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
Bitcoin Limits
As of Trade Date: 01/19/2018
ContractsReference Price7% Price Limit Up / Down 13% Price Limit Up / Down 20% Price Limit Up / Down
Bitcoin Futures (BTCF8) 1181512640 /
10990
13350 /
10280
14175 /
9455
Bitcoin Futures (BTCG8) 1188012705 /
11055
13415 /
10345
14240 /
9520
Bitcoin Futures (BTCH8) 1191012735 /
11085
13445 /
10375
14270 /
9550
Bitcoin Futures (BTCM8) 1198512810 /
11160
13520 /
10450
14345 /
9625
Equity Limits
As of Trade Date: 01/19/2018
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 (ESH8) 280050294000 /
266100
260500243700224100
E-mini S&P 500 Futures (ESM8) 280450294400 /
266500
260900244100224500
E-mini S&P 500 Futures (ESU8) 281000294950 /
267050
261450244650225050
E-mini S&P 500 Futures (ESZ8) 281400295350 /
267450
261850245050225450
E-mini S&P 500 Futures (ESH9) 281800295750 /
267850
262250245450225850
E-mini NASDAQ 100 Futures (NQH8) 682425716475 /
648375
634750593900546200
E-mini NASDAQ 100 Futures (NQM8) 684700718750 /
650650
637025596175548475
E-mini NASDAQ 100 Futures (NQU8) 686650720700 /
652600
638975598125550425
E-mini NASDAQ 100 Futures (NQZ8) 688050722100 /
654000
640375599525551825
E-mini NASDAQ 100 Futures (NQH9) 689450723500 /
655400
641775600925553225
E-mini Dow ($5) Futures (YMH8) 2601827318 /
24718
241972263620815
E-mini Dow ($5) Futures (YMM8) 2604427344 /
24744
242232266220841
E-mini Dow ($5) Futures (YMU8) 2605227352 /
24752
242312267020849
E-mini Dow ($5) Futures (YMZ8) 2608927389 /
24789
242682270720886
Dow Jones Real Estate Futures (JRH8) 30493201 /
2897
283626522438
Dow Jones Real Estate Futures (JRM8) 30343186 /
2882
282126372423
Dow Jones Real Estate Futures (JRU8) 30173169 /
2865
280426202406
Dow Jones Real Estate Futures (JRZ8) 30033155 /
2851
279026062392
E-mini Consumer Discretionary Select Sector Futures (XAYH8) 105780111060 /
100500
983909205084650
E-mini Consumer Discretionary Select Sector Futures (XAYM8) 106030111310 /
100750
986409230084900
E-mini Consumer Staples Select Sector Futures (XAPH8) 5774060620 /
54860
537005023046190
E-mini Consumer Staples Select Sector Futures (XAPM8) 5762060500 /
54740
535805011046070
E-mini Energy Select Sector Futures (XAEH8) 7709080950 /
73230
716906705061650
E-mini Energy Select Sector Futures (XAEM8) 7704080900 /
73180
716406700061600
E-mini Financial Select Sector Futures (XAFH8) 3615037950 /
34350
336303146028930
E-mini Financial Select Sector Futures (XAFM8) 3622038020 /
34420
337003153029000
E-mini FTSE Emerging Index Futures (EIH8) 6041063420 /
57400
561905257048350
E-mini FTSE Emerging Index Futures (EIM8) 5981062820 /
56800
555905197047750
E-mini FTSE Emerging Index Futures (EIU8) 5921062220 /
56200
549905137047150
E-mini FTSE Emerging Index Futures (EIZ8) 5861061620 /
55600
543905077046550
E-mini FTSE Emerging Index Futures (EIH9) 5801061020 /
55000
537905017045950
E-mini Health Care Select Sector Futures (XAVH8) 8853092950 /
84110
823507704070850
E-mini Health Care Select Sector Futures (XAVM8) 8871093130 /
84290
825307722071030
E-mini Industrial Select Sector Futures (XAIH8) 7967083650 /
75690
741006932063750
E-mini Industrial Select Sector Futures (XAIM8) 7976083740 /
75780
741906941063840
E-mini IPOX 100 U.S. Index Futures (IPOH8) 316700332500 /
