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: 12/15/2017
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) 265250278500 /
252000
246700230800212250
E-mini S&P 500 Futures (ESH8) 265500278750 /
252250
246950231050212500
E-mini S&P 500 Futures (ESM8) 265650278900 /
252400
247100231200212650
E-mini S&P 500 Futures (ESU8) 266000279250 /
252750
247450231550213000
E-mini S&P 500 Futures (ESZ8) 266200279450 /
252950
247650231750213200
E-mini S&P 500 Futures (ESH9) 266600279850 /
253350
248050232150213600
E-mini NASDAQ 100 Futures (NQZ7) 639200671125 /
607275
594475556150511425
E-mini NASDAQ 100 Futures (NQH8) 641075673000 /
609150
596350558025513300
E-mini NASDAQ 100 Futures (NQM8) 642575674500 /
610650
597850559525514800
E-mini NASDAQ 100 Futures (NQU8) 643925675850 /
612000
599200560875516150
E-mini NASDAQ 100 Futures (NQZ8) 644625676550 /
612700
599900561575516850
E-mini NASDAQ 100 Futures (NQH9) 645325677250 /
613400
600600562275517550
E-mini Dow ($5) Futures (YMZ7) 2452325748 /
23298
228082133719622
E-mini Dow ($5) Futures (YMH8) 2454225767 /
23317
228272135619641
E-mini Dow ($5) Futures (YMM8) 2454125766 /
23316
228262135519640
E-mini Dow ($5) Futures (YMU8) 2454925774 /
23324
228342136319648
E-mini Dow ($5) Futures (YMZ8) 2455625781 /
23331
228412137019655
Dow Jones Real Estate Futures (JRZ7) 32433405 /
3081
301728222595
Dow Jones Real Estate Futures (JRH8) 32293391 /
3067
300328082581
Dow Jones Real Estate Futures (JRM8) 32143376 /
3052
298827932566
Dow Jones Real Estate Futures (JRU8) 31973359 /
3035
297127762549
Dow Jones Real Estate Futures (JRZ8) 31833345 /
3021
295727622535
E-mini Consumer Discretionary Select Sector Futures (XAYZ7) 98520103440 /
93600
916308573078840
E-mini Consumer Discretionary Select Sector Futures (XAYH8) 98770103690 /
93850
918808598079090
E-mini Consumer Discretionary Select Sector Futures (XAYM8) 99020103940 /
94100
921308623079340
E-mini Consumer Staples Select Sector Futures (XAPZ7) 5680059630 /
53970
528304942045450
E-mini Consumer Staples Select Sector Futures (XAPH8) 5668059510 /
53850
527104930045330
E-mini Consumer Staples Select Sector Futures (XAPM8) 5656059390 /
53730
525904918045210
E-mini Energy Select Sector Futures (XAEZ7) 6944072910 /
65970
645806041055550
E-mini Energy Select Sector Futures (XAEH8) 6939072860 /
65920
645306036055500
E-mini Energy Select Sector Futures (XAEM8) 6934072810 /
65870
644806031055450
E-mini Financial Select Sector Futures (XAFZ7) 3396035650 /
32270
315902955027170
E-mini Financial Select Sector Futures (XAFH8) 3403035720 /
32340
316602962027240
E-mini Financial Select Sector Futures (XAFM8) 3410035790 /
32410
317302969027310
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 746000783200 /
708800
693900649200597050
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 742250779450 /
705050
690150645450593300
E-mini FTSE 100 Index (GBP) Futures (FT1M8) 738550775750 /
701350
686450641750589600
E-mini FTSE 100 Index (GBP) Futures (FT1U8) 734850772050 /
697650
682750638050585900
E-mini FTSE 100 Index (GBP) Futures (FT1Z8) 730150767350 /
692950
678050633350581200
E-mini FTSE 100 Index (GBP) Futures (FT1H9) 725500762700 /
688300
673400628700576550
