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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 Thursdays; and 3:00 p.m. - 4:15 p.m. CT, Mondays through Fridays. Between 3:00 p.m. - 4:15 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
| As of Trade Date: 06/19/2013 |
| Contracts | Reference Price | 5% Price Limit (Overnight Hours) & 5:00 p.m. to 8:30 a.m. up and down | 7% Price Limit Down only | 13% Price Limit Down only | 20% Price Limit Down only |
|---|---|---|---|---|---|
| E-mini S&P 500 Futures (ESM3) | 165150 | 173400 / 156900 | 153600 | 143700 | 132150 |
| E-mini S&P 500 Futures (ESU3) | 164550 | 172800 / 156300 | 153000 | 143100 | 131550 |
| E-mini S&P 500 Futures (ESZ3) | 163900 | 172150 / 155650 | 152350 | 142450 | 130900 |
| E-mini S&P 500 Futures (ESH4) | 163300 | 171550 / 155050 | 151750 | 141850 | 130300 |
| E-mini S&P 500 Futures (ESM4) | 162600 | 170850 / 154350 | 151050 | 141150 | 129600 |
| E-mini S&P 500 Futures (ESU4) | 1150 | 9400 / -7100 | -10400 | -20300 | -31850 |
| E-mini NASDAQ 100 Futures (NQM3) | 299600 | 314575 / 284625 | 278650 | 260675 | 239700 |
| E-mini NASDAQ 100 Futures (NQU3) | 299075 | 314050 / 284100 | 278125 | 260150 | 239175 |
| E-mini NASDAQ 100 Futures (NQZ3) | 298450 | 313425 / 283475 | 277500 | 259525 | 238550 |
| E-mini NASDAQ 100 Futures (NQH4) | 297825 | 312800 / 282850 | 276875 | 258900 | 237925 |
| E-mini NASDAQ 100 Futures (NQM4) | 297200 | 312175 / 282225 | 276250 | 258275 | 237300 |
| E-mini NASDAQ 100 Futures (NQU4) | 2600 | 17575 / -12375 | -18350 | -36325 | -57300 |
| E-mini Dow ($5) Futures (YMM3) | 15320 | 16085 / 14555 | 14248 | 13329 | 12257 |
| E-mini Dow ($5) Futures (YMU3) | 15251 | 16016 / 14486 | 14179 | 13260 | 12188 |
| E-mini Dow ($5) Futures (YMZ3) | 15174 | 15939 / 14409 | 14102 | 13183 | 12111 |
| E-mini Dow ($5) Futures (YMH4) | 15079 | 15844 / 14314 | 14007 | 13088 | 12016 |
| E-mini Dow ($5) Futures (YMM4) | 130 | 895 / -635 | -942 | -1861 | -2933 |
| Big Dow DJIA ($25) Futures (DOM3) | 15320 | 16085 / 14555 | 14248 | 13329 | 12257 |
| Big Dow DJIA ($25) Futures (DOU3) | 15251 | 16016 / 14486 | 14179 | 13260 | 12188 |
| Big Dow DJIA ($25) Futures (DOZ3) | 15174 | 15939 / 14409 | 14102 | 13183 | 12111 |
| Big Dow DJIA ($25) Futures (DOH4) | 15079 | 15844 / 14314 | 14007 | 13088 | 12016 |
| Big Dow DJIA ($25) Futures (DOM4) | 130 | 895 / -635 | -942 | -1861 | -2933 |
| DJIA ($10) Futures (DJM3) | 15320 | 16085 / 14555 | 14248 | 13329 | 12257 |
| DJIA ($10) Futures (DJU3) | 15251 | 16016 / 14486 | 14179 | 13260 | 12188 |
| DJIA ($10) Futures (DJZ3) | 15174 | 15939 / 14409 | 14102 | 13183 | 12111 |
| DJIA ($10) Futures (DJH4) | 15079 | 15844 / 14314 | 14007 | 13088 | 12016 |
| DJIA ($10) Futures (DJM4) | 130 | 895 / -635 | -942 | -1861 | -2933 |
