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: 09/26/2017
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 (ESZ7) 249400261850 /
236950
231950216950199500
E-mini S&P 500 Futures (ESH8) 249350261800 /
236900
231900216900199450
E-mini S&P 500 Futures (ESM8) 249250261700 /
236800
231800216800199350
E-mini S&P 500 Futures (ESU8) 249200261650 /
236750
231750216750199300
E-mini S&P 500 Futures (ESZ8) 249300261750 /
236850
231850216850199400
E-mini NASDAQ 100 Futures (NQZ7) 587050616375 /
557725
546000510775469725
E-mini NASDAQ 100 Futures (NQH8) 588075617400 /
558750
547025511800470750
E-mini NASDAQ 100 Futures (NQM8) 589050618375 /
559725
548000512775471725
E-mini NASDAQ 100 Futures (NQU8) 590400619725 /
561075
549350514125473075
E-mini NASDAQ 100 Futures (NQZ8) 591100620425 /
561775
550050514825473775
E-mini Dow ($5) Futures (YMZ7) 2225523369 /
21141
206951935717796
E-mini Dow ($5) Futures (YMH8) 2222623340 /
21112
206661932817767
E-mini Dow ($5) Futures (YMM8) 2219523309 /
21081
206351929717736
E-mini Dow ($5) Futures (YMU8) 2215823272 /
21044
205981926017699
Dow Jones Real Estate Futures (JRZ7) 31623320 /
3004
294027492527
Dow Jones Real Estate Futures (JRH8) 31453303 /
2987
292327322510
Dow Jones Real Estate Futures (JRM8) 31303288 /
2972
290827172495
Dow Jones Real Estate Futures (JRU8) 31133271 /
2955
289127002478
E-mini Consumer Discretionary Select Sector Futures (XAYZ7) 9022094730 /
85710
839107850072180
E-mini Consumer Discretionary Select Sector Futures (XAYH8) 9025094760 /
85740
839407853072210
E-mini Consumer Staples Select Sector Futures (XAPZ7) 5455057280 /
51820
507204744043610
E-mini Consumer Staples Select Sector Futures (XAPH8) 5440057130 /
51670
505704729043460
E-mini Energy Select Sector Futures (XAEZ7) 6867072110 /
65230
638505972054890
E-mini Energy Select Sector Futures (XAEH8) 6845071890 /
65010
636305950054670
E-mini Financial Select Sector Futures (XAFZ7) 3125032810 /
29690
290702719025000
E-mini Financial Select Sector Futures (XAFH8) 3124032800 /
29680
290602718024990
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 726400762900 /
689900
675300631500580400
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 722700759200 /
686200
671600627800576700
E-mini FTSE 100 Index (GBP) Futures (FT1M8) 719000755500 /
682500
667900624100573000
E-mini FTSE 100 Index (GBP) Futures (FT1U8) 715300751800 /
678800
664200620400569300
E-mini FTSE 100 Index (GBP) Futures (FT1Z8) 710600747100 /
674100
659500615700564600
E-mini FTSE China 50 Index Futures (FT5Z7) 1931020270 /
18350
179651681015465
E-mini FTSE China 50 Index Futures (FT5H8) 1928020240 /
18320
179351678015435
E-mini FTSE China 50 Index Futures (FT5M8) 1904020000 /
18080
176951654015195
E-mini FTSE China 50 Index Futures (FT5U8) 1880019760 /
17840
174551630014955
E-mini FTSE China 50 Index Futures (FT5Z8) 1856019520 /
17600
172151606014715
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2454025785 /
23295
227952130019555
E-mini FTSE Developed Europe Index Futures (DVEH8) 2430525550 /
23060
225602106519320
E-mini FTSE Developed Europe Index Futures (DVEM8) 2388525130 /
22640
221402064518900
E-mini FTSE Developed Europe Index Futures (DVEU8) 2375024995 /
22505
220052051018765
