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).

 

Equity Limits
As of Trade Date: 09/19/2014
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 (ESU4) 201150211200 /
191100
187100175050160950
E-mini S&P 500 Futures (ESZ4) 200350210400 /
190300
186300174250160150
E-mini S&P 500 Futures (ESH5) 199600209650 /
189550
185550173500159400
E-mini S&P 500 Futures (ESM5) 198900208950 /
188850
184850172800158700
E-mini S&P 500 Futures (ESU5) 198200208250 /
188150
184150172100158000
E-mini NASDAQ 100 Futures (NQU4) 410250430750 /
389750
381550356925328200
E-mini NASDAQ 100 Futures (NQZ4) 409525430025 /
389025
380825356200327475
E-mini NASDAQ 100 Futures (NQH5) 408875429375 /
388375
380175355550326825
E-mini NASDAQ 100 Futures (NQM5) 407675428175 /
387175
378975354350325625
E-mini NASDAQ 100 Futures (NQU5) 406250426750 /
385750
377550352925324200
E-mini Dow ($5) Futures (YMU4) 1726218125 /
16399
160541501813809
E-mini Dow ($5) Futures (YMZ4) 1717918042 /
16316
159711493513726
E-mini Dow ($5) Futures (YMH5) 1711317976 /
16250
159051486913660
E-mini Dow ($5) Futures (YMM5) 1702317886 /
16160
158151477913570
Big Dow DJIA ($25) Futures (DOU4) 1726218125 /
16399
160541501813809
Big Dow DJIA ($25) Futures (DOZ4) 1717918042 /
16316
159711493513726
Big Dow DJIA ($25) Futures (DOH5) 1711317976 /
16250
159051486913660
Big Dow DJIA ($25) Futures (DOM5) 1702317886 /
16160
158151477913570
DJIA ($10) Futures (DJU4) 1726218125 /
16399
160541501813809
DJIA ($10) Futures (DJZ4) 1717918042 /
16316
159711493513726
DJIA ($10) Futures (DJH5) 1711317976 /
16250
159051486913660
DJIA ($10) Futures (DJM5) 1702317886 /
16160
158151477913570
Dow Jones Real Estate Futures (JRU4) 27522900 /
2604
254423662157
Dow Jones Real Estate Futures (JRZ4) 27312879 /
2583
252323452136
Dow Jones Real Estate Futures (JRH5) 27242872 /
2576
251623382129
Dow Jones Real Estate Futures (JRM5) 27172865 /
2569
250923312122
E-mini Consumer Discretionary Select Sector Futures (XAYU4) 6886072300 /
65420
640505991055100
E-mini Consumer Discretionary Select Sector Futures (XAYZ4) 6861072050 /
65170
638005966054850
E-mini Consumer Staples Select Sector Futures (XAPU4) 4557047840 /
43300
423903965036460
E-mini Consumer Staples Select Sector Futures (XAPZ4) 4533047600 /
43060
421503941036220
E-mini Energy Select Sector Futures (XAEU4) 9424098950 /
89530
876508199075390
E-mini Energy Select Sector Futures (XAEZ4) 9385098560 /
89140
872608160075000
E-mini Financial Select Sector Futures (XAFU4) 2372024900 /
22540
220602064018980
E-mini Financial Select Sector Futures (XAFZ4) 2364024820 /
22460
219802056018900
E-mini Health Care Select Sector Futures (XAVU4) 6513068380 /
61880
605805667052110
E-mini Health Care Select Sector Futures (XAVZ4) 6497068220 /
61720
604205651051950
E-mini Industrial Select Sector Futures (XAIU4) 5457057290 /
51850
507504748043660
E-mini Industrial Select Sector Futures (XAIZ4) 5437057090 /
51650
505504728043460
E-mini Materials Select Sector Futures (XABU4) 5353056200 /
50860
497904658042830
E-mini Materials Select Sector Futures (XABZ4) 5330055970 /
50630
495604635042600
E-mini NASDAQ Biotechnology Index Futures (BIOU4) 282490296870 /
268110
262350245090224950
E-mini NASDAQ Biotechnology Index Futures (BIOZ4) 284550298930 /
270170
264410247150227010
E-mini NASDAQ Composite Futures (QCNU4) 454900477850 /
431950
422750395200363050
E-mini NASDAQ Composite Futures (QCNZ4) 457450480400 /
434500
425300397750365600
E-mini S&P 500 Euro Denominated Futures (EMEU4) 201150211200 /
191100
187100175050160950
E-mini S&P 500 Euro Denominated Futures (EMEZ4) 200350210400 /
190300
186300174250160150