| Dow Jones Real Estate Futures (JRM3) | 2677 | 2819 / 2535 | 2479 | 2308 | 2109 |
| Dow Jones Real Estate Futures (JRU3) | 2651 | 2793 / 2509 | 2453 | 2282 | 2083 |
| Dow Jones Real Estate Futures (JRZ3) | 2644 | 2786 / 2502 | 2446 | 2275 | 2076 |
| Dow Jones Real Estate Futures (JRH4) | 2637 | 2779 / 2495 | 2439 | 2268 | 2069 |
| Dow Jones Real Estate Futures (JRM4) | 38 | 180 / -104 | -160 | -331 | -530 |
| E-mini Consumer Discretionary Sector Futures (XAYM3) | 57450 | 60310 / 54590 | 53440 | 50000 | 45990 |
| E-mini Consumer Discretionary Sector Futures (XAYU3) | 57340 | 60200 / 54480 | 53330 | 49890 | 45880 |
| E-mini Consumer Discretionary Sector Futures (XAYZ3) | 710 | 3570 / -2150 | -3300 | -6740 | -10750 |
| E-mini Consumer Staples Sector Futures (XAPM3) | 41140 | 43190 / 39090 | 38270 | 35800 | 32920 |
| E-mini Consumer Staples Sector Futures (XAPU3) | 40950 | 43000 / 38900 | 38080 | 35610 | 32730 |
| E-mini Consumer Staples Sector Futures (XAPZ3) | 240 | 2290 / -1810 | -2630 | -5100 | -7980 |
| E-mini Energy Sector Futures (XAEM3) | 81480 | 85550 / 77410 | 75780 | 70900 | 65200 |
| E-mini Energy Sector Futures (XAEU3) | 81200 | 85270 / 77130 | 75500 | 70620 | 64920 |
| E-mini Energy Sector Futures (XAEZ3) | 560 | 4630 / -3510 | -5140 | -10020 | -15720 |
| E-mini Financial Sector Futures (XAFM3) | 19830 | 20810 / 18850 | 18450 | 17260 | 15880 |
| E-mini Financial Sector Futures (XAFU3) | 19810 | 20790 / 18830 | 18430 | 17240 | 15860 |
| E-mini Financial Sector Futures (XAFZ3) | 140 | 1120 / -840 | -1240 | -2430 | -3810 |
| E-mini Health Care Sector Futures (XAVM3) | 49070 | 51520 / 46620 | 45640 | 42700 | 39260 |
| E-mini Health Care Sector Futures (XAVU3) | 48920 | 51370 / 46470 | 45490 | 42550 | 39110 |
| E-mini Health Care Sector Futures (XAVZ3) | 420 | 2870 / -2030 | -3010 | -5950 | -9390 |
| E-mini Industrial Sector Futures (XAIM3) | 43980 | 46180 / 41780 | 40900 | 38260 | 35180 |
| E-mini Industrial Sector Futures (XAIU3) | 43820 | 46020 / 41620 | 40740 | 38100 | 35020 |
| E-mini Industrial Sector Futures (XAIZ3) | 590 | 2790 / -1610 | -2490 | -5130 | -8210 |
| E-mini Materials Sector Futures (XABM3) | 42660 | 44790 / 40530 | 39680 | 37120 | 34130 |
| E-mini Materials Sector Futures (XABU3) | 42470 | 44600 / 40340 | 39490 | 36930 | 33940 |
| E-mini Materials Sector Futures (XABZ3) | 230 | 2360 / -1900 | -2750 | -5310 | -8300 |
| E-mini NASDAQ Biotech Futures (BIOM3) | 181010 | 190220 / 171800 | 168110 | 157050 | 144150 |
| E-mini NASDAQ Biotech Futures (BIOU3) | 181100 | 190310 / 171890 | 168200 | 157140 | 144240 |
| E-mini NASDAQ Biotech Futures (BIOZ3) | -760 | 8450 / -9970 | -13660 | -24720 | -37620 |
| E-mini NASDAQ Composite Futures (QCNM3) | 346050 | 363450 / 328650 | 321700 | 300800 | 276450 |