E-mini FTSE Developed Europe Index Futures (DVEZ8) 2360024845 /
22355
218552036018615
E-mini FTSE Emerging Index Futures (EIZ7) 5352056180 /
50860
497904659042860
E-mini FTSE Emerging Index Futures (EIH8) 5352056180 /
50860
497904659042860
E-mini FTSE Emerging Index Futures (EIM8) 5292055580 /
50260
491904599042260
E-mini FTSE Emerging Index Futures (EIU8) 5232054980 /
49660
485904539041660
E-mini FTSE Emerging Index Futures (EIZ8) 5172054380 /
49060
479904479041060
E-mini Health Care Select Sector Futures (XAVZ7) 8170085780 /
77620
759907108065360
E-mini Health Care Select Sector Futures (XAVH8) 8170085780 /
77620
759907108065360
E-mini Industrial Select Sector Futures (XAIZ7) 7078074320 /
67240
658306157056610
E-mini Industrial Select Sector Futures (XAIH8) 7069074230 /
67150
657406148056520
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 280100294100 /
266100
260500243600223900
E-mini IPOX 100 U.S. Index Futures (IPOH8) 279700293700 /
265700
260100243200223500
E-mini IPOX 100 U.S. Index Futures (IPOM8) 279000293000 /
265000
259400242500222800
E-mini IPOX 100 U.S. Index Futures (IPOU8) 278300292300 /
264300
258700241800222100
E-mini IPOX 100 U.S. Index Futures (IPOZ8) 277900291900 /
263900
258300241400221700
E-mini Materials Select Sector Futures (XABZ7) 5997062960 /
56980
557805218047980
E-mini Materials Select Sector Futures (XABH8) 5993062920 /
56940
557405214047940
E-mini NASDAQ Biotechnology Index Futures (BIOZ7) 346490363820 /
329160
322220301420277150
E-mini NASDAQ Biotechnology Index Futures (BIOH8) 345660362990 /
328330
321390300590276320
E-mini NASDAQ Composite Futures (QCNZ7) 636600668450 /
604750
592050553800509200
E-mini NASDAQ Composite Futures (QCNH8) 637550669400 /
605700
593000554750510150
E-mini Russell 1000 Growth Index Futures (RSGZ7) 124220130420 /
118020
11554010810099410
E-mini Russell 1000 Growth Index Futures (RSGH8) 123920130120 /
117720
11524010780099110
E-mini Russell 1000 Growth Index Futures (RSGM8) 123550129750 /
117350
11487010743098740
E-mini Russell 1000 Growth Index Futures (RSGU8) 123180129380 /
116980
11450010706098370
E-mini Russell 1000 Growth Index Futures (RSGZ8) 122810129010 /
116610
11413010669098000
E-mini Russell 1000 Index Futures (RS1Z7) 138300145220 /
131380
128610120310110620
E-mini Russell 1000 Index Futures (RS1H8) 137970144890 /
131050
128280119980110290
E-mini Russell 1000 Index Futures (RS1M8) 137610144530 /
130690
127920119620109930
E-mini Russell 1000 Index Futures (RS1U8) 137280144200 /
130360
127590119290109600
E-mini Russell 1000 Index Futures (RS1Z8) 136950143870 /
130030
127260118960109270
E-mini Russell 1000 Value Index Futures (RSVZ7) 116070121880 /
110260
10793010095092810
E-mini Russell 1000 Value Index Futures (RSVH8) 115660121470 /
109850
10752010054092400
E-mini Russell 1000 Value Index Futures (RSVM8) 115080120890 /
109270
1069409996091820
E-mini Russell 1000 Value Index Futures (RSVU8) 114500120310 /
108690
1063609938091240
E-mini Russell 1000 Value Index Futures (RSVZ8) 113920119730 /
108110
1057809880090660
E-mini Russell 2000 Growth Index Futures (R2GZ7) 8815092550 /
83750
819907670070530
E-mini Russell 2000 Growth Index Futures (R2GH8) 8823092630 /
83830
820707678070610
E-mini Russell 2000 Growth Index Futures (R2GM8) 8831092710 /
