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: 02/11/2016
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 (ESH6) 184700193950 /
175450
171750160650147700
E-mini S&P 500 Futures (ESM6) 183800193050 /
174550
170850159750146800
E-mini S&P 500 Futures (ESU6) 183050192300 /
173800
170100159000146050
E-mini S&P 500 Futures (ESZ6) 182400191650 /
173150
169450158350145400
E-mini S&P 500 Futures (ESH7) 182000191250 /
172750
169050157950145000
E-mini NASDAQ 100 Futures (NQH6) 396025415850 /
376200
368275344475316700
E-mini NASDAQ 100 Futures (NQM6) 395375415200 /
375550
367625343825316050
E-mini NASDAQ 100 Futures (NQU6) 395025414850 /
375200
367275343475315700
E-mini NASDAQ 100 Futures (NQZ6) 394950414775 /
375125
367200343400315625
E-mini NASDAQ 100 Futures (NQH7) 395125414950 /
375300
367375343575315800
E-mini Dow ($5) Futures (YMH6) 1586416659 /
15069
147501379612682
E-mini Dow ($5) Futures (YMM6) 1577716572 /
14982
146631370912595
E-mini Dow ($5) Futures (YMU6) 1570516500 /
14910
145911363712523
E-mini Dow ($5) Futures (YMZ6) 1564516440 /
14850
145311357712463
Dow Jones Real Estate Futures (JRH6) 26362767 /
2505
245222932109
Dow Jones Real Estate Futures (JRM6) 26362767 /
2505
245222932109
Dow Jones Real Estate Futures (JRU6) 26362767 /
2505
245222932109
Dow Jones Real Estate Futures (JRZ6) 26112742 /
2480
242722682084
E-mini Consumer Discretionary Select Sector Futures (XAYH6) 6880072240 /
65360
639805984055010
E-mini Consumer Discretionary Select Sector Futures (XAYM6) 6864072080 /
65200
638205968054850
E-mini Consumer Staples Select Sector Futures (XAPH6) 4983052320 /
47340
463404334039840
E-mini Consumer Staples Select Sector Futures (XAPM6) 4958052070 /
47090
460904309039590
E-mini Energy Select Sector Futures (XAEH6) 5389056590 /
51190
501104686043070
E-mini Energy Select Sector Futures (XAEM6) 5345056150 /
50750
496704642042630
E-mini Financial Select Sector Futures (XAFH6) 2018021190 /
19170
187701755016140
E-mini Financial Select Sector Futures (XAFM6) 2009021100 /
19080
186801746016050
E-mini FTSE 100 Index (GBP) Futures (FT1H6) 561400589750 /
533050
521700487700448000
E-mini FTSE 100 Index (GBP) Futures (FT1M6) 557700586050 /
529350
518000484000444300
E-mini FTSE 100 Index (GBP) Futures (FT1U6) 554000582350 /
525650
514300480300440600
E-mini FTSE 100 Index (GBP) Futures (FT1Z6) 550300578650 /
521950
510600476600436900
E-mini FTSE 100 Index (GBP) Futures (FT1H7) 546600574950 /
518250
506900472900433200
E-mini FTSE China 50 Index Futures (FT5H6) 1361014290 /
12930
126601184010890
E-mini FTSE China 50 Index Futures (FT5M6) 1358014260 /
12900
126301181010860
E-mini FTSE China 50 Index Futures (FT5U6) 1355014230 /
12870
126001178010830
E-mini FTSE China 50 Index Futures (FT5Z6) 1352014200 /
12840
125701175010800
E-mini FTSE China 50 Index Futures (FT5H7) 1349014170 /
12810
125401172010770
E-mini FTSE Developed Europe Index Futures (DVEH6) 2027021290 /
19250
188451762016190
E-mini FTSE Developed Europe Index Futures (DVEM6) 1985020870 /
18830
184251720015770
E-mini FTSE Developed Europe Index Futures (DVEU6) 1976520785 /
18745
183401711515685
E-mini FTSE Developed Europe Index Futures (DVEZ6) 1952020540 /
18500
180951687015440
E-mini FTSE Developed Europe Index Futures (DVEH7) 1928520305 /
18265
178601663515205
E-mini FTSE Emerging Index Futures (EIH6) 3712038950 /
35290
345603235029790
E-mini FTSE Emerging Index Futures (EIM6) 3678038610 /
34950
342203201029450
E-mini FTSE Emerging Index Futures (EIU6) 3633038160 /
34500
337703156029000
E-mini FTSE Emerging Index Futures (EIZ6) 3634038170 /
34510
337803157029010
E-mini FTSE Emerging Index Futures (EIH7) 3634038170 /
34510
337803157029010
