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: 04/26/2017
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 (ESM7) 238500250400 /
226600
221800207450190750
E-mini S&P 500 Futures (ESU7) 238250250150 /
226350
221550207200190500
E-mini S&P 500 Futures (ESZ7) 238000249900 /
226100
221300206950190250
E-mini S&P 500 Futures (ESH8) 237800249700 /
225900
221100206750190050
E-mini S&P 500 Futures (ESM8) 237900249800 /
226000
221200206850190150
E-mini NASDAQ 100 Futures (NQM7) 554750582475 /
527025
515925482625443800
E-mini NASDAQ 100 Futures (NQU7) 555250582975 /
527525
516425483125444300
E-mini NASDAQ 100 Futures (NQZ7) 555400583125 /
527675
516575483275444450
E-mini NASDAQ 100 Futures (NQH8) 556250583975 /
528525
517425484125445300
E-mini NASDAQ 100 Futures (NQM8) 556450584175 /
528725
517625484325445500
E-mini Dow ($5) Futures (YMM7) 2093921988 /
19890
194701821016740
E-mini Dow ($5) Futures (YMU7) 2088521934 /
19836
194161815616686
E-mini Dow ($5) Futures (YMZ7) 2084221891 /
19793
193731811316643
E-mini Dow ($5) Futures (YMH8) 2081221861 /
19763
193431808316613
Dow Jones Real Estate Futures (JRM7) 31653323 /
3007
294327522530
Dow Jones Real Estate Futures (JRU7) 31423300 /
2984
292027292507
Dow Jones Real Estate Futures (JRZ7) 31193277 /
2961
289727062484
Dow Jones Real Estate Futures (JRH8) 31023260 /
2944
288026892467
E-mini Consumer Discretionary Select Sector Futures (XAYM7) 9030094810 /
85790
839807857072240
E-mini Consumer Discretionary Select Sector Futures (XAYU7) 9028094790 /
85770
839607855072220
E-mini Consumer Staples Select Sector Futures (XAPM7) 5582058610 /
53030
519104856044640
E-mini Consumer Staples Select Sector Futures (XAPU7) 5565058440 /
52860
517404839044470
E-mini Energy Select Sector Futures (XAEM7) 6870072150 /
65250
638705973054890
E-mini Energy Select Sector Futures (XAEU7) 6848071930 /
65030
636505951054670
E-mini Financial Select Sector Futures (XAFM7) 2937030830 /
27910
273202556023500
E-mini Financial Select Sector Futures (XAFU7) 2935030810 /
27890
273002554023480
E-mini FTSE 100 Index (GBP) Futures (FT1M7) 722600758950 /
686250
671700628050577100
E-mini FTSE 100 Index (GBP) Futures (FT1U7) 718900755250 /
682550
668000624350573400
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 715200751550 /
678850
664300620650569700
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 711500747850 /
675150
660600616950566000
E-mini FTSE 100 Index (GBP) Futures (FT1M8) 707800744150 /
671450
656900613250562300
E-mini FTSE China 50 Index Futures (FT5M7) 1716518030 /
16300
159551491513705
E-mini FTSE China 50 Index Futures (FT5U7) 1713518000 /
16270
159251488513675
E-mini FTSE China 50 Index Futures (FT5Z7) 1710517970 /
16240
158951485513645
E-mini FTSE China 50 Index Futures (FT5H8) 1707517940 /
16210
158651482513615
E-mini FTSE China 50 Index Futures (FT5M8) 1683517700 /
15970
156251458513375
E-mini FTSE Developed Europe Index Futures (DVEM7) 2470525960 /
23450
229502144519685
E-mini FTSE Developed Europe Index Futures (DVEU7) 2447025725 /
23215
227152121019450
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2423525490 /
22980
224802097519215
E-mini FTSE Developed Europe Index Futures (DVEH8) 2400025255 /
22745
222452074018980
E-mini FTSE Developed Europe Index Futures (DVEM8) 2358024835 /
22325
218252032018560
E-mini FTSE Emerging Index Futures (EIM7) 4950051970 /
47030
460504308039620
E-mini FTSE Emerging Index Futures (EIU7) 4950051970 /
47030
460504308039620
E-mini FTSE Emerging Index Futures (EIZ7) 4950051970 /
47030
460504308039620
E-mini FTSE Emerging Index Futures (EIH8) 4950051970 /
47030
460504308039620
E-mini FTSE Emerging Index Futures (EIM8) 4890051370 /
46430
454504248039020
E-mini Health Care Select Sector Futures (XAVM7) 7494078680 /
71200
697006520059950
E-mini Health Care Select Sector Futures (XAVU7) 7488078620 /
71140
696406514059890
