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: 08/17/2017
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) 246650258950 /
234350
229400214600197300
E-mini S&P 500 Futures (ESZ7) 246450258750 /
234150
229200214400197100
E-mini S&P 500 Futures (ESH8) 246300258600 /
234000
229050214250196950
E-mini S&P 500 Futures (ESM8) 246200258500 /
233900
228950214150196850
E-mini S&P 500 Futures (ESU8) 246150258450 /
233850
228900214100196800
E-mini NASDAQ 100 Futures (NQU7) 592000621575 /
562425
550600515075473675
E-mini NASDAQ 100 Futures (NQZ7) 592750622325 /
563175
551350515825474425
E-mini NASDAQ 100 Futures (NQH8) 593600623175 /
564025
552200516675475275
E-mini NASDAQ 100 Futures (NQM8) 593800623375 /
564225
552400516875475475
E-mini NASDAQ 100 Futures (NQU8) 594300623875 /
564725
552900517375475975
E-mini Dow ($5) Futures (YMU7) 2200523106 /
20904
204641914217601
E-mini Dow ($5) Futures (YMZ7) 2196223063 /
20861
204211909917558
E-mini Dow ($5) Futures (YMH8) 2192523026 /
20824
203841906217521
E-mini Dow ($5) Futures (YMM8) 2189422995 /
20793
203531903117490
Dow Jones Real Estate Futures (JRU7) 31723330 /
3014
295027592537
Dow Jones Real Estate Futures (JRZ7) 31493307 /
2991
292727362514
Dow Jones Real Estate Futures (JRH8) 31323290 /
2974
291027192497
Dow Jones Real Estate Futures (JRM8) 31173275 /
2959
289527042482
E-mini Consumer Discretionary Select Sector Futures (XAYU7) 9072095260 /
86180
843707892072560
E-mini Consumer Discretionary Select Sector Futures (XAYZ7) 9075095290 /
86210
844007895072590
E-mini Consumer Staples Select Sector Futures (XAPU7) 5600058800 /
53200
520804872044790
E-mini Consumer Staples Select Sector Futures (XAPZ7) 5581058610 /
53010
518904853044600
E-mini Energy Select Sector Futures (XAEU7) 6273065860 /
59600
583405458050180
E-mini Energy Select Sector Futures (XAEZ7) 6251065640 /
59380
581205436049960
E-mini Financial Select Sector Futures (XAFU7) 3074032270 /
29210
285902675024590
E-mini Financial Select Sector Futures (XAFZ7) 3072032250 /
29190
285702673024570
E-mini FTSE 100 Index (GBP) Futures (FT1U7) 741850779000 /
704700
689850645250593200
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 738150775300 /
701000
686150641550589500
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 734450771600 /
697300
682450637850585800
E-mini FTSE 100 Index (GBP) Futures (FT1M8) 730750767900 /
693600
678750634150582100
E-mini FTSE 100 Index (GBP) Futures (FT1U8) 727050764200 /
689900
675050630450578400
E-mini FTSE China 50 Index Futures (FT5U7) 1859519530 /
17660
172851616014845
E-mini FTSE China 50 Index Futures (FT5Z7) 1856519500 /
17630
172551613014815
E-mini FTSE China 50 Index Futures (FT5H8) 1853519470 /
17600
172251610014785
E-mini FTSE China 50 Index Futures (FT5M8) 1829519230 /
17360
169851586014545
E-mini FTSE China 50 Index Futures (FT5U8) 1805518990 /
17120
167451562014305
E-mini FTSE Developed Europe Index Futures (DVEU7) 2419525425 /
22965
224752100019275
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2396025190 /
22730
222402076519040
E-mini FTSE Developed Europe Index Futures (DVEH8) 2372524955 /
22495
220052053018805
E-mini FTSE Developed Europe Index Futures (DVEM8) 2330524535 /
22075
215852011018385
E-mini FTSE Developed Europe Index Futures (DVEU8) 2317024400 /
