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

    Limits for prelisted contracts will not be accurate until activation date

Bitcoin Limits
As of Trade Date: 11/19/2018
ContractsReference Price7% Price Limit Up / Down 13% Price Limit Up / Down 20% Price Limit Up / Down
Bitcoin Futures (BTCX8) 54505830 /
5070
6155 /
4745
6540 /
4360
Bitcoin Futures (BTCZ8) 54255805 /
5045
6130 /
4720
6515 /
4335
Bitcoin Futures (BTCF9) 54205800 /
5040
6125 /
4715
6510 /
4330
Bitcoin Futures (BTCH9) 54105790 /
5030
6115 /
4705
6500 /
4320
Equity Limits
As of Trade Date: 11/19/2018
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 (ESZ8) 273700287350 /
260050
254550238150219000
E-mini S&P 500 Futures (ESH9) 274300287950 /
260650
255150238750219600
E-mini S&P 500 Futures (ESM9) 275150288800 /
261500
256000239600220450
E-mini S&P 500 Futures (ESU9) 275950289600 /
262300
256800240400221250
E-mini S&P 500 Futures (ESZ9) 276700290350 /
263050
257550241150222000
E-mini Nasdaq-100 Futures (NQZ8) 687800722125 /
653475
639750598550550475
E-mini Nasdaq-100 Futures (NQH9) 690900725225 /
656575
642850601650553575
E-mini Nasdaq-100 Futures (NQM9) 693925728250 /
659600
645875604675556600
E-mini Nasdaq-100 Futures (NQU9) 696975731300 /
662650
648925607725559650
E-mini Nasdaq-100 Futures (NQZ9) 700050734375 /
665725
652000610800562725
E-mini Dow ($5) Futures (YMZ8) 2541226682 /
24142
236342210920330
E-mini Dow ($5) Futures (YMH9) 2545226722 /
24182
236742214920370
E-mini Dow ($5) Futures (YMM9) 2549726767 /
24227
237192219420415
E-mini Dow ($5) Futures (YMU9) 2555326823 /
24283
237752225020471
Dow Jones Real Estate Futures (JRZ8) 31873346 /
3028
296427732550
Dow Jones Real Estate Futures (JRH9) 31663325 /
3007
294327522529
Dow Jones Real Estate Futures (JRM9) 31483307 /
2989
292527342511
Dow Jones Real Estate Futures (JRU9) 31323291 /
2973
290927182495
E-mini Communication Services Select Sector Futures (XAZZ8) 2347024640 /
22300
218302042518780
E-mini Communication Services Select Sector Futures (XAZH9) 2354524715 /
22375
219052050018855
E-mini Communication Services Select Sector Futures (XAZM9) 2363024800 /
22460
219902058518940
E-mini Communication Services Select Sector Futures (XAZU9) 2371024880 /
22540
220702066519020
E-mini Communication Services Select Sector Futures (XAZZ9) 2379024960 /
22620
221502074519100
E-mini Consumer Discretionary Select Sector Futures (XAYZ8) 107180112540 /
101820
996809324085730
E-mini Consumer Discretionary Select Sector Futures (XAYH9) 107400112760 /
102040
999009346085950
E-mini Consumer Discretionary Select Sector Futures (XAYM9) 107570112930 /
102210
1000709363086120
E-mini Consumer Discretionary Select Sector Futures (XAYU9) 107720113080 /
102360
1002209378086270
E-mini Consumer Discretionary Select Sector Futures (XAYZ9) 107880113240 /
102520
1003809394086430
E-mini Consumer Staples Select Sector Futures (XAPZ8) 5612058930 /
53310
521904882044880
E-mini Consumer Staples Select Sector Futures (XAPH9) 5609058900 /
53280
521604879044850
E-mini Consumer Staples Select Sector Futures (XAPM9) 5599058800 /
53180
520604869044750
E-mini Consumer Staples Select Sector Futures (XAPU9) 5591058720 /
53100
519804861044670
E-mini Consumer Staples Select Sector Futures (XAPZ9) 5582058630 /
53010
518904852044580
E-mini Energy Select Sector Futures (XAEZ8) 6754070910 /
64170
628205876054040