E-mini Industrial Select Sector Futures (XAIM7) 6665069980 /
63320
619805797053300
E-mini Industrial Select Sector Futures (XAIU7) 6653069860 /
63200
618605785053180
E-mini IPOX 100 U.S. Index Futures (IPOM7) 259800272800 /
246800
241600225900207600
E-mini IPOX 100 U.S. Index Futures (IPOU7) 259100272100 /
246100
240900225200206900
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 258700271700 /
245700
240500224800206500
E-mini IPOX 100 U.S. Index Futures (IPOH8) 258300271300 /
245300
240100224400206100
E-mini IPOX 100 U.S. Index Futures (IPOM8) 257600270600 /
244600
239400223700205400
E-mini Materials Select Sector Futures (XABM7) 5681059650 /
53970
528404943045450
E-mini Materials Select Sector Futures (XABU7) 5673059570 /
53890
527604935045370
E-mini NASDAQ Biotechnology Index Futures (BIOM7) 309240324710 /
293770
287580269010247340
E-mini NASDAQ Biotechnology Index Futures (BIOU7) 308410323880 /
292940
286750268180246510
E-mini NASDAQ Composite Futures (QCNM7) 602050632150 /
571950
559900523750481550
E-mini NASDAQ Composite Futures (QCNU7) 603000633100 /
572900
560850524700482500
E-mini Russell 1000 Growth Index Futures (RSGM7) 116320122140 /
110500
10818010119093040
E-mini Russell 1000 Growth Index Futures (RSGU7) 116020121840 /
110200
10788010089092740
E-mini Russell 1000 Growth Index Futures (RSGZ7) 115720121540 /
109900
10758010059092440
E-mini Russell 1000 Growth Index Futures (RSGH8) 115420121240 /
109600
10728010029092140
E-mini Russell 1000 Growth Index Futures (RSGM8) 115050120870 /
109230
1069109992091770
E-mini Russell 1000 Index Futures (RS1M7) 132290138910 /
125670
123020115070105790
E-mini Russell 1000 Index Futures (RS1U7) 131930138550 /
125310
122660114710105430
E-mini Russell 1000 Index Futures (RS1Z7) 131600138220 /
124980
122330114380105100
E-mini Russell 1000 Index Futures (RS1H8) 131270137890 /
124650
122000114050104770
E-mini Russell 1000 Index Futures (RS1M8) 130910137530 /
124290
121640113690104410
E-mini Russell 1000 Value Index Futures (RSVM7) 113450119130 /
107770
1055009867090710
E-mini Russell 1000 Value Index Futures (RSVU7) 113080118760 /
107400
1051309830090340
E-mini Russell 1000 Value Index Futures (RSVZ7) 112670118350 /
106990
1047209789089930
E-mini Russell 1000 Value Index Futures (RSVH8) 112260117940 /
106580
1043109748089520
E-mini Russell 1000 Value Index Futures (RSVM8) 111680117360 /
106000
1037309690088940
E-mini S&P 600 SmallCap Futures (SMCM7) 8573090010 /
81450
797307459068590
E-mini S&P 600 SmallCap Futures (SMCU7) 8560089880 /
81320
796007446068460
E-mini S&P 600 SmallCap Futures (SMCZ7) 8528089560 /
81000
792807414068140
E-mini S&P 600 SmallCap Futures (SMCH8) 8496089240 /
80680
789607382067820
E-mini S&P 600 SmallCap Futures (SMCM8) 8470088980 /
80420
787007356067560
E-mini S&P MidCap 400 Futures (EMDM7) 174650183380 /
165920
162420151930139700
E-mini S&P MidCap 400 Futures (EMDU7) 174510183240 /
165780
162280151790139560
E-mini S&P MidCap 400 Futures (EMDZ7) 174180182910 /
165450
161950151460139230
E-mini S&P MidCap 400 Futures (EMDH8) 173850182580 /
165120
161620151130138900
E-mini S&P MidCap 400 Futures (EMDM8) 173710182440 /
164980
161480150990138760
E-mini S&P Real Estate Select Sector Index Futures (XARM7) 1542016190 /
14650
143401341012325
E-mini S&P Real Estate Select Sector Index Futures (XARU7) 1535516125 /
14585
142751334512260
E-mini Technology Select Sector Futures (XAKM7) 5427056980 /
51560
504804722043420
E-mini Technology Select Sector Futures (XAKU7) 5423056940 /
51520
504404718043380
E-mini USD Denominated FTSE 100 Index Futures (FTUM7) 100450105500 /
95400
933808732080240
E-mini USD Denominated FTSE 100 Index Futures (FTUU7) 99390104440 /
94340
923208626079180
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 98330103380 /
93280
912608520078120
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 97220102270 /
92170
