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: 10/23/2014
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 (ESZ4) 192050201650 /
182450
178600167000153550
E-mini S&P 500 Futures (ESH5) 191250200850 /
181650
177800166200152750
E-mini S&P 500 Futures (ESM5) 190500200100 /
180900
177050165450152000
E-mini S&P 500 Futures (ESU5) 189800199400 /
180200
176350164750151300
E-mini S&P 500 Futures (ESZ5) 189200198800 /
179600
175750164150150700
E-mini NASDAQ 100 Futures (NQZ4) 394100413825 /
374375
366475342775315125
E-mini NASDAQ 100 Futures (NQH5) 393400413125 /
373675
365775342075314425
E-mini NASDAQ 100 Futures (NQM5) 392200411925 /
372475
364575340875313225
E-mini NASDAQ 100 Futures (NQU5) 390775410500 /
371050
363150339450311800
E-mini NASDAQ 100 Futures (NQZ5) 390775410500 /
371050
363150339450311800
E-mini Dow ($5) Futures (YMZ4) 1638717210 /
15564
152351424813095
E-mini Dow ($5) Futures (YMH5) 1631517138 /
15492
151631417613023
E-mini Dow ($5) Futures (YMM5) 1622917052 /
15406
150771409012937
E-mini Dow ($5) Futures (YMU5) 1613916962 /
15316
149871400012847
Big Dow DJIA ($25) Futures (DOZ4) 1638717210 /
15564
152351424813095
DJIA ($10) Futures (DJZ4) 1638717210 /
15564
152351424813095
DJIA ($10) Futures (DJH5) 1631517138 /
15492
151631417613023
DJIA ($10) Futures (DJM5) 1622917052 /
15406
150771409012937
DJIA ($10) Futures (DJU5) 1613916962 /
15316
149871400012847
Dow Jones Real Estate Futures (JRZ4) 28392993 /
2685
262324372220
Dow Jones Real Estate Futures (JRH5) 28322986 /
2678
261624302213
Dow Jones Real Estate Futures (JRM5) 28252979 /
2671
260924232206
Dow Jones Real Estate Futures (JRU5) 28252979 /
2671
260924232206
E-mini Consumer Discretionary Select Sector Futures (XAYZ4) 6561068900 /
62320
610105706052450
E-mini Consumer Discretionary Select Sector Futures (XAYH5) 6547068760 /
62180
608705692052310
E-mini Consumer Staples Select Sector Futures (XAPZ4) 4553047810 /
43250
423403960036400
E-mini Consumer Staples Select Sector Futures (XAPH5) 4525047530 /
42970
420603932036120
E-mini Energy Select Sector Futures (XAEZ4) 8415088380 /
79920
782307315067220
E-mini Energy Select Sector Futures (XAEH5) 8373087960 /
79500
778107273066800
E-mini Financial Select Sector Futures (XAFZ4) 2257023700 /
21440
209901963018050
E-mini Financial Select Sector Futures (XAFH5) 2248023610 /
21350
209001954017960
E-mini Health Care Select Sector Futures (XAVZ4) 6328066450 /
60110
588405504050590
E-mini Health Care Select Sector Futures (XAVH5) 6309066260 /
59920
586505485050400
E-mini Industrial Select Sector Futures (XAIZ4) 5189054490 /
49290
482504512041480
E-mini Industrial Select Sector Futures (XAIH5) 5166054260 /
49060
480204489041250
E-mini Materials Select Sector Futures (XABZ4) 5060053130 /
48070
470504401040460
E-mini Materials Select Sector Futures (XABH5) 5037052900 /
47840
468204378040230
E-mini NASDAQ Biotechnology Index Futures (BIOZ4) 285640300080 /
271200
265420248090227870