83910
821507686070690
E-mini Russell 2000 Growth Index Futures (R2GU8) 8839092790 /
83990
822307694070770
E-mini Russell 2000 Growth Index Futures (R2GZ8) 8848092880 /
84080
823207703070860
E-mini Russell 2000 Index Futures (RTYZ7) 145220152470 /
137970
135060126350116190
E-mini Russell 2000 Index Futures (RTYH8) 145120152370 /
137870
134960126250116090
E-mini Russell 2000 Index Futures (RTYM8) 144980152230 /
137730
134820126110115950
E-mini Russell 2000 Index Futures (RTYU8) 144890152140 /
137640
134730126020115860
E-mini Russell 2000 Index Futures (RTYZ8) 144810152060 /
137560
134650125940115780
E-mini Russell 2000 Value Index Futures (R2VZ7) 180660189710 /
171610
167990157130144460
E-mini Russell 2000 Value Index Futures (R2VH8) 180450189500 /
171400
167780156920144250
E-mini Russell 2000 Value Index Futures (R2VM8) 180240189290 /
171190
167570156710144040
E-mini Russell 2000 Value Index Futures (R2VU8) 180010189060 /
170960
167340156480143810
E-mini Russell 2000 Value Index Futures (R2VZ8) 179800188850 /
170750
167130156270143600
E-mini S&P 600 SmallCap Futures (SMCZ7) 8773092110 /
83350
815907633070190
E-mini S&P 600 SmallCap Futures (SMCH8) 8741091790 /
83030
812707601069870
E-mini S&P 600 SmallCap Futures (SMCM8) 8715091530 /
82770
810107575069610
E-mini S&P 600 SmallCap Futures (SMCU8) 8702091400 /
82640
808807562069480
E-mini S&P 600 SmallCap Futures (SMCZ8) 8670091080 /
82320
805607530069160
E-mini S&P MidCap 400 Futures (EMDZ7) 177210186060 /
168360
164810154180141780
E-mini S&P MidCap 400 Futures (EMDH8) 176900185750 /
168050
164500153870141470
E-mini S&P MidCap 400 Futures (EMDM8) 176760185610 /
167910
164360153730141330
E-mini S&P MidCap 400 Futures (EMDU8) 176430185280 /
167580
164030153400141000
E-mini S&P MidCap 400 Futures (EMDZ8) 176420185270 /
167570
164020153390140990
E-mini S&P Real Estate Select Sector Index Futures (XARZ7) 1552516300 /
14750
144351350012410
E-mini S&P Real Estate Select Sector Index Futures (XARH8) 1544516220 /
14670
143551342012330
E-mini Technology Select Sector Futures (XAKZ7) 5812061020 /
55220
540605057046500
E-mini Technology Select Sector Futures (XAKH8) 5813061030 /
55230
540705058046510
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 106360111680 /
101040
989109253085080
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 105250110570 /
99930
978009142083970
E-mini USD Denominated FTSE 100 Index Futures (FTUM8) 105790111110 /
100470
983409196084510
E-mini USD Denominated FTSE 100 Index Futures (FTUU8) 106330111650 /
101010
988809250085050
E-mini USD Denominated FTSE 100 Index Futures (FTUZ8) 106870112190 /
101550
994209304085590
E-mini Utilities Select Sector Futures (XAUZ7) 5407056780 /
51360
502704701043210
E-mini Utilities Select Sector Futures (XAUH8) 5381056520 /
51100
500104675042950
S&P 500 Futures (SPZ0) 255550268000 /
243100
238100223100205650
S&P 500 Futures (SPZ1) 260950273400 /
248500
243500228500211050
S&P 500 Futures (SPZ7) 249400261850 /
236950
231950216950199500
S&P 500 Futures (SPH8) 249300261750 /
236850
231850216850199400
S&P 500 Futures (SPM8) 249250261700 /
236800
231800216800199350
S&P 500 Futures (SPU8) 249200261650 /
236750
231750216750199300
S&P 500 Futures (SPZ8) 249300261750 /
236850
