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: 07/20/2018
ContractsReference Price7% Price Limit Up / Down 13% Price Limit Up / Down 20% Price Limit Up / Down
Bitcoin Futures (BTCN8) 74507970 /
6930
8415 /
6485
8940 /
5960
Bitcoin Futures (BTCQ8) 74657985 /
6945
8430 /
6500
8955 /
5975
Bitcoin Futures (BTCU8) 74808000 /
6960
8445 /
6515
8970 /
5990
Bitcoin Futures (BTCZ8) 74858005 /
6965
8450 /
6520
8975 /
5995
Equity Limits
As of Trade Date: 07/20/2018
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 (ESU8) 280550294550 /
266550
260950244100224500
E-mini S&P 500 Futures (ESZ8) 280900294900 /
266900
261300244450224850
E-mini S&P 500 Futures (ESH9) 281600295600 /
267600
262000245150225550
E-mini S&P 500 Futures (ESM9) 282400296400 /
268400
262800245950226350
E-mini S&P 500 Futures (ESU9) 282750296750 /
268750
263150246300226700
E-mini NASDAQ 100 Futures (NQU8) 736725773475 /
699975
685275641150589700
E-mini NASDAQ 100 Futures (NQZ8) 739400776150 /
702650
687950643825592375
E-mini NASDAQ 100 Futures (NQH9) 742375779125 /
705625
690925646800595350
E-mini NASDAQ 100 Futures (NQM9) 745300782050 /
708550
693850649725598275
E-mini NASDAQ 100 Futures (NQU9) 748000784750 /
711250
696550652425600975
E-mini Dow ($5) Futures (YMU8) 2505026303 /
23797
232962179220038
E-mini Dow ($5) Futures (YMZ8) 2505626309 /
23803
233022179820044
E-mini Dow ($5) Futures (YMH9) 2508426337 /
23831
233302182620072
E-mini Dow ($5) Futures (YMM9) 2509526348 /
23842
233412183720083
Dow Jones Real Estate Futures (JRU8) 32093369 /
3049
298527922567
Dow Jones Real Estate Futures (JRZ8) 31863346 /
3026
296227692544
Dow Jones Real Estate Futures (JRH9) 31713331 /
3011
294727542529
Dow Jones Real Estate Futures (JRM9) 31543314 /
2994
293027372512
E-mini Consumer Discretionary Select Sector Futures (XAYU8) 113790119470 /
108110
1058409902091070
E-mini Consumer Discretionary Select Sector Futures (XAYZ8) 113680119360 /
108000
1057309891090960
E-mini Consumer Discretionary Select Sector Futures (XAYH9) 113710119390 /
108030
1057609894090990
E-mini Consumer Discretionary Select Sector Futures (XAYM9) 113740119420 /
108060
1057909897091020
E-mini Consumer Discretionary Select Sector Futures (XAYU9) 113760119440 /
108080
1058109899091040
E-mini Consumer Staples Select Sector Futures (XAPU8) 5278055410 /
50150
490904592042230
E-mini Consumer Staples Select Sector Futures (XAPZ8) 5269055320 /
50060
490004583042140
E-mini Consumer Staples Select Sector Futures (XAPH9) 5262055250 /
49990
489304576042070
E-mini Consumer Staples Select Sector Futures (XAPM9) 5253055160 /
49900
488404567041980
E-mini Consumer Staples Select Sector Futures (XAPU9) 5245055080 /
49820
487604559041900
E-mini Energy Select Sector Futures (XAEU8) 7566079450 /
71870
703506580060490
E-mini Energy Select Sector Futures (XAEZ8) 7578079570 /
71990
704706592060610
E-mini Energy Select Sector Futures (XAEH9) 7573079520 /
71940
704206587060560
E-mini Energy Select Sector Futures (XAEM9) 7567079460 /
71880
703606581060500