E-mini Health Care Select Sector Futures (XAVH6) 6462067850 /
61390
600905621051670
E-mini Health Care Select Sector Futures (XAVM6) 6444067670 /
61210
599105603051490
E-mini Industrial Select Sector Futures (XAIH6) 4947051950 /
46990
460004302039540
E-mini Industrial Select Sector Futures (XAIM6) 4924051720 /
46760
457704279039310
E-mini Materials Select Sector Futures (XABH6) 4193044030 /
39830
389903647033530
E-mini Materials Select Sector Futures (XABM6) 4174043840 /
39640
388003628033340
E-mini NASDAQ Biotechnology Index Futures (BIOH6) 261440274510 /
248370
243140227450209140
E-mini NASDAQ Biotechnology Index Futures (BIOM6) 260610273680 /
247540
242310226620208310
E-mini NASDAQ Composite Futures (QCNH6) 428300449700 /
406900
398350372650342650
E-mini NASDAQ Composite Futures (QCNM6) 429250450650 /
407850
399300373600343600
E-mini Russell 1000 Growth Index Futures (RSGH6) 8925093720 /
84780
829907762071360
E-mini Russell 1000 Growth Index Futures (RSGM6) 8895093420 /
84480
826907732071060
E-mini Russell 1000 Growth Index Futures (RSGU6) 8865093120 /
84180
823907702070760
E-mini Russell 1000 Growth Index Futures (RSGZ6) 8835092820 /
83880
820907672070460
E-mini Russell 1000 Growth Index Futures (RSGH7) 8805092520 /
83580
817907642070160
E-mini Russell 1000 Index Futures (RS1H6) 101650106740 /
96560
945208841081280
E-mini Russell 1000 Index Futures (RS1M6) 101290106380 /
96200
941608805080920
E-mini Russell 1000 Index Futures (RS1U6) 100930106020 /
95840
938008769080560
E-mini Russell 1000 Index Futures (RS1Z6) 100570105660 /
95480
934408733080200
E-mini Russell 1000 Index Futures (RS1H7) 100210105300 /
95120
930808697079840
E-mini Russell 1000 Value Index Futures (RSVH6) 8706091420 /
82700
809507570069590
E-mini Russell 1000 Value Index Futures (RSVM6) 8669091050 /
82330
805807533069220
E-mini Russell 1000 Value Index Futures (RSVU6) 8632090680 /
81960
802107496068850
E-mini Russell 1000 Value Index Futures (RSVZ6) 8595090310 /
81590
798407459068480
E-mini Russell 1000 Value Index Futures (RSVH7) 8558089940 /
81220
794707422068110
E-mini S&P 600 SmallCap Futures (SMCH6) 5952062490 /
56550
553605179047620
E-mini S&P 600 SmallCap Futures (SMCM6) 5925062220 /
56280
550905152047350
E-mini S&P 600 SmallCap Futures (SMCU6) 5919062160 /
56220
550305146047290
E-mini S&P 600 SmallCap Futures (SMCZ6) 5887061840 /
55900
547105114046970
E-mini S&P 600 SmallCap Futures (SMCH7) 5875061720 /
55780
545905102046850
E-mini S&P MidCap 400 Futures (EMDH6) 125360131640 /
119080
116570109030100230
E-mini S&P MidCap 400 Futures (EMDM6) 124880131160 /
118600
11609010855099750
E-mini S&P MidCap 400 Futures (EMDU6) 124450130730 /
118170
11566010812099320
E-mini S&P MidCap 400 Futures (EMDZ6) 124590130870 /
118310
11580010826099460
E-mini S&P MidCap 400 Futures (EMDH7) 124640130920 /
118360
11585010831099510
E-mini Technology Select Sector Futures (XAKH6) 3881040750 /
36870
360903376031040
E-mini Technology Select Sector Futures (XAKM6) 3866040600 /
36720
359403361030890
E-mini USD Denominated FTSE 100 Index Futures (FTUH6) 8806092520 /
83600
818207647070220
E-mini USD Denominated FTSE 100 Index Futures (FTUM6) 8701091470 /
82550
807707542069170
E-mini USD Denominated FTSE 100 Index Futures (FTUU6) 8595090410 /
81490
797107436068110
E-mini USD Denominated FTSE 100 Index Futures (FTUZ6) 8489089350 /
80430
786507330067050
E-mini USD Denominated FTSE 100 Index Futures (FTUH7) 8383088290 /
79370
775907224065990
E-mini Utilities Select Sector Futures (XAUH6) 4675049090 /
44410
434704065037360
E-mini Utilities Select Sector Futures (XAUM6) 4641048750 /
44070
431304031037020
S&P 500 Futures (SPZ0) 186750196000 /
177500
173800162700149750
