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: 12/08/2016
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 (ESZ6) 223950235150 /
212750
208300194850179150
E-mini S&P 500 Futures (ESH7) 223450234650 /
212250
207800194350178650
E-mini S&P 500 Futures (ESM7) 222900234100 /
211700
207250193800178100
E-mini S&P 500 Futures (ESU7) 222350233550 /
211150
206700193250177550
E-mini S&P 500 Futures (ESZ7) 221900233100 /
210700
206250192800177100
E-mini S&P 500 Futures (ESH8) 295014150 /
-8250
-12700-26150-41850
E-mini NASDAQ 100 Futures (NQZ6) 484900509150 /
460650
450950421825387875
E-mini NASDAQ 100 Futures (NQH7) 484775509025 /
460525
450825421700387750
E-mini NASDAQ 100 Futures (NQM7) 484175508425 /
459925
450225421100387150
E-mini NASDAQ 100 Futures (NQU7) 484450508700 /
460200
450500421375387425
E-mini NASDAQ 100 Futures (NQZ7) 484400508650 /
460150
450450421325387375
E-mini NASDAQ 100 Futures (NQH8) 622530475 /
-18025
-27725-56850-90800
E-mini Dow ($5) Futures (YMZ6) 1953320510 /
18556
181651699215624
E-mini Dow ($5) Futures (YMH7) 1947020447 /
18493
181021692915561
E-mini Dow ($5) Futures (YMM7) 1940420381 /
18427
180361686315495
E-mini Dow ($5) Futures (YMU7) 1931920296 /
18342
179511677815410
E-mini Dow ($5) Futures (YMZ7) 3011278 /
-676
-1067-2240-3608
Dow Jones Real Estate Futures (JRZ6) 30193170 /
2868
280826262414
Dow Jones Real Estate Futures (JRH7) 30693220 /
2918
285826762464
Dow Jones Real Estate Futures (JRM7) 30433194 /
2892
283226502438
Dow Jones Real Estate Futures (JRU7) 30203171 /
2869
280926272415
Dow Jones Real Estate Futures (JRZ7) 59210 /
-92
-152-334-546
E-mini Consumer Discretionary Select Sector Futures (XAYZ6) 8438088600 /
80160
784807341067500
E-mini Consumer Discretionary Select Sector Futures (XAYH7) 8428088500 /
80060
783807331067400
E-mini Consumer Discretionary Select Sector Futures (XAYM7) 15405760 /
-2680
-4360-9430-15340
E-mini Consumer Staples Select Sector Futures (XAPZ6) 5153054100 /
48960
479304483041220
E-mini Consumer Staples Select Sector Futures (XAPH7) 5128053850 /
48710
476804458040970
E-mini Consumer Staples Select Sector Futures (XAPM7) 7603330 /
-1810
-2840-5940-9550
E-mini Energy Select Sector Futures (XAEZ6) 7585079640 /
72060
705406599060680
E-mini Energy Select Sector Futures (XAEH7) 7564079430 /
71850
703306578060470
E-mini Energy Select Sector Futures (XAEM7) 5804370 /
-3210
-4730-9280-14590
E-mini Financial Select Sector Futures (XAFZ6) 2883030270 /
27390
268202508023070
E-mini Financial Select Sector Futures (XAFH7) 2878030220 /
27340
267702503023020
E-mini Financial Select Sector Futures (XAFM7) 4101850 /
-1030
-1600-3340-5350
E-mini FTSE 100 Index (GBP) Futures (FT1Z6) 689250723750 /
654750
640950599550551250
E-mini FTSE 100 Index (GBP) Futures (FT1H7) 685550720050 /
651050
637250595850547550
E-mini FTSE 100 Index (GBP) Futures (FT1M7) 681850716350 /
647350
633550592150543850
E-mini FTSE 100 Index (GBP) Futures (FT1U7) 678150712650 /
643650
629850588450540150
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 674450708950 /
639950
626150584750536450
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 790042400 /
-26600
-40400-81800-130100
E-mini FTSE China 50 Index Futures (FT5Z6) 1630017110 /
15490
151601418513045
E-mini FTSE China 50 Index Futures (FT5H7) 1627017080 /
15460
151301415513015
E-mini FTSE China 50 Index Futures (FT5M7) 1624017050 /
15430
151001412512985
E-mini FTSE China 50 Index Futures (FT5U7) 1621017020 /
15400
150701409512955
E-mini FTSE China 50 Index Futures (FT5Z7) 1618016990 /
15370
150401406512925
