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: 08/01/2016
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) 216800227650 /
205950
201600188550173350
E-mini S&P 500 Futures (ESZ6) 216000226850 /
205150
200800187750172550
E-mini S&P 500 Futures (ESH7) 215350226200 /
204500
200150187100171900
E-mini S&P 500 Futures (ESM7) 214700225550 /
203850
199500186450171250
E-mini S&P 500 Futures (ESU7) 214400225250 /
203550
199200186150170950
E-mini NASDAQ 100 Futures (NQU6) 472675496325 /
449025
439575411200378075
E-mini NASDAQ 100 Futures (NQZ6) 471875495525 /
448225
438775410400377275
E-mini NASDAQ 100 Futures (NQH7) 471275494925 /
447625
438175409800376675
E-mini NASDAQ 100 Futures (NQM7) 470675494325 /
447025
437575409200376075
E-mini NASDAQ 100 Futures (NQU7) 470075493725 /
446425
436975408600375475
E-mini Dow ($5) Futures (YMU6) 1836219283 /
17441
170721596614676
E-mini Dow ($5) Futures (YMZ6) 1827119192 /
17350
169811587514585
E-mini Dow ($5) Futures (YMH7) 1819319114 /
17272
169031579714507
E-mini Dow ($5) Futures (YMM7) 1815219073 /
17231
168621575614466
Dow Jones Real Estate Futures (JRU6) 33563524 /
3188
312129192683
Dow Jones Real Estate Futures (JRZ6) 33313499 /
3163
309628942658
Dow Jones Real Estate Futures (JRH7) 33063474 /
3138
307128692633
Dow Jones Real Estate Futures (JRM7) 32803448 /
3112
304528432607
E-mini Consumer Discretionary Select Sector Futures (XAYU6) 8203086130 /
77930
762907136065610
E-mini Consumer Discretionary Select Sector Futures (XAYZ6) 8182085920 /
77720
760807115065400
E-mini Consumer Staples Select Sector Futures (XAPU6) 5477057510 /
52030
509304764043790
E-mini Consumer Staples Select Sector Futures (XAPZ6) 5455057290 /
51810
507104742043570
E-mini Energy Select Sector Futures (XAEU6) 6730070680 /
63920
625705851053780
E-mini Energy Select Sector Futures (XAEZ6) 6696070340 /
63580
622305817053440
E-mini Financial Select Sector Futures (XAFU6) 2358024760 /
22400
219302051018860
E-mini Financial Select Sector Futures (XAFZ6) 2349024670 /
22310
218402042018770
E-mini FTSE 100 Index (GBP) Futures (FT1U6) 667350700950 /
633750
620300579950532900
E-mini FTSE 100 Index (GBP) Futures (FT1Z6) 663650697250 /
630050
616600576250529200
E-mini FTSE 100 Index (GBP) Futures (FT1H7) 659950693550 /
626350
612900572550525500
E-mini FTSE 100 Index (GBP) Futures (FT1M7) 656250689850 /
622650
609200568850521800
E-mini FTSE 100 Index (GBP) Futures (FT1U7) 652550686150 /
618950
605500565150518100
E-mini FTSE China 50 Index Futures (FT5U6) 1532516090 /
14560
142501333012255
E-mini FTSE China 50 Index Futures (FT5Z6) 1529516060 /
14530
142201330012225
E-mini FTSE China 50 Index Futures (FT5H7) 1526516030 /
14500
141901327012195
E-mini FTSE China 50 Index Futures (FT5M7) 1523516000 /
14470
141601324012165
E-mini FTSE China 50 Index Futures (FT5U7) 1520515970 /
14440
141301321012135
E-mini FTSE Developed Europe Index Futures (DVEU6) 2178522895 /
20675
202351890017345
E-mini FTSE Developed Europe Index Futures (DVEZ6) 2155022660 /
20440
200001866517110
E-mini FTSE Developed Europe Index Futures (DVEH7) 2131522425 /
20205
197651843016875
E-mini FTSE Developed Europe Index Futures (DVEM7) 2107022180 /
19960
195201818516630
E-mini FTSE Developed Europe Index Futures (DVEU7) 2083521945 /
19725
192851795016395
E-mini FTSE Emerging Index Futures (EIU6) 4464046850 /
42430
415403887035770
E-mini FTSE Emerging Index Futures (EIZ6) 4465046860 /
42440
415503888035780
E-mini FTSE Emerging Index Futures (EIH7) 4465046860 /
42440
415503888035780
E-mini FTSE Emerging Index Futures (EIM7) 4465046860 /
42440
415503888035780
E-mini FTSE Emerging Index Futures (EIU7) 4465046860 /
42440
415503888035780
E-mini Health Care Select Sector Futures (XAVU6) 7538079150 /
71610
701006557060280
E-mini Health Care Select Sector Futures (XAVZ6) 7521078980 /
