705600 /
637400
623800582850535100
E-mini FTSE 100 Index (GBP) Futures (FT1U7) 667800701900 /
633700
620100579150531400
E-mini FTSE China 50 Index Futures (FT5U6) 1635517170 /
15540
152101422513080
E-mini FTSE China 50 Index Futures (FT5Z6) 1632517140 /
15510
151801419513050
E-mini FTSE China 50 Index Futures (FT5H7) 1629517110 /
15480
151501416513020
E-mini FTSE China 50 Index Futures (FT5M7) 1626517080 /
15450
151201413512990
E-mini FTSE China 50 Index Futures (FT5U7) 1623517050 /
15420
150901410512960
E-mini FTSE Developed Europe Index Futures (DVEU6) 2198523100 /
20870
204201908017510
E-mini FTSE Developed Europe Index Futures (DVEZ6) 2175022865 /
20635
201851884517275
E-mini FTSE Developed Europe Index Futures (DVEH7) 2151522630 /
20400
199501861017040
E-mini FTSE Developed Europe Index Futures (DVEM7) 2127022385 /
20155
197051836516795
E-mini FTSE Developed Europe Index Futures (DVEU7) 2103522150 /
19920
194701813016560
E-mini FTSE Emerging Index Futures (EIU6) 4540047660 /
43140
422303951036330
E-mini FTSE Emerging Index Futures (EIZ6) 4541047670 /
43150
422403952036340
E-mini FTSE Emerging Index Futures (EIH7) 4541047670 /
43150
422403952036340
E-mini FTSE Emerging Index Futures (EIM7) 4541047670 /
43150
422403952036340
E-mini FTSE Emerging Index Futures (EIU7) 4541047670 /
43150
422403952036340
E-mini Health Care Select Sector Futures (XAVU6) 7299076640 /
69340
678806350058390
E-mini Health Care Select Sector Futures (XAVZ6) 7284076490 /
69190
677306335058240
E-mini Industrial Select Sector Futures (XAIU6) 5868061610 /
55750
545705105046940
E-mini Industrial Select Sector Futures (XAIZ6) 5846061390 /
55530
543505083046720
E-mini IPOX 100 U.S. Index Futures (IPOU6) 237900249800 /
226000
221200206900190100
E-mini IPOX 100 U.S. Index Futures (IPOZ6) 237500249400 /
225600
220800206500189700
E-mini IPOX 100 U.S. Index Futures (IPOH7) 237100249000 /
225200
220400206100189300
E-mini IPOX 100 U.S. Index Futures (IPOM7) 236300248200 /
224400
219600205300188500
E-mini IPOX 100 U.S. Index Futures (IPOU7) 235600247500 /
223700
218900204600187800
E-mini Materials Select Sector Futures (XABU6) 5179054380 /
49200
481704506041430
E-mini Materials Select Sector Futures (XABZ6) 5161054200 /
49020
479904488041250
E-mini NASDAQ Biotechnology Index Futures (BIOU6) 296170310970 /
281370
275440257670236940
E-mini NASDAQ Biotechnology Index Futures (BIOZ6) 295340310140 /
280540
274610256840236110
E-mini NASDAQ Composite Futures (QCNU6) 522300548400 /
496200
485750454450417850
E-mini NASDAQ Composite Futures (QCNZ6) 523250549350 /
497150
486700455400418800
E-mini Russell 1000 Growth Index Futures (RSGU6) 104580109810 /
99350
972609098083650
E-mini Russell 1000 Growth Index Futures (RSGZ6) 104280109510 /
99050
969609068083350
E-mini Russell 1000 Growth Index Futures (RSGH7) 103980109210 /
98750
966609038083050
E-mini Russell 1000 Growth Index Futures (RSGM7) 103680108910 /
98450
963609008082750
E-mini Russell 1000 Growth Index Futures (RSGU7) 103380108610 /
98150
960608978082450
E-mini Russell 1000 Index Futures (RS1U6) 120480126500 /
114460
11204010481096370
E-mini Russell 1000 Index Futures (RS1Z6) 120120126140 /