E-mini FTSE China 50 Index Futures (FT5H8) 10820 /
-800
-1130-2105-3245
E-mini FTSE Developed Europe Index Futures (DVEZ6) 2219023320 /
21060
206101925017665
E-mini FTSE Developed Europe Index Futures (DVEH7) 2195523085 /
20825
203751901517430
E-mini FTSE Developed Europe Index Futures (DVEM7) 2171022840 /
20580
201301877017185
E-mini FTSE Developed Europe Index Futures (DVEU7) 2147522605 /
20345
198951853516950
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2124022370 /
20110
196601830016715
E-mini FTSE Developed Europe Index Futures (DVEH8) -215915 /
-1345
-1795-3155-4740
E-mini FTSE Emerging Index Futures (EIZ6) 4432046520 /
42120
412403859035500
E-mini FTSE Emerging Index Futures (EIH7) 4432046520 /
42120
412403859035500
E-mini FTSE Emerging Index Futures (EIM7) 4432046520 /
42120
412403859035500
E-mini FTSE Emerging Index Futures (EIU7) 4432046520 /
42120
412403859035500
E-mini FTSE Emerging Index Futures (EIZ7) 4432046520 /
42120
412403859035500
E-mini FTSE Emerging Index Futures (EIH8) 3902590 /
-1810
-2690-5340-8430
E-mini Health Care Select Sector Futures (XAVZ6) 6791071300 /
64520
631605908054320
E-mini Health Care Select Sector Futures (XAVH7) 6779071180 /
64400
630405896054200
E-mini Health Care Select Sector Futures (XAVM7) -5702820 /
-3960
-5320-9400-14160
E-mini Industrial Select Sector Futures (XAIZ6) 6380066990 /
60610
593405550051030
E-mini Industrial Select Sector Futures (XAIH7) 6364066830 /
60450
591805534050870
E-mini Industrial Select Sector Futures (XAIM7) 11304320 /
-2060
-3330-7170-11640
E-mini IPOX 100 U.S. Index Futures (IPOZ6) 239900251900 /
227900
223100208600191700
E-mini IPOX 100 U.S. Index Futures (IPOH7) 239500251500 /
227500
222700208200191300
E-mini IPOX 100 U.S. Index Futures (IPOM7) 238700250700 /
226700
221900207400190500
E-mini IPOX 100 U.S. Index Futures (IPOU7) 238000250000 /
226000
221200206700189800
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 237600249600 /
225600
220800206300189400
E-mini IPOX 100 U.S. Index Futures (IPOH8) 170013700 /
-10300
-15100-29600-46500
E-mini Materials Select Sector Futures (XABZ6) 5404056740 /
51340
502604702043240
E-mini Materials Select Sector Futures (XABH7) 5390056600 /
51200
501204688043100
E-mini Materials Select Sector Futures (XABM7) 7903490 /
-1910
-2990-6230-10010
E-mini NASDAQ Biotechnology Index Futures (BIOZ6) 278610292540 /
264680
259110242380222880
E-mini NASDAQ Biotechnology Index Futures (BIOH7) 277780291710 /
263850
258280241550222050
E-mini NASDAQ Biotechnology Index Futures (BIOM7) -83605570 /
-22290
-27860-44590-64090
E-mini NASDAQ Composite Futures (QCNZ6) 539100566050 /
512150
501350469000431250
E-mini NASDAQ Composite Futures (QCNH7) 540050567000 /
513100
502300469950432200
E-mini NASDAQ Composite Futures (QCNM7) 600032950 /
-20950
-31750-64100-101850
E-mini Russell 1000 Growth Index Futures (RSGZ6) 105490110770 /
100210
981009177084370
E-mini Russell 1000 Growth Index Futures (RSGH7) 105190110470 /
99910
978009147084070
E-mini Russell 1000 Growth Index Futures (RSGM7) 104890110170 /
99610
975009117083770
E-mini Russell 1000 Growth Index Futures (RSGU7) 104590109870 /
99310
972009087083470
E-mini Russell 1000 Growth Index Futures (RSGZ7) 104290109570 /
99010
969009057083170
E-mini Russell 1000 Growth Index Futures (RSGH8) 12206500 /
-4060
-6170-12500-19900
E-mini Russell 1000 Index Futures (RS1Z6) 124090130310 /
117870
11538010791099200
E-mini Russell 1000 Index Futures (RS1H7) 123730129950 /
117510
11502010755098840
E-mini Russell 1000 Index Futures (RS1M7) 123370129590 /
117150
11466010719098480