| E-mini NASDAQ Composite Futures (QCNU3) | 346250 | 363650 / 328850 | 321900 | 301000 | 276650 |
| E-mini NASDAQ Composite Futures (QCNZ3) | 1050 | 18450 / -16350 | -23300 | -44200 | -68550 |
| E-mini S&P 500 Euro Denominated Futures (EMEM3) | 165150 | 173400 / 156900 | 153600 | 143700 | 132150 |
| E-mini S&P 500 Euro Denominated Futures (EMEU3) | 164550 | 172800 / 156300 | 153000 | 143100 | 131550 |
| E-mini S&P 500 Euro Denominated Futures (EMEZ3) | 163900 | 172150 / 155650 | 152350 | 142450 | 130900 |
| E-mini S&P 500 Euro Denominated Futures (EMEH4) | 163300 | 171550 / 155050 | 151750 | 141850 | 130300 |
| E-mini S&P 500 Euro Denominated Futures (EMEM4) | 162600 | 170850 / 154350 | 151050 | 141150 | 129600 |
| E-mini S&P 500 Euro Denominated Futures (EMEU4) | 1150 | 9400 / -7100 | -10400 | -20300 | -31850 |
| E-mini S&P 600 SmallCap Futures (SMCM3) | 56250 | 59050 / 53450 | 52320 | 48960 | 45030 |
| E-mini S&P 600 SmallCap Futures (SMCU3) | 56120 | 58920 / 53320 | 52190 | 48830 | 44900 |
| E-mini S&P 600 SmallCap Futures (SMCZ3) | 55880 | 58680 / 53080 | 51950 | 48590 | 44660 |
| E-mini S&P 600 SmallCap Futures (SMCH4) | 55850 | 58650 / 53050 | 51920 | 48560 | 44630 |
| E-mini S&P 600 SmallCap Futures (SMCM4) | 55820 | 58620 / 53020 | 51890 | 48530 | 44600 |
| E-mini S&P 600 SmallCap Futures (SMCU4) | 690 | 3490 / -2110 | -3240 | -6600 | -10530 |
| E-mini S&P MidCap 400 Futures (EMDM3) | 118900 | 124840 / 112960 | 110590 | 103460 | 95140 |
| E-mini S&P MidCap 400 Futures (EMDU3) | 118630 | 124570 / 112690 | 110320 | 103190 | 94870 |
| E-mini S&P MidCap 400 Futures (EMDZ3) | 118430 | 124370 / 112490 | 110120 | 102990 | 94670 |
| E-mini S&P MidCap 400 Futures (EMDH4) | 118230 | 124170 / 112290 | 109920 | 102790 | 94470 |
| E-mini S&P MidCap 400 Futures (EMDM4) | 118030 | 123970 / 112090 | 109720 | 102590 | 94270 |
| E-mini S&P MidCap 400 Futures (EMDU4) | 900 | 6840 / -5040 | -7410 | -14540 | -22860 |
| E-mini Technology Sector Futures (XAKM3) | 31860 | 33450 / 30270 | 29630 | 27720 | 25490 |
| E-mini Technology Sector Futures (XAKU3) | 31770 | 33360 / 30180 | 29540 | 27630 | 25400 |
| E-mini Technology Sector Futures (XAKZ3) | 290 | 1880 / -1300 | -1940 | -3850 | -6080 |
| E-mini Utilities Sector Futures (XAUM3) | 38440 | 40360 / 36520 | 35750 | 33450 | 30750 |
| E-mini Utilities Sector Futures (XAUU3) | 38140 | 40060 / 36220 | 35450 | 33150 | 30450 |
| E-mini Utilities Sector Futures (XAUZ3) | 250 | 2170 / -1670 | -2440 | -4740 | -7440 |
| NASDAQ 100 Futures (NDU3) | 299075 | 314050 / 284100 | 278125 | 260150 | 239175 |
| NASDAQ 100 Futures (NDZ3) | 298450 | 313425 / 283475 | 277500 | 259525 | 238550 |
| NASDAQ 100 Futures (NDH4) | 297825 | 312800 / 282850 | 276875 | 258900 | 237925 |
| NASDAQ 100 Futures (NDM4) | 297200 | 312175 / 282225 | 276250 | 258275 | 237300 |
