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: 02/22/2017
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 (ESH7) 236200248000 /
224400
219650205500188900
E-mini S&P 500 Futures (ESM7) 235750247550 /
223950
219200205050188450
E-mini S&P 500 Futures (ESU7) 235350247150 /
223550
218800204650188050
E-mini S&P 500 Futures (ESZ7) 235050246850 /
223250
218500204350187750
E-mini S&P 500 Futures (ESH8) 234750246550 /
222950
218200204050187450
E-mini NASDAQ 100 Futures (NQH7) 534975561725 /
508225
497525465425427975
E-mini NASDAQ 100 Futures (NQM7) 534925561675 /
508175
497475465375427925
E-mini NASDAQ 100 Futures (NQU7) 535200561950 /
508450
497750465650428200
E-mini NASDAQ 100 Futures (NQZ7) 535350562100 /
508600
497900465800428350
E-mini NASDAQ 100 Futures (NQH8) 536200562950 /
509450
498750466650429200
E-mini Dow ($5) Futures (YMH7) 2071121748 /
19674
192591801516563
E-mini Dow ($5) Futures (YMM7) 2065021687 /
19613
191981795416502
E-mini Dow ($5) Futures (YMU7) 2059521632 /
19558
191431789916447
E-mini Dow ($5) Futures (YMZ7) 2055321590 /
19516
191011785716405
Dow Jones Real Estate Futures (JRH7) 31543311 /
2997
293427442523
Dow Jones Real Estate Futures (JRM7) 31283285 /
2971
290827182497
Dow Jones Real Estate Futures (JRU7) 31053262 /
2948
288526952474
Dow Jones Real Estate Futures (JRZ7) 30823239 /
2925
286226722451
E-mini Consumer Discretionary Select Sector Futures (XAYH7) 8775092140 /
83360
816007633070180
E-mini Consumer Discretionary Select Sector Futures (XAYM7) 8769092080 /
83300
815407627070120
E-mini Consumer Staples Select Sector Futures (XAPH7) 5509057850 /
52330
512304791044040
E-mini Consumer Staples Select Sector Futures (XAPM7) 5487057630 /
52110
510104769043820
E-mini Energy Select Sector Futures (XAEH7) 7238076000 /
68760
673206297057900
E-mini Energy Select Sector Futures (XAEM7) 7215075770 /
68530
670906274057670
E-mini Financial Select Sector Futures (XAFH7) 3022031730 /
28710
281102630024180
E-mini Financial Select Sector Futures (XAFM7) 3019031700 /
28680
280802627024150
E-mini FTSE 100 Index (GBP) Futures (FT1H7) 724150760500 /
687800
673250629600578700
E-mini FTSE 100 Index (GBP) Futures (FT1M7) 720450756800 /
684100
669550625900575000
E-mini FTSE 100 Index (GBP) Futures (FT1U7) 716750753100 /
680400
665850622200571300
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 713050749400 /
676700
662150618500567600
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 709350745700 /
673000
658450614800563900
E-mini FTSE China 50 Index Futures (FT5H7) 1720518065 /
16345
160001496513760
E-mini FTSE China 50 Index Futures (FT5M7) 1717518035 /
16315
159701493513730
E-mini FTSE China 50 Index Futures (FT5U7) 1714518005 /
16285
159401490513700
E-mini FTSE China 50 Index Futures (FT5Z7) 1711517975 /
16255
159101487513670
E-mini FTSE China 50 Index Futures (FT5H8) 1708517945 /
16225
158801484513640
E-mini FTSE Developed Europe Index Futures (DVEH7) 2386525075 /
22655
221702071019015
E-mini FTSE Developed Europe Index Futures (DVEM7) 2362024830 /
22410
219252046518770
E-mini FTSE Developed Europe Index Futures (DVEU7) 2338524595 /
22175
216902023018535
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2315024360 /
21940
214551999518300
E-mini FTSE Developed Europe Index Futures (DVEH8) 2291524125 /
21705
212201976018065
E-mini FTSE Emerging Index Futures (EIH7) 4819050590 /
45790
448304195038580
E-mini FTSE Emerging Index Futures (EIM7) 4819050590 /
45790
448304195038580
E-mini FTSE Emerging Index Futures (EIU7) 4819050590 /
45790
448304195038580
E-mini FTSE Emerging Index Futures (EIZ7) 4819050590 /
45790
448304195038580
E-mini FTSE Emerging Index Futures (EIH8) 4819050590 /
45790
448304195038580
E-mini Health Care Select Sector Futures (XAVH7) 7414077840 /
70440
689506450059310
E-mini Health Care Select Sector Futures (XAVM7) 7402077720 /
70320
688306438059190
