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: 07/21/2017
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 (ESU7) 247150259500 /
234800
229850215000197700
E-mini S&P 500 Futures (ESZ7) 246950259300 /
234600
229650214800197500
E-mini S&P 500 Futures (ESH8) 246750259100 /
234400
229450214600197300
E-mini S&P 500 Futures (ESM8) 246650259000 /
234300
229350214500197200
E-mini S&P 500 Futures (ESU8) 246600258950 /
234250
229300214450197150
E-mini NASDAQ 100 Futures (NQU7) 592400622000 /
562800
550975515425474000
E-mini NASDAQ 100 Futures (NQZ7) 593075622675 /
563475
551650516100474675
E-mini NASDAQ 100 Futures (NQH8) 593925623525 /
564325
552500516950475525
E-mini NASDAQ 100 Futures (NQM8) 594125623725 /
564525
552700517150475725
E-mini NASDAQ 100 Futures (NQU8) 594625624225 /
565025
553200517650476225
E-mini Dow ($5) Futures (YMU7) 2156922649 /
20489
200571876017247
E-mini Dow ($5) Futures (YMZ7) 2152522605 /
20445
200131871617203
E-mini Dow ($5) Futures (YMH8) 2148822568 /
20408
199761867917166
E-mini Dow ($5) Futures (YMM8) 2145722537 /
20377
199451864817135
Dow Jones Real Estate Futures (JRU7) 31763335 /
3017
295427632540
Dow Jones Real Estate Futures (JRZ7) 31533312 /
2994
293127402517
Dow Jones Real Estate Futures (JRH8) 31363295 /
2977
291427232500
Dow Jones Real Estate Futures (JRM8) 31213280 /
2962
289927082485
E-mini Consumer Discretionary Select Sector Futures (XAYU7) 9185096430 /
87270
854307992073500
E-mini Consumer Discretionary Select Sector Futures (XAYZ7) 9188096460 /
87300
854607995073530
E-mini Consumer Staples Select Sector Futures (XAPU7) 5517057930 /
52410
513104799044130
E-mini Consumer Staples Select Sector Futures (XAPZ7) 5498057740 /
52220
511204780043940
E-mini Energy Select Sector Futures (XAEU7) 6569068980 /
62400
610805712052500
E-mini Energy Select Sector Futures (XAEZ7) 6547068760 /
62180
608605690052280
E-mini Financial Select Sector Futures (XAFU7) 3051032030 /
28990
283802655024410
E-mini Financial Select Sector Futures (XAFZ7) 3049032010 /
28970
283602653024390
E-mini FTSE 100 Index (GBP) Futures (FT1U7) 742400779800 /
705000
690000645100592650
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 738700776100 /
701300
686300641400588950
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 735000772400 /
697600
682600637700585250
E-mini FTSE 100 Index (GBP) Futures (FT1M8) 731300768700 /
693900
678900634000581550
E-mini FTSE 100 Index (GBP) Futures (FT1U8) 727600765000 /
690200
675200630300577850
E-mini FTSE China 50 Index Futures (FT5U7) 1851019435 /
17585
172101609514795
E-mini FTSE China 50 Index Futures (FT5Z7) 1848019405 /
17555
171801606514765
E-mini FTSE China 50 Index Futures (FT5H8) 1845019375 /
17525
171501603514735
E-mini FTSE China 50 Index Futures (FT5M8) 1821019135 /
17285
169101579514495
E-mini FTSE China 50 Index Futures (FT5U8) 1797018895 /
17045
166701555514255
E-mini FTSE Developed Europe Index Futures (DVEU7) 2450025745 /
23255
227602126019520
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2426525510 /
23020
225252102519285
E-mini FTSE Developed Europe Index Futures (DVEH8) 2403025275 /
22785
222902079019050
E-mini FTSE Developed Europe Index Futures (DVEM8) 2361024855 /
22365
218702037018630
