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: 12/18/2017
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 (ESZ7) 267400280750 /
254050
248700232650213900
E-mini S&P 500 Futures (ESH8) 267700281050 /
254350
249000232950214200
E-mini S&P 500 Futures (ESM8) 267850281200 /
254500
249150233100214350
E-mini S&P 500 Futures (ESU8) 268200281550 /
254850
249500233450214700
E-mini S&P 500 Futures (ESZ8) 268400281750 /
255050
249700233650214900
E-mini S&P 500 Futures (ESH9) 268800282150 /
255450
250100234050215300
E-mini NASDAQ 100 Futures (NQZ7) 646375678700 /
614050
601125562325517050
E-mini NASDAQ 100 Futures (NQH8) 648100680425 /
615775
602850564050518775
E-mini NASDAQ 100 Futures (NQM8) 649600681925 /
617275
604350565550520275
E-mini NASDAQ 100 Futures (NQU8) 650950683275 /
618625
605700566900521625
E-mini NASDAQ 100 Futures (NQZ8) 651650683975 /
619325
606400567600522325
E-mini NASDAQ 100 Futures (NQH9) 652350684675 /
620025
607100568300523025
E-mini Dow ($5) Futures (YMZ7) 2464025872 /
23408
229152143619710
E-mini Dow ($5) Futures (YMH8) 2466025892 /
23428
229352145619730
E-mini Dow ($5) Futures (YMM8) 2465925891 /
23427
229342145519729
E-mini Dow ($5) Futures (YMU8) 2466725899 /
23435
229422146319737
E-mini Dow ($5) Futures (YMZ8) 2467425906 /
23442
229492147019744
Dow Jones Real Estate Futures (JRZ7) 32593421 /
3097
303228362608
Dow Jones Real Estate Futures (JRH8) 32473409 /
3085
302028242596
Dow Jones Real Estate Futures (JRM8) 32323394 /
3070
300528092581
Dow Jones Real Estate Futures (JRU8) 32153377 /
3053
298827922564
Dow Jones Real Estate Futures (JRZ8) 32013363 /
3039
297427782550
E-mini Consumer Discretionary Select Sector Futures (XAYZ7) 98900103840 /
93960
919808604079110
E-mini Consumer Discretionary Select Sector Futures (XAYH8) 99140104080 /
94200
922208628079350
E-mini Consumer Discretionary Select Sector Futures (XAYM8) 99390104330 /
94450
924708653079600
E-mini Consumer Staples Select Sector Futures (XAPZ7) 5737060240 /
54500
533604991045890
E-mini Consumer Staples Select Sector Futures (XAPH8) 5730060170 /
54430
532904984045820
E-mini Consumer Staples Select Sector Futures (XAPM8) 5718060050 /
54310
531704972045700
E-mini Energy Select Sector Futures (XAEZ7) 6936072830 /
65890
645006034055480
E-mini Energy Select Sector Futures (XAEH8) 6930072770 /
65830
644406028055420
E-mini Energy Select Sector Futures (XAEM8) 6925072720 /
65780
643906023055370
E-mini Financial Select Sector Futures (XAFZ7) 3426035970 /
32550
318602980027400
E-mini Financial Select Sector Futures (XAFH8) 3431036020 /
32600
319102985027450
E-mini Financial Select Sector Futures (XAFM8) 3438036090 /
32670
319802992027520
E-mini FTSE Emerging Index Futures (EIZ7) 5444057160 /
51720
506304736043550
E-mini FTSE Emerging Index Futures (EIH8) 5457057290 /
51850
507604749043680
E-mini FTSE Emerging Index Futures (EIM8) 5397056690 /
51250
501604689043080
E-mini FTSE Emerging Index Futures (EIU8) 5337056090 /
50650
495604629042480
E-mini FTSE Emerging Index Futures (EIZ8) 5277055490 /
50050
489604569041880
E-mini FTSE Emerging Index Futures (EIH9) 5217054890 /
49450
483604509041280
