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).

 

Equity Limits
As of Trade Date: 04/21/2014
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 (ESM4) 185850195150 /
176550
172800161650148550
E-mini S&P 500 Futures (ESU4) 185150194450 /
175850
172100160950147850
E-mini S&P 500 Futures (ESZ4) 184350193650 /
175050
171300160150147050
E-mini S&P 500 Futures (ESH5) 183600192900 /
174300
170550159400146300
E-mini S&P 500 Futures (ESM5) 182950192250 /
173650
169900158750145650
E-mini NASDAQ 100 Futures (NQM4) 352625370275 /
334975
327900306700281950
E-mini NASDAQ 100 Futures (NQU4) 351925369575 /
334275
327200306000281250
E-mini NASDAQ 100 Futures (NQZ4) 351300368950 /
333650
326575305375280625
E-mini NASDAQ 100 Futures (NQH5) 350525368175 /
332875
325800304600279850
E-mini NASDAQ 100 Futures (NQM5) 349100366750 /
331450
324375303175278425
E-mini Dow ($5) Futures (YMM4) 1634617166 /
15526
151981421313065
E-mini Dow ($5) Futures (YMU4) 1627417094 /
15454
151261414112993
E-mini Dow ($5) Futures (YMZ4) 1619917019 /
15379
150511406612918
E-mini Dow ($5) Futures (YMH5) 1612016940 /
15300
149721398712839
Big Dow DJIA ($25) Futures (DOM4) 1634617166 /
15526
151981421313065
Big Dow DJIA ($25) Futures (DOU4) 1627417094 /
15454
151261414112993
Big Dow DJIA ($25) Futures (DOZ4) 1619917019 /
15379
150511406612918
Big Dow DJIA ($25) Futures (DOH5) 1612016940 /
15300
149721398712839
DJIA ($10) Futures (DJM4) 1634617166 /
15526
151981421313065
DJIA ($10) Futures (DJU4) 1627417094 /
15454
151261414112993
DJIA ($10) Futures (DJZ4) 1619917019 /
15379
150511406612918
DJIA ($10) Futures (DJH5) 1612016940 /
15300
149721398712839
Dow Jones Real Estate Futures (JRM4) 26712815 /
2527
246922952093
Dow Jones Real Estate Futures (JRU4) 26732817 /
2529
247122972095
Dow Jones Real Estate Futures (JRZ4) 26662810 /
2522
246422902088
Dow Jones Real Estate Futures (JRH5) 26592803 /
2515
245722832081
E-mini Consumer Discretionary Sector Futures (XAYM4) 6396067160 /
60760
594805563051140
E-mini Consumer Discretionary Sector Futures (XAYU4) 6381067010 /
60610
593305548050990
E-mini Consumer Staples Sector Futures (XAPM4) 4359045770 /
41410
405303791034840
E-mini Consumer Staples Sector Futures (XAPU4) 4335045530 /
41170
402903767034600
E-mini Energy Sector Futures (XAEM4) 9281097470 /
88150
862908070074170
E-mini Energy Sector Futures (XAEU4) 9243097090 /
87770
859108032073790
E-mini Financial Sector Futures (XAFM4) 2178022870 /
20690
202601895017420
E-mini Financial Sector Futures (XAFU4) 2171022800 /
20620
201901888017350
E-mini Health Care Sector Futures (XAVM4) 5700059850 /
54150
530104958045580
E-mini Health Care Sector Futures (XAVU4) 5682059670 /
53970
528304940045400
E-mini Industrial Sector Futures (XAIM4) 5258055210 /
49950
488904573042030
E-mini Industrial Sector Futures (XAIU4) 5238055010 /
49750
486904553041830
E-mini Materials Sector Futures (XABM4) 5015052660 /
47640
466404362040100
E-mini Materials Sector Futures (XABU4) 4995052460 /
47440
464404342039900
E-mini NASDAQ Biotech Futures (BIOM4) 228790240390 /
217190
212550198630182380
E-mini NASDAQ Biotech Futures (BIOU4) 228010239610 /
216410
211770197850181600
E-mini NASDAQ Composite Futures (QCNM4) 407600428050 /
387150
378950354400325700
E-mini NASDAQ Composite Futures (QCNU4) 409300429750 /
388850
380650356100327400
E-mini S&P 500 Euro Denominated Futures (EMEM4) 185850195150 /
176550
172800161650148600
E-mini S&P 500 Euro Denominated Futures (EMEU4) 185150194450 /
175850
172100160950147900
E-mini S&P 500 Euro Denominated Futures (EMEZ4) 184350193650 /
175050
171300160150147100
E-mini S&P 500 Euro Denominated Futures (EMEH5) 183600192900 /
174300
170550159400146350
E-mini S&P 500 Euro Denominated Futures (EMEM5) 182950192250 /
173650
169900158750145700
E-mini S&P 600 SmallCap Futures (SMCM4) 6572069000 /
62440
611205717052570
E-mini S&P 600 SmallCap Futures (SMCU4) 6569068970 /
62410
610905714052540
E-mini S&P 600 SmallCap Futures (SMCZ4) 6566068940 /
62380
610605711052510
E-mini S&P 600 SmallCap Futures (SMCH5) 6563068910 /
62350
610305708052480
E-mini S&P 600 SmallCap Futures (SMCM5) 6560068880 /
62320
610005705052450
E-mini S&P MidCap 400 Futures (EMDM4) 134800141550 /
128050
125350117240107780
E-mini S&P MidCap 400 Futures (EMDU4) 134600141350 /
127850
125150117040107580
E-mini S&P MidCap 400 Futures (EMDZ4) 134290141040 /
127540
124840116730107270
E-mini S&P MidCap 400 Futures (EMDH5) 134090140840 /
127340
124640116530107070
E-mini S&P MidCap 400 Futures (EMDM5) 133890140640 /
127140
124440116330106870