901508409077010
E-mini USD Denominated FTSE 100 Index Futures (FTUM8) 97760102810 /
92710
906908463077550
E-mini Utilities Select Sector Futures (XAUM7) 5226054880 /
49640
485904544041760
E-mini Utilities Select Sector Futures (XAUU7) 5199054610 /
49370
483204517041490
S&P 500 Futures (SPZ0) 244750256650 /
232850
228050213700197000
S&P 500 Futures (SPZ1) 250150262050 /
238250
233450219100202400
S&P 500 Futures (SPM7) 238500250400 /
226600
221800207450190750
S&P 500 Futures (SPU7) 238200250100 /
226300
221500207150190450
S&P 500 Futures (SPZ7) 238000249900 /
226100
221300206950190250
S&P 500 Futures (SPH8) 237800249700 /
225900
221100206750190050
S&P 500 Futures (SPM8) 237900249800 /
226000
221200206850190150
S&P 500 Futures (SPU8) 238000249900 /
226100
221300206950190250
S&P 500 Futures (SPZ8) 238450250350 /
226550
221750207400190700
S&P 500 Futures (SPH9) 238900250800 /
227000
222200207850191150
S&P 500 Futures (SPZ9) 240800252700 /
228900
224100209750193050
S&P 500 Growth Futures (SGM7) 134160140870 /
127450
124760116690107290
S&P 500 Growth Futures (SGU7) 134040140750 /
127330
124640116570107170
S&P 500 Value Futures (SUM7) 103020108180 /
97860
958008961082380
S&P 500 Value Futures (SUU7) 102730107890 /
97570
955108932082090
S&P MLP Total Return Index Futures (SLPM7) 493500518500 /
468500
458500428400393300
S&P MLP Total Return Index Futures (SLPU7) 495700520700 /
470700
460700430600395500
S&P MLP Total Return Index Futures (SLPZ7) 498000523000 /
473000
463000432900397800
S&P MLP Total Return Index Futures (SLPH8) 500300525300 /
475300
465300435200400100
S&P MLP Total Return Index Futures (SLPM8) 495900520900 /
470900
460900430800395700
USD-Denominated Ibovespa Index Futures (IBVM7) 6528671810 /
58760
587605876058760
USD-Denominated Ibovespa Index Futures (IBVQ7) 6625772880 /
59635
596355963559635
USD-Denominated Ibovespa Index Futures (IBVV7) 6710873815 /
60400
604006040060400
USD-Denominated Ibovespa Index Futures (IBVZ7) 6788474670 /
61100
611006110061100
Equity Limits for Nikkei Products
As of Trade Date: 04/26/2017
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYM7) 1907020600 / 1754021360 / 1678022130 / 16010
E-mini Nikkei 225 - Yen denominated Futures (ENYU7) 1903020560 / 1750021320 / 1674022090 / 15970
E-mini Nikkei 225 - Yen denominated Futures (ENYZ7) 1892020450 / 1739021210 / 1663021980 / 15860
E-mini Nikkei 225 - Yen denominated Futures (ENYH8) 1888020410 / 1735021170 / 1659021940 / 15820
Nikkei/USD Futures (NKM7) 1907020600 / 1754021360 / 1678022130 / 16010
Nikkei/USD Futures (NKU7) 1910020630 / 1757021390 / 1681022160 / 16040
Nikkei/USD Futures (NKZ7) 1902020550 / 1749021310 / 1673022080 / 15960
Nikkei/USD Futures (NKH8) 1895020480 / 1742021240 / 1666022010 / 15890
Nikkei/Yen Futures (NIYH0) 1820019730 / 1667020490 / 1591021260 / 15140
Nikkei/Yen Futures (NIYK7) 1915020680 / 1762021440 / 1686022210 / 16090
Nikkei/Yen Futures (NIYM7) 1907020600 / 1754021360 / 1678022130 / 16010
Nikkei/Yen Futures (NIYN7) 1906020590 / 1753021350 / 1677022120 / 16000
Nikkei/Yen Futures (NIYQ7) 1904020570 / 1751021330 / 1675022100 / 15980
Nikkei/Yen Futures (NIYU7) 1903020560 / 1750021320 / 1674022090 / 15970
Nikkei/Yen Futures (NIYZ7) 1892020450 / 1739021210 / 1663021980 / 15860
Nikkei/Yen Futures (NIYH8) 1888020410 / 1735021170 / 1659021940 / 15820
Nikkei/Yen Futures (NIYM8) 1878020310 / 1725021070 / 1649021840 / 15720
Nikkei/Yen Futures (NIYU8) 1874020270 / 1721021030 / 1645021800 / 15680
Nikkei/Yen Futures (NIYZ8) 1864020170 / 1711020930 / 1635021700 / 15580
Nikkei/Yen Futures (NIYH9) 1860020130 / 1707020890 / 1631021660 / 15540
Nikkei/Yen Futures (NIYM9) 1850020030 / 1697020790 / 1621021560 / 15440
Nikkei/Yen Futures (NIYU9) 1840019930 / 1687020690 / 1611021460 / 15340
Nikkei/Yen Futures (NIYZ9) 1830019830 / 1677020590 / 1601021360 / 15240

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