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: 12/22/2014
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 (ESZ4) 207300217650 /
196950
192850180400165900
E-mini S&P 500 Futures (ESH5) 206800217150 /
196450
192350179900165400
E-mini S&P 500 Futures (ESM5) 206100216450 /
195750
191650179200164700
E-mini S&P 500 Futures (ESU5) 205400215750 /
195050
190950178500164000
E-mini S&P 500 Futures (ESZ5) 204850215200 /
194500
190400177950163450
E-mini S&P 500 Futures (ESH6) 204300214650 /
193950
189850177400162900
E-mini NASDAQ 100 Futures (NQZ4) 428950450350 /
407550
399000373300343325
E-mini NASDAQ 100 Futures (NQH5) 428750450150 /
407350
398800373100343125
E-mini NASDAQ 100 Futures (NQM5) 427375448775 /
405975
397425371725341750
E-mini NASDAQ 100 Futures (NQU5) 425950447350 /
404550
396000370300340325
E-mini NASDAQ 100 Futures (NQZ5) 426000447400 /
404600
396050370350340375
E-mini NASDAQ 100 Futures (NQH6) 426000447400 /
404600
396050370350340375
E-mini Dow ($5) Futures (YMZ4) 1783318723 /
16943
165871551914273
E-mini Dow ($5) Futures (YMH5) 1777318663 /
16883
165271545914213
E-mini Dow ($5) Futures (YMM5) 1768218572 /
16792
164361536814122
E-mini Dow ($5) Futures (YMU5) 1759218482 /
16702
163461527814032
E-mini Dow ($5) Futures (YMZ5) 1750218392 /
16612
162561518813942
Big Dow DJIA ($25) Futures (DOZ4) 1777318663 /
16883
165271545914213
DJIA ($10) Futures (DJZ4) 1783318723 /
16943
165871551914273
DJIA ($10) Futures (DJH5) 1777318663 /
16883
165271545914213
DJIA ($10) Futures (DJM5) 1768218572 /
16792
164361536814122
DJIA ($10) Futures (DJU5) 1759218482 /
16702
163461527814032
DJIA ($10) Futures (DJZ5) 1750218392 /
16612
162561518813942
Dow Jones Real Estate Futures (JRZ4) 30183182 /
2854
278925922362
Dow Jones Real Estate Futures (JRH5) 29983162 /
2834
276925722342
Dow Jones Real Estate Futures (JRM5) 29913155 /
2827
276225652335
Dow Jones Real Estate Futures (JRU5) 29913155 /
2827
276225652335
Dow Jones Real Estate Futures (JRZ5) 29913155 /
2827
276225652335
E-mini Consumer Discretionary Select Sector Futures (XAYZ4) 7135074910 /
67790
663706209057100
E-mini Consumer Discretionary Select Sector Futures (XAYH5) 7123074790 /
67670
662506197056980
E-mini Consumer Discretionary Select Sector Futures (XAYM5) 7112074680 /
67560
661406186056870
E-mini Consumer Staples Select Sector Futures (XAPZ4) 4901051450 /
46570
455904265039220
E-mini Consumer Staples Select Sector Futures (XAPH5) 4878051220 /
46340
453604242038990
E-mini Consumer Staples Select Sector Futures (XAPM5) 4851050950 /
46070
450904215038720
E-mini Energy Select Sector Futures (XAEZ4) 8132085360 /
77280
756607080065130
E-mini Energy Select Sector Futures (XAEH5) 8098085020 /
76940
753207046064790
E-mini Energy Select Sector Futures (XAEM5) 8059084630 /
76550
749307007064400
E-mini Financial Select Sector Futures (XAFZ4) 2468025910 /
23450
229602147019740
E-mini Financial Select Sector Futures (XAFH5) 2464025870 /
23410
229202143019700
E-mini Financial Select Sector Futures (XAFM5) 2458025810 /
23350
228602137019640
E-mini Health Care Select Sector Futures (XAVZ4) 7099074530 /
67450
660306178056820
E-mini Health Care Select Sector Futures (XAVH5) 7087074410 /
67330
659106166056700
E-mini Health Care Select Sector Futures (XAVM5) 7076074300 /
67220
658006155056590
E-mini Industrial Select Sector Futures (XAIZ4) 5672059550 /
53890
527604936045390
E-mini Industrial Select Sector Futures (XAIH5) 5655059380 /
53720
525904919045220