E-mini Technology Sector Futures (XAKM4) 3600037800 /
34200
334803132028790
E-mini Technology Sector Futures (XAKU4) 3586037660 /
34060
333403118028650
E-mini Utilities Sector Futures (XAUM4) 4250044640 /
40360
395103694033940
E-mini Utilities Sector Futures (XAUU4) 4213044270 /
39990
391403657033570
NASDAQ 100 Futures (NDM4) 352625370275 /
334975
327900306700281950
NASDAQ 100 Futures (NDU4) 351925369575 /
334275
327200306000281250
NASDAQ 100 Futures (NDZ4) 351300368950 /
333650
326575305375280625
NASDAQ 100 Futures (NDH5) 350525368175 /
332875
325800304600279850
NASDAQ 100 Futures (NDM5) 349100366750 /
331450
324375303175278425
S&P 500 Futures (SPM4) 185850195150 /
176550
172800161650148550
S&P 500 Futures (SPU4) 185100194400 /
175800
172050160900147800
S&P 500 Futures (SPZ4) 184300193600 /
175000
171250160100147000
S&P 500 Futures (SPH5) 183550192850 /
174250
170500159350146250
S&P 500 Futures (SPM5) 182900192200 /
173600
169850158700145600
S&P 500 Futures (SPU5) 182050191350 /
172750
169000157850144750
S&P 500 Futures (SPZ5) 181400190700 /
172100
168350157200144100
S&P 500 Futures (SPH6) 180850190150 /
171550
167800156650143550
S&P 500 Futures (SPZ6) 179900189200 /
170600
166850155700142600
S&P 500 Futures (SPZ7) 180700190000 /
171400
167650156500143400
S&P 500 Futures (SPZ8) 183100192400 /
173800
170050158900145800
S&P 500 Growth Futures (SGM4) 99220104180 /
94260
922708631079360
S&P 500 Growth Futures (SGU4) 98930103890 /
93970
919808602079070
S&P 500 Value Futures (SUM4) 8567089970 /
81370
796407447068440
S&P 500 Value Futures (SUU4) 8525089550 /
80950
792207405068020
S&P 600 SmallCap Futures (SMPM4) 6572069000 /
62440
611205717052570
S&P 600 SmallCap Futures (SMPU4) 6569068970 /
62410
610905714052540
S&P 600 SmallCap Futures (SMPZ4) 6566068940 /
62380
610605711052510
S&P 600 SmallCap Futures (SMPH5) 6563068910 /
62350
610305708052480
S&P 600 SmallCap Futures (SMPM5) 6560068880 /
62320
610005705052450
S&P MidCap 400 Futures (MDM4) 134800141550 /
128050
125350117240107780
S&P MidCap 400 Futures (MDU4) 134600141350 /
127850
125150117040107580
S&P MidCap 400 Futures (MDZ4) 134290141040 /
127540
124840116730107270
S&P MidCap 400 Futures (MDH5) 134090140840 /
127340
124640116530107070
S&P MidCap 400 Futures (MDM5) 133890140640 /
127140
124440116330106870
S&P MLP Index Futures (MLPM4) 264650277850 /
251450
246150230300211750
S&P MLP Index Futures (MLPU4) 265050278250 /
251850
246550230700212150
S&P MLP Index Futures (MLPZ4) 265550278750 /
252350
247050231200212650
S&P MLP Index Futures (MLPH5) 266150279350 /
252950
247650231800213250
USD-Denominated Ibovespa Index Futures (IBVM4) 5285158125 /
47575
475754757547575
USD-Denominated Ibovespa Index Futures (IBVQ4) 5356958925 /
48225
482254822548225
USD-Denominated Ibovespa Index Futures (IBVV4) 5441959850 /
49000
490004900049000
USD-Denominated Ibovespa Index Futures (IBVZ4) 5529560800 /
49775
497754977549775
Equity Limits for Nikkei Products
As of Trade Date: 04/21/2014
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYM4) 1451015680 / 1334016270 / 1275016860 / 12160
E-mini Nikkei 225 - Yen denominated Futures (ENYU4) 1451015680 / 1334016270 / 1275016860 / 12160
E-mini Nikkei 225 - Yen denominated Futures (ENYZ4) 1451015680 / 1334016270 / 1275016860 / 12160
E-mini Nikkei 225 - Yen denominated Futures (ENYH5) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/USD Futures (NKM4) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/USD Futures (NKU4) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/USD Futures (NKZ4) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/USD Futures (NKH5) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYK4) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYM4) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYN4) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYQ4) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYU4) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYZ4) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYH5) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYM5) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYU5) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYZ5) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYH6) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYM6) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYU6) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYZ6) 1451015680 / 1334016270 / 1275016860 / 12160
Nikkei/Yen Futures (NIYH7) 1451015680 / 1334016270 / 1275016860 / 12160
 
 
 

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