E-mini FTSE China 50 Index Futures (FT5Z7) 2039521415 /
19375
189701774516315
E-mini FTSE China 50 Index Futures (FT5H8) 2048021500 /
19460
190551783016400
E-mini FTSE China 50 Index Futures (FT5M8) 2024021260 /
19220
188151759016160
E-mini FTSE China 50 Index Futures (FT5U8) 2000021020 /
18980
185751735015920
E-mini FTSE China 50 Index Futures (FT5Z8) 1976020780 /
18740
183351711015680
E-mini FTSE China 50 Index Futures (FT5H9) 1952020540 /
18500
180951687015440
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2493026195 /
23665
231602164519870
E-mini FTSE Developed Europe Index Futures (DVEH8) 2477026035 /
23505
230002148519710
E-mini FTSE Developed Europe Index Futures (DVEM8) 2435025615 /
23085
225802106519290
E-mini FTSE Developed Europe Index Futures (DVEU8) 2421525480 /
22950
224452093019155
E-mini FTSE Developed Europe Index Futures (DVEZ8) 2406525330 /
22800
222952078019005
E-mini FTSE Developed Europe Index Futures (DVEH9) 2390525170 /
22640
221352062018845
E-mini FTSE Emerging Index Futures (EIZ7) 5464057360 /
51920
508304755043730
E-mini FTSE Emerging Index Futures (EIH8) 5475057470 /
52030
509404766043840
E-mini FTSE Emerging Index Futures (EIM8) 5415056870 /
51430
503404706043240
E-mini FTSE Emerging Index Futures (EIU8) 5355056270 /
50830
497404646042640
E-mini FTSE Emerging Index Futures (EIZ8) 5295055670 /
50230
491404586042040
E-mini FTSE Emerging Index Futures (EIH9) 5235055070 /
49630
485404526041440
E-mini Health Care Select Sector Futures (XAVZ7) 8321087360 /
79060
773907240066580
E-mini Health Care Select Sector Futures (XAVH8) 8339087540 /
79240
775707258066760
E-mini Health Care Select Sector Futures (XAVM8) 8357087720 /
79420
777507276066940
E-mini Industrial Select Sector Futures (XAIZ7) 7426077970 /
70550
690706461059420
E-mini Industrial Select Sector Futures (XAIH8) 7435078060 /
70640
691606470059510
E-mini Industrial Select Sector Futures (XAIM8) 7444078150 /
70730
692506479059600
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 298500313400 /
283600
277600259600238700
E-mini IPOX 100 U.S. Index Futures (IPOH8) 298100313000 /
283200
277200259200238300
E-mini IPOX 100 U.S. Index Futures (IPOM8) 297400312300 /
282500
276500258500237600
E-mini IPOX 100 U.S. Index Futures (IPOU8) 296700311600 /
281800
275800257800236900
E-mini IPOX 100 U.S. Index Futures (IPOZ8) 296300311200 /
281400
275400257400236500
E-mini IPOX 100 U.S. Index Futures (IPOH9) 295900310800 /
281000
275000257000236100
E-mini Materials Select Sector Futures (XABZ7) 6221065320 /
59100
578605412049770
E-mini Materials Select Sector Futures (XABH8) 6231065420 /
59200
579605422049870
E-mini Materials Select Sector Futures (XABM8) 6241065520 /
59300
580605432049970
E-mini NASDAQ Biotechnology Index Futures (BIOZ7) 330860347360 /
314360
307760287950264840
E-mini NASDAQ Biotechnology Index Futures (BIOH8) 330030346530 /
313530
306930287120264010
E-mini NASDAQ Biotechnology Index Futures (BIOM8) 329200345700 /
312700
306100286290263180
E-mini NASDAQ Composite Futures (QCNZ7) 684550718800 /
650300
636600595450547450
E-mini NASDAQ Composite Futures (QCNH8) 685500719750 /
651250
637550596400548400
E-mini NASDAQ Composite Futures (QCNM8) 686450720700 /
652200
638500597350549350