21940
214501997518250
E-mini FTSE Emerging Index Futures (EIU7) 5212054740 /
49500
484604531041640
E-mini FTSE Emerging Index Futures (EIZ7) 5212054740 /
49500
484604531041640
E-mini FTSE Emerging Index Futures (EIH8) 5212054740 /
49500
484604531041640
E-mini FTSE Emerging Index Futures (EIM8) 5152054140 /
48900
478604471041040
E-mini FTSE Emerging Index Futures (EIU8) 5092053540 /
48300
472604411040440
E-mini Health Care Select Sector Futures (XAVU7) 7944083410 /
75470
738806911063540
E-mini Health Care Select Sector Futures (XAVZ7) 7943083400 /
75460
738706910063530
E-mini Industrial Select Sector Futures (XAIU7) 6846071880 /
65040
636705956054760
E-mini Industrial Select Sector Futures (XAIZ7) 6837071790 /
64950
635805947054670
E-mini IPOX 100 U.S. Index Futures (IPOU7) 267600281000 /
254200
248800232700213900
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 267200280600 /
253800
248400232300213500
E-mini IPOX 100 U.S. Index Futures (IPOH8) 266800280200 /
253400
248000231900213100
E-mini IPOX 100 U.S. Index Futures (IPOM8) 266100279500 /
252700
247300231200212400
E-mini IPOX 100 U.S. Index Futures (IPOU8) 265400278800 /
252000
246600230500211700
E-mini Materials Select Sector Futures (XABU7) 5758060460 /
54700
535505009046060
E-mini Materials Select Sector Futures (XABZ7) 5752060400 /
54640
534905003046000
E-mini NASDAQ Biotechnology Index Futures (BIOU7) 324360340590 /
308130
301640282160259440
E-mini NASDAQ Biotechnology Index Futures (BIOZ7) 323530339760 /
307300
300810281330258610
E-mini NASDAQ Composite Futures (QCNU7) 634000665700 /
602300
589600551550507100
E-mini NASDAQ Composite Futures (QCNZ7) 634950666650 /
603250
590550552500508050
E-mini Russell 1000 Growth Index Futures (RSGU7) 123110129260 /
116960
11449010710098480
E-mini Russell 1000 Growth Index Futures (RSGZ7) 122810128960 /
116660
11419010680098180
E-mini Russell 1000 Growth Index Futures (RSGH8) 122510128660 /
116360
11389010650097880
E-mini Russell 1000 Growth Index Futures (RSGM8) 122140128290 /
115990
11352010613097510
E-mini Russell 1000 Growth Index Futures (RSGU8) 121770127920 /
115620
11315010576097140
E-mini Russell 1000 Index Futures (RS1U7) 136580143410 /
129750
127020118820109260
E-mini Russell 1000 Index Futures (RS1Z7) 136250143080 /
129420
126690118490108930
E-mini Russell 1000 Index Futures (RS1H8) 135920142750 /
129090
126360118160108600
E-mini Russell 1000 Index Futures (RS1M8) 135560142390 /
128730
126000117800108240
E-mini Russell 1000 Index Futures (RS1U8) 135230142060 /
128400
125670117470107910
E-mini Russell 1000 Value Index Futures (RSVU7) 114000119700 /
108300
1060209917091180
E-mini Russell 1000 Value Index Futures (RSVZ7) 113590119290 /
107890
1056109876090770
E-mini Russell 1000 Value Index Futures (RSVH8) 113180118880 /
107480
1052009835090360
E-mini Russell 1000 Value Index Futures (RSVM8) 112600118300 /
106900
1046209777089780
E-mini Russell 1000 Value Index Futures (RSVU8) 112020117720 /
106320
1040409719089200
E-mini Russell 2000 Growth Index Futures (R2GU7) 8427088480 /
80060
783807332067430
E-mini Russell 2000 Growth Index Futures (R2GZ7) 8435088560 /
80140
784607340067510
E-mini Russell 2000 Growth Index Futures (R2GH8) 8442088630 /
80210
785307347067580