| NASDAQ 100 Futures (NDU4) | 2600 | 17575 / -12375 | -18350 | -36325 | -57300 |
| S&P 500 Futures (SPU3) | 164550 | 172800 / 156300 | 153000 | 143100 | 131550 |
| S&P 500 Futures (SPZ3) | 163900 | 172150 / 155650 | 152350 | 142450 | 130900 |
| S&P 500 Futures (SPH4) | 163300 | 171550 / 155050 | 151750 | 141850 | 130300 |
| S&P 500 Futures (SPM4) | 162600 | 170850 / 154350 | 151050 | 141150 | 129600 |
| S&P 500 Futures (SPU4) | 161900 | 170150 / 153650 | 150350 | 140450 | 128900 |
| S&P 500 Futures (SPZ4) | 161200 | 169450 / 152950 | 149650 | 139750 | 128200 |
| S&P 500 Futures (SPH5) | 160500 | 168750 / 152250 | 148950 | 139050 | 127500 |
| S&P 500 Futures (SPM5) | 1150 | 9400 / -7100 | -10400 | -20300 | -31850 |
| S&P 500 Futures (SPZ5) | 159800 | 168050 / 151550 | 148250 | 138350 | 126800 |
| S&P 500 Futures (SPZ6) | 159300 | 167550 / 151050 | 147750 | 137850 | 126300 |
| S&P 500 Futures (SPZ7) | 158800 | 167050 / 150550 | 147250 | 137350 | 125800 |
| S&P 500 Growth Futures (SGM3) | 87190 | 91540 / 82840 | 81100 | 75880 | 69780 |
| S&P 500 Growth Futures (SGU3) | 87080 | 91430 / 82730 | 80990 | 75770 | 69670 |
| S&P 500 Growth Futures (SGZ3) | 870 | 5220 / -3480 | -5220 | -10440 | -16540 |
| S&P 500 Value Futures (SUM3) | 77330 | 81180 / 73480 | 71940 | 67310 | 61910 |
| S&P 500 Value Futures (SUU3) | 77030 | 80880 / 73180 | 71640 | 67010 | 61610 |
| S&P 500 Value Futures (SUZ3) | 750 | 4600 / -3100 | -4640 | -9270 | -14670 |
| S&P 600 SmallCap Futures (SMPU3) | 56120 | 58920 / 53320 | 52190 | 48830 | 44900 |
| S&P 600 SmallCap Futures (SMPZ3) | 55880 | 58680 / 53080 | 51950 | 48590 | 44660 |
| S&P 600 SmallCap Futures (SMPH4) | 55850 | 58650 / 53050 | 51920 | 48560 | 44630 |
| S&P 600 SmallCap Futures (SMPM4) | 55820 | 58620 / 53020 | 51890 | 48530 | 44600 |
| S&P 600 SmallCap Futures (SMPU4) | 690 | 3490 / -2110 | -3240 | -6600 | -10530 |
| S&P MidCap 400 Futures (MDU3) | 118630 | 124570 / 112690 | 110320 | 103190 | 94870 |
| S&P MidCap 400 Futures (MDZ3) | 118430 | 124370 / 112490 | 110120 | 102990 | 94670 |
| S&P MidCap 400 Futures (MDH4) | 118230 | 124170 / 112290 | 109920 | 102790 | 94470 |
| S&P MidCap 400 Futures (MDM4) | 118030 | 123970 / 112090 | 109720 | 102590 | 94270 |
| S&P MidCap 400 Futures (MDU4) | 900 | 6840 / -5040 | -7410 | -14540 | -22860 |
| USD-Denominated Ibovespa Index Futures (IBVQ3) | 49144 | 54050 / 44250 | 44250 | 44250 | 44250 |
| USD-Denominated Ibovespa Index Futures (IBVV3) | 49575 | 54525 / 44625 | 44625 | 44625 | 44625 |
| USD-Denominated Ibovespa Index Futures (IBVZ3) | 50034 | 55025 / 45050 | 45050 | 45050 | 45050 |
| USD-Denominated Ibovespa Index Futures (IBVG4) | 50446 | 55475 / 45425 | 45425 | 45425 | 45425 |
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