E-mini FTSE Developed Europe Index Futures (DVEU8) 2347524720 /
22230
217352023518495
E-mini FTSE Emerging Index Futures (EIU7) 5180054390 /
49210
481704505041410
E-mini FTSE Emerging Index Futures (EIZ7) 5180054390 /
49210
481704505041410
E-mini FTSE Emerging Index Futures (EIH8) 5180054390 /
49210
481704505041410
E-mini FTSE Emerging Index Futures (EIM8) 5120053790 /
48610
475704445040810
E-mini FTSE Emerging Index Futures (EIU8) 5060053190 /
48010
469704385040210
E-mini Health Care Select Sector Futures (XAVU7) 8130085360 /
77240
756107074065040
E-mini Health Care Select Sector Futures (XAVZ7) 8129085350 /
77230
756007073065030
E-mini Industrial Select Sector Futures (XAIU7) 6891072350 /
65470
640905995055120
E-mini Industrial Select Sector Futures (XAIZ7) 6882072260 /
65380
640005986055030
E-mini IPOX 100 U.S. Index Futures (IPOU7) 270200283700 /
256700
251300235000216000
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 269800283300 /
256300
250900234600215600
E-mini IPOX 100 U.S. Index Futures (IPOH8) 269400282900 /
255900
250500234200215200
E-mini IPOX 100 U.S. Index Futures (IPOM8) 268700282200 /
255200
249800233500214500
E-mini IPOX 100 U.S. Index Futures (IPOU8) 268000281500 /
254500
249100232800213800
E-mini Materials Select Sector Futures (XABU7) 5844061360 /
55520
543505084046750
E-mini Materials Select Sector Futures (XABZ7) 5838061300 /
55460
542905078046690
E-mini NASDAQ Biotechnology Index Futures (BIOU7) 337960354860 /
321060
314290294010270340
E-mini NASDAQ Biotechnology Index Futures (BIOZ7) 337130354030 /
320230
313460293180269510
E-mini NASDAQ Composite Futures (QCNU7) 638700670650 /
606750
594000555650510900
E-mini NASDAQ Composite Futures (QCNZ7) 639650671600 /
607700
594950556600511850
E-mini Russell 1000 Growth Index Futures (RSGU7) 122960129100 /
116820
11436010698098370
E-mini Russell 1000 Growth Index Futures (RSGZ7) 122660128800 /
116520
11406010668098070
E-mini Russell 1000 Growth Index Futures (RSGH8) 122360128500 /
116220
11376010638097770
E-mini Russell 1000 Growth Index Futures (RSGM8) 121990128130 /
115850
11339010601097400
E-mini Russell 1000 Growth Index Futures (RSGU8) 121620127760 /
115480
11302010564097030
E-mini Russell 1000 Index Futures (RS1U7) 136920143770 /
130070
127330119110109510
E-mini Russell 1000 Index Futures (RS1Z7) 136590143440 /
129740
127000118780109180
E-mini Russell 1000 Index Futures (RS1H8) 136260143110 /
129410
126670118450108850
E-mini Russell 1000 Index Futures (RS1M8) 135900142750 /
129050
126310118090108490
E-mini Russell 1000 Index Futures (RS1U8) 135570142420 /
128720
125980117760108160
E-mini Russell 1000 Value Index Futures (RSVU7) 114890120640 /
109140
1068409994091890
E-mini Russell 1000 Value Index Futures (RSVZ7) 114480120230 /
108730
1064309953091480
E-mini Russell 1000 Value Index Futures (RSVH8) 114070119820 /
108320
1060209912091070
E-mini Russell 1000 Value Index Futures (RSVM8) 113490119240 /
107740
1054409854090490
E-mini Russell 1000 Value Index Futures (RSVU8) 112910118660 /
107160
1048609796089910
E-mini Russell 2000 Growth Index Futures (R2GU7) 8759091960 /
83220
814607621070080
E-mini Russell 2000 Growth Index Futures (R2GZ7) 8767092040 /
83300
815407629070160
E-mini Russell 2000 Growth Index Futures (R2GH8) 8775092120 /