E-mini Energy Select Sector Futures (XAEH9) 6742070790 /
64050
627005864053920
E-mini Energy Select Sector Futures (XAEM9) 6737070740 /
64000
626505859053870
E-mini Energy Select Sector Futures (XAEU9) 6732070690 /
63950
626005854053820
E-mini Energy Select Sector Futures (XAEZ9) 6726070630 /
63890
625405848053760
E-mini Financial Select Sector Futures (XAFZ8) 3289034530 /
31250
305902862026320
E-mini Financial Select Sector Futures (XAFH9) 3295034590 /
31310
306502868026380
E-mini Financial Select Sector Futures (XAFM9) 3303034670 /
31390
307302876026460
E-mini Financial Select Sector Futures (XAFU9) 3310034740 /
31460
308002883026530
E-mini Financial Select Sector Futures (XAFZ9) 3317034810 /
31530
308702890026600
E-mini FTSE Emerging Index Futures (EIZ8) 4926051690 /
46830
458504293039520
E-mini FTSE Emerging Index Futures (EIH9) 4836050790 /
45930
449504203038620
E-mini FTSE Emerging Index Futures (EIM9) 4800050430 /
45570
445904167038260
E-mini FTSE Emerging Index Futures (EIU9) 4767050100 /
45240
442604134037930
E-mini FTSE Emerging Index Futures (EIZ9) 4734049770 /
44910
439304101037600
E-mini Health Care Select Sector Futures (XAVZ8) 9229096900 /
87680
858408031073850
E-mini Health Care Select Sector Futures (XAVH9) 9214096750 /
87530
856908016073700
E-mini Health Care Select Sector Futures (XAVM9) 9212096730 /
87510
856708014073680
E-mini Health Care Select Sector Futures (XAVU9) 9211096720 /
87500
856608013073670
E-mini Health Care Select Sector Futures (XAVZ9) 9210096710 /
87490
856508012073660
E-mini Industrial Select Sector Futures (XAIZ8) 7195075540 /
68360
669206260057570
E-mini Industrial Select Sector Futures (XAIH9) 7206075650 /
68470
670306271057680
E-mini Industrial Select Sector Futures (XAIM9) 7219075780 /
68600
671606284057810
E-mini Industrial Select Sector Futures (XAIU9) 7232075910 /
68730
672906297057940
E-mini Industrial Select Sector Futures (XAIZ9) 7244076030 /
68850
674106309058060
E-mini IPOX 100 U.S. Index Futures (IPOZ8) 300400315400 /
285400
279400261400240300
E-mini IPOX 100 U.S. Index Futures (IPOH9) 300300315300 /
285300
279300261300240200
E-mini IPOX 100 U.S. Index Futures (IPOM9) 300200315200 /
285200
279200261200240100
E-mini IPOX 100 U.S. Index Futures (IPOU9) 300100315100 /
285100
279100261100240000
E-mini IPOX 100 U.S. Index Futures (IPOZ9) 300000315000 /
285000
279000261000239900
E-mini Materials Select Sector Futures (XABZ8) 5826061170 /
55350
541805068046600
E-mini Materials Select Sector Futures (XABH9) 5832061230 /
55410
542405074046660
E-mini Materials Select Sector Futures (XABM9) 5835061260 /
55440
542705077046690
E-mini Materials Select Sector Futures (XABU9) 5837061280 /
55460
542905079046710
E-mini Materials Select Sector Futures (XABZ9) 5839061300 /
55480
543105081046730
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ8) 331010347530 /
314490
307890288060264930
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH9) 332880349400 /
316360
309760289930266800
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM9) 335060351580 /
318540
311940292110268980
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU9) 337080353600 /
320560
313960294130271000
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ9) 339110355630 /
322590
315990296160273030
E-mini Nasdaq Composite Futures (QCNZ8) 724200760400 /
688000
673500630000579250
E-mini Nasdaq Composite Futures (QCNH9) 723200759400 /
