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: 05/26/2016
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 (ESM6) 208750219200 /
198300
194150181600166950
E-mini S&P 500 Futures (ESU6) 207950218400 /
197500
193350180800166150
E-mini S&P 500 Futures (ESZ6) 207300217750 /
196850
192700180150165500
E-mini S&P 500 Futures (ESH7) 206650217100 /
196200
192050179500164850
E-mini S&P 500 Futures (ESM7) 206300216750 /
195850
191700179150164500
E-mini NASDAQ 100 Futures (NQM6) 447625470000 /
425250
416300389450358100
E-mini NASDAQ 100 Futures (NQU6) 446825469200 /
424450
415500388650357300
E-mini NASDAQ 100 Futures (NQZ6) 446525468900 /
424150
415200388350357000
E-mini NASDAQ 100 Futures (NQH7) 446700469075 /
424325
415375388525357175
E-mini NASDAQ 100 Futures (NQM7) 445825468200 /
423450
414500387650356300
E-mini Dow ($5) Futures (YMM6) 1782718719 /
16935
165781550714257
E-mini Dow ($5) Futures (YMU6) 1773518627 /
16843
164861541514165
E-mini Dow ($5) Futures (YMZ6) 1766318555 /
16771
164141534314093
E-mini Dow ($5) Futures (YMH7) 1760318495 /
16711
163541528314033
Dow Jones Real Estate Futures (JRM6) 30663218 /
2914
285226692455
Dow Jones Real Estate Futures (JRU6) 30663218 /
2914
285226692455
Dow Jones Real Estate Futures (JRZ6) 30413193 /
2889
282726442430
Dow Jones Real Estate Futures (JRH7) 30163168 /
2864
280226192405
E-mini Consumer Discretionary Select Sector Futures (XAYM6) 7910083060 /
75140
735606880063260
E-mini Consumer Discretionary Select Sector Futures (XAYU6) 7890082860 /
74940
733606860063060
E-mini Consumer Staples Select Sector Futures (XAPM6) 5280055440 /
50160
491004593042230
E-mini Consumer Staples Select Sector Futures (XAPU6) 5254055180 /
49900
488404567041970
E-mini Energy Select Sector Futures (XAEM6) 6721070570 /
63850
625005847053760
E-mini Energy Select Sector Futures (XAEU6) 6684070200 /
63480
621305810053390
E-mini Financial Select Sector Futures (XAFM6) 2370024880 /
22520
220402062018960
E-mini Financial Select Sector Futures (XAFU6) 2361024790 /
22430
219502053018870
E-mini FTSE 100 Index (GBP) Futures (FT1M6) 625150656450 /
593850
581350543750499900
E-mini FTSE 100 Index (GBP) Futures (FT1U6) 621450652750 /
590150
577650540050496200
E-mini FTSE 100 Index (GBP) Futures (FT1Z6) 617750649050 /
586450
573950536350492500
E-mini FTSE 100 Index (GBP) Futures (FT1H7) 614050645350 /
582750
570250532650488800
E-mini FTSE 100 Index (GBP) Futures (FT1M7) 610350641650 /
579050
566550528950485100
E-mini FTSE China 50 Index Futures (FT5M6) 1436515090 /
13640
133501248011465
E-mini FTSE China 50 Index Futures (FT5U6) 1433515060 /
13610
133201245011435
E-mini FTSE China 50 Index Futures (FT5Z6) 1430515030 /
13580
132901242011405
E-mini FTSE China 50 Index Futures (FT5H7) 1427515000 /
13550
132601239011375
E-mini FTSE China 50 Index Futures (FT5M7) 1424514970 /
13520
132301236011345
E-mini FTSE Developed Europe Index Futures (DVEM6) 2214523270 /
21020
205701921517635
E-mini FTSE Developed Europe Index Futures (DVEU6) 2214523270 /
21020
205701921517635
E-mini FTSE Developed Europe Index Futures (DVEZ6) 2190023025 /
20775
203251897017390
E-mini FTSE Developed Europe Index Futures (DVEH7) 2166522790 /
20540
200901873517155
E-mini FTSE Developed Europe Index Futures (DVEM7) 2142022545 /
20295
198451849016910
E-mini FTSE Emerging Index Futures (EIM6) 4029042310 /
38270
374603503032200
E-mini FTSE Emerging Index Futures (EIU6) 3984041860 /
37820
370103458031750
E-mini FTSE Emerging Index Futures (EIZ6) 3985041870 /
37830
370203459031760
E-mini FTSE Emerging Index Futures (EIH7) 3985041870 /
37830
370203459031760
E-mini FTSE Emerging Index Futures (EIM7) 3985041870 /
37830
370203459031760
E-mini Health Care Select Sector Futures (XAVM6) 7090074440 /
67360
659406168056720