83380
816207637070240
E-mini Russell 2000 Growth Index Futures (R2GM8) 8783092200 /
83460
817007645070320
E-mini Russell 2000 Growth Index Futures (R2GU8) 8791092280 /
83540
817807653070400
E-mini Russell 2000 Index Futures (RTYU7) 144200151410 /
136990
134110125450115360
E-mini Russell 2000 Index Futures (RTYZ7) 144030151240 /
136820
133940125280115190
E-mini Russell 2000 Index Futures (RTYH8) 143950151160 /
136740
133860125200115110
E-mini Russell 2000 Index Futures (RTYM8) 143870151080 /
136660
133780125120115030
E-mini Russell 2000 Index Futures (RTYU8) 143780150990 /
136570
133690125030114940
E-mini Russell 2000 Value Index Futures (R2VU7) 179370188350 /
170390
166790156010143430
E-mini Russell 2000 Value Index Futures (R2VZ7) 179160188140 /
170180
166580155800143220
E-mini Russell 2000 Value Index Futures (R2VH8) 178950187930 /
169970
166370155590143010
E-mini Russell 2000 Value Index Futures (R2VM8) 178740187720 /
169760
166160155380142800
E-mini Russell 2000 Value Index Futures (R2VU8) 178520187500 /
169540
165940155160142580
E-mini S&P 600 SmallCap Futures (SMCU7) 8723091590 /
82870
811307590069790
E-mini S&P 600 SmallCap Futures (SMCZ7) 8691091270 /
82550
808107558069470
E-mini S&P 600 SmallCap Futures (SMCH8) 8659090950 /
82230
804907526069150
E-mini S&P 600 SmallCap Futures (SMCM8) 8633090690 /
81970
802307500068890
E-mini S&P 600 SmallCap Futures (SMCU8) 8620090560 /
81840
801007487068760
E-mini S&P MidCap 400 Futures (EMDU7) 177820186710 /
168930
165370154700142250
E-mini S&P MidCap 400 Futures (EMDZ7) 177520186410 /
168630
165070154400141950
E-mini S&P MidCap 400 Futures (EMDH8) 177190186080 /
168300
164740154070141620
E-mini S&P MidCap 400 Futures (EMDM8) 177050185940 /
168160
164600153930141480
E-mini S&P MidCap 400 Futures (EMDU8) 176720185610 /
167830
164270153600141150
E-mini S&P Real Estate Select Sector Index Futures (XARU7) 1559016370 /
14810
145001356012465
E-mini S&P Real Estate Select Sector Index Futures (XARZ7) 1551516295 /
14735
144251348512390
E-mini Technology Select Sector Futures (XAKU7) 5776060640 /
54880
537205026046220
E-mini Technology Select Sector Futures (XAKZ7) 5776060640 /
54880
537205026046220
E-mini USD Denominated FTSE 100 Index Futures (FTUU7) 104570109820 /
99320
972209091083550
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 103510108760 /
98260
961608985082490
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 102400107650 /
97150
950508874081380
E-mini USD Denominated FTSE 100 Index Futures (FTUM8) 102940108190 /
97690
955908928081920
E-mini USD Denominated FTSE 100 Index Futures (FTUU8) 103480108730 /
98230
961308982082460
E-mini Utilities Select Sector Futures (XAUU7) 5322055890 /
50550
494804627042530
E-mini Utilities Select Sector Futures (XAUZ7) 5296055630 /
50290
492204601042270
S&P 500 Futures (SPZ0) 253350265700 /
241000
236050221200203900
S&P 500 Futures (SPZ1) 258750271100 /
246400
241450226600209300
S&P 500 Futures (SPU7) 247150259500 /
234800
229850215000197700
S&P 500 Futures (SPZ7) 246900259250 /
234550
229600214750197450
S&P 500 Futures (SPH8) 246750259100 /
234400
229450214600197300
S&P 500 Futures (SPM8) 246650259000 /
234300
229350214500197200
S&P 500 Futures (SPU8) 246600258950 /
234250