300900
294500275400253200
E-mini IPOX 100 U.S. Index Futures (IPOM8) 316000331800 /
300200
293800274700252500
E-mini IPOX 100 U.S. Index Futures (IPOU8) 315300331100 /
299500
293100274000251800
E-mini IPOX 100 U.S. Index Futures (IPOZ8) 314900330700 /
299100
292700273600251400
E-mini IPOX 100 U.S. Index Futures (IPOH9) 314500330300 /
298700
292300273200251000
E-mini Materials Select Sector Futures (XABH8) 6666069980 /
63340
620005801053350
E-mini Materials Select Sector Futures (XABM8) 6676070080 /
63440
621005811053450
E-mini NASDAQ Biotechnology Index Futures (BIOH8) 349930367430 /
332430
325430304420279920
E-mini NASDAQ Biotechnology Index Futures (BIOM8) 349100366600 /
331600
324600303590279090
E-mini NASDAQ Composite Futures (QCNH8) 729350765800 /
692900
678300634550583450
E-mini NASDAQ Composite Futures (QCNM8) 730300766750 /
693850
679250635500584400
E-mini Russell 1000 Growth Index Futures (RSGH8) 143030150160 /
135900
133040124470114480
E-mini Russell 1000 Growth Index Futures (RSGM8) 142660149790 /
135530
132670124100114110
E-mini Russell 1000 Growth Index Futures (RSGU8) 142290149420 /
135160
132300123730113740
E-mini Russell 1000 Growth Index Futures (RSGZ8) 141920149050 /
134790
131930123360113370
E-mini Russell 1000 Growth Index Futures (RSGH9) 141690148820 /
134560
131700123130113140
E-mini Russell 1000 Index Futures (RS1H8) 154940162680 /
147200
144110134820123980
E-mini Russell 1000 Index Futures (RS1M8) 154580162320 /
146840
143750134460123620
E-mini Russell 1000 Index Futures (RS1U8) 154250161990 /
146510
143420134130123290
E-mini Russell 1000 Index Futures (RS1Z8) 153920161660 /
146180
143090133800122960
E-mini Russell 1000 Index Futures (RS1H9) 153590161330 /
145850
142760133470122630
E-mini Russell 1000 Value Index Futures (RSVH8) 126360132670 /
120050
117520109940101090
E-mini Russell 1000 Value Index Futures (RSVM8) 125780132090 /
119470
116940109360100510
E-mini Russell 1000 Value Index Futures (RSVU8) 125200131510 /
118890
11636010878099930
E-mini Russell 1000 Value Index Futures (RSVZ8) 124620130930 /
118310
11578010820099350
E-mini Russell 1000 Value Index Futures (RSVH9) 124040130350 /
117730
11520010762098770
E-mini Russell 2000 Growth Index Futures (R2GH8) 97570102440 /
92700
907508490078070
E-mini Russell 2000 Growth Index Futures (R2GM8) 97680102550 /
92810
908608501078180
E-mini Russell 2000 Growth Index Futures (R2GU8) 97780102650 /
92910
909608511078280
E-mini Russell 2000 Growth Index Futures (R2GZ8) 97870102740 /
93000
910508520078370
E-mini Russell 2000 Growth Index Futures (R2GH9) 97950102820 /
93080
911308528078450
E-mini Russell 2000 Index Futures (RTYH8) 157830165710 /
149950
146800137340126300
E-mini Russell 2000 Index Futures (RTYM8) 158200166080 /
150320
147170137710126670
E-mini Russell 2000 Index Futures (RTYU8) 157850165730 /
149970
146820137360126320
E-mini Russell 2000 Index Futures (RTYZ8) 158010165890 /
150130
146980137520126480
E-mini Russell 2000 Index Futures (RTYH9) 158150166030 /
150270
147120137660126620
E-mini Russell 2000 Value Index Futures (R2VH8) 192470202100 /
182840
178990167430153940
E-mini Russell 2000 Value Index Futures (R2VM8) 192400202030 /
182770
178920167360153870
E-mini Russell 2000 Value Index Futures (R2VU8) 192160201790 /
182530
178680167120153630