114100
11168010445096010
E-mini Russell 1000 Index Futures (RS1H7) 119760125780 /
113740
11132010409095650
E-mini Russell 1000 Index Futures (RS1M7) 119400125420 /
113380
11096010373095290
E-mini Russell 1000 Index Futures (RS1U7) 119040125060 /
113020
11060010337094930
E-mini Russell 1000 Value Index Futures (RSVU6) 104500109730 /
99270
971809089083560
E-mini Russell 1000 Value Index Futures (RSVZ6) 104090109320 /
98860
967709048083150
E-mini Russell 1000 Value Index Futures (RSVH7) 103720108950 /
98490
964009011082780
E-mini Russell 1000 Value Index Futures (RSVM7) 103350108580 /
98120
960308974082410
E-mini Russell 1000 Value Index Futures (RSVU7) 102980108210 /
97750
956608937082040
E-mini S&P 600 SmallCap Futures (SMCU6) 7564079420 /
71860
703506581060520
E-mini S&P 600 SmallCap Futures (SMCZ6) 7532079100 /
71540
700306549060200
E-mini S&P 600 SmallCap Futures (SMCH7) 7519078970 /
71410
699006536060070
E-mini S&P 600 SmallCap Futures (SMCM7) 7506078840 /
71280
697706523059940
E-mini S&P 600 SmallCap Futures (SMCU7) 7493078710 /
71150
696406510059810
E-mini S&P MidCap 400 Futures (EMDU6) 156930164780 /
149080
145940136520125530
E-mini S&P MidCap 400 Futures (EMDZ6) 156390164240 /
148540
145400135980124990
E-mini S&P MidCap 400 Futures (EMDH7) 156440164290 /
148590
145450136030125040
E-mini S&P MidCap 400 Futures (EMDM7) 155470163320 /
147620
144480135060124070
E-mini S&P MidCap 400 Futures (EMDU7) 155330163180 /
147480
144340134920123930
E-mini S&P Real Estate Select Sector Index Futures (XARU6) 1595516750 /
15160
148401388012760
E-mini S&P Real Estate Select Sector Index Futures (XARZ6) 1589516690 /
15100
147801382012700
E-mini Technology Select Sector Futures (XAKU6) 4713049480 /
44780
438404101037710
E-mini Technology Select Sector Futures (XAKZ6) 4701049360 /
44660
437204089037590
E-mini USD Denominated FTSE 100 Index Futures (FTUU6) 95980100800 /
91160
892308344076680
E-mini USD Denominated FTSE 100 Index Futures (FTUZ6) 9492099740 /
90100
881708238075620
E-mini USD Denominated FTSE 100 Index Futures (FTUH7) 9386098680 /
89040
871108132074560
E-mini USD Denominated FTSE 100 Index Futures (FTUM7) 9281097630 /
87990
860608027073510
E-mini USD Denominated FTSE 100 Index Futures (FTUU7) 9175096570 /
86930
850007921072450
E-mini Utilities Select Sector Futures (XAUU6) 4926051720 /
46800
458104285039390
E-mini Utilities Select Sector Futures (XAUZ6) 4892051380 /
46460
454704251039050
S&P 500 Futures (SPZ0) 220350231200 /
209500
205150192100176850
S&P 500 Futures (SPU6) 217450228300 /
206600
202250189200173950
S&P 500 Futures (SPZ6) 216700227550 /
205850
201500188450173200
S&P 500 Futures (SPH7) 216050226900 /
205200
200850187800172550
S&P 500 Futures (SPM7) 215450226300 /
204600
200250187200171950
S&P 500 Futures (SPU7) 215150226000 /
204300
199950186900171650
S&P 500 Futures (SPZ7) 215050225900 /
204200
199850186800171550
S&P 500 Futures (SPH8) 215650226500 /
204800
200450187400172150
S&P 500 Futures (SPM8) 216250227100 /
205400
201050188000172750
S&P 500 Futures (SPZ8) 215750226600 /
204900
200550187500172250
S&P 500 Futures (SPZ9) 218050228900 /
207200