E-mini Russell 1000 Growth Index Futures (RSGZ7) 134590141310 /
127870
125180117110107700
E-mini Russell 1000 Growth Index Futures (RSGH8) 134820141540 /
128100
125410117340107930
E-mini Russell 1000 Growth Index Futures (RSGM8) 134450141170 /
127730
125040116970107560
E-mini Russell 1000 Growth Index Futures (RSGU8) 134080140800 /
127360
124670116600107190
E-mini Russell 1000 Growth Index Futures (RSGZ8) 133710140430 /
126990
124300116230106820
E-mini Russell 1000 Growth Index Futures (RSGH9) 133480140200 /
126760
124070116000106590
E-mini Russell 1000 Index Futures (RS1Z7) 146860154200 /
139520
136590127780117500
E-mini Russell 1000 Index Futures (RS1H8) 147030154370 /
139690
136760127950117670
E-mini Russell 1000 Index Futures (RS1M8) 146670154010 /
139330
136400127590117310
E-mini Russell 1000 Index Futures (RS1U8) 146340153680 /
139000
136070127260116980
E-mini Russell 1000 Index Futures (RS1Z8) 146010153350 /
138670
135740126930116650
E-mini Russell 1000 Index Futures (RS1H9) 145680153020 /
138340
135410126600116320
E-mini Russell 1000 Value Index Futures (RSVZ7) 120640126670 /
114610
11219010495096500
E-mini Russell 1000 Value Index Futures (RSVH8) 120710126740 /
114680
11226010502096570
E-mini Russell 1000 Value Index Futures (RSVM8) 120130126160 /
114100
11168010444095990
E-mini Russell 1000 Value Index Futures (RSVU8) 119550125580 /
113520
11110010386095410
E-mini Russell 1000 Value Index Futures (RSVZ8) 118970125000 /
112940
11052010328094830
E-mini Russell 1000 Value Index Futures (RSVH9) 118390124420 /
112360
10994010270094250
E-mini Russell 2000 Growth Index Futures (R2GZ7) 9266097290 /
88030
861808062074140
E-mini Russell 2000 Growth Index Futures (R2GH8) 9269097320 /
88060
862108065074170
E-mini Russell 2000 Growth Index Futures (R2GM8) 9283097460 /
88200
863508079074310
E-mini Russell 2000 Growth Index Futures (R2GU8) 9292097550 /
88290
864408088074400
E-mini Russell 2000 Growth Index Futures (R2GZ8) 9301097640 /
88380
865308097074490
E-mini Russell 2000 Growth Index Futures (R2GH9) 9310097730 /
88470
866208106074580
E-mini Russell 2000 Index Futures (RTYZ7) 150690158220 /
143160
140150131100120560
E-mini Russell 2000 Index Futures (RTYH8) 151010158540 /
143480
140470131420120880
E-mini Russell 2000 Index Futures (RTYM8) 150910158440 /
143380
140370131320120780
E-mini Russell 2000 Index Futures (RTYU8) 151040158570 /
143510
140500131450120910
E-mini Russell 2000 Index Futures (RTYZ8) 151170158700 /
143640
140630131580121040
E-mini Russell 2000 Index Futures (RTYH9) 151300158830 /
143770
140760131710121170
E-mini Russell 2000 Value Index Futures (R2VZ7) 185490194760 /
176220
172520161390148410
E-mini Russell 2000 Value Index Futures (R2VH8) 185190194460 /
175920
172220161090148110
E-mini Russell 2000 Value Index Futures (R2VM8) 185050194320 /
175780
172080160950147970
E-mini Russell 2000 Value Index Futures (R2VU8) 184810194080 /
175540
171840160710147730
E-mini Russell 2000 Value Index Futures (R2VZ8) 184590193860 /
175320
171620160490147510
E-mini Russell 2000 Value Index Futures (R2VH9) 184370193640 /
175100
171400160270147290
E-mini S&P 600 SmallCap Futures (SMCZ7) 9202096600 /
87440
856108011073690
E-mini S&P 600 SmallCap Futures (SMCH8) 9170096280 /