E-mini NASDAQ Biotechnology Index Futures (BIOH5) 287690302130 /
273250
267470250140229920
E-mini NASDAQ Composite Futures (QCNZ4) 436400458300 /
414500
405750379450348750
E-mini NASDAQ Composite Futures (QCNH5) 437350459250 /
415450
406700380400349700
E-mini S&P 600 SmallCap Futures (SMCZ4) 6337066540 /
60200
589305512050680
E-mini S&P 600 SmallCap Futures (SMCH5) 6334066510 /
60170
589005509050650
E-mini S&P 600 SmallCap Futures (SMCM5) 6331066480 /
60140
588705506050620
E-mini S&P 600 SmallCap Futures (SMCU5) 6328066450 /
60110
588405503050590
E-mini S&P 600 SmallCap Futures (SMCZ5) 6319066360 /
60020
587505494050500
E-mini S&P MidCap 400 Futures (EMDZ4) 134810141570 /
128050
125350117240107770
E-mini S&P MidCap 400 Futures (EMDH5) 134410141170 /
127650
124950116840107370
E-mini S&P MidCap 400 Futures (EMDM5) 134210140970 /
127450
124750116640107170
E-mini S&P MidCap 400 Futures (EMDU5) 134010140770 /
127250
124550116440106970
E-mini S&P MidCap 400 Futures (EMDZ5) 134110140870 /
127350
124650116540107070
E-mini Technology Select Sector Futures (XAKZ4) 3842040340 /
36500
357303342030720
E-mini Technology Select Sector Futures (XAKH5) 3830040220 /
36380
356103330030600
E-mini Utilities Select Sector Futures (XAUZ4) 4421046430 /
41990
411003842035300
E-mini Utilities Select Sector Futures (XAUH5) 4382046040 /
41600
407103803034910
NASDAQ 100 Futures (NDZ4) 394100413825 /
374375
366475342775315125
NASDAQ 100 Futures (NDH5) 393400413125 /
373675
365775342075314425
NASDAQ 100 Futures (NDM5) 392200411925 /
372475
364575340875313225
NASDAQ 100 Futures (NDU5) 390775410500 /
371050
363150339450311800
NASDAQ 100 Futures (NDZ5) 390775410500 /
371050
363150339450311800
S&P 500 Futures (SPZ4) 192050201650 /
182450
178600167000153550
S&P 500 Futures (SPH5) 191300200900 /
181700
177850166250152800
S&P 500 Futures (SPM5) 190500200100 /
180900
177050165450152000
S&P 500 Futures (SPU5) 189850199450 /
180250
176400164800151350
S&P 500 Futures (SPZ5) 189200198800 /
179600
175750164150150700
S&P 500 Futures (SPH6) 188700198300 /
179100
175250163650150200
S&P 500 Futures (SPM6) 188150197750 /
178550
174700163100149650
S&P 500 Futures (SPU6) 188000197600 /
178400
174550162950149500
S&P 500 Futures (SPZ6) 187800197400 /
178200
174350162750149300
S&P 500 Futures (SPZ7) 188550198150 /
178950
175100163500150050
S&P 500 Futures (SPZ8) 190950200550 /
181350
177500165900152450
S&P 500 Growth Futures (SGZ4) 104640109870 /
99410
973109102083690
S&P 500 Growth Futures (SGH5) 104350109580 /
99120
970209073083400
S&P 500 Value Futures (SUZ4) 8654090890 /
82190
804507523069130
S&P 500 Value Futures (SUH5) 8608090430 /
81730
799907477068670
S&P 600 SmallCap Futures (SMPZ4) 6337066540 /
60200
589305512050680
S&P 600 SmallCap Futures (SMPH5) 6334066510 /
60170
589005509050650
S&P 600 SmallCap Futures (SMPM5) 6331066480 /
60140
588705506050620
S&P 600 SmallCap Futures (SMPU5) 6328066450 /
60110
588405503050590
S&P 600 SmallCap Futures (SMPZ5) 6319066360 /