71440
699306540060110
E-mini Industrial Select Sector Futures (XAIU6) 5794060840 /
55040
538805039046320
E-mini Industrial Select Sector Futures (XAIZ6) 5771060610 /
54810
536505016046090
E-mini IPOX 100 U.S. Index Futures (IPOU6) 236400248200 /
224600
219800205600189000
E-mini IPOX 100 U.S. Index Futures (IPOZ6) 236000247800 /
224200
219400205200188600
E-mini IPOX 100 U.S. Index Futures (IPOH7) 235600247400 /
223800
219000204800188200
E-mini IPOX 100 U.S. Index Futures (IPOM7) 234800246600 /
223000
218200204000187400
E-mini IPOX 100 U.S. Index Futures (IPOU7) 234100245900 /
222300
217500203300186700
E-mini Materials Select Sector Futures (XABU6) 5146054030 /
48890
478504476041150
E-mini Materials Select Sector Futures (XABZ6) 5128053850 /
48710
476704458040970
E-mini NASDAQ Biotechnology Index Futures (BIOU6) 302820317960 /
287680
281630263460242260
E-mini NASDAQ Biotechnology Index Futures (BIOZ6) 301990317130 /
286850
280800262630241430
E-mini NASDAQ Composite Futures (QCNU6) 516200542000 /
490400
480100449100413000
E-mini NASDAQ Composite Futures (QCNZ6) 517150542950 /
491350
481050450050413950
E-mini Russell 1000 Growth Index Futures (RSGU6) 105060110310 /
99810
977009139084030
E-mini Russell 1000 Growth Index Futures (RSGZ6) 104760110010 /
99510
974009109083730
E-mini Russell 1000 Growth Index Futures (RSGH7) 104460109710 /
99210
971009079083430
E-mini Russell 1000 Growth Index Futures (RSGM7) 104160109410 /
98910
968009049083130
E-mini Russell 1000 Growth Index Futures (RSGU7) 103860109110 /
98610
965009019082830
E-mini Russell 1000 Index Futures (RS1U6) 120140126160 /
114120
11171010449096060
E-mini Russell 1000 Index Futures (RS1Z6) 119780125800 /
113760
11135010413095700
E-mini Russell 1000 Index Futures (RS1H7) 119420125440 /
113400
11099010377095340
E-mini Russell 1000 Index Futures (RS1M7) 119060125080 /
113040
11063010341094980
E-mini Russell 1000 Index Futures (RS1U7) 118700124720 /
112680
11027010305094620
E-mini Russell 1000 Value Index Futures (RSVU6) 103580108770 /
98390
963109007082790
E-mini Russell 1000 Value Index Futures (RSVZ6) 103170108360 /
97980
959008966082380
E-mini Russell 1000 Value Index Futures (RSVH7) 102800107990 /
97610
955308929082010
E-mini Russell 1000 Value Index Futures (RSVM7) 102430107620 /
97240
951608892081640
E-mini Russell 1000 Value Index Futures (RSVU7) 102060107250 /
96870
947908855081270
E-mini S&P 600 SmallCap Futures (SMCU6) 7439078100 /
70680
691906472059520
E-mini S&P 600 SmallCap Futures (SMCZ6) 7407077780 /
70360
688706440059200
E-mini S&P 600 SmallCap Futures (SMCH7) 7394077650 /
70230
687406427059070
E-mini S&P 600 SmallCap Futures (SMCM7) 7381077520 /
70100
686106414058940
E-mini S&P 600 SmallCap Futures (SMCU7) 7368077390 /
69970
684806401058810
E-mini S&P MidCap 400 Futures (EMDU6) 155690163480 /
147900
144780135420124510
E-mini S&P MidCap 400 Futures (EMDZ6) 155150162940 /
147360
144240134880123970
E-mini S&P MidCap 400 Futures (EMDH7) 155200162990 /
147410
144290134930124020
E-mini S&P MidCap 400 Futures (EMDM7) 154230162020 /
146440
143320133960123050
E-mini S&P MidCap 400 Futures (EMDU7) 154050161840 /
146260
143140133780122870
E-mini Technology Select Sector Futures (XAKU6) 4653048850 /
44210
432704048037220
E-mini Technology Select Sector Futures (XAKZ6) 4639048710 /
44070
431304034037080
E-mini USD Denominated FTSE 100 Index Futures (FTUU6) 95910100720 /
91100
891708340076660
E-mini USD Denominated FTSE 100 Index Futures (FTUZ6) 9485099660 /
90040
881108234075600
E-mini USD Denominated FTSE 100 Index Futures (FTUH7) 9379098600 /
88980
870508128074540
E-mini USD Denominated FTSE 100 Index Futures (FTUM7) 9274097550 /
87930
860008023073490
E-mini USD Denominated FTSE 100 Index Futures (FTUU7) 9168096490 /
86870
849407917072430