E-mini S&P 500 Euro Denominated Futures (EMEH5) 199600209650 /
189550
185550173500159400
E-mini S&P 500 Euro Denominated Futures (EMEM5) 198900208950 /
188850
184850172800158700
E-mini S&P 500 Euro Denominated Futures (EMEU5) 198200208250 /
188150
184150172100158000
E-mini S&P 600 SmallCap Futures (SMCU4) 6663069950 /
63310
619805798053320
E-mini S&P 600 SmallCap Futures (SMCZ4) 6652069840 /
63200
618705787053210
E-mini S&P 600 SmallCap Futures (SMCH5) 6649069810 /
63170
618405784053180
E-mini S&P 600 SmallCap Futures (SMCM5) 6646069780 /
63140
618105781053150
E-mini S&P 600 SmallCap Futures (SMCU5) 6643069750 /
63110
617805778053120
E-mini S&P MidCap 400 Futures (EMDU4) 142720149850 /
135590
132730124170114170
E-mini S&P MidCap 400 Futures (EMDZ4) 142290149420 /
135160
132300123740113740
E-mini S&P MidCap 400 Futures (EMDH5) 141890149020 /
134760
131900123340113340
E-mini S&P MidCap 400 Futures (EMDM5) 141690148820 /
134560
131700123140113140
E-mini S&P MidCap 400 Futures (EMDU5) 141490148620 /
134360
131500122940112940
E-mini Technology Select Sector Futures (XAKU4) 4057042590 /
38550
377303530032460
E-mini Technology Select Sector Futures (XAKZ4) 4043042450 /
38410
375903516032320
E-mini Utilities Select Sector Futures (XAUU4) 4269044820 /
40560
397103714034150
E-mini Utilities Select Sector Futures (XAUZ4) 4231044440 /
40180
393303676033770
NASDAQ 100 Futures (NDU4) 410250430750 /
389750
381550356925328200
NASDAQ 100 Futures (NDZ4) 409525430025 /
389025
380825356200327475
NASDAQ 100 Futures (NDH5) 408875429375 /
388375
380175355550326825
NASDAQ 100 Futures (NDM5) 407675428175 /
387175
378975354350325625
NASDAQ 100 Futures (NDU5) 406250426750 /
385750
377550352925324200
NASDAQ 100 Futures (NDZ5) 406250426750 /
385750
377550352925324200
S&P 500 Futures (SPU4) 201150211200 /
191100
187100175050160950
S&P 500 Futures (SPZ4) 200350210400 /
190300
186300174250160150
S&P 500 Futures (SPH5) 199600209650 /
189550
185550173500159400
S&P 500 Futures (SPM5) 198900208950 /
188850
184850172800158700
S&P 500 Futures (SPU5) 198250208300 /
188200
184200172150158050
S&P 500 Futures (SPZ5) 197600207650 /
187550
183550171500157400
S&P 500 Futures (SPH6) 197050207100 /
187000
183000170950156850
S&P 500 Futures (SPM6) 196500206550 /
186450
182450170400156300
S&P 500 Futures (SPZ6) 196200206250 /
186150
182150170100156000
S&P 500 Futures (SPZ7) 196950207000 /
186900
182900170850156750
S&P 500 Futures (SPZ8) 199300209350 /
189250
185250173200159100
S&P 500 Growth Futures (SGU4) 109260114710 /
103810
1016309509087450
S&P 500 Growth Futures (SGZ4) 108930114380 /
103480
1013009476087120
S&P 500 Value Futures (SUU4) 9111095660 /
86560
847407927072890
S&P 500 Value Futures (SUZ4) 9063095180 /
86080
842607879072410
S&P 600 SmallCap Futures (SMPU4) 6663069950 /
63310
619805798053320
S&P 600 SmallCap Futures (SMPZ4) 6652069840 /
63200
618705787053210
S&P 600 SmallCap Futures (SMPH5) 6649069810 /
63170
618405784053180
S&P 600 SmallCap Futures (SMPM5) 6646069780 /
63140
618105781053150
S&P 600 SmallCap Futures (SMPU5) 6643069750 /
63110
617805778053120
S&P 600 SmallCap Futures (SMPZ5) 6634069660 /
63020
616905769053030
S&P MidCap 400 Futures (MDU4) 142720149850 /
135590
132730124170114170
S&P MidCap 400 Futures (MDZ4) 142290149420 /
135160
132300123740113740
S&P MidCap 400 Futures (MDH5) 141890149020 /
134760
131900123340113340
S&P MidCap 400 Futures (MDM5) 141690148820 /
134560
131700123140113140
S&P MidCap 400 Futures (MDU5) 141490148620 /
134360
131500122940112940
S&P MidCap 400 Futures (MDZ5) 141590148720 /
134460
131600123040113040
S&P MLP Index Futures (MLPU4) 296600311450 /