E-mini Health Care Select Sector Futures (XAVZ7) 8404088240 /
79840
781607311067220
E-mini Health Care Select Sector Futures (XAVH8) 8423088430 /
80030
783507330067410
E-mini Health Care Select Sector Futures (XAVM8) 8441088610 /
80210
785307348067590
E-mini Industrial Select Sector Futures (XAIZ7) 7473078460 /
71000
695006502059790
E-mini Industrial Select Sector Futures (XAIH8) 7481078540 /
71080
695806510059870
E-mini Industrial Select Sector Futures (XAIM8) 7490078630 /
71170
696706519059960
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 301200316300 /
286100
280100262000240800
E-mini IPOX 100 U.S. Index Futures (IPOH8) 300800315900 /
285700
279700261600240400
E-mini IPOX 100 U.S. Index Futures (IPOM8) 300100315200 /
285000
279000260900239700
E-mini IPOX 100 U.S. Index Futures (IPOU8) 299400314500 /
284300
278300260200239000
E-mini IPOX 100 U.S. Index Futures (IPOZ8) 299000314100 /
283900
277900259800238600
E-mini IPOX 100 U.S. Index Futures (IPOH9) 298600313700 /
283500
277500259400238200
E-mini Materials Select Sector Futures (XABZ7) 6257065690 /
59450
581905444050060
E-mini Materials Select Sector Futures (XABH8) 6263065750 /
59510
582505450050120
E-mini Materials Select Sector Futures (XABM8) 6273065850 /
59610
583505460050220
E-mini NASDAQ Biotechnology Index Futures (BIOZ7) 335260351990 /
318530
311840291760268330
E-mini NASDAQ Biotechnology Index Futures (BIOH8) 334430351160 /
317700
311010290930267500
E-mini NASDAQ Biotechnology Index Futures (BIOM8) 333600350330 /
316870
310180290100266670
E-mini NASDAQ Composite Futures (QCNZ7) 692000726650 /
657350
643450601850553300
E-mini NASDAQ Composite Futures (QCNH8) 692950727600 /
658300
644400602800554250
E-mini NASDAQ Composite Futures (QCNM8) 693900728550 /
659250
645350603750555200
E-mini Russell 1000 Growth Index Futures (RSGZ7) 135780142560 /
129000
126280118140108630
E-mini Russell 1000 Growth Index Futures (RSGH8) 136010142790 /
129230
126510118370108860
E-mini Russell 1000 Growth Index Futures (RSGM8) 135640142420 /
128860
126140118000108490
E-mini Russell 1000 Growth Index Futures (RSGU8) 135270142050 /
128490
125770117630108120
E-mini Russell 1000 Growth Index Futures (RSGZ8) 134900141680 /
128120
125400117260107750
E-mini Russell 1000 Growth Index Futures (RSGH9) 134670141450 /
127890
125170117030107520
E-mini Russell 1000 Index Futures (RS1Z7) 148090155490 /
140690
137720128840118460
E-mini Russell 1000 Index Futures (RS1H8) 148260155660 /
140860
137890129010118630
E-mini Russell 1000 Index Futures (RS1M8) 147900155300 /
140500
137530128650118270
E-mini Russell 1000 Index Futures (RS1U8) 147570154970 /
140170
137200128320117940
E-mini Russell 1000 Index Futures (RS1Z8) 147240154640 /
139840
136870127990117610
E-mini Russell 1000 Index Futures (RS1H9) 146910154310 /
139510
136540127660117280
E-mini Russell 1000 Value Index Futures (RSVZ7) 121630127710 /
115550
11311010581097290
E-mini Russell 1000 Value Index Futures (RSVH8) 121640127720 /
115560
11312010582097300
E-mini Russell 1000 Value Index Futures (RSVM8) 121060127140 /
114980
11254010524096720
E-mini Russell 1000 Value Index Futures (RSVU8) 120480126560 /