E-mini Utilities Select Sector Futures (XAUU6) 5250055130 /
49870
488104565041960
E-mini Utilities Select Sector Futures (XAUZ6) 5216054790 /
49530
484704531041620
S&P 500 Futures (SPZ0) 219700230550 /
208850
204500191450176250
S&P 500 Futures (SPU6) 216800227650 /
205950
201600188550173350
S&P 500 Futures (SPZ6) 216050226900 /
205200
200850187800172600
S&P 500 Futures (SPH7) 215400226250 /
204550
200200187150171950
S&P 500 Futures (SPM7) 214750225600 /
203900
199550186500171300
S&P 500 Futures (SPU7) 214450225300 /
203600
199250186200171000
S&P 500 Futures (SPZ7) 214400225250 /
203550
199200186150170950
S&P 500 Futures (SPH8) 214950225800 /
204100
199750186700171500
S&P 500 Futures (SPM8) 215550226400 /
204700
200350187300172100
S&P 500 Futures (SPZ8) 215050225900 /
204200
199850186800171600
S&P 500 Futures (SPZ9) 217350228200 /
206500
202150189100173900
S&P 500 Growth Futures (SGU6) 122540128660 /
116420
11397010662098040
S&P 500 Growth Futures (SGZ6) 122300128420 /
116180
11373010638097800
S&P 500 Value Futures (SUU6) 9384098540 /
89140
872608161075020
S&P 500 Value Futures (SUZ6) 9344098140 /
88740
868608121074620
S&P MLP Total Return Index Futures (SLPU6) 463600486700 /
440500
431200403400371000
S&P MLP Total Return Index Futures (SLPZ6) 465900489000 /
442800
433500405700373300
S&P MLP Total Return Index Futures (SLPH7) 468200491300 /
445100
435800408000375600
S&P MLP Total Return Index Futures (SLPM7) 470400493500 /
447300
438000410200377800
S&P MLP Total Return Index Futures (SLPU7) 472600495700 /
449500
440200412400380000
USD-Denominated Ibovespa Index Futures (IBVQ6) 5706962775 /
51365
513655136551365
USD-Denominated Ibovespa Index Futures (IBVV6) 5811963930 /
52310
523105231052310
USD-Denominated Ibovespa Index Futures (IBVZ6) 5926265185 /
53340
533405334053340
USD-Denominated Ibovespa Index Futures (IBVG7) 6046966515 /
54425
544255442554425
Equity Limits for Nikkei Products
As of Trade Date: 08/01/2016
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU6) 1653017860 / 1520018530 / 1453019200 / 13860
E-mini Nikkei 225 - Yen denominated Futures (ENYZ6) 1640017730 / 1507018400 / 1440019070 / 13730
E-mini Nikkei 225 - Yen denominated Futures (ENYH7) 1635017680 / 1502018350 / 1435019020 / 13680
E-mini Nikkei 225 - Yen denominated Futures (ENYM7) 1622017550 / 1489018220 / 1422018890 / 13550
Nikkei/USD Futures (NKU6) 1653017860 / 1520018530 / 1453019200 / 13860
Nikkei/USD Futures (NKZ6) 1648017810 / 1515018480 / 1448019150 / 13810
Nikkei/USD Futures (NKH7) 1641017740 / 1508018410 / 1441019080 / 13740
Nikkei/USD Futures (NKM7) 1633017660 / 1500018330 / 1433019000 / 13660
Nikkei/Yen Futures (NIYQ6) 1651017840 / 1518018510 / 1451019180 / 13840
Nikkei/Yen Futures (NIYU6) 1653017860 / 1520018530 / 1453019200 / 13860
Nikkei/Yen Futures (NIYV6) 1648017810 / 1515018480 / 1448019150 / 13810
Nikkei/Yen Futures (NIYX6) 1642017750 / 1509018420 / 1442019090 / 13750
Nikkei/Yen Futures (NIYZ6) 1640017730 / 1507018400 / 1440019070 / 13730
Nikkei/Yen Futures (NIYF7) -401290 / -13701960 / -20402630 / -2710
Nikkei/Yen Futures (NIYH7) 1635017680 / 1502018350 / 1435019020 / 13680
Nikkei/Yen Futures (NIYM7) 1622017550 / 1489018220 / 1422018890 / 13550
Nikkei/Yen Futures (NIYU7) 1617017500 / 1484018170 / 1417018840 / 13500
Nikkei/Yen Futures (NIYZ7) 1606017390 / 1473018060 / 1406018730 / 13390
Nikkei/Yen Futures (NIYH8) 1602017350 / 1469018020 / 1402018690 / 13350
Nikkei/Yen Futures (NIYM8) 1592017250 / 1459017920 / 1392018590 / 13250
Nikkei/Yen Futures (NIYU8) 1588017210 / 1455017880 / 1388018550 / 13210
Nikkei/Yen Futures (NIYZ8) 1578017110 / 1445017780 / 1378018450 / 13110
Nikkei/Yen Futures (NIYH9) 1574017070 / 1441017740 / 1374018410 / 13070
Nikkei/Yen Futures (NIYM9) 1564016970 / 1431017640 / 1364018310 / 12970

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