229300214450197150
S&P 500 Futures (SPZ8) 247100259450 /
234750
229800214950197650
S&P 500 Futures (SPH9) 247500259850 /
235150
230200215350198050
S&P 500 Futures (SPM9) 247900260250 /
235550
230600215750198450
S&P 500 Futures (SPZ9) 249400261750 /
237050
232100217250199950
S&P 500 Growth Futures (SGU7) 141540148620 /
134460
131630123130113210
S&P 500 Growth Futures (SGZ7) 141590148670 /
134510
131680123180113260
S&P 500 Value Futures (SUU7) 104250109470 /
99030
969409066083340
S&P 500 Value Futures (SUZ7) 104060109280 /
98840
967509047083150
S&P MLP Total Return Index Futures (SLPU7) 469000492800 /
445200
435700407100373700
S&P MLP Total Return Index Futures (SLPZ7) 471300495100 /
447500
438000409400376000
S&P MLP Total Return Index Futures (SLPH8) 473600497400 /
449800
440300411700378300
S&P MLP Total Return Index Futures (SLPM8) 469200493000 /
445400
435900407300373900
S&P MLP Total Return Index Futures (SLPU8) 464800488600 /
441000
431500402900369500
USD-Denominated Ibovespa Index Futures (IBVQ7) 6561872175 /
59060
590605906059060
USD-Denominated Ibovespa Index Futures (IBVV7) 6645773100 /
59815
598155981559815
USD-Denominated Ibovespa Index Futures (IBVZ7) 6719873915 /
60480
604806048060480
USD-Denominated Ibovespa Index Futures (IBVG8) 6790174690 /
61115
611156111561115
Equity Limits for Nikkei Products
As of Trade Date: 07/21/2017
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU7) 2012021680 / 1856022460 / 1778023240 / 17000
E-mini Nikkei 225 - Yen denominated Futures (ENYZ7) 1999021550 / 1843022330 / 1765023110 / 16870
E-mini Nikkei 225 - Yen denominated Futures (ENYH8) 1995021510 / 1839022290 / 1761023070 / 16830
E-mini Nikkei 225 - Yen denominated Futures (ENYM8) 1985021410 / 1829022190 / 1751022970 / 16730
Nikkei/USD Futures (NKU7) 2012021680 / 1856022460 / 1778023240 / 17000
Nikkei/USD Futures (NKZ7) 2004021600 / 1848022380 / 1770023160 / 16920
Nikkei/USD Futures (NKH8) 1997021530 / 1841022310 / 1763023090 / 16850
Nikkei/USD Futures (NKM8) 1989021450 / 1833022230 / 1755023010 / 16770
Nikkei/Yen Futures (NIYH0) 1927020830 / 1771021610 / 1693022390 / 16150
Nikkei/Yen Futures (NIYM0) 1917020730 / 1761021510 / 1683022290 / 16050
Nikkei/Yen Futures (NIYN7) 2022021780 / 1866022560 / 1788023340 / 17100
Nikkei/Yen Futures (NIYQ7) 2011021670 / 1855022450 / 1777023230 / 16990
Nikkei/Yen Futures (NIYU7) 2012021680 / 1856022460 / 1778023240 / 17000
Nikkei/Yen Futures (NIYV7) 2009021650 / 1853022430 / 1775023210 / 16970
Nikkei/Yen Futures (NIYX7) 2004021600 / 1848022380 / 1770023160 / 16920
Nikkei/Yen Futures (NIYZ7) 1999021550 / 1843022330 / 1765023110 / 16870
Nikkei/Yen Futures (NIYH8) 1995021510 / 1839022290 / 1761023070 / 16830
Nikkei/Yen Futures (NIYM8) 1985021410 / 1829022190 / 1751022970 / 16730
Nikkei/Yen Futures (NIYU8) 1981021370 / 1825022150 / 1747022930 / 16690
Nikkei/Yen Futures (NIYZ8) 1971021270 / 1815022050 / 1737022830 / 16590
Nikkei/Yen Futures (NIYH9) 1967021230 / 1811022010 / 1733022790 / 16550
Nikkei/Yen Futures (NIYM9) 1957021130 / 1801021910 / 1723022690 / 16450
Nikkei/Yen Futures (NIYU9) 1947021030 / 1791021810 / 1713022590 / 16350
Nikkei/Yen Futures (NIYZ9) 1937020930 / 1781021710 / 1703022490 / 16250

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