E-mini Health Care Select Sector Futures (XAVU6) 7072074260 /
67180
657606150056540
E-mini Industrial Select Sector Futures (XAIM6) 5568058460 /
52900
517804843044530
E-mini Industrial Select Sector Futures (XAIU6) 5545058230 /
52670
515504820044300
E-mini IPOX 100 U.S. Index Futures (IPOM6) 227800239200 /
216400
211800198100182100
E-mini IPOX 100 U.S. Index Futures (IPOU6) 227100238500 /
215700
211100197400181400
E-mini IPOX 100 U.S. Index Futures (IPOZ6) 226700238100 /
215300
210700197000181000
E-mini IPOX 100 U.S. Index Futures (IPOH7) 226300237700 /
214900
210300196600180600
E-mini IPOX 100 U.S. Index Futures (IPOM7) 225500236900 /
214100
209500195800179800
E-mini Materials Select Sector Futures (XABM6) 5037052890 /
47850
468504382040290
E-mini Materials Select Sector Futures (XABU6) 5018052700 /
47660
466604363040100
E-mini NASDAQ Biotechnology Index Futures (BIOM6) 287720302100 /
273340
267590250320230180
E-mini NASDAQ Biotechnology Index Futures (BIOU6) 286890301270 /
272510
266760249490229350
E-mini NASDAQ Composite Futures (QCNM6) 489500513950 /
465050
455250425900391650
E-mini NASDAQ Composite Futures (QCNU6) 490450514900 /
466000
456200426850392600
E-mini Russell 1000 Growth Index Futures (RSGM6) 100400105420 /
95380
933708733080300
E-mini Russell 1000 Growth Index Futures (RSGU6) 100100105120 /
95080
930708703080000
E-mini Russell 1000 Growth Index Futures (RSGZ6) 99800104820 /
94780
927708673079700
E-mini Russell 1000 Growth Index Futures (RSGH7) 99500104520 /
94480
924708643079400
E-mini Russell 1000 Growth Index Futures (RSGM7) 99200104220 /
94180
921708613079100
E-mini Russell 1000 Index Futures (RS1M6) 115580121360 /
109800
10749010054092440
E-mini Russell 1000 Index Futures (RS1U6) 115220121000 /
109440
10713010018092080
E-mini Russell 1000 Index Futures (RS1Z6) 114860120640 /
109080
1067709982091720
E-mini Russell 1000 Index Futures (RS1H7) 114500120280 /
108720
1064109946091360
E-mini Russell 1000 Index Futures (RS1M7) 114140119920 /
108360
1060509910091000
E-mini Russell 1000 Value Index Futures (RSVM6) 100260105270 /
95250
932408722080190
E-mini Russell 1000 Value Index Futures (RSVU6) 99890104900 /
94880
928708685079820
E-mini Russell 1000 Value Index Futures (RSVZ6) 99520104530 /
94510
925008648079450
E-mini Russell 1000 Value Index Futures (RSVH7) 99150104160 /
94140
921308611079080
E-mini Russell 1000 Value Index Futures (RSVM7) 98780103790 /
93770
917608574078710
E-mini S&P 600 SmallCap Futures (SMCM6) 6978073260 /
66300
649006071055830
E-mini S&P 600 SmallCap Futures (SMCU6) 6972073200 /
66240
648406065055770
E-mini S&P 600 SmallCap Futures (SMCZ6) 6940072880 /
65920
645206033055450
E-mini S&P 600 SmallCap Futures (SMCH7) 6927072750 /
65790
643906020055320
E-mini S&P 600 SmallCap Futures (SMCM7) 6914072620 /
65660
642606007055190
E-mini S&P MidCap 400 Futures (EMDM6) 147930155330 /
140530
137570128680118310
E-mini S&P MidCap 400 Futures (EMDU6) 147500154900 /
140100
137140128250117880
E-mini S&P MidCap 400 Futures (EMDZ6) 147630155030 /
140230
137270128380118010
E-mini S&P MidCap 400 Futures (EMDH7) 147680155080 /
140280
137320128430118060
E-mini S&P MidCap 400 Futures (EMDM7) 146710154110 /
139310
136350127460117090
E-mini Technology Select Sector Futures (XAKM6) 4381045990 /
41630
407503812035060
E-mini Technology Select Sector Futures (XAKU6) 4367045850 /
41490
406103798034920
E-mini USD Denominated FTSE 100 Index Futures (FTUM6) 98400103380 /
93420
914208544078460
E-mini USD Denominated FTSE 100 Index Futures (FTUU6) 97340102320 /
92360
903608438077400
E-mini USD Denominated FTSE 100 Index Futures (FTUZ6) 96280101260 /
91300
893008332076340
E-mini USD Denominated FTSE 100 Index Futures (FTUH7) 95220100200 /
90240
882408226075280
E-mini USD Denominated FTSE 100 Index Futures (FTUM7) 9417099150 /
89190