231850216850199400
S&P 500 Futures (SPH9) 249700262150 /
237250
232250217250199800
S&P 500 Futures (SPM9) 250100262550 /
237650
232650217650200200
S&P 500 Futures (SPU9) 250850263300 /
238400
233400218400200950
S&P 500 Futures (SPZ9) 251600264050 /
239150
234150219150201700
S&P 500 Growth Futures (SGZ7) 142180149290 /
135070
132220123680113710
S&P 500 Growth Futures (SGH8) 142340149450 /
135230
132380123840113870
S&P 500 Value Futures (SUZ7) 105800111100 /
100500
983809201084580
S&P 500 Value Futures (SUH8) 105680110980 /
100380
982609189084460
S&P MLP Total Return Index Futures (SLPZ7) 455100478200 /
432000
422800395000362600
S&P MLP Total Return Index Futures (SLPH8) 457400480500 /
434300
425100397300364900
S&P MLP Total Return Index Futures (SLPM8) 453000476100 /
429900
420700392900360500
S&P MLP Total Return Index Futures (SLPU8) 448600471700 /
425500
416300388500356100
S&P MLP Total Return Index Futures (SLPZ8) 450900474000 /
427800
418600390800358400
USD-Denominated Ibovespa Index Futures (IBVV7) 7569483260 /
68125
681256812568125
USD-Denominated Ibovespa Index Futures (IBVZ7) 7646284105 /
68820
688206882068820
USD-Denominated Ibovespa Index Futures (IBVG8) 7714584855 /
69435
694356943569435
USD-Denominated Ibovespa Index Futures (IBVJ8) 7791585705 /
70125
701257012570125
Equity Limits for Nikkei Products
As of Trade Date: 09/26/2017
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYZ7) 2025021830 / 1867022620 / 1788023410 / 17090
E-mini Nikkei 225 - Yen denominated Futures (ENYH8) 2021021790 / 1863022580 / 1784023370 / 17050
E-mini Nikkei 225 - Yen denominated Futures (ENYM8) 2011021690 / 1853022480 / 1774023270 / 16950
E-mini Nikkei 225 - Yen denominated Futures (ENYU8) 2007021650 / 1849022440 / 1770023230 / 16910
Nikkei/USD Futures (NKZ7) 2025021830 / 1867022620 / 1788023410 / 17090
Nikkei/USD Futures (NKH8) 2027021850 / 1869022640 / 1790023430 / 17110
Nikkei/USD Futures (NKM8) 2019021770 / 1861022560 / 1782023350 / 17030
Nikkei/USD Futures (NKU8) 2012021700 / 1854022490 / 1775023280 / 16960
Nikkei/Yen Futures (NIYH0) 1953021110 / 1795021900 / 1716022690 / 16370
Nikkei/Yen Futures (NIYM0) 1943021010 / 1785021800 / 1706022590 / 16270
Nikkei/Yen Futures (NIYU0) 1933020910 / 1775021700 / 1696022490 / 16170
Nikkei/Yen Futures (NIYV7) 2035021930 / 1877022720 / 1798023510 / 17190
Nikkei/Yen Futures (NIYX7) 2030021880 / 1872022670 / 1793023460 / 17140
Nikkei/Yen Futures (NIYZ7) 2025021830 / 1867022620 / 1788023410 / 17090
Nikkei/Yen Futures (NIYF8) 2020021780 / 1862022570 / 1783023360 / 17040
Nikkei/Yen Futures (NIYH8) 2021021790 / 1863022580 / 1784023370 / 17050
Nikkei/Yen Futures (NIYM8) 2011021690 / 1853022480 / 1774023270 / 16950
Nikkei/Yen Futures (NIYU8) 2007021650 / 1849022440 / 1770023230 / 16910
Nikkei/Yen Futures (NIYZ8) 1997021550 / 1839022340 / 1760023130 / 16810
Nikkei/Yen Futures (NIYH9) 1993021510 / 1835022300 / 1756023090 / 16770
Nikkei/Yen Futures (NIYM9) 1983021410 / 1825022200 / 1746022990 / 16670
Nikkei/Yen Futures (NIYU9) 1973021310 / 1815022100 / 1736022890 / 16570
Nikkei/Yen Futures (NIYZ9) 1963021210 / 1805022000 / 1726022790 / 16470

Contact Us

CME Global Command Center
United States: +1 800 438 8616
Europe: +440800 898 013
Asia: +65 6532 5010
gcc@cmegroup.com