687000
672500629000578250
E-mini Real Estate Select Sector Futures (XARZ8) 1612016925 /
15315
149951402512895
E-mini Real Estate Select Sector Futures (XARH9) 1603016835 /
15225
149051393512805
E-mini Real Estate Select Sector Futures (XARM9) 1595016755 /
15145
148251385512725
E-mini Real Estate Select Sector Futures (XARU9) 1588016685 /
15075
147551378512655
E-mini Real Estate Select Sector Futures (XARZ9) 1580516610 /
15000
146801371012580
E-mini Russell 1000 Growth Index Futures (RSGZ8) 142490149600 /
135380
132530123990114020
E-mini Russell 1000 Growth Index Futures (RSGH9) 142270149380 /
135160
132310123770113800
E-mini Russell 1000 Growth Index Futures (RSGM9) 142260149370 /
135150
132300123760113790
E-mini Russell 1000 Growth Index Futures (RSGU9) 142240149350 /
135130
132280123740113770
E-mini Russell 1000 Growth Index Futures (RSGZ9) 142230149340 /
135120
132270123730113760
E-mini Russell 1000 Index Futures (RS1Z8) 151220158770 /
143670
140640131570120990
E-mini Russell 1000 Index Futures (RS1H9) 151290158840 /
143740
140710131640121060
E-mini Russell 1000 Index Futures (RS1M9) 151460159010 /
143910
140880131810121230
E-mini Russell 1000 Index Futures (RS1U9) 151620159170 /
144070
141040131970121390
E-mini Russell 1000 Index Futures (RS1Z9) 151780159330 /
144230
141200132130121550
E-mini Russell 1000 Value Index Futures (RSVZ8) 120400126420 /
114380
11198010475096320
E-mini Russell 1000 Value Index Futures (RSVH9) 120370126390 /
114350
11195010472096290
E-mini Russell 1000 Value Index Futures (RSVM9) 120390126410 /
114370
11197010474096310
E-mini Russell 1000 Value Index Futures (RSVU9) 120410126430 /
114390
11199010476096330
E-mini Russell 1000 Value Index Futures (RSVZ9) 120430126450 /
114410
11201010478096350
E-mini Russell 2000 Growth Index Futures (R2GZ8) 95980100770 /
91190
892708352076810
E-mini Russell 2000 Growth Index Futures (R2GH9) 96240101030 /
91450
895308378077070
E-mini Russell 2000 Growth Index Futures (R2GM9) 96540101330 /
91750
898308408077370
E-mini Russell 2000 Growth Index Futures (R2GU9) 96820101610 /
92030
901108436077650
E-mini Russell 2000 Growth Index Futures (R2GZ9) 97100101890 /
92310
903908464077930
E-mini Russell 2000 Index Futures (RTYZ8) 152850160480 /
145220
142160133000122300
E-mini Russell 2000 Index Futures (RTYH9) 153340160970 /
145710
142650133490122790
E-mini Russell 2000 Index Futures (RTYM9) 154000161630 /
146370
143310134150123450
E-mini Russell 2000 Index Futures (RTYU9) 154530162160 /
146900
143840134680123980
E-mini Russell 2000 Index Futures (RTYZ9) 155070162700 /
147440
144380135220124520
E-mini Russell 2000 Value Index Futures (R2VZ8) 183690192870 /
174510
170840159830146970
E-mini Russell 2000 Value Index Futures (R2VH9) 184010193190 /
174830
171160160150147290
E-mini Russell 2000 Value Index Futures (R2VM9) 184390193570 /
175210
171540160530147670
E-mini Russell 2000 Value Index Futures (R2VU9) 184740193920 /
175560
171890160880148020
E-mini Russell 2000 Value Index Futures (R2VZ9) 185090194270 /
175910
172240161230148370
E-mini S&P 600 SmallCap Futures (SMCZ8) 96140100940 /
91340
894108365076920
E-mini S&P 600 SmallCap Futures (SMCH9) 96200101000 /
91400
894708371076980
E-mini S&P 600 SmallCap Futures (SMCM9) 96270101070 /
91470
895408378077050
E-mini S&P 600 SmallCap Futures (SMCU9) 96330101130 /
91530
896008384077110