114400
11196010466096140
E-mini Russell 1000 Value Index Futures (RSVZ8) 119900125980 /
113820
11138010408095560
E-mini Russell 1000 Value Index Futures (RSVH9) 119320125400 /
113240
11080010350094980
E-mini Russell 2000 Growth Index Futures (R2GZ7) 9403098730 /
89330
874508181075230
E-mini Russell 2000 Growth Index Futures (R2GH8) 9406098760 /
89360
874808184075260
E-mini Russell 2000 Growth Index Futures (R2GM8) 9420098900 /
89500
876208198075400
E-mini Russell 2000 Growth Index Futures (R2GU8) 9429098990 /
89590
877108207075490
E-mini Russell 2000 Growth Index Futures (R2GZ8) 9438099080 /
89680
878008216075580
E-mini Russell 2000 Growth Index Futures (R2GH9) 9447099170 /
89770
878908225075670
E-mini Russell 2000 Index Futures (RTYZ7) 153000160650 /
145350
142290133110122400
E-mini Russell 2000 Index Futures (RTYH8) 153260160910 /
145610
142550133370122660
E-mini Russell 2000 Index Futures (RTYM8) 153240160890 /
145590
142530133350122640
E-mini Russell 2000 Index Futures (RTYU8) 153370161020 /
145720
142660133480122770
E-mini Russell 2000 Index Futures (RTYZ8) 153490161140 /
145840
142780133600122890
E-mini Russell 2000 Index Futures (RTYH9) 153620161270 /
145970
142910133730123020
E-mini Russell 2000 Value Index Futures (R2VZ7) 188290197700 /
178880
175110163800150620
E-mini Russell 2000 Value Index Futures (R2VH8) 187990197400 /
178580
174810163500150320
E-mini Russell 2000 Value Index Futures (R2VM8) 187860197270 /
178450
174680163370150190
E-mini Russell 2000 Value Index Futures (R2VU8) 187630197040 /
178220
174450163140149960
E-mini Russell 2000 Value Index Futures (R2VZ8) 187410196820 /
178000
174230162920149740
E-mini Russell 2000 Value Index Futures (R2VH9) 187190196600 /
177780
174010162700149520
E-mini S&P 600 SmallCap Futures (SMCZ7) 9358098240 /
88920
870608146074930
E-mini S&P 600 SmallCap Futures (SMCH8) 9326097920 /
88600
867408114074610
E-mini S&P 600 SmallCap Futures (SMCM8) 9300097660 /
88340
864808088074350
E-mini S&P 600 SmallCap Futures (SMCU8) 9287097530 /
88210
863508075074220
E-mini S&P 600 SmallCap Futures (SMCZ8) 9255097210 /
87890
860308043073900
E-mini S&P 600 SmallCap Futures (SMCH9) 9223096890 /
87570
857108011073580
E-mini S&P MidCap 400 Futures (EMDZ7) 188570198000 /
179140
175370164050150840
E-mini S&P MidCap 400 Futures (EMDH8) 188990198420 /
179560
175790164470151260
E-mini S&P MidCap 400 Futures (EMDM8) 189080198510 /
179650
175880164560151350
E-mini S&P MidCap 400 Futures (EMDU8) 188750198180 /
179320
175550164230151020
E-mini S&P MidCap 400 Futures (EMDZ8) 188740198170 /
179310
175540164220151010
E-mini S&P MidCap 400 Futures (EMDH9) 189090198520 /
179660
175890164570151360
E-mini S&P Real Estate Select Sector Index Futures (XARZ7) 1614516950 /
15340
150201405512925
E-mini S&P Real Estate Select Sector Index Futures (XARH8) 1607016875 /
15265
149451398012850
E-mini S&P Real Estate Select Sector Index Futures (XARM8) 1603516840 /
15230
149101394512815
E-mini Technology Select Sector Futures (XAKZ7) 6488068120 /
61640
603405644051900
E-mini Technology Select Sector Futures (XAKH8) 6502068260 /
61780