E-mini Energy Select Sector Futures (XAEU9) 7561079400 /
71820
703006575060440
E-mini Financial Select Sector Futures (XAFU8) 3387035560 /
32180
315102947027100
E-mini Financial Select Sector Futures (XAFZ8) 3396035650 /
32270
316002956027190
E-mini Financial Select Sector Futures (XAFH9) 3403035720 /
32340
316702963027260
E-mini Financial Select Sector Futures (XAFM9) 3411035800 /
32420
317502971027340
E-mini Financial Select Sector Futures (XAFU9) 3419035880 /
32500
318302979027420
E-mini FTSE Emerging Index Futures (EIU8) 5193054520 /
49340
483004518041540
E-mini FTSE Emerging Index Futures (EIZ8) 5149054080 /
48900
478604474041100
E-mini FTSE Emerging Index Futures (EIH9) 5116053750 /
48570
475304441040770
E-mini FTSE Emerging Index Futures (EIM9) 5077053360 /
48180
471404402040380
E-mini FTSE Emerging Index Futures (EIU9) 5041053000 /
47820
467804366040020
E-mini Health Care Select Sector Futures (XAVU8) 8727091620 /
82920
811707594069840
E-mini Health Care Select Sector Futures (XAVZ8) 8713091480 /
82780
810307580069700
E-mini Health Care Select Sector Futures (XAVH9) 8712091470 /
82770
810207579069690
E-mini Health Care Select Sector Futures (XAVM9) 8711091460 /
82760
810107578069680
E-mini Health Care Select Sector Futures (XAVU9) 8709091440 /
82740
809907576069660
E-mini Industrial Select Sector Futures (XAIU8) 7461078340 /
70880
693906492059690
E-mini Industrial Select Sector Futures (XAIZ8) 7482078550 /
71090
696006513059900
E-mini Industrial Select Sector Futures (XAIH9) 7494078670 /
71210
697206525060020
E-mini Industrial Select Sector Futures (XAIM9) 7508078810 /
71350
698606539060160
E-mini Industrial Select Sector Futures (XAIU9) 7521078940 /
71480
699906552060290
E-mini IPOX 100 U.S. Index Futures (IPOU8) 329500345900 /
313100
306500286700263600
E-mini IPOX 100 U.S. Index Futures (IPOZ8) 329400345800 /
313000
306400286600263500
E-mini IPOX 100 U.S. Index Futures (IPOH9) 329300345700 /
312900
306300286500263400
E-mini IPOX 100 U.S. Index Futures (IPOM9) 329200345600 /
312800
306200286400263300
E-mini IPOX 100 U.S. Index Futures (IPOU9) 329100345500 /
312700
306100286300263200
E-mini Materials Select Sector Futures (XABU8) 6188064970 /
58790
575505384049500
E-mini Materials Select Sector Futures (XABZ8) 6206065150 /
58970
577305402049680
E-mini Materials Select Sector Futures (XABH9) 6216065250 /
59070
578305412049780
E-mini Materials Select Sector Futures (XABM9) 6227065360 /
59180
579405423049890
E-mini Materials Select Sector Futures (XABU9) 6238065470 /
59290
580505434050000
E-mini NASDAQ Biotechnology Index Futures (BIOU8) 374090392710 /
355470
348020325670299590
E-mini NASDAQ Biotechnology Index Futures (BIOZ8) 377530396150 /
358910
351460329110303030
E-mini NASDAQ Biotechnology Index Futures (BIOH9) 380970399590 /
362350
354900332550306470
E-mini NASDAQ Biotechnology Index Futures (BIOM9) 384410403030 /
365790
358340335990309910
E-mini NASDAQ Biotechnology Index Futures (BIOU9) 385190403810 /
366570
359120336770310690
E-mini NASDAQ Composite Futures (QCNU8) 781750820850 /