E-mini Industrial Select Sector Futures (XAIH7) 6612069430 /
62810
614905752052880
E-mini Industrial Select Sector Futures (XAIM7) 6596069270 /
62650
613305736052720
E-mini IPOX 100 U.S. Index Futures (IPOH7) 256500269300 /
243700
238500223000205000
E-mini IPOX 100 U.S. Index Futures (IPOM7) 255700268500 /
242900
237700222200204200
E-mini IPOX 100 U.S. Index Futures (IPOU7) 255000267800 /
242200
237000221500203500
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 254600267400 /
241800
236600221100203100
E-mini IPOX 100 U.S. Index Futures (IPOH8) 254200267000 /
241400
236200220700202700
E-mini Materials Select Sector Futures (XABH7) 5553058310 /
52750
516404831044410
E-mini Materials Select Sector Futures (XABM7) 5541058190 /
52630
515204819044290
E-mini NASDAQ Biotechnology Index Futures (BIOH7) 305980321280 /
290680
284550266180244750
E-mini NASDAQ Biotechnology Index Futures (BIOM7) 305150320450 /
289850
283720265350243920
E-mini NASDAQ Composite Futures (QCNH7) 586150615450 /
556850
545100509900468850
E-mini NASDAQ Composite Futures (QCNM7) 587100616400 /
557800
546050510850469800
E-mini Russell 1000 Growth Index Futures (RSGH7) 113100118760 /
107440
1051809838090460
E-mini Russell 1000 Growth Index Futures (RSGM7) 112800118460 /
107140
1048809808090160
E-mini Russell 1000 Growth Index Futures (RSGU7) 112500118160 /
106840
1045809778089860
E-mini Russell 1000 Growth Index Futures (RSGZ7) 112200117860 /
106540
1042809748089560
E-mini Russell 1000 Growth Index Futures (RSGH8) 111900117560 /
106240
1039809718089260
E-mini Russell 1000 Index Futures (RS1H7) 131250137810 /
124690
122060114180104990
E-mini Russell 1000 Index Futures (RS1M7) 130890137450 /
124330
121700113820104630
E-mini Russell 1000 Index Futures (RS1U7) 130530137090 /
123970
121340113460104270
E-mini Russell 1000 Index Futures (RS1Z7) 130200136760 /
123640
121010113130103940
E-mini Russell 1000 Index Futures (RS1H8) 129870136430 /
123310
120680112800103610
E-mini Russell 1000 Value Index Futures (RSVH7) 114780120520 /
109040
1067509986091820
E-mini Russell 1000 Value Index Futures (RSVM7) 114410120150 /
108670
1063809949091450
E-mini Russell 1000 Value Index Futures (RSVU7) 114040119780 /
108300
1060109912091080
E-mini Russell 1000 Value Index Futures (RSVZ7) 113630119370 /
107890
1056009871090670
E-mini Russell 1000 Value Index Futures (RSVH8) 113220118960 /
107480
1051909830090260
E-mini S&P 600 SmallCap Futures (SMCH7) 8623090540 /
81920
802007503068990
E-mini S&P 600 SmallCap Futures (SMCM7) 8610090410 /
81790
800707490068860
E-mini S&P 600 SmallCap Futures (SMCU7) 8597090280 /
81660
799407477068730
E-mini S&P 600 SmallCap Futures (SMCZ7) 8565089960 /
81340
796207445068410
E-mini S&P 600 SmallCap Futures (SMCH8) 8533089640 /
81020
793007413068090
E-mini S&P MidCap 400 Futures (EMDH7) 174830183570 /
166090
162590152100139850
E-mini S&P MidCap 400 Futures (EMDM7) 174580183320 /
165840
162340151850139600
E-mini S&P MidCap 400 Futures (EMDU7) 174440183180 /
165700
162200151710139460
E-mini S&P MidCap 400 Futures (EMDZ7) 174110182850 /
165370
161870151380139130
E-mini S&P MidCap 400 Futures (EMDH8) 173780182520 /
165040
161540151050138800
E-mini S&P Real Estate Select Sector Index Futures (XARH7) 1531016075 /
14545
142401331512240
E-mini S&P Real Estate Select Sector Index Futures (XARM7) 1522015985 /
14455
141501322512150
E-mini Technology Select Sector Futures (XAKH7) 5256055180 /
49940
488904573042050
E-mini Technology Select Sector Futures (XAKM7) 5248055100 /
49860
488104565041970
E-mini USD Denominated FTSE 100 Index Futures (FTUH7) 97530102440 /
92620
906608476077890
E-mini USD Denominated FTSE 100 Index Futures (FTUM7) 96480101390 /
91570
896108371076840
E-mini USD Denominated FTSE 100 Index Futures (FTUU7) 95420100330 /
90510
885508265075780
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 9436099270 /
89450
874908159074720
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 9325098160 /