202850189800174550
S&P 500 Growth Futures (SGU6) 122160128260 /
116060
11361010628097730
S&P 500 Growth Futures (SGZ6) 121920128020 /
115820
11337010604097490
S&P 500 Value Futures (SUU6) 9433099060 /
89600
877108203075410
S&P 500 Value Futures (SUZ6) 9393098660 /
89200
873108163075010
S&P MLP Total Return Index Futures (SLPU6) 464200487300 /
441100
431800403900371500
S&P MLP Total Return Index Futures (SLPZ6) 466500489600 /
443400
434100406200373800
S&P MLP Total Return Index Futures (SLPH7) 468800491900 /
445700
436400408500376100
S&P MLP Total Return Index Futures (SLPM7) 471000494100 /
447900
438600410700378300
S&P MLP Total Return Index Futures (SLPU7) 473200496300 /
450100
440800412900380500
USD-Denominated Ibovespa Index Futures (IBVV6) 5954265495 /
53590
535905359053590
USD-Denominated Ibovespa Index Futures (IBVZ6) 6070266770 /
54635
546355463554635
USD-Denominated Ibovespa Index Futures (IBVG7) 6196868160 /
55775
557755577555775
USD-Denominated Ibovespa Index Futures (IBVJ7) 6301769315 /
56720
567205672056720
Equity Limits for Nikkei Products
As of Trade Date: 08/31/2016
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU6) 1673018060 / 1540018730 / 1473019400 / 14060
E-mini Nikkei 225 - Yen denominated Futures (ENYZ6) 1660017930 / 1527018600 / 1460019270 / 13930
E-mini Nikkei 225 - Yen denominated Futures (ENYH7) 1655017880 / 1522018550 / 1455019220 / 13880
E-mini Nikkei 225 - Yen denominated Futures (ENYM7) 1642017750 / 1509018420 / 1442019090 / 13750
E-mini Nikkei 225 - Yen denominated Futures (ENYU7) 301360 / -13002030 / -19702700 / -2640
Nikkei/USD Futures (NKU6) 1673018060 / 1540018730 / 1473019400 / 14060
Nikkei/USD Futures (NKZ6) 1668018010 / 1535018680 / 1468019350 / 14010
Nikkei/USD Futures (NKH7) 1661017940 / 1528018610 / 1461019280 / 13940
Nikkei/USD Futures (NKM7) 1653017860 / 1520018530 / 1453019200 / 13860
Nikkei/USD Futures (NKU7) 201350 / -13102020 / -19802690 / -2650
Nikkei/Yen Futures (NIYU6) 1673018060 / 1540018730 / 1473019400 / 14060
Nikkei/Yen Futures (NIYV6) 1668018010 / 1535018680 / 1468019350 / 14010
Nikkei/Yen Futures (NIYX6) 1663017960 / 1530018630 / 1463019300 / 13960
Nikkei/Yen Futures (NIYZ6) 1660017930 / 1527018600 / 1460019270 / 13930
Nikkei/Yen Futures (NIYF7) 1658017910 / 1525018580 / 1458019250 / 13910
Nikkei/Yen Futures (NIYH7) 1655017880 / 1522018550 / 1455019220 / 13880
Nikkei/Yen Futures (NIYM7) 1642017750 / 1509018420 / 1442019090 / 13750
Nikkei/Yen Futures (NIYU7) 1637017700 / 1504018370 / 1437019040 / 13700
Nikkei/Yen Futures (NIYZ7) 1626017590 / 1493018260 / 1426018930 / 13590
Nikkei/Yen Futures (NIYH8) 1622017550 / 1489018220 / 1422018890 / 13550
Nikkei/Yen Futures (NIYM8) 1612017450 / 1479018120 / 1412018790 / 13450
Nikkei/Yen Futures (NIYU8) 1608017410 / 1475018080 / 1408018750 / 13410
Nikkei/Yen Futures (NIYZ8) 1598017310 / 1465017980 / 1398018650 / 13310
Nikkei/Yen Futures (NIYH9) 1594017270 / 1461017940 / 1394018610 / 13270
Nikkei/Yen Futures (NIYM9) 1584017170 / 1451017840 / 1384018510 / 13170
Nikkei/Yen Futures (NIYU9) 301360 / -13002030 / -19702700 / -2640

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