E-mini Russell 1000 Index Futures (RS1U7) 123010129230 /
116790
11430010683098120
E-mini Russell 1000 Index Futures (RS1Z7) 122680128900 /
116460
11397010650097790
E-mini Russell 1000 Index Futures (RS1H8) 15707790 /
-4650
-7140-14610-23320
E-mini Russell 1000 Value Index Futures (RSVZ6) 110660116180 /
105140
1029309629088550
E-mini Russell 1000 Value Index Futures (RSVH7) 110290115810 /
104770
1025609592088180
E-mini Russell 1000 Value Index Futures (RSVM7) 109920115440 /
104400
1021909555087810
E-mini Russell 1000 Value Index Futures (RSVU7) 109550115070 /
104030
1018209518087440
E-mini Russell 1000 Value Index Futures (RSVZ7) 109140114660 /
103620
1014109477087030
E-mini Russell 1000 Value Index Futures (RSVH8) 16207140 /
-3900
-6110-12750-20490
E-mini S&P 600 SmallCap Futures (SMCZ6) 8413088330 /
79930
782407320067300
E-mini S&P 600 SmallCap Futures (SMCH7) 8400088200 /
79800
781107307067170
E-mini S&P 600 SmallCap Futures (SMCM7) 8387088070 /
79670
779807294067040
E-mini S&P 600 SmallCap Futures (SMCU7) 8374087940 /
79540
778507281066910
E-mini S&P 600 SmallCap Futures (SMCZ7) 8342087620 /
79220
775307249066590
E-mini S&P 600 SmallCap Futures (SMCH8) 8705070 /
-3330
-5020-10060-15960
E-mini S&P MidCap 400 Futures (EMDZ6) 167740176120 /
159360
156000145930134190
E-mini S&P MidCap 400 Futures (EMDH7) 167510175890 /
159130
155770145700133960
E-mini S&P MidCap 400 Futures (EMDM7) 166540174920 /
158160
154800144730132990
E-mini S&P MidCap 400 Futures (EMDU7) 166400174780 /
158020
154660144590132850
E-mini S&P MidCap 400 Futures (EMDZ7) 166070174450 /
157690
154330144260132520
E-mini S&P MidCap 400 Futures (EMDH8) 190010280 /
-6480
-9840-19910-31650
E-mini S&P Real Estate Select Sector Index Futures (XARZ6) 1467515410 /
13940
136451276011730
E-mini S&P Real Estate Select Sector Index Futures (XARH7) 1459515330 /
13860
135651268011650
E-mini S&P Real Estate Select Sector Index Futures (XARM7) 3101045 /
-425
-720-1605-2635
E-mini Technology Select Sector Futures (XAKZ6) 4818050590 /
45770
448104192038540
E-mini Technology Select Sector Futures (XAKH7) 4811050520 /
45700
447404185038470
E-mini Technology Select Sector Futures (XAKM7) 9003310 /
-1510
-2470-5360-8740
E-mini USD Denominated FTSE 100 Index Futures (FTUZ6) 9413098840 /
89420
875308187075270
E-mini USD Denominated FTSE 100 Index Futures (FTUH7) 9307097780 /
88360
864708081074210
E-mini USD Denominated FTSE 100 Index Futures (FTUM7) 9202096730 /
87310
854207976073160
E-mini USD Denominated FTSE 100 Index Futures (FTUU7) 9096095670 /
86250
843607870072100
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 8990094610 /
85190
833007764071040
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 7505460 /
-3960
-5850-11510-18110
E-mini Utilities Select Sector Futures (XAUZ6) 4755049920 /
45180
442304137038040
E-mini Utilities Select Sector Futures (XAUH7) 4722049590 /
44850
439004104037710
E-mini Utilities Select Sector Futures (XAUM7) 6002970 /
-1770
-2720-5580-8910
S&P 500 Futures (SPZ0) 227150238350 /
215950
211500198050182350
S&P 500 Futures (SPZ1) 295014150 /
-8250
-12700-26150-41850
S&P 500 Futures (SPZ6) 223950235150 /
212750
208300194850179150
S&P 500 Futures (SPH7) 223400234600 /
212200
207750194300178600
S&P 500 Futures (SPM7) 222900234100 /
211700
207250193800178100
S&P 500 Futures (SPU7) 222350233550 /
211150
206700193250177550
S&P 500 Futures (SPZ7) 221850233050 /
210650
206200192750177050
S&P 500 Futures (SPH8) 222450233650 /
211250
206800193350177650
S&P 500 Futures (SPM8) 223050234250 /
211850
207400193950178250
S&P 500 Futures (SPU8) 223650234850 /