E-mini Russell 2000 Growth Index Futures (R2GM8) 8450088710 /
80290
786107355067660
E-mini Russell 2000 Growth Index Futures (R2GU8) 8458088790 /
80370
786907363067740
E-mini Russell 2000 Index Futures (RTYU7) 138280145190 /
131370
128600120300110610
E-mini Russell 2000 Index Futures (RTYZ7) 138240145150 /
131330
128560120260110570
E-mini Russell 2000 Index Futures (RTYH8) 138260145170 /
131350
128580120280110590
E-mini Russell 2000 Index Futures (RTYM8) 138180145090 /
131270
128500120200110510
E-mini Russell 2000 Index Futures (RTYU8) 138100145010 /
131190
128420120120110430
E-mini Russell 2000 Value Index Futures (R2VU7) 171620180210 /
163030
159590149270137240
E-mini Russell 2000 Value Index Futures (R2VZ7) 171420180010 /
162830
159390149070137040
E-mini Russell 2000 Value Index Futures (R2VH8) 171220179810 /
162630
159190148870136840
E-mini Russell 2000 Value Index Futures (R2VM8) 171020179610 /
162430
158990148670136640
E-mini Russell 2000 Value Index Futures (R2VU8) 170800179390 /
162210
158770148450136420
E-mini S&P 600 SmallCap Futures (SMCU7) 8358087750 /
79410
777407272066880
E-mini S&P 600 SmallCap Futures (SMCZ7) 8326087430 /
79090
774207240066560
E-mini S&P 600 SmallCap Futures (SMCH8) 8294087110 /
78770
771007208066240
E-mini S&P 600 SmallCap Futures (SMCM8) 8268086850 /
78510
768407182065980
E-mini S&P 600 SmallCap Futures (SMCU8) 8255086720 /
78380
767107169065850
E-mini S&P MidCap 400 Futures (EMDU7) 172450181070 /
163830
160370150020137940
E-mini S&P MidCap 400 Futures (EMDZ7) 172340180960 /
163720
160260149910137830
E-mini S&P MidCap 400 Futures (EMDH8) 172010180630 /
163390
159930149580137500
E-mini S&P MidCap 400 Futures (EMDM8) 171870180490 /
163250
159790149440137360
E-mini S&P MidCap 400 Futures (EMDU8) 171540180160 /
162920
159460149110137030
E-mini S&P Real Estate Select Sector Index Futures (XARU7) 1564516425 /
14865
145501361012515
E-mini S&P Real Estate Select Sector Index Futures (XARZ7) 1557016350 /
14790
144751353512440
E-mini Technology Select Sector Futures (XAKU7) 5840061310 /
55490
543205082046730
E-mini Technology Select Sector Futures (XAKZ7) 5840061310 /
55490
543205082046730
E-mini USD Denominated FTSE 100 Index Futures (FTUU7) 102780107960 /
97600
955308931082050
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 101720106900 /
96540
944708825080990
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 100610105790 /
95430
933608714079880
E-mini USD Denominated FTSE 100 Index Futures (FTUM8) 101150106330 /
95970
939008768080420
E-mini USD Denominated FTSE 100 Index Futures (FTUU8) 101690106870 /
96510
944408822080960
E-mini Utilities Select Sector Futures (XAUU7) 5481057550 /
52070
509704767043820
E-mini Utilities Select Sector Futures (XAUZ7) 5455057290 /
51810
507104741043560
S&P 500 Futures (SPZ0) 252950265250 /
240650
235700220900203600
S&P 500 Futures (SPZ1) 258350270650 /
246050
241100226300209000
S&P 500 Futures (SPU7) 246650258950 /
234350
229400214600197300
S&P 500 Futures (SPZ7) 246500258800 /
234200
229250214450197150
S&P 500 Futures (SPH8) 246350258650 /
234050
229100214300197000
S&P 500 Futures (SPM8) 246250258550 /
233950
229000214200196900
S&P 500 Futures (SPU8) 246200258500 /
233900
228950214150196850
S&P 500 Futures (SPZ8) 246700259000 /
234400