281750
275850258000237200
S&P MLP Index Futures (MLPZ4) 297100311950 /
282250
276350258500237700
S&P MLP Index Futures (MLPH5) 297700312550 /
282850
276950259100238300
S&P MLP Index Futures (MLPM5) 298400313250 /
283550
277650259800239000
USD-Denominated Ibovespa Index Futures (IBVV4) 5942265350 /
53500
535005350053500
USD-Denominated Ibovespa Index Futures (IBVZ4) 6042266450 /
54400
544005440054400
USD-Denominated Ibovespa Index Futures (IBVG5) 6139767525 /
55275
552755527555275
USD-Denominated Ibovespa Index Futures (IBVJ5) 6232468550 /
56100
561005610056100
Equity Limits for Nikkei Products
As of Trade Date: 09/19/2014
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU4) 591610592830 / 590390593450 / 589770594060 / 589160
E-mini Nikkei 225 - Yen denominated Futures (ENYZ4) 1599017210 / 1477017830 / 1415018440 / 13540
E-mini Nikkei 225 - Yen denominated Futures (ENYH5) 1598017200 / 1476017820 / 1414018430 / 13530
E-mini Nikkei 225 - Yen denominated Futures (ENYM5) 1597017190 / 1475017810 / 1413018420 / 13520
E-mini Nikkei 225 - Yen denominated Futures (ENYU5) 1596017180 / 1474017800 / 1412018410 / 13510
Nikkei/USD Futures (NKU4) 591570592790 / 590350593410 / 589730594020 / 589120
Nikkei/USD Futures (NKZ4) 1599017210 / 1477017830 / 1415018440 / 13540
Nikkei/USD Futures (NKH5) 1602017240 / 1480017860 / 1418018470 / 13570
Nikkei/USD Futures (NKM5) 1608017300 / 1486017920 / 1424018530 / 13630
Nikkei/USD Futures (NKU5) 1615017370 / 1493017990 / 1431018600 / 13700
Nikkei/Yen Futures (NIYU4) 591610592830 / 590390593450 / 589770594060 / 589160
Nikkei/Yen Futures (NIYV4) 1599017210 / 1477017830 / 1415018440 / 13540
Nikkei/Yen Futures (NIYX4) 1599017210 / 1477017830 / 1415018440 / 13540
Nikkei/Yen Futures (NIYZ4) 1599017210 / 1477017830 / 1415018440 / 13540
Nikkei/Yen Futures (NIYF5) 1599017210 / 1477017830 / 1415018440 / 13540
Nikkei/Yen Futures (NIYH5) 1598017200 / 1476017820 / 1414018430 / 13530
Nikkei/Yen Futures (NIYM5) 1597017190 / 1475017810 / 1413018420 / 13520
Nikkei/Yen Futures (NIYU5) 1596017180 / 1474017800 / 1412018410 / 13510
Nikkei/Yen Futures (NIYZ5) 1595017170 / 1473017790 / 1411018400 / 13500
Nikkei/Yen Futures (NIYH6) 1594017160 / 1472017780 / 1410018390 / 13490
Nikkei/Yen Futures (NIYM6) 1593017150 / 1471017770 / 1409018380 / 13480
Nikkei/Yen Futures (NIYU6) 1592017140 / 1470017760 / 1408018370 / 13470
Nikkei/Yen Futures (NIYZ6) 1591017130 / 1469017750 / 1407018360 / 13460
Nikkei/Yen Futures (NIYH7) 1590017120 / 1468017740 / 1406018350 / 13450
Nikkei/Yen Futures (NIYM7) 1589017110 / 1467017730 / 1405018340 / 13440
Nikkei/Yen Futures (NIYU7) 1588017100 / 1466017720 / 1404018330 / 13430
 
 
 

Futures & Options Trading

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through the CME Globex electronic trading platform and trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort.

Idea Exchange

Idea Exchange is your direct link to the product managers, marketers, and the development teams who create cmegroup.com and will allow you to review functionality, participate in focus and provide feedback on upcoming Web initiatives

Idea Exchange - Join Our User Focus Program

Contact Us

CME Group/Chicago HQ:
Local: +1 312 930 1000
Toll Free: +1 866 716 7274

Global Customer Contacts

More CME Group Direct Lines
Phone list by department

Global Partnerships

Global

Global Offices Contact Information

 
Calgary Houston Chicago New York Washington São Paulo Belfast London Singapore Hong Kong Seoul Tokyo Beijing

© 2014 CME Group Inc. All rights reserved.

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, and COMEX.