Products & Trading » Equity Index » Price Limit Guide
Price Limit Guide

CME Group U.S. equity index price limits are calculated quarterly at the close of business on the day preceding the commencement of a new calendar quarter.

These price limits are re-assessed quarterly rather than established at fixed levels insofar as fixed limits are not responsive to on-going market fluctuations. CME and CBOT Rules are designed to coordinate with circuit breakers provisions as applied by the New York Stock Exchange (NYSE).

The downloadable file below lists out the current quarterly price limits for affected CME Group equity index futures. These values will be updated after 3:15 p.m. on the last business day of each quarter.

U.S. Equity Price Limits (PDF)
Equity Price Limits FAQ