E-mini Industrial Select Sector Futures (XAIM5) 5635059180 /
53520
523904899045020
E-mini Materials Select Sector Futures (XABZ4) 5201054600 /
49420
483904528041650
E-mini Materials Select Sector Futures (XABH5) 5185054440 /
49260
482304512041490
E-mini Materials Select Sector Futures (XABM5) 5166054250 /
49070
480404493041300
E-mini NASDAQ Biotechnology Index Futures (BIOZ4) 326140342700 /
309580
302950283070259870
E-mini NASDAQ Biotechnology Index Futures (BIOH5) 328190344750 /
311630
305000285120261920
E-mini NASDAQ Biotechnology Index Futures (BIOM5) 330240346800 /
313680
307050287170263970
E-mini NASDAQ Composite Futures (QCNZ4) 473650497450 /
449850
440300411750378350
E-mini NASDAQ Composite Futures (QCNH5) 474600498400 /
450800
441250412700379300
E-mini NASDAQ Composite Futures (QCNM5) 475550499350 /
451750
442200413650380250
E-mini S&P 600 SmallCap Futures (SMCZ4) 6942072840 /
66000
646306051055720
E-mini S&P 600 SmallCap Futures (SMCH5) 6848071900 /
65060
636905957054780
E-mini S&P 600 SmallCap Futures (SMCM5) 6845071870 /
65030
636605954054750
E-mini S&P 600 SmallCap Futures (SMCU5) 6842071840 /
65000
636305951054720
E-mini S&P 600 SmallCap Futures (SMCZ5) 6833071750 /
64910
635405942054630
E-mini S&P 600 SmallCap Futures (SMCH6) 6824071660 /
64820
634505933054540
E-mini S&P MidCap 400 Futures (EMDZ4) 145320152560 /
138080
135180126480116340
E-mini S&P MidCap 400 Futures (EMDH5) 144950152190 /
137710
134810126110115970
E-mini S&P MidCap 400 Futures (EMDM5) 144750151990 /
137510
134610125910115770
E-mini S&P MidCap 400 Futures (EMDU5) 144530151770 /
137290
134390125690115550
E-mini S&P MidCap 400 Futures (EMDZ5) 144630151870 /
137390
134490125790115650
E-mini S&P MidCap 400 Futures (EMDH6) 144730151970 /
137490
134590125890115750
E-mini Technology Select Sector Futures (XAKZ4) 4180043880 /
39720
388803637033450
E-mini Technology Select Sector Futures (XAKH5) 4171043790 /
39630
387903628033360
E-mini Technology Select Sector Futures (XAKM5) 4161043690 /
39530
386903618033260
E-mini Utilities Select Sector Futures (XAUZ4) 4748049850 /
45110
441604132037990
E-mini Utilities Select Sector Futures (XAUH5) 4715049520 /
44780
438304099037660
E-mini Utilities Select Sector Futures (XAUM5) 4683049200 /
44460
435104067037340
NASDAQ 100 Futures (NDH5) 428750450150 /
407350
398800373100343125
NASDAQ 100 Futures (NDM5) 427375448775 /
405975
397425371725341750
NASDAQ 100 Futures (NDU5) 425950447350 /
404550
396000370300340325
NASDAQ 100 Futures (NDZ5) 426000447400 /
404600
396050370350340375
NASDAQ 100 Futures (NDH6) 426000447400 /
404600
396050370350340375
S&P 500 Futures (SPH5) 206800217150 /
196450
192350179900165400
S&P 500 Futures (SPM5) 206050216400 /
195700
191600179150164650
S&P 500 Futures (SPU5) 205400215750 /
195050
190950178500164000
S&P 500 Futures (SPZ5) 204800215150 /
194450
190350177900163400
S&P 500 Futures (SPH6) 204300214650 /
193950
189850177400162900
S&P 500 Futures (SPM6) 203750214100 /
193400
189300176850162350
S&P 500 Futures (SPU6) 203600213950 /
193250
189150176700162200
S&P 500 Futures (SPZ6) 203400213750 /
193050
188950176500162000
S&P 500 Futures (SPZ7) 204150214500 /
193800
189700177250162750
S&P 500 Futures (SPZ8) 206550216900 /
196200
192100179650165150
S&P 500 Futures (SPZ9) 208900219250 /
198550
194450182000167500
S&P 500 Growth Futures (SGZ4) 113190118840 /
107540
1052809849090580
S&P 500 Growth Futures (SGH5) 113000118650 /
107350
1050909830090390
S&P 500 Growth Futures (SGM5) 112810118460 /
107160