742650
727000680050625250
E-mini NASDAQ Composite Futures (QCNZ8) 780600819700 /
741500
725850678900624100
E-mini Real Estate Select Sector Futures (XARU8) 1580016590 /
15010
146951374512635
E-mini Real Estate Select Sector Futures (XARZ8) 1569516485 /
14905
145901364012530
E-mini Real Estate Select Sector Futures (XARH9) 1563016420 /
14840
145251357512465
E-mini Real Estate Select Sector Futures (XARM9) 1555516345 /
14765
144501350012390
E-mini Real Estate Select Sector Futures (XARU9) 1548516275 /
14695
143801343012320
E-mini Russell 1000 Growth Index Futures (RSGU8) 150370157870 /
142870
139860130850120340
E-mini Russell 1000 Growth Index Futures (RSGZ8) 150090157590 /
142590
139580130570120060
E-mini Russell 1000 Growth Index Futures (RSGH9) 150080157580 /
142580
139570130560120050
E-mini Russell 1000 Growth Index Futures (RSGM9) 150060157560 /
142560
139550130540120030
E-mini Russell 1000 Growth Index Futures (RSGU9) 150050157550 /
142550
139540130530120020
E-mini Russell 1000 Index Futures (RS1U8) 155880163660 /
148100
144980135630124730
E-mini Russell 1000 Index Futures (RS1Z8) 156010163790 /
148230
145110135760124860
E-mini Russell 1000 Index Futures (RS1H9) 156160163940 /
148380
145260135910125010
E-mini Russell 1000 Index Futures (RS1M9) 156340164120 /
148560
145440136090125190
E-mini Russell 1000 Index Futures (RS1U9) 156500164280 /
148720
145600136250125350
E-mini Russell 1000 Value Index Futures (RSVU8) 121280127340 /
115220
11279010552097030
E-mini Russell 1000 Value Index Futures (RSVZ8) 121320127380 /
115260
11283010556097070
E-mini Russell 1000 Value Index Futures (RSVH9) 121340127400 /
115280
11285010558097090
E-mini Russell 1000 Value Index Futures (RSVM9) 121360127420 /
115300
11287010560097110
E-mini Russell 1000 Value Index Futures (RSVU9) 121380127440 /
115320
11289010562097130
E-mini Russell 2000 Growth Index Futures (R2GU8) 108480113890 /
103070
1009109441086840
E-mini Russell 2000 Growth Index Futures (R2GZ8) 108790114200 /
103380
1012209472087150
E-mini Russell 2000 Growth Index Futures (R2GH9) 109090114500 /
103680
1015209502087450
E-mini Russell 2000 Growth Index Futures (R2GM9) 109430114840 /
104020
1018609536087790
E-mini Russell 2000 Growth Index Futures (R2GU9) 109740115150 /
104330
1021709567088100
E-mini Russell 2000 Index Futures (RTYU8) 170550179050 /
162050
158650148440136530
E-mini Russell 2000 Index Futures (RTYZ8) 170980179480 /
162480
159080148870136960
E-mini Russell 2000 Index Futures (RTYH9) 171360179860 /
162860
159460149250137340
E-mini Russell 2000 Index Futures (RTYM9) 171850180350 /
163350
159950149740137830
E-mini Russell 2000 Index Futures (RTYU9) 172300180800 /
163800
160400150190138280
E-mini Russell 2000 Value Index Futures (R2VU8) 202000212080 /
191920
187890175790161670
E-mini Russell 2000 Value Index Futures (R2VZ8) 202380212460 /
192300
188270176170162050
E-mini Russell 2000 Value Index Futures (R2VH9) 202740212820 /
192660
188630176530162410
E-mini Russell 2000 Value Index Futures (R2VM9) 203150213230 /
193070