E-mini S&P 600 SmallCap Futures (SMCZ9) 96390101190 /
91590
896608390077170
E-mini S&P MidCap 400 Futures (EMDZ8) 186520195840 /
177200
173470162270149220
E-mini S&P MidCap 400 Futures (EMDH9) 186980196300 /
177660
173930162730149680
E-mini S&P MidCap 400 Futures (EMDM9) 187350196670 /
178030
174300163100150050
E-mini S&P MidCap 400 Futures (EMDU9) 187710197030 /
178390
174660163460150410
E-mini S&P MidCap 400 Futures (EMDZ9) 188070197390 /
178750
175020163820150770
E-mini Technology Select Sector Futures (XAKZ8) 6845071860 /
65040
636705957054780
E-mini Technology Select Sector Futures (XAKH9) 6850071910 /
65090
637205962054830
E-mini Technology Select Sector Futures (XAKM9) 6865072060 /
65240
638705977054980
E-mini Technology Select Sector Futures (XAKU9) 6879072200 /
65380
640105991055120
E-mini Technology Select Sector Futures (XAKZ9) 6892072330 /
65510
641406004055250
E-mini Utilities Select Sector Futures (XAUZ8) 5518057940 /
52420
513204801044140
E-mini Utilities Select Sector Futures (XAUH9) 5498057740 /
52220
511204781043940
E-mini Utilities Select Sector Futures (XAUM9) 5479057550 /
52030
509304762043750
E-mini Utilities Select Sector Futures (XAUU9) 5461057370 /
51850
507504744043570
E-mini Utilities Select Sector Futures (XAUZ9) 5443057190 /
51670
505704726043390
S&P 500 Futures (SPH0) 277400291050 /
263750
258250241850222700
S&P 500 Futures (SPM0) 278150291800 /
264500
259000242600223450
S&P 500 Futures (SPU0) 278850292500 /
265200
259700243300224150
S&P 500 Futures (SPZ0) 279600293250 /
265950
260450244050224900
S&P 500 Futures (SPZ1) 282500296150 /
268850
263350246950227800
S&P 500 Futures (SPZ2) 285400299050 /
271750
266250249850230700
S&P 500 Futures (SPZ8) 273700287350 /
260050
254550238150219000
S&P 500 Futures (SPH9) 274300287950 /
260650
255150238750219600
S&P 500 Futures (SPM9) 275150288800 /
261500
256000239600220450
S&P 500 Futures (SPU9) 275950289600 /
262300
256800240400221250
S&P 500 Futures (SPZ9) 276700290350 /
263050
257550241150222000
S&P 500 Growth Futures (SGZ8) 163480171660 /
155300
152020142200130740
S&P 500 Growth Futures (SGH9) 163090171270 /
154910
151630141810130350
S&P 500 Value Futures (SUZ8) 109740115240 /
104240
1020409543087720
S&P 500 Value Futures (SUH9) 108990114490 /
103490
1012909468086970
S&P MLP Total Return Index Futures (SLPZ8) 451300473800 /
428800
419700392600361000
S&P MLP Total Return Index Futures (SLPH9) 451000473500 /
428500
419400392300360700
S&P MLP Total Return Index Futures (SLPM9) 450600473100 /
428100
419000391900360300
S&P MLP Total Return Index Futures (SLPU9) 450300472800 /
427800
418700391600360000
S&P MLP Total Return Index Futures (SLPZ9) 449900472400 /
427400
418300391200359600
Equity Limits for Nikkei and TOPIX Products
As of Trade Date: 11/19/2018
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYZ8) 2168023470 / 1989024360 / 1900025260 / 18100
E-mini Nikkei 225 - Yen denominated Futures (ENYH9) 2161023400 / 1982024290 / 1893025190 / 18030
E-mini Nikkei 225 - Yen denominated Futures (ENYM9) 2144023230 / 1965024120 / 1876025020 / 17860
E-mini Nikkei 225 - Yen denominated Futures (ENYU9) 2134023130 / 1955024020 / 1866024920 / 17760
Nikkei/USD Futures (NKZ8) 2168023470 / 1989024360 / 1900025260 / 18100
Nikkei/USD Futures (NKH9) 2161023400 / 1982024290 / 1893025190 / 18030
Nikkei/USD Futures (NKM9) 2144023230 / 1965024120 / 1876025020 / 17860