S&P 500 Futures (SPH6) 184700193950 /
175450
171750160650147700
S&P 500 Futures (SPM6) 183850193100 /
174600
170900159800146850
S&P 500 Futures (SPU6) 183100192350 /
173850
170150159050146100
S&P 500 Futures (SPZ6) 182450191700 /
173200
169500158400145450
S&P 500 Futures (SPH7) 182050191300 /
172800
169100158000145050
S&P 500 Futures (SPM7) 181750191000 /
172500
168800157700144750
S&P 500 Futures (SPU7) 181550190800 /
172300
168600157500144550
S&P 500 Futures (SPZ7) 181450190700 /
172200
168500157400144450
S&P 500 Futures (SPZ8) 182150191400 /
172900
169200158100145150
S&P 500 Futures (SPZ9) 184450193700 /
175200
171500160400147450
S&P 500 Growth Futures (SGH6) 104370109590 /
99150
970709080083490
S&P 500 Growth Futures (SGM6) 104140109360 /
98920
968409057083260
S&P 500 Value Futures (SUH6) 7986083860 /
75860
742506944063830
S&P 500 Value Futures (SUM6) 7938083380 /
75380
737706896063350
S&P MLP Total Return Index Futures (SLPH6) 292100306600 /
277600
271700254200233800
S&P MLP Total Return Index Futures (SLPM6) 294000308500 /
279500
273600256100235700
S&P MLP Total Return Index Futures (SLPU6) 296200310700 /
281700
275800258300237900
S&P MLP Total Return Index Futures (SLPZ6) 298500313000 /
284000
278100260600240200
S&P MLP Total Return Index Futures (SLPH7) 300800315300 /
286300
280400262900242500
USD-Denominated Ibovespa Index Futures (IBVG6) 4066344725 /
36600
366003660036600
USD-Denominated Ibovespa Index Futures (IBVJ6) 4125845380 /
37135
371353713537135
USD-Denominated Ibovespa Index Futures (IBVM6) 4193346125 /
37740
377403774037740
USD-Denominated Ibovespa Index Futures (IBVQ6) 4276347035 /
38490
384903849038490
USD-Denominated Ibovespa Index Futures (IBVV6) 4341347750 /
39075
390753907539075
Equity Limits for Nikkei Products
As of Trade Date: 02/11/2016
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYH6) 1563017170 / 1409017940 / 1332018710 / 12550
E-mini Nikkei 225 - Yen denominated Futures (ENYM6) 1551017050 / 1397017820 / 1320018590 / 12430
E-mini Nikkei 225 - Yen denominated Futures (ENYU6) 1548017020 / 1394017790 / 1317018560 / 12400
E-mini Nikkei 225 - Yen denominated Futures (ENYZ6) 1547017010 / 1393017780 / 1316018550 / 12390
Nikkei/USD Futures (NKH6) 1563017170 / 1409017940 / 1332018710 / 12550
Nikkei/USD Futures (NKM6) 1560017140 / 1406017910 / 1329018680 / 12520
Nikkei/USD Futures (NKU6) 1552017060 / 1398017830 / 1321018600 / 12440
Nikkei/USD Futures (NKZ6) 1545016990 / 1391017760 / 1314018530 / 12370
Nikkei/Yen Futures (NIYG6) 1562017160 / 1408017930 / 1331018700 / 12540
Nikkei/Yen Futures (NIYH6) 1563017170 / 1409017940 / 1332018710 / 12550
Nikkei/Yen Futures (NIYJ6) 1559017130 / 1405017900 / 1328018670 / 12510
Nikkei/Yen Futures (NIYK6) 1555017090 / 1401017860 / 1324018630 / 12470
Nikkei/Yen Futures (NIYM6) 1551017050 / 1397017820 / 1320018590 / 12430
Nikkei/Yen Futures (NIYN6) -4901050 / -20301820 / -28002590 / -3570
Nikkei/Yen Futures (NIYU6) 1548017020 / 1394017790 / 1317018560 / 12400
Nikkei/Yen Futures (NIYZ6) 1547017010 / 1393017780 / 1316018550 / 12390
Nikkei/Yen Futures (NIYH7) 1546017000 / 1392017770 / 1315018540 / 12380
Nikkei/Yen Futures (NIYM7) 1545016990 / 1391017760 / 1314018530 / 12370
Nikkei/Yen Futures (NIYU7) 1544016980 / 1390017750 / 1313018520 / 12360
Nikkei/Yen Futures (NIYZ7) 1543016970 / 1389017740 / 1312018510 / 12350
Nikkei/Yen Futures (NIYH8) 1542016960 / 1388017730 / 1311018500 / 12340
Nikkei/Yen Futures (NIYM8) 1541016950 / 1387017720 / 1310018490 / 12330
Nikkei/Yen Futures (NIYU8) 1542016960 / 1388017730 / 1311018500 / 12340
Nikkei/Yen Futures (NIYZ8) 1543016970 / 1389017740 / 1312018510 / 12350

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gcc@cmegroup.com