189040176940162820
E-mini Russell 2000 Value Index Futures (R2VU9) 203540213620 /
193460
189430177330163210
E-mini S&P 600 SmallCap Futures (SMCU8) 105960111250 /
100670
985509220084790
E-mini S&P 600 SmallCap Futures (SMCZ8) 106030111320 /
100740
986209227084860
E-mini S&P 600 SmallCap Futures (SMCH9) 106090111380 /
100800
986809233084920
E-mini S&P 600 SmallCap Futures (SMCM9) 106170111460 /
100880
987609241085000
E-mini S&P 600 SmallCap Futures (SMCU9) 106230111520 /
100940
988209247085060
E-mini S&P MidCap 400 Futures (EMDU8) 201260211300 /
191220
187200175150161080
E-mini S&P MidCap 400 Futures (EMDZ8) 201650211690 /
191610
187590175540161470
E-mini S&P MidCap 400 Futures (EMDH9) 201990212030 /
191950
187930175880161810
E-mini S&P MidCap 400 Futures (EMDM9) 202410212450 /
192370
188350176300162230
E-mini S&P MidCap 400 Futures (EMDU9) 202800212840 /
192760
188740176690162620
E-mini Technology Select Sector Futures (XAKU8) 7294076570 /
69310
678506348058390
E-mini Technology Select Sector Futures (XAKZ8) 7306076690 /
69430
679706360058510
E-mini Technology Select Sector Futures (XAKH9) 7319076820 /
69560
681006373058640
E-mini Technology Select Sector Futures (XAKM9) 7335076980 /
69720
682606389058800
E-mini Technology Select Sector Futures (XAKU9) 7349077120 /
69860
684006403058940
E-mini Utilities Select Sector Futures (XAUU8) 5304055700 /
50380
493204612042400
E-mini Utilities Select Sector Futures (XAUZ8) 5295055610 /
50290
492304603042310
E-mini Utilities Select Sector Futures (XAUH9) 5279055450 /
50130
490704587042150
E-mini Utilities Select Sector Futures (XAUM9) 5261055270 /
49950
488904569041970
E-mini Utilities Select Sector Futures (XAUU9) 5243055090 /
49770
487104551041790
S&P 500 Futures (SPH0) 285500299500 /
271500
265900249050229450
S&P 500 Futures (SPM0) 286450300450 /
272450
266850250000230400
S&P 500 Futures (SPZ0) 287450301450 /
273450
267850251000231400
S&P 500 Futures (SPZ1) 292850306850 /
278850
273250256400236800
S&P 500 Futures (SPZ2) 297850311850 /
283850
278250261400241800
S&P 500 Futures (SPU8) 280550294550 /
266550
260950244100224500
S&P 500 Futures (SPZ8) 280900294900 /
266900
261300244450224850
S&P 500 Futures (SPH9) 281600295600 /
267600
262000245150225550
S&P 500 Futures (SPM9) 282400296400 /
268400
262800245950226350
S&P 500 Futures (SPU9) 282750296750 /
268750
263150246300226700
S&P 500 Futures (SPZ9) 283500297500 /
269500
263900247050227450
S&P 500 Growth Futures (SGU8) 169590178080 /
161100
157700147510135610
S&P 500 Growth Futures (SGZ8) 169160177650 /
160670
157270147080135180
S&P 500 Value Futures (SUU8) 110620116180 /
105060
1028409617088380
S&P 500 Value Futures (SUZ8) 110930116490 /
105370
1031509648088690
S&P MLP Total Return Index Futures (SLPU8) 480300504300 /
456300
446700417800384100
S&P MLP Total Return Index Futures (SLPZ8) 479900503900 /
455900
446300417400383700
S&P MLP Total Return Index Futures (SLPH9) 479600503600 /
455600
446000417100383400
S&P MLP Total Return Index Futures (SLPM9) 479200503200 /
455200
445600416700383000