871908121074230
E-mini Utilities Select Sector Futures (XAUM6) 4841050830 /
45990
450204210038710
E-mini Utilities Select Sector Futures (XAUU6) 4806050480 /
45640
446704175038360
S&P 500 Futures (SPZ0) 211300221750 /
200850
196700184150169500
S&P 500 Futures (SPM6) 208750219200 /
198300
194150181600166950
S&P 500 Futures (SPU6) 207950218400 /
197500
193350180800166150
S&P 500 Futures (SPZ6) 207250217700 /
196800
192650180100165450
S&P 500 Futures (SPH7) 206650217100 /
196200
192050179500164850
S&P 500 Futures (SPM7) 206300216750 /
195850
191700179150164500
S&P 500 Futures (SPU7) 206100216550 /
195650
191500178950164300
S&P 500 Futures (SPZ7) 206000216450 /
195550
191400178850164200
S&P 500 Futures (SPH8) 206600217050 /
196150
192000179450164800
S&P 500 Futures (SPZ8) 206700217150 /
196250
192100179550164900
S&P 500 Futures (SPZ9) 209000219450 /
198550
194400181850167200
S&P 500 Growth Futures (SGM6) 117200123060 /
111340
10900010197093760
S&P 500 Growth Futures (SGU6) 116930122790 /
111070
10873010170093490
S&P 500 Value Futures (SUM6) 9075095300 /
86200
843807892072550
S&P 500 Value Futures (SUU6) 9023094780 /
85680
838607840072030
S&P MLP Total Return Index Futures (SLPM6) 433200454800 /
411600
402900377000346700
S&P MLP Total Return Index Futures (SLPU6) 435400457000 /
413800
405100379200348900
S&P MLP Total Return Index Futures (SLPZ6) 437700459300 /
416100
407400381500351200
S&P MLP Total Return Index Futures (SLPH7) 440000461600 /
418400
409700383800353500
S&P MLP Total Return Index Futures (SLPM7) 442200463800 /
420600
411900386000355700
USD-Denominated Ibovespa Index Futures (IBVM6) 4967954645 /
44715
447154471544715
USD-Denominated Ibovespa Index Futures (IBVQ6) 5074455815 /
45670
456704567045670
USD-Denominated Ibovespa Index Futures (IBVV6) 5161756775 /
46460
464604646046460
USD-Denominated Ibovespa Index Futures (IBVZ6) 5254957800 /
47295
472954729547295
Equity Limits for Nikkei Products
As of Trade Date: 05/26/2016
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYM6) 1676018090 / 1543018750 / 1477019420 / 14100
E-mini Nikkei 225 - Yen denominated Futures (ENYU6) 1671018040 / 1538018700 / 1472019370 / 14050
E-mini Nikkei 225 - Yen denominated Futures (ENYZ6) 1670018030 / 1537018690 / 1471019360 / 14040
E-mini Nikkei 225 - Yen denominated Futures (ENYH7) 1669018020 / 1536018680 / 1470019350 / 14030
Nikkei/USD Futures (NKM6) 1676018090 / 1543018750 / 1477019420 / 14100
Nikkei/USD Futures (NKU6) 1680018130 / 1547018790 / 1481019460 / 14140
Nikkei/USD Futures (NKZ6) 1672018050 / 1539018710 / 1473019380 / 14060
Nikkei/USD Futures (NKH7) 1665017980 / 1532018640 / 1466019310 / 13990
Nikkei/Yen Futures (NIYM6) 1676018090 / 1543018750 / 1477019420 / 14100
Nikkei/Yen Futures (NIYN6) 1673018060 / 1540018720 / 1474019390 / 14070
Nikkei/Yen Futures (NIYQ6) 1671018040 / 1538018700 / 1472019370 / 14050
Nikkei/Yen Futures (NIYU6) 1671018040 / 1538018700 / 1472019370 / 14050
Nikkei/Yen Futures (NIYV6) 1671018040 / 1538018700 / 1472019370 / 14050
Nikkei/Yen Futures (NIYZ6) 1670018030 / 1537018690 / 1471019360 / 14040
Nikkei/Yen Futures (NIYH7) 1669018020 / 1536018680 / 1470019350 / 14030
Nikkei/Yen Futures (NIYM7) 1668018010 / 1535018670 / 1469019340 / 14020
Nikkei/Yen Futures (NIYU7) 1667018000 / 1534018660 / 1468019330 / 14010
Nikkei/Yen Futures (NIYZ7) 1666017990 / 1533018650 / 1467019320 / 14000
Nikkei/Yen Futures (NIYH8) 1665017980 / 1532018640 / 1466019310 / 13990
Nikkei/Yen Futures (NIYM8) 1664017970 / 1531018630 / 1465019300 / 13980
Nikkei/Yen Futures (NIYU8) 1665017980 / 1532018640 / 1466019310 / 13990
Nikkei/Yen Futures (NIYZ8) 1666017990 / 1533018650 / 1467019320 / 14000
Nikkei/Yen Futures (NIYH9) 1667018000 / 1534018660 / 1468019330 / 14010

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