1049009811090200
S&P 500 Value Futures (SUZ4) 9283097480 /
88180
863208074074220
S&P 500 Value Futures (SUH5) 9258097230 /
87930
860708049073970
S&P 500 Value Futures (SUM5) 9233096980 /
87680
858208024073720
S&P 600 SmallCap Futures (SMPH5) 6848071900 /
65060
636905957054780
S&P 600 SmallCap Futures (SMPM5) 6845071870 /
65030
636605954054750
S&P 600 SmallCap Futures (SMPU5) 6842071840 /
65000
636305951054720
S&P 600 SmallCap Futures (SMPZ5) 6833071750 /
64910
635405942054630
S&P 600 SmallCap Futures (SMPH6) 6824071660 /
64820
634505933054540
S&P MidCap 400 Futures (MDH5) 144950152190 /
137710
134810126110115970
S&P MidCap 400 Futures (MDM5) 144750151990 /
137510
134610125910115770
S&P MidCap 400 Futures (MDU5) 144530151770 /
137290
134390125690115550
S&P MidCap 400 Futures (MDZ5) 144630151870 /
137390
134490125790115650
S&P MidCap 400 Futures (MDH6) 144730151970 /
137490
134590125890115750
S&P MLP Index Futures (MLPZ4) 253400266050 /
240750
235650220400202650
S&P MLP Index Futures (MLPH5) 254000266650 /
241350
236250221000203250
S&P MLP Index Futures (MLPM5) 254700267350 /
242050
236950221700203950
S&P MLP Index Futures (MLPU5) 255400268050 /
242750
237650222400204650
S&P MLP Index Futures (MLPZ5) 256100268750 /
243450
238350223100205350
USD-Denominated Ibovespa Index Futures (IBVZ4) 48937999900 /
0
000
USD-Denominated Ibovespa Index Futures (IBVG5) 4911154020 /
44200
442004420044200
USD-Denominated Ibovespa Index Futures (IBVJ5) 4996154955 /
44965
449654496544965
USD-Denominated Ibovespa Index Futures (IBVM5) 5091256000 /
45825
458254582545825
USD-Denominated Ibovespa Index Futures (IBVQ5) 5184757030 /
46665
466654666546665
Equity Limits for Nikkei Products
As of Trade Date: 12/22/2014
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYH5) 1760018910 / 1629019570 / 1563020230 / 14970
E-mini Nikkei 225 - Yen denominated Futures (ENYM5) 1751018820 / 1620019480 / 1554020140 / 14880
E-mini Nikkei 225 - Yen denominated Futures (ENYU5) 1750018810 / 1619019470 / 1553020130 / 14870
E-mini Nikkei 225 - Yen denominated Futures (ENYZ5) 1749018800 / 1618019460 / 1552020120 / 14860
Nikkei/USD Futures (NKH5) 1760018910 / 1629019570 / 1563020230 / 14970
Nikkei/USD Futures (NKM5) 1760018910 / 1629019570 / 1563020230 / 14970
Nikkei/USD Futures (NKU5) 1766018970 / 1635019630 / 1569020290 / 15030
Nikkei/USD Futures (NKZ5) 1773019040 / 1642019700 / 1576020360 / 15100
Nikkei/Yen Futures (NIYF5) 1751018820 / 1620019480 / 1554020140 / 14880
Nikkei/Yen Futures (NIYG5) 1751018820 / 1620019480 / 1554020140 / 14880
Nikkei/Yen Futures (NIYH5) 1760018910 / 1629019570 / 1563020230 / 14970
Nikkei/Yen Futures (NIYJ5) 1751018820 / 1620019480 / 1554020140 / 14880
Nikkei/Yen Futures (NIYM5) 1751018820 / 1620019480 / 1554020140 / 14880
Nikkei/Yen Futures (NIYU5) 1750018810 / 1619019470 / 1553020130 / 14870
Nikkei/Yen Futures (NIYZ5) 1749018800 / 1618019460 / 1552020120 / 14860
Nikkei/Yen Futures (NIYH6) 1748018790 / 1617019450 / 1551020110 / 14850
Nikkei/Yen Futures (NIYM6) 1747018780 / 1616019440 / 1550020100 / 14840
Nikkei/Yen Futures (NIYU6) 1746018770 / 1615019430 / 1549020090 / 14830
Nikkei/Yen Futures (NIYZ6) 1745018760 / 1614019420 / 1548020080 / 14820
Nikkei/Yen Futures (NIYH7) 1744018750 / 1613019410 / 1547020070 / 14810
Nikkei/Yen Futures (NIYM7) 1743018740 / 1612019400 / 1546020060 / 14800
Nikkei/Yen Futures (NIYU7) 1742018730 / 1611019390 / 1545020050 / 14790
Nikkei/Yen Futures (NIYZ7) 1741018720 / 1610019380 / 1544020040 / 14780