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: 04/28/2015
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 (ESM5) 210250220750 /
199750
195500182850168100
E-mini S&P 500 Futures (ESU5) 209500220000 /
199000
194750182100167350
E-mini S&P 500 Futures (ESZ5) 208750219250 /
198250
194000181350166600
E-mini S&P 500 Futures (ESH6) 208250218750 /
197750
193500180850166100
E-mini S&P 500 Futures (ESM6) 207800218300 /
197300
193050180400165650
E-mini NASDAQ 100 Futures (NQM5) 451825474450 /
429200
420150393000361325
E-mini NASDAQ 100 Futures (NQU5) 451075473700 /
428450
419400392250360575
E-mini NASDAQ 100 Futures (NQZ5) 450400473025 /
427775
418725391575359900
E-mini NASDAQ 100 Futures (NQH6) 449750472375 /
427125
418075390925359250
E-mini NASDAQ 100 Futures (NQM6) 449175471800 /
426550
417500390350358675
E-mini Dow ($5) Futures (YMM5) 1796818869 /
17067
167061562414361
E-mini Dow ($5) Futures (YMU5) 1788518786 /
16984
166231554114278
E-mini Dow ($5) Futures (YMZ5) 1780318704 /
16902
165411545914196
E-mini Dow ($5) Futures (YMH6) 1772118622 /
16820
164591537714114
DJIA ($10) Futures (DJM5) 1796818869 /
17067
167061562414361
Dow Jones Real Estate Futures (JRM5) 30413206 /
2876
281026112379
Dow Jones Real Estate Futures (JRU5) 30413206 /
2876
281026112379
Dow Jones Real Estate Futures (JRZ5) 30413206 /
2876
281026112379
Dow Jones Real Estate Futures (JRH6) 30413206 /
2876
281026112379
E-mini Consumer Discretionary Select Sector Futures (XAYM5) 7720081060 /
73340
717906715061730
E-mini Consumer Discretionary Select Sector Futures (XAYU5) 7702080880 /
73160
716106697061550
E-mini Consumer Staples Select Sector Futures (XAPM5) 4897051420 /
46520
455404259039150
E-mini Consumer Staples Select Sector Futures (XAPU5) 4874051190 /
46290
453104236038920
E-mini Energy Select Sector Futures (XAEM5) 8173085840 /
77620
759807105065290
E-mini Energy Select Sector Futures (XAEU5) 8128085390 /
77170
755307060064840
E-mini Financial Select Sector Futures (XAFM5) 2408025280 /
22880
224002095019260
E-mini Financial Select Sector Futures (XAFU5) 2400025200 /
22800
223202087019180
E-mini Health Care Select Sector Futures (XAVM5) 7321076870 /
69550
680806368058550
E-mini Health Care Select Sector Futures (XAVU5) 7303076690 /
69370
679006350058370
E-mini Industrial Select Sector Futures (XAIM5) 5612058930 /
53310
521804880044860
E-mini Industrial Select Sector Futures (XAIU5) 5591058720 /
53100
519704859044650
E-mini Materials Select Sector Futures (XABM5) 5355056230 /
50870
498004657042820
E-mini Materials Select Sector Futures (XABU5) 5337056050 /
50690
496204639042640
E-mini NASDAQ Biotechnology Index Futures (BIOM5) 365130383380 /
346880
339580317670292110
E-mini NASDAQ Biotechnology Index Futures (BIOU5) 367180385430 /
348930
341630319720294160
E-mini NASDAQ Composite Futures (QCNM5) 506050531350 /
480750
470650440300404850
E-mini NASDAQ Composite Futures (QCNU5) 507000532300 /
481700
471600441250405800
E-mini S&P 600 SmallCap Futures (SMCM5) 7197075560 /
68380
669406262057580
E-mini S&P 600 SmallCap Futures (SMCU5) 7187075460 /
68280
668406252057480
E-mini S&P 600 SmallCap Futures (SMCZ5) 7178075370 /
68190
667506243057390
E-mini S&P 600 SmallCap Futures (SMCH6) 7169075280 /
68100
666606234057300
E-mini S&P 600 SmallCap Futures (SMCM6) 7142075010 /
67830
663906207057030
E-mini S&P MidCap 400 Futures (EMDM5) 151870159470 /
144270
141220132090121440
E-mini S&P MidCap 400 Futures (EMDU5) 151650159250 /
144050
141000131870121220
E-mini S&P MidCap 400 Futures (EMDZ5) 151750159350 /
144150
141100131970121320
E-mini S&P MidCap 400 Futures (EMDH6) 151850159450 /
144250
141200132070121420
E-mini S&P MidCap 400 Futures (EMDM6) 151040158640 /
143440
140390131260120610
E-mini Technology Select Sector Futures (XAKM5) 4326045420 /
41100
402303763034590
E-mini Technology Select Sector Futures (XAKU5) 4313045290 /