Nikkei/USD Futures (NKU9) 2134023130 / 1955024020 / 1866024920 / 17760
Nikkei/Yen Futures (NIYH0) 2114022930 / 1935023820 / 1846024720 / 17560
Nikkei/Yen Futures (NIYM0) 2104022830 / 1925023720 / 1836024620 / 17460
Nikkei/Yen Futures (NIYU0) 2094022730 / 1915023620 / 1826024520 / 17360
Nikkei/Yen Futures (NIYZ0) 2084022630 / 1905023520 / 1816024420 / 17260
Nikkei/Yen Futures (NIYH1) 2073022520 / 1894023410 / 1805024310 / 17150
Nikkei/Yen Futures (NIYM1) 2063022420 / 1884023310 / 1795024210 / 17050
Nikkei/Yen Futures (NIYU1) 2053022320 / 1874023210 / 1785024110 / 16950
Nikkei/Yen Futures (NIYZ8) 2168023470 / 1989024360 / 1900025260 / 18100
Nikkei/Yen Futures (NIYF9) 2162023410 / 1983024300 / 1894025200 / 18040
Nikkei/Yen Futures (NIYG9) 2158023370 / 1979024260 / 1890025160 / 18000
Nikkei/Yen Futures (NIYH9) 2161023400 / 1982024290 / 1893025190 / 18030
Nikkei/Yen Futures (NIYJ9) 2151023300 / 1972024190 / 1883025090 / 17930
Nikkei/Yen Futures (NIYM9) 2144023230 / 1965024120 / 1876025020 / 17860
Nikkei/Yen Futures (NIYU9) 2134023130 / 1955024020 / 1866024920 / 17760
Nikkei/Yen Futures (NIYZ9) 2124023030 / 1945023920 / 1856024820 / 17660
Yen Denominated TOPIX Futures (TPYZ8) 162850176600 / 149100183500 / 142200190400 / 135300
Yen Denominated TOPIX Futures (TPYH9) 161850175600 / 148100182500 / 141200189400 / 134300
Yen Denominated TOPIX Futures (TPYM9) 160850174600 / 147100181500 / 140200188400 / 133300
Yen Denominated TOPIX Futures (TPYU9) 159850173600 / 146100180500 / 139200187400 / 132300
Yen Denominated TOPIX Futures (TPYZ9) 158850172600 / 145100179500 / 138200186400 / 131300
Equity Limits for FTSE and Ibovespa
As of Trade Date: 11/19/2018
ContractsReference Price5% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1Z8) 702500737550 /
667450
E-mini FTSE 100 Index (GBP) Futures (FT1H9) 694950730000 /
659900
E-mini FTSE 100 Index (GBP) Futures (FT1M9) 688100723150 /
653050
E-mini FTSE 100 Index (GBP) Futures (FT1U9) 681750716800 /
646700
E-mini FTSE 100 Index (GBP) Futures (FT1Z9) 675400710450 /
640350
E-mini FTSE China 50 Index Futures (FT5Z8) 1826519175 /
17355
E-mini FTSE China 50 Index Futures (FT5H9) 1829519205 /
17385
E-mini FTSE China 50 Index Futures (FT5M9) 1836519275 /
17455
E-mini FTSE China 50 Index Futures (FT5U9) 1843019340 /
17520
E-mini FTSE China 50 Index Futures (FT5Z9) 1849019400 /
17580
E-mini FTSE Developed Europe Index Futures (DVEZ8) 2323024395 /
22065
E-mini FTSE Developed Europe Index Futures (DVEH9) 2297524140 /
21810
E-mini FTSE Developed Europe Index Futures (DVEM9) 2268023845 /
21515
E-mini FTSE Developed Europe Index Futures (DVEU9) 2240023565 /
21235
E-mini FTSE Developed Europe Index Futures (DVEZ9) 2212523290 /
20960
E-mini USD Denominated FTSE 100 Index Futures (FTUZ8) 97800102670 /
92930
E-mini USD Denominated FTSE 100 Index Futures (FTUH9) 98070102940 /
93200
E-mini USD Denominated FTSE 100 Index Futures (FTUM9) 98350103220 /
93480
E-mini USD Denominated FTSE 100 Index Futures (FTUU9) 98610103480 /
93740
E-mini USD Denominated FTSE 100 Index Futures (FTUZ9) 98870103740 /
94000
USD-Denominated Ibovespa Index Futures (IBVZ8) 8603594635 /
77435
USD-Denominated Ibovespa Index Futures (IBVG9) 8686495550 /
78180
USD-Denominated Ibovespa Index Futures (IBVJ9) 8772096490 /
78950
USD-Denominated Ibovespa Index Futures (IBVM9) 8850097350 /
79650

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