60020
587505494050500
S&P MidCap 400 Futures (MDZ4) 134810141570 /
128050
125350117240107770
S&P MidCap 400 Futures (MDH5) 134410141170 /
127650
124950116840107370
S&P MidCap 400 Futures (MDM5) 134210140970 /
127450
124750116640107170
S&P MidCap 400 Futures (MDU5) 134010140770 /
127250
124550116440106970
S&P MidCap 400 Futures (MDZ5) 134110140870 /
127350
124650116540107070
S&P MLP Index Futures (MLPZ4) 281100295150 /
267050
261450244550224900
S&P MLP Index Futures (MLPH5) 281700295750 /
267650
262050245150225500
S&P MLP Index Futures (MLPM5) 282400296450 /
268350
262750245850226200
S&P MLP Index Futures (MLPU5) 283100297150 /
269050
263450246550226900
USD-Denominated Ibovespa Index Futures (IBVV4) 55631999900 /
0
000
USD-Denominated Ibovespa Index Futures (IBVZ4) 5321858535 /
47900
479004790047900
USD-Denominated Ibovespa Index Futures (IBVG5) 5414859560 /
48735
487354873548735
USD-Denominated Ibovespa Index Futures (IBVJ5) 5508160585 /
49575
495754957549575
USD-Denominated Ibovespa Index Futures (IBVM5) 5612061730 /
50510
505105051050510
Equity Limits for Nikkei Products
As of Trade Date: 10/23/2014
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYZ4) 1519016410 / 1397017030 / 1335017640 / 12740
E-mini Nikkei 225 - Yen denominated Futures (ENYH5) 1518016400 / 1396017020 / 1334017630 / 12730
E-mini Nikkei 225 - Yen denominated Futures (ENYM5) 1517016390 / 1395017010 / 1333017620 / 12720
E-mini Nikkei 225 - Yen denominated Futures (ENYU5) 1516016380 / 1394017000 / 1332017610 / 12710
Nikkei/USD Futures (NKZ4) 1519016410 / 1397017030 / 1335017640 / 12740
Nikkei/USD Futures (NKH5) 1521016430 / 1399017050 / 1337017660 / 12760
Nikkei/USD Futures (NKM5) 1528016500 / 1406017120 / 1344017730 / 12830
Nikkei/USD Futures (NKU5) 1534016560 / 1412017180 / 1350017790 / 12890
Nikkei/Yen Futures (NIYX4) 1519016410 / 1397017030 / 1335017640 / 12740
Nikkei/Yen Futures (NIYZ4) 1519016410 / 1397017030 / 1335017640 / 12740
Nikkei/Yen Futures (NIYF5) 1518016400 / 1396017020 / 1334017630 / 12730
Nikkei/Yen Futures (NIYG5) 1518016400 / 1396017020 / 1334017630 / 12730
Nikkei/Yen Futures (NIYH5) 1517016390 / 1395017010 / 1333017620 / 12720
Nikkei/Yen Futures (NIYM5) 1516016380 / 1394017000 / 1332017610 / 12710
Nikkei/Yen Futures (NIYU5) 1515016370 / 1393016990 / 1331017600 / 12700
Nikkei/Yen Futures (NIYZ5) 1514016360 / 1392016980 / 1330017590 / 12690
Nikkei/Yen Futures (NIYH6) 1513016350 / 1391016970 / 1329017580 / 12680
Nikkei/Yen Futures (NIYM6) 1512016340 / 1390016960 / 1328017570 / 12670
Nikkei/Yen Futures (NIYU6) 1511016330 / 1389016950 / 1327017560 / 12660
Nikkei/Yen Futures (NIYZ6) 1510016320 / 1388016940 / 1326017550 / 12650
Nikkei/Yen Futures (NIYH7) 1509016310 / 1387016930 / 1325017540 / 12640
Nikkei/Yen Futures (NIYM7) 1508016300 / 1386016920 / 1324017530 / 12630
Nikkei/Yen Futures (NIYU7) 1507016290 / 1385016910 / 1323017520 / 12620
 
 
 

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