212450
208000194550178850
S&P 500 Futures (SPZ8) 222550233750 /
211350
206900193450177750
S&P 500 Futures (SPZ9) 224850236050 /
213650
209200195750180050
S&P 500 Growth Futures (SGZ6) 122230128340 /
116120
11367010634097770
S&P 500 Growth Futures (SGH7) 122090128200 /
115980
11353010620097630
S&P 500 Growth Futures (SGM7) 15307640 /
-4580
-7030-14360-22930
S&P 500 Value Futures (SUZ6) 99980104990 /
94970
929608694079920
S&P 500 Value Futures (SUH7) 99650104660 /
94640
926308661079590
S&P 500 Value Futures (SUM7) 10506060 /
-3960
-5970-11990-19010
S&P MLP Total Return Index Futures (SLPZ6) 458400481300 /
435500
426400398900366800
S&P MLP Total Return Index Futures (SLPH7) 460700483600 /
437800
428700401200369100
S&P MLP Total Return Index Futures (SLPM7) 462900485800 /
440000
430900403400371300
S&P MLP Total Return Index Futures (SLPU7) 465100488000 /
442200
433100405600373500
S&P MLP Total Return Index Futures (SLPZ7) 467400490300 /
444500
435400407900375800
S&P MLP Total Return Index Futures (SLPH8) 330026200 /
-19600
-28700-56200-88300
USD-Denominated Ibovespa Index Futures (IBVZ6) 6127567400 /
55150
551505515055150
USD-Denominated Ibovespa Index Futures (IBVG7) 6255068805 /
56295
562955629556295
USD-Denominated Ibovespa Index Futures (IBVJ7) 6363770000 /
57275
572755727557275
USD-Denominated Ibovespa Index Futures (IBVM7) 6471971190 /
58250
582505825058250
USD-Denominated Ibovespa Index Futures (IBVQ7) 6581172390 /
59230
592305923059230
Equity Limits for Nikkei Products
As of Trade Date: 12/08/2016
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYZ6) 1849019880 / 1710020570 / 1641021270 / 15710
E-mini Nikkei 225 - Yen denominated Futures (ENYH7) 1845019840 / 1706020530 / 1637021230 / 15670
E-mini Nikkei 225 - Yen denominated Futures (ENYM7) 1832019710 / 1693020400 / 1624021100 / 15540
E-mini Nikkei 225 - Yen denominated Futures (ENYU7) 1827019660 / 1688020350 / 1619021050 / 15490
E-mini Nikkei 225 - Yen denominated Futures (ENYZ7) 401430 / -13502120 / -20402820 / -2740
Nikkei/USD Futures (NKZ6) 1849019880 / 1710020570 / 1641021270 / 15710
Nikkei/USD Futures (NKH7) 1853019920 / 1714020610 / 1645021310 / 15750
Nikkei/USD Futures (NKM7) 1845019840 / 1706020530 / 1637021230 / 15670
Nikkei/USD Futures (NKU7) 1838019770 / 1699020460 / 1630021160 / 15600
Nikkei/USD Futures (NKZ7) 301420 / -13602110 / -20502810 / -2750
Nikkei/Yen Futures (NIYZ6) 1849019880 / 1710020570 / 1641021270 / 15710
Nikkei/Yen Futures (NIYF7) 1848019870 / 1709020560 / 1640021260 / 15700
Nikkei/Yen Futures (NIYG7) 1846019850 / 1707020540 / 1638021240 / 15680
Nikkei/Yen Futures (NIYH7) 1845019840 / 1706020530 / 1637021230 / 15670
Nikkei/Yen Futures (NIYJ7) 1840019790 / 1701020480 / 1632021180 / 15620
Nikkei/Yen Futures (NIYM7) 1832019710 / 1693020400 / 1624021100 / 15540
Nikkei/Yen Futures (NIYU7) 1827019660 / 1688020350 / 1619021050 / 15490
Nikkei/Yen Futures (NIYZ7) 1816019550 / 1677020240 / 1608020940 / 15380
Nikkei/Yen Futures (NIYH8) 1812019510 / 1673020200 / 1604020900 / 15340
Nikkei/Yen Futures (NIYM8) 1802019410 / 1663020100 / 1594020800 / 15240
Nikkei/Yen Futures (NIYU8) 1798019370 / 1659020060 / 1590020760 / 15200
Nikkei/Yen Futures (NIYZ8) 1788019270 / 1649019960 / 1580020660 / 15100
Nikkei/Yen Futures (NIYH9) 1784019230 / 1645019920 / 1576020620 / 15060
Nikkei/Yen Futures (NIYM9) 1774019130 / 1635019820 / 1566020520 / 14960
Nikkei/Yen Futures (NIYU9) 1764019030 / 1625019720 / 1556020420 / 14860
Nikkei/Yen Futures (NIYZ9) 401430 / -13502120 / -20402820 / -2740

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