87120
852907979073370
E-mini S&P 600 SmallCap Futures (SMCM8) 9144096020 /
86860
850307953073110
E-mini S&P 600 SmallCap Futures (SMCU8) 9131095890 /
86730
849007940072980
E-mini S&P 600 SmallCap Futures (SMCZ8) 9099095570 /
86410
845807908072660
E-mini S&P 600 SmallCap Futures (SMCH9) 9067095250 /
86090
842607876072340
E-mini S&P MidCap 400 Futures (EMDZ7) 186850196180 /
177520
173790162580149510
E-mini S&P MidCap 400 Futures (EMDH8) 187200196530 /
177870
174140162930149860
E-mini S&P MidCap 400 Futures (EMDM8) 187290196620 /
177960
174230163020149950
E-mini S&P MidCap 400 Futures (EMDU8) 186960196290 /
177630
173900162690149620
E-mini S&P MidCap 400 Futures (EMDZ8) 186950196280 /
177620
173890162680149610
E-mini S&P MidCap 400 Futures (EMDH9) 187300196630 /
177970
174240163030149960
E-mini S&P Real Estate Select Sector Index Futures (XARZ7) 1606516865 /
15265
149451398012855
E-mini S&P Real Estate Select Sector Index Futures (XARH8) 1603016830 /
15230
149101394512820
E-mini S&P Real Estate Select Sector Index Futures (XARM8) 1599516795 /
15195
148751391012785
E-mini Technology Select Sector Futures (XAKZ7) 6415067350 /
60950
596605582051330
E-mini Technology Select Sector Futures (XAKH8) 6432067520 /
61120
598305599051500
E-mini Technology Select Sector Futures (XAKM8) 6449067690 /
61290
600005616051670
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 108420113830 /
103010
1008509435086770
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 107420112830 /
102010
998509335085770
E-mini USD Denominated FTSE 100 Index Futures (FTUM8) 107960113370 /
102550
1003909389086310
E-mini USD Denominated FTSE 100 Index Futures (FTUU8) 108500113910 /
103090
1009309443086850
E-mini USD Denominated FTSE 100 Index Futures (FTUZ8) 109040114450 /
103630
1014709497087390
E-mini USD Denominated FTSE 100 Index Futures (FTUH9) 109780115190 /
104370
1022109571088130
E-mini Utilities Select Sector Futures (XAUZ7) 5555058320 /
52780
516704833044450
E-mini Utilities Select Sector Futures (XAUH8) 5535058120 /
52580
514704813044250
E-mini Utilities Select Sector Futures (XAUM8) 5515057920 /
52380
512704793044050
S&P 500 Futures (SPZ0) 272500285750 /
259250
253950238050219500
S&P 500 Futures (SPZ1) 277900291150 /
264650
259350243450224900
S&P 500 Futures (SPZ2) 282900296150 /
269650
264350248450229900
S&P 500 Futures (SPZ7) 265250278500 /
252000
246700230800212250
S&P 500 Futures (SPH8) 265500278750 /
252250
246950231050212500
S&P 500 Futures (SPM8) 265650278900 /
252400
247100231200212650
S&P 500 Futures (SPU8) 266000279250 /
252750
247450231550213000
S&P 500 Futures (SPZ8) 266200279450 /
252950
247650231750213200
S&P 500 Futures (SPH9) 266600279850 /
253350
248050232150213600
S&P 500 Futures (SPM9) 267050280300 /
253800
248500232600214050
S&P 500 Futures (SPU9) 267800281050 /
254550
249250233350214800
S&P 500 Futures (SPZ9) 268500281750 /
255250
249950234050215500
S&P 500 Growth Futures (SGZ7) 152460160100 /
144820
141770132600121900
S&P 500 Growth Futures (SGH8) 152740160380 /
145100
142050132880122180
S&P 500 Growth Futures (SGM8) 153020160660 /
145380
142330133160122460
S&P 500 Value Futures (SUZ7) 110810116370 /
105250
1030309636088570
S&P 500 Value Futures (SUH8) 110930116490 /