88340
863808048073610
E-mini Utilities Select Sector Futures (XAUH7) 5039052910 /
47870
468604383040290
E-mini Utilities Select Sector Futures (XAUM7) 5006052580 /
47540
465304350039960
S&P 500 Futures (SPZ0) 239450251250 /
227650
222900208750192150
S&P 500 Futures (SPZ1) 241750253550 /
229950
225200211050194450
S&P 500 Futures (SPH7) 236200248000 /
224400
219650205500188900
S&P 500 Futures (SPM7) 235750247550 /
223950
219200205050188450
S&P 500 Futures (SPU7) 235350247150 /
223550
218800204650188050
S&P 500 Futures (SPZ7) 235050246850 /
223250
218500204350187750
S&P 500 Futures (SPH8) 234750246550 /
222950
218200204050187450
S&P 500 Futures (SPM8) 235350247150 /
223550
218800204650188050
S&P 500 Futures (SPU8) 235900247700 /
224100
219350205200188600
S&P 500 Futures (SPZ8) 234850246650 /
223050
218300204150187550
S&P 500 Futures (SPZ9) 237150248950 /
225350
220600206450189850
S&P 500 Growth Futures (SGH7) 130520137050 /
123990
121370113530104370
S&P 500 Growth Futures (SGM7) 130230136760 /
123700
121080113240104080
S&P 500 Value Futures (SUH7) 104170109380 /
98960
968709061083300
S&P 500 Value Futures (SUM7) 103910109120 /
98700
966109035083040
S&P MLP Total Return Index Futures (SLPH7) 519500545400 /
493600
483200452000415700
S&P MLP Total Return Index Futures (SLPM7) 521700547600 /
495800
485400454200417900
S&P MLP Total Return Index Futures (SLPU7) 523900549800 /
498000
487600456400420100
S&P MLP Total Return Index Futures (SLPZ7) 526200552100 /
500300
489900458700422400
S&P MLP Total Return Index Futures (SLPH8) 528500554400 /
502600
492200461000424700
USD-Denominated Ibovespa Index Futures (IBVG7) 66901999900 /
0
000
USD-Denominated Ibovespa Index Futures (IBVJ7) 6961576575 /
62655
626556265562655
USD-Denominated Ibovespa Index Futures (IBVM7) 7074077810 /
63670
636706367063670
USD-Denominated Ibovespa Index Futures (IBVQ7) 7185779040 /
64675
646756467564675
USD-Denominated Ibovespa Index Futures (IBVV7) 7287180155 /
65585
655856558565585
Equity Limits for Nikkei Products
As of Trade Date: 02/22/2017
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYH7) 1937020760 / 1798021450 / 1729022150 / 16590
E-mini Nikkei 225 - Yen denominated Futures (ENYM7) 1924020630 / 1785021320 / 1716022020 / 16460
E-mini Nikkei 225 - Yen denominated Futures (ENYU7) 1919020580 / 1780021270 / 1711021970 / 16410
E-mini Nikkei 225 - Yen denominated Futures (ENYZ7) 1908020470 / 1769021160 / 1700021860 / 16300
Nikkei/USD Futures (NKH7) 1937020760 / 1798021450 / 1729022150 / 16590
Nikkei/USD Futures (NKM7) 1932020710 / 1793021400 / 1724022100 / 16540
Nikkei/USD Futures (NKU7) 1924020630 / 1785021320 / 1716022020 / 16460
Nikkei/USD Futures (NKZ7) 1917020560 / 1778021250 / 1709021950 / 16390
Nikkei/Yen Futures (NIYH7) 1937020760 / 1798021450 / 1729022150 / 16590
Nikkei/Yen Futures (NIYJ7) 1932020710 / 1793021400 / 1724022100 / 16540
Nikkei/Yen Futures (NIYK7) 1930020690 / 1791021380 / 1722022080 / 16520
Nikkei/Yen Futures (NIYM7) 1924020630 / 1785021320 / 1716022020 / 16460
Nikkei/Yen Futures (NIYN7) 1921020600 / 1782021290 / 1713021990 / 16430
Nikkei/Yen Futures (NIYU7) 1919020580 / 1780021270 / 1711021970 / 16410
Nikkei/Yen Futures (NIYZ7) 1908020470 / 1769021160 / 1700021860 / 16300
Nikkei/Yen Futures (NIYH8) 1904020430 / 1765021120 / 1696021820 / 16260
Nikkei/Yen Futures (NIYM8) 1894020330 / 1755021020 / 1686021720 / 16160
Nikkei/Yen Futures (NIYU8) 1890020290 / 1751020980 / 1682021680 / 16120
Nikkei/Yen Futures (NIYZ8) 1880020190 / 1741020880 / 1672021580 / 16020
Nikkei/Yen Futures (NIYH9) 1876020150 / 1737020840 / 1668021540 / 15980
Nikkei/Yen Futures (NIYM9) 1866020050 / 1727020740 / 1658021440 / 15880
Nikkei/Yen Futures (NIYU9) 1856019950 / 1717020640 / 1648021340 / 15780
Nikkei/Yen Futures (NIYZ9) 1846019850 / 1707020540 / 1638021240 / 15680

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