E-mini Russell 2000 Value Index Futures (R2VZ8) 191930201560 /
182300
178450166890153400
E-mini Russell 2000 Value Index Futures (R2VH9) 191720201350 /
182090
178240166680153190
E-mini S&P 600 SmallCap Futures (SMCH8) 96220101020 /
91420
894908372076990
E-mini S&P 600 SmallCap Futures (SMCM8) 95960100760 /
91160
892308346076730
E-mini S&P 600 SmallCap Futures (SMCU8) 95830100630 /
91030
891008333076600
E-mini S&P 600 SmallCap Futures (SMCZ8) 95510100310 /
90710
887808301076280
E-mini S&P 600 SmallCap Futures (SMCH9) 9519099990 /
90390
884608269075960
E-mini S&P MidCap 400 Futures (EMDH8) 196070205860 /
186280
182370170620156910
E-mini S&P MidCap 400 Futures (EMDM8) 196560206350 /
186770
182860171110157400
E-mini S&P MidCap 400 Futures (EMDU8) 196300206090 /
186510
182600170850157140
E-mini S&P MidCap 400 Futures (EMDZ8) 196290206080 /
186500
182590170840157130
E-mini S&P MidCap 400 Futures (EMDH9) 196640206430 /
186850
182940171190157480
E-mini S&P Real Estate Select Sector Index Futures (XARH8) 1508515840 /
14330
140301312012065
E-mini S&P Real Estate Select Sector Index Futures (XARM8) 1505015805 /
14295
139951308512030
E-mini Technology Select Sector Futures (XAKH8) 6807071460 /
64680
633205924054480
E-mini Technology Select Sector Futures (XAKM8) 6824071630 /
64850
634905941054650
E-mini Utilities Select Sector Futures (XAUH8) 5051053040 /
47980
469604392040360
E-mini Utilities Select Sector Futures (XAUM8) 5031052840 /
47780
467604372040160
S&P 500 Futures (SPZ0) 287650301600 /
273700
268100251300231700
S&P 500 Futures (SPZ1) 293050307000 /
279100
273500256700237100
S&P 500 Futures (SPZ2) 298050312000 /
284100
278500261700242100
S&P 500 Futures (SPH8) 280050294000 /
266100
260500243700224100
S&P 500 Futures (SPM8) 280450294400 /
266500
260900244100224500
S&P 500 Futures (SPU8) 281000294950 /
267050
261450244650225050
S&P 500 Futures (SPZ8) 281400295350 /
267450
261850245050225450
S&P 500 Futures (SPH9) 281800295750 /
267850
262250245450225850
S&P 500 Futures (SPM9) 282200296150 /
268250
262650245850226250
S&P 500 Futures (SPU9) 282950296900 /
269000
263400246600227000
S&P 500 Futures (SPZ9) 283700297650 /
269750
264150247350227750
S&P 500 Growth Futures (SGH8) 161880169980 /
153780
150540140820129480
S&P 500 Growth Futures (SGM8) 162160170260 /
154060
150820141100129760
S&P 500 Value Futures (SUH8) 116470122300 /
110640
10830010130093120
S&P 500 Value Futures (SUM8) 116590122420 /
110760
10842010142093240
S&P MLP Total Return Index Futures (SLPH8) 480600504900 /
456300
446500417200383100
S&P MLP Total Return Index Futures (SLPM8) 476200500500 /
451900
442100412800378700
S&P MLP Total Return Index Futures (SLPU8) 471800496100 /
447500
437700408400374300
S&P MLP Total Return Index Futures (SLPZ8) 474100498400 /
449800
440000410700376600
S&P MLP Total Return Index Futures (SLPH9) 476400500700 /
452100
442300413000378900
Equity Limits for Nikkei Products
As of Trade Date: 01/19/2018
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYH8) 2374025520 / 2196026410 / 2107027310 / 20170
E-mini Nikkei 225 - Yen denominated Futures (ENYM8) 2358025360 / 2180026250 / 2091027150 / 20010
E-mini Nikkei 225 - Yen denominated Futures (ENYU8) 2354025320 / 2176026210 / 2087027110 / 19970