105370
1031509648088690
S&P 500 Value Futures (SUM8) 111050116610 /
105490
1032709660088810
S&P MLP Total Return Index Futures (SLPZ7) 444800467500 /
422100
413000385800354000
S&P MLP Total Return Index Futures (SLPH8) 447100469800 /
424400
415300388100356300
S&P MLP Total Return Index Futures (SLPM8) 442700465400 /
420000
410900383700351900
S&P MLP Total Return Index Futures (SLPU8) 438300461000 /
415600
406500379300347500
S&P MLP Total Return Index Futures (SLPZ8) 440600463300 /
417900
408800381600349800
S&P MLP Total Return Index Futures (SLPH9) 442900465600 /
420200
411100383900352100
USD-Denominated Ibovespa Index Futures (IBVZ7) 73412999900 /
0
000
USD-Denominated Ibovespa Index Futures (IBVG8) 7370281070 /
66335
663356633566335
USD-Denominated Ibovespa Index Futures (IBVJ8) 7446881910 /
67025
670256702567025
USD-Denominated Ibovespa Index Futures (IBVM8) 7513682645 /
67625
676256762567625
USD-Denominated Ibovespa Index Futures (IBVQ8) 7595483545 /
68360
683606836068360
Equity Limits for Nikkei Products
As of Trade Date: 12/15/2017
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYZ7) 259060260840 / 257280261730 / 256390262630 / 255490
E-mini Nikkei 225 - Yen denominated Futures (ENYH8) 2265024430 / 2087025320 / 1998026220 / 19080
E-mini Nikkei 225 - Yen denominated Futures (ENYM8) 2249024270 / 2071025160 / 1982026060 / 18920
E-mini Nikkei 225 - Yen denominated Futures (ENYU8) 2245024230 / 2067025120 / 1978026020 / 18880
E-mini Nikkei 225 - Yen denominated Futures (ENYZ8) 2235024130 / 2057025020 / 1968025920 / 18780
Nikkei/USD Futures (NKZ7) 259060260840 / 257280261730 / 256390262630 / 255490
Nikkei/USD Futures (NKH8) 2265024430 / 2087025320 / 1998026220 / 19080
Nikkei/USD Futures (NKM8) 2249024270 / 2071025160 / 1982026060 / 18920
Nikkei/USD Futures (NKU8) 2245024230 / 2067025120 / 1978026020 / 18880
Nikkei/USD Futures (NKZ8) 2235024130 / 2057025020 / 1968025920 / 18780
Nikkei/Yen Futures (NIYH0) 2191023690 / 2013024580 / 1924025480 / 18340
Nikkei/Yen Futures (NIYM0) 2181023590 / 2003024480 / 1914025380 / 18240
Nikkei/Yen Futures (NIYU0) 2171023490 / 1993024380 / 1904025280 / 18140
Nikkei/Yen Futures (NIYZ0) 2161023390 / 1983024280 / 1894025180 / 18040
Nikkei/Yen Futures (NIYZ7) 259060260840 / 257280261730 / 256390262630 / 255490
Nikkei/Yen Futures (NIYF8) 2264024420 / 2086025310 / 1997026210 / 19070
Nikkei/Yen Futures (NIYG8) 2265024430 / 2087025320 / 1998026220 / 19080
Nikkei/Yen Futures (NIYH8) 2265024430 / 2087025320 / 1998026220 / 19080
Nikkei/Yen Futures (NIYJ8) 2260024380 / 2082025270 / 1993026170 / 19030
Nikkei/Yen Futures (NIYM8) 2249024270 / 2071025160 / 1982026060 / 18920
Nikkei/Yen Futures (NIYU8) 2245024230 / 2067025120 / 1978026020 / 18880
Nikkei/Yen Futures (NIYZ8) 2235024130 / 2057025020 / 1968025920 / 18780
Nikkei/Yen Futures (NIYH9) 2231024090 / 2053024980 / 1964025880 / 18740
Nikkei/Yen Futures (NIYM9) 2221023990 / 2043024880 / 1954025780 / 18640
Nikkei/Yen Futures (NIYU9) 2211023890 / 2033024780 / 1944025680 / 18540
Nikkei/Yen Futures (NIYZ9) 2201023790 / 2023024680 / 1934025580 / 18440

Contact Us

CME Global Command Center
United States: +1 800 438 8616
Europe: +440800 898 013
Asia: +65 6532 5010
gcc@cmegroup.com