40970
401003750034460
E-mini Utilities Select Sector Futures (XAUM5) 4478047030 /
42530
416303892035760
E-mini Utilities Select Sector Futures (XAUU5) 4443046680 /
42180
412803857035410
NASDAQ 100 Futures (NDM5) 451825474450 /
429200
420150393000361325
S&P 500 Futures (SPM5) 210250220750 /
199750
195500182850168100
S&P 500 Futures (SPU5) 209500220000 /
199000
194750182100167350
S&P 500 Futures (SPZ5) 208800219300 /
198300
194050181400166650
S&P 500 Futures (SPH6) 208300218800 /
197800
193550180900166150
S&P 500 Futures (SPM6) 207850218350 /
197350
193100180450165700
S&P 500 Futures (SPU6) 207500218000 /
197000
192750180100165350
S&P 500 Futures (SPZ6) 207350217850 /
196850
192600179950165200
S&P 500 Futures (SPH7) 207350217850 /
196850
192600179950165200
S&P 500 Futures (SPZ7) 208100218600 /
197600
193350180700165950
S&P 500 Futures (SPZ8) 210450220950 /
199950
195700183050168300
S&P 500 Futures (SPZ9) 212800223300 /
202300
198050185400170650
S&P 500 Growth Futures (SGM5) 117110122960 /
111260
10892010189093690
S&P 500 Growth Futures (SGU5) 116790122640 /
110940
10860010157093370
S&P 500 Value Futures (SUM5) 9280097450 /
88150
862908070074190
S&P 500 Value Futures (SUU5) 9235097000 /
87700
858408025073740
S&P 600 SmallCap Futures (SMPM5) 7197075560 /
68380
669406262057580
S&P MidCap 400 Futures (MDM5) 151870159470 /
144270
141220132090121440
S&P MLP Index Futures (MLPM5) 257000269800 /
244200
239050223600205650
S&P MLP Index Futures (MLPU5) 257700270500 /
244900
239750224300206350
S&P MLP Index Futures (MLPZ5) 258400271200 /
245600
240450225000207050
S&P MLP Index Futures (MLPH6) 259100271900 /
246300
241150225700207750
USD-Denominated Ibovespa Index Futures (IBVM5) 5735563090 /
51620
516205162051620
USD-Denominated Ibovespa Index Futures (IBVQ5) 5828564110 /
52460
524605246052460
USD-Denominated Ibovespa Index Futures (IBVV5) 5932965260 /
53400
534005340053400
USD-Denominated Ibovespa Index Futures (IBVZ5) 6040866445 /
54370
543705437054370
Equity Limits for Nikkei Products
As of Trade Date: 04/28/2015
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYM5) 1998021390 / 1857022100 / 1786022810 / 17150
E-mini Nikkei 225 - Yen denominated Futures (ENYU5) 1998021390 / 1857022100 / 1786022810 / 17150
E-mini Nikkei 225 - Yen denominated Futures (ENYZ5) 1997021380 / 1856022090 / 1785022800 / 17140
E-mini Nikkei 225 - Yen denominated Futures (ENYH6) 1996021370 / 1855022080 / 1784022790 / 17130
Nikkei/USD Futures (NKM5) 1998021390 / 1857022100 / 1786022810 / 17150
Nikkei/USD Futures (NKU5) 2002021430 / 1861022140 / 1790022850 / 17190
Nikkei/USD Futures (NKZ5) 2008021490 / 1867022200 / 1796022910 / 17250
Nikkei/USD Futures (NKH6) 2015021560 / 1874022270 / 1803022980 / 17320
Nikkei/Yen Futures (NIYK5) 1999021400 / 1858022110 / 1787022820 / 17160
Nikkei/Yen Futures (NIYM5) 1998021390 / 1857022100 / 1786022810 / 17150
Nikkei/Yen Futures (NIYN5) 1998021390 / 1857022100 / 1786022810 / 17150
Nikkei/Yen Futures (NIYQ5) 1989021300 / 1848022010 / 1777022720 / 17060
Nikkei/Yen Futures (NIYU5) 1998021390 / 1857022100 / 1786022810 / 17150
Nikkei/Yen Futures (NIYV5) -901320 / -15002030 / -22102740 / -2920
Nikkei/Yen Futures (NIYZ5) 1997021380 / 1856022090 / 1785022800 / 17140
Nikkei/Yen Futures (NIYH6) 1996021370 / 1855022080 / 1784022790 / 17130
Nikkei/Yen Futures (NIYM6) 1995021360 / 1854022070 / 1783022780 / 17120
Nikkei/Yen Futures (NIYU6) 1994021350 / 1853022060 / 1782022770 / 17110
Nikkei/Yen Futures (NIYZ6) 1993021340 / 1852022050 / 1781022760 / 17100
Nikkei/Yen Futures (NIYH7) 1992021330 / 1851022040 / 1780022750 / 17090
Nikkei/Yen Futures (NIYM7) 1991021320 / 1850022030 / 1779022740 / 17080
Nikkei/Yen Futures (NIYU7) 1990021310 / 1849022020 / 1778022730 / 17070
Nikkei/Yen Futures (NIYZ7) 1989021300 / 1848022010 / 1777022720 / 17060
Nikkei/Yen Futures (NIYH8) 1988021290 / 1847022000 / 1776022710 / 17050