604805658052040
E-mini Technology Select Sector Futures (XAKM8) 6519068430 /
61950
606505675052210
E-mini Utilities Select Sector Futures (XAUZ7) 5578058560 /
53000
518804854044640
E-mini Utilities Select Sector Futures (XAUH8) 5553058310 /
52750
516304829044390
E-mini Utilities Select Sector Futures (XAUM8) 5533058110 /
52550
514304809044190
S&P 500 Futures (SPZ0) 274650288000 /
261300
255950239900221150
S&P 500 Futures (SPZ1) 280050293400 /
266700
261350245300226550
S&P 500 Futures (SPZ2) 285050298400 /
271700
266350250300231550
S&P 500 Futures (SPZ7) 267400280750 /
254050
248700232650213900
S&P 500 Futures (SPH8) 267700281050 /
254350
249000232950214200
S&P 500 Futures (SPM8) 267850281200 /
254500
249150233100214350
S&P 500 Futures (SPU8) 268200281550 /
254850
249500233450214700
S&P 500 Futures (SPZ8) 268400281750 /
255050
249700233650214900
S&P 500 Futures (SPH9) 268800282150 /
255450
250100234050215300
S&P 500 Futures (SPM9) 269200282550 /
255850
250500234450215700
S&P 500 Futures (SPU9) 269950283300 /
256600
251250235200216450
S&P 500 Futures (SPZ9) 270700284050 /
257350
252000235950217200
S&P 500 Growth Futures (SGZ7) 153770161480 /
146060
142980133720122920
S&P 500 Growth Futures (SGH8) 154050161760 /
146340
143260134000123200
S&P 500 Growth Futures (SGM8) 154330162040 /
146620
143540134280123480
S&P 500 Value Futures (SUZ7) 111680117280 /
106080
1038309710089250
S&P 500 Value Futures (SUH8) 111800117400 /
106200
1039509722089370
S&P 500 Value Futures (SUM8) 111920117520 /
106320
1040709734089490
S&P MLP Total Return Index Futures (SLPZ7) 441900464400 /
419400
410300383200351600
S&P MLP Total Return Index Futures (SLPH8) 444200466700 /
421700
412600385500353900
S&P MLP Total Return Index Futures (SLPM8) 439800462300 /
417300
408200381100349500
S&P MLP Total Return Index Futures (SLPU8) 435400457900 /
412900
403800376700345100
S&P MLP Total Return Index Futures (SLPZ8) 437700460200 /
415200
406100379000347400
S&P MLP Total Return Index Futures (SLPH9) 440000462500 /
417500
408400381300349700
Equity Limits for Nikkei Products
As of Trade Date: 12/18/2017
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYZ7) 259030260810 / 257250261700 / 256360262600 / 255460
E-mini Nikkei 225 - Yen denominated Futures (ENYH8) 2252024300 / 2074025190 / 1985026090 / 18950
E-mini Nikkei 225 - Yen denominated Futures (ENYM8) 2236024140 / 2058025030 / 1969025930 / 18790
E-mini Nikkei 225 - Yen denominated Futures (ENYU8) 2232024100 / 2054024990 / 1965025890 / 18750
E-mini Nikkei 225 - Yen denominated Futures (ENYZ8) 2222024000 / 2044024890 / 1955025790 / 18650
Nikkei/USD Futures (NKZ7) 259030260810 / 257250261700 / 256360262600 / 255460
Nikkei/USD Futures (NKH8) 2252024300 / 2074025190 / 1985026090 / 18950
Nikkei/USD Futures (NKM8) 2236024140 / 2058025030 / 1969025930 / 18790
Nikkei/USD Futures (NKU8) 2232024100 / 2054024990 / 1965025890 / 18750
Nikkei/USD Futures (NKZ8) 2222024000 / 2044024890 / 1955025790 / 18650
Nikkei/Yen Futures (NIYH0) 2178023560 / 2000024450 / 1911025350 / 18210
Nikkei/Yen Futures (NIYM0) 2168023460 / 1990024350 / 1901025250 / 18110