229450214650197350
S&P 500 Futures (SPH9) 247100259400 /
234800
229850215050197750
S&P 500 Futures (SPM9) 247500259800 /
235200
230250215450198150
S&P 500 Futures (SPZ9) 249000261300 /
236700
231750216950199650
S&P 500 Growth Futures (SGU7) 141430148510 /
134350
131520123030113110
S&P 500 Growth Futures (SGZ7) 141460148540 /
134380
131550123060113140
S&P 500 Value Futures (SUU7) 103790108990 /
98590
965109026082970
S&P 500 Value Futures (SUZ7) 103420108620 /
98220
961408989082600
S&P MLP Total Return Index Futures (SLPU7) 432000453900 /
410100
401300374900344100
S&P MLP Total Return Index Futures (SLPZ7) 434300456200 /
412400
403600377200346400
S&P MLP Total Return Index Futures (SLPH8) 436600458500 /
414700
405900379500348700
S&P MLP Total Return Index Futures (SLPM8) 432200454100 /
410300
401500375100344300
S&P MLP Total Return Index Futures (SLPU8) 427800449700 /
405900
397100370700339900
USD-Denominated Ibovespa Index Futures (IBVQ7) 68414999900 /
0
000
USD-Denominated Ibovespa Index Futures (IBVV7) 6930476230 /
62375
623756237562375
USD-Denominated Ibovespa Index Futures (IBVZ7) 7000577005 /
63005
630056300563005
USD-Denominated Ibovespa Index Futures (IBVG8) 7070177770 /
63635
636356363563635
USD-Denominated Ibovespa Index Futures (IBVJ8) 7149878645 /
64350
643506435064350
Equity Limits for Nikkei Products
As of Trade Date: 08/17/2017
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU7) 1972021280 / 1816022060 / 1738022840 / 16600
E-mini Nikkei 225 - Yen denominated Futures (ENYZ7) 1959021150 / 1803021930 / 1725022710 / 16470
E-mini Nikkei 225 - Yen denominated Futures (ENYH8) 1955021110 / 1799021890 / 1721022670 / 16430
E-mini Nikkei 225 - Yen denominated Futures (ENYM8) 1945021010 / 1789021790 / 1711022570 / 16330
Nikkei/USD Futures (NKU7) 1972021280 / 1816022060 / 1738022840 / 16600
Nikkei/USD Futures (NKZ7) 1965021210 / 1809021990 / 1731022770 / 16530
Nikkei/USD Futures (NKH8) 1957021130 / 1801021910 / 1723022690 / 16450
Nikkei/USD Futures (NKM8) 1950021060 / 1794021840 / 1716022620 / 16380
Nikkei/Yen Futures (NIYH0) 1887020430 / 1731021210 / 1653021990 / 15750
Nikkei/Yen Futures (NIYM0) 1877020330 / 1721021110 / 1643021890 / 15650
Nikkei/Yen Futures (NIYQ7) 982590984150 / 981030984930 / 980250985710 / 979470
Nikkei/Yen Futures (NIYU7) 1972021280 / 1816022060 / 1738022840 / 16600
Nikkei/Yen Futures (NIYV7) 1969021250 / 1813022030 / 1735022810 / 16570
Nikkei/Yen Futures (NIYX7) 1964021200 / 1808021980 / 1730022760 / 16520
Nikkei/Yen Futures (NIYZ7) 1959021150 / 1803021930 / 1725022710 / 16470
Nikkei/Yen Futures (NIYF8) 1954021100 / 1798021880 / 1720022660 / 16420
Nikkei/Yen Futures (NIYH8) 1955021110 / 1799021890 / 1721022670 / 16430
Nikkei/Yen Futures (NIYM8) 1945021010 / 1789021790 / 1711022570 / 16330
Nikkei/Yen Futures (NIYU8) 1941020970 / 1785021750 / 1707022530 / 16290
Nikkei/Yen Futures (NIYZ8) 1931020870 / 1775021650 / 1697022430 / 16190
Nikkei/Yen Futures (NIYH9) 1927020830 / 1771021610 / 1693022390 / 16150
Nikkei/Yen Futures (NIYM9) 1917020730 / 1761021510 / 1683022290 / 16050
Nikkei/Yen Futures (NIYU9) 1907020630 / 1751021410 / 1673022190 / 15950
Nikkei/Yen Futures (NIYZ9) 1897020530 / 1741021310 / 1663022090 / 15850

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