E-mini Nikkei 225 - Yen denominated Futures (ENYZ8) 2344025220 / 2166026110 / 2077027010 / 19870
Nikkei/USD Futures (NKH8) 2374025520 / 2196026410 / 2107027310 / 20170
Nikkei/USD Futures (NKM8) 2358025360 / 2180026250 / 2091027150 / 20010
Nikkei/USD Futures (NKU8) 2354025320 / 2176026210 / 2087027110 / 19970
Nikkei/USD Futures (NKZ8) 2344025220 / 2166026110 / 2077027010 / 19870
Nikkei/Yen Futures (NIYH0) 2300024780 / 2122025670 / 2033026570 / 19430
Nikkei/Yen Futures (NIYM0) 2290024680 / 2112025570 / 2023026470 / 19330
Nikkei/Yen Futures (NIYU0) 2280024580 / 2102025470 / 2013026370 / 19230
Nikkei/Yen Futures (NIYZ0) 2270024480 / 2092025370 / 2003026270 / 19130
Nikkei/Yen Futures (NIYF8) 372000373780 / 370220374670 / 369330375570 / 368430
Nikkei/Yen Futures (NIYG8) 2373025510 / 2195026400 / 2106027300 / 20160
Nikkei/Yen Futures (NIYH8) 2374025520 / 2196026410 / 2107027310 / 20170
Nikkei/Yen Futures (NIYJ8) 2369025470 / 2191026360 / 2102027260 / 20120
Nikkei/Yen Futures (NIYK8) 2365025430 / 2187026320 / 2098027220 / 20080
Nikkei/Yen Futures (NIYM8) 2358025360 / 2180026250 / 2091027150 / 20010
Nikkei/Yen Futures (NIYU8) 2354025320 / 2176026210 / 2087027110 / 19970
Nikkei/Yen Futures (NIYZ8) 2344025220 / 2166026110 / 2077027010 / 19870
Nikkei/Yen Futures (NIYH9) 2340025180 / 2162026070 / 2073026970 / 19830
Nikkei/Yen Futures (NIYM9) 2330025080 / 2152025970 / 2063026870 / 19730
Nikkei/Yen Futures (NIYU9) 2320024980 / 2142025870 / 2053026770 / 19630
Nikkei/Yen Futures (NIYZ9) 2310024880 / 2132025770 / 2043026670 / 19530
Equity Limits for FTSE and Ibovespa
As of Trade Date: 01/19/2018
ContractsReference Price5% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 763350801850 /
724850
E-mini FTSE 100 Index (GBP) Futures (FT1M8) 759650798150 /
721150
E-mini FTSE 100 Index (GBP) Futures (FT1U8) 755950794450 /
717450
E-mini FTSE 100 Index (GBP) Futures (FT1Z8) 751250789750 /
712750
E-mini FTSE 100 Index (GBP) Futures (FT1H9) 746600785100 /
708100
E-mini FTSE China 50 Index Futures (FT5H8) 2298524130 /
21840
E-mini FTSE China 50 Index Futures (FT5M8) 2274523890 /
21600
E-mini FTSE China 50 Index Futures (FT5U8) 2250523650 /
21360
E-mini FTSE China 50 Index Futures (FT5Z8) 2226523410 /
21120
E-mini FTSE China 50 Index Futures (FT5H9) 2202523170 /
20880
E-mini FTSE Developed Europe Index Futures (DVEH8) 2552026815 /
24225
E-mini FTSE Developed Europe Index Futures (DVEM8) 2510026395 /
23805
E-mini FTSE Developed Europe Index Futures (DVEU8) 2496526260 /
23670
E-mini FTSE Developed Europe Index Futures (DVEZ8) 2481526110 /
23520
E-mini FTSE Developed Europe Index Futures (DVEH9) 2465525950 /
23360
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 115470121250 /
109690
E-mini USD Denominated FTSE 100 Index Futures (FTUM8) 116010121790 /
110230
E-mini USD Denominated FTSE 100 Index Futures (FTUU8) 116550122330 /
110770
E-mini USD Denominated FTSE 100 Index Futures (FTUZ8) 117090122870 /
111310
E-mini USD Denominated FTSE 100 Index Futures (FTUH9) 117830123610 /
112050
USD-Denominated Ibovespa Index Futures (IBVG8) 8158689740 /
73430
USD-Denominated Ibovespa Index Futures (IBVJ8) 8247790720 /
74230
USD-Denominated Ibovespa Index Futures (IBVM8) 8324591565 /
74925
USD-Denominated Ibovespa Index Futures (IBVQ8) 8419392610 /
75775

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