Nikkei/Yen Futures (NIYU0) 2158023360 / 1980024250 / 1891025150 / 18010
Nikkei/Yen Futures (NIYZ0) 2148023260 / 1970024150 / 1881025050 / 17910
Nikkei/Yen Futures (NIYZ7) 259030260810 / 257250261700 / 256360262600 / 255460
Nikkei/Yen Futures (NIYF8) 2251024290 / 2073025180 / 1984026080 / 18940
Nikkei/Yen Futures (NIYG8) 2251024290 / 2073025180 / 1984026080 / 18940
Nikkei/Yen Futures (NIYH8) 2252024300 / 2074025190 / 1985026090 / 18950
Nikkei/Yen Futures (NIYJ8) 2247024250 / 2069025140 / 1980026040 / 18900
Nikkei/Yen Futures (NIYM8) 2236024140 / 2058025030 / 1969025930 / 18790
Nikkei/Yen Futures (NIYU8) 2232024100 / 2054024990 / 1965025890 / 18750
Nikkei/Yen Futures (NIYZ8) 2222024000 / 2044024890 / 1955025790 / 18650
Nikkei/Yen Futures (NIYH9) 2218023960 / 2040024850 / 1951025750 / 18610
Nikkei/Yen Futures (NIYM9) 2208023860 / 2030024750 / 1941025650 / 18510
Nikkei/Yen Futures (NIYU9) 2198023760 / 2020024650 / 1931025550 / 18410
Nikkei/Yen Futures (NIYZ9) 2188023660 / 2010024550 / 1921025450 / 18310
Equity Limits for FTSE and Ibovespa
As of Trade Date: 12/18/2017
ContractsReference Price5% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 746400783850 /
708950
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 742650780100 /
705200
E-mini FTSE 100 Index (GBP) Futures (FT1M8) 738950776400 /
701500
E-mini FTSE 100 Index (GBP) Futures (FT1U8) 735250772700 /
697800
E-mini FTSE 100 Index (GBP) Futures (FT1Z8) 730550768000 /
693100
E-mini FTSE 100 Index (GBP) Futures (FT1H9) 725900763350 /
688450
E-mini FTSE China 50 Index Futures (FT5Z7) 2002021020 /
19020
E-mini FTSE China 50 Index Futures (FT5H8) 2010521105 /
19105
E-mini FTSE China 50 Index Futures (FT5M8) 1986520865 /
18865
E-mini FTSE China 50 Index Futures (FT5U8) 1962520625 /
18625
E-mini FTSE China 50 Index Futures (FT5Z8) 1938520385 /
18385
E-mini FTSE China 50 Index Futures (FT5H9) 1914520145 /
18145
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2500026260 /
23740
E-mini FTSE Developed Europe Index Futures (DVEH8) 2484026100 /
23580
E-mini FTSE Developed Europe Index Futures (DVEM8) 2442025680 /
23160
E-mini FTSE Developed Europe Index Futures (DVEU8) 2428525545 /
23025
E-mini FTSE Developed Europe Index Futures (DVEZ8) 2413525395 /
22875
E-mini FTSE Developed Europe Index Futures (DVEH9) 2397525235 /
22715
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 108900114300 /
103500
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 107900113300 /
102500
E-mini USD Denominated FTSE 100 Index Futures (FTUM8) 108440113840 /
103040
E-mini USD Denominated FTSE 100 Index Futures (FTUU8) 108980114380 /
103580
E-mini USD Denominated FTSE 100 Index Futures (FTUZ8) 109520114920 /
104120
E-mini USD Denominated FTSE 100 Index Futures (FTUH9) 110260115660 /
104860
USD-Denominated Ibovespa Index Futures (IBVZ7) 73412999900 /
0
USD-Denominated Ibovespa Index Futures (IBVG8) 7299380290 /
65695
USD-Denominated Ibovespa Index Futures (IBVJ8) 7375381125 /
66380
USD-Denominated Ibovespa Index Futures (IBVM8) 7441481855 /
66975
USD-Denominated Ibovespa Index Futures (IBVQ8) 7522682745 /
67705

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