S&P MLP Total Return Index Futures (SLPU9) 478800502800 /
454800
445200416300382600
Equity Limits for Nikkei and TOPIX Products
As of Trade Date: 07/20/2018
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU8) 2274024540 / 2094025450 / 2003026350 / 19130
E-mini Nikkei 225 - Yen denominated Futures (ENYZ8) 2258024380 / 2078025290 / 1987026190 / 18970
E-mini Nikkei 225 - Yen denominated Futures (ENYH9) 2249024290 / 2069025200 / 1978026100 / 18880
E-mini Nikkei 225 - Yen denominated Futures (ENYM9) 2237024170 / 2057025080 / 1966025980 / 18760
Nikkei/USD Futures (NKU8) 2274024540 / 2094025450 / 2003026350 / 19130
Nikkei/USD Futures (NKZ8) 2258024380 / 2078025290 / 1987026190 / 18970
Nikkei/USD Futures (NKH9) 2249024290 / 2069025200 / 1978026100 / 18880
Nikkei/USD Futures (NKM9) 2237024170 / 2057025080 / 1966025980 / 18760
Nikkei/Yen Futures (NIYH0) 2205023850 / 2025024760 / 1934025660 / 18440
Nikkei/Yen Futures (NIYM0) 2195023750 / 2015024660 / 1924025560 / 18340
Nikkei/Yen Futures (NIYU0) 2184023640 / 2004024550 / 1913025450 / 18230
Nikkei/Yen Futures (NIYZ0) 2174023540 / 1994024450 / 1903025350 / 18130
Nikkei/Yen Futures (NIYH1) 2163023430 / 1983024340 / 1892025240 / 18020
Nikkei/Yen Futures (NIYM1) 2152023320 / 1972024230 / 1881025130 / 17910
Nikkei/Yen Futures (NIYN8) 2218023980 / 2038024890 / 1947025790 / 18570
Nikkei/Yen Futures (NIYQ8) 2273024530 / 2093025440 / 2002026340 / 19120
Nikkei/Yen Futures (NIYU8) 2274024540 / 2094025450 / 2003026350 / 19130
Nikkei/Yen Futures (NIYV8) 2266024460 / 2086025370 / 1995026270 / 19050
Nikkei/Yen Futures (NIYX8) 2262024420 / 2082025330 / 1991026230 / 19010
Nikkei/Yen Futures (NIYZ8) 2258024380 / 2078025290 / 1987026190 / 18970
Nikkei/Yen Futures (NIYH9) 2249024290 / 2069025200 / 1978026100 / 18880
Nikkei/Yen Futures (NIYM9) 2237024170 / 2057025080 / 1966025980 / 18760
Nikkei/Yen Futures (NIYU9) 2227024070 / 2047024980 / 1956025880 / 18660
Nikkei/Yen Futures (NIYZ9) 2216023960 / 2036024870 / 1945025770 / 18550
Yen Denominated TOPIX Futures (TPYU8) 174800189100 / 160500196250 / 153350203400 / 146200
Yen Denominated TOPIX Futures (TPYZ8) 173800188100 / 159500195250 / 152350202400 / 145200
Yen Denominated TOPIX Futures (TPYH9) 174900189200 / 160600196350 / 153450203500 / 146300
Yen Denominated TOPIX Futures (TPYM9) 174900189200 / 160600196350 / 153450203500 / 146300
Yen Denominated TOPIX Futures (TPYU9) 174900189200 / 160600196350 / 153450203500 / 146300
Equity Limits for FTSE and Ibovespa
As of Trade Date: 07/20/2018
ContractsReference Price5% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1U8) 762650801050 /
724250
E-mini FTSE 100 Index (GBP) Futures (FT1Z8) 757100795500 /
718700
E-mini FTSE 100 Index (GBP) Futures (FT1H9) 750700789100 /
712300
E-mini FTSE 100 Index (GBP) Futures (FT1M9) 743250781650 /
704850
E-mini FTSE 100 Index (GBP) Futures (FT1U9) 751500789900 /
713100
E-mini FTSE China 50 Index Futures (FT5U8) 1863019560 /
17700
E-mini FTSE China 50 Index Futures (FT5Z8) 1845519385 /
17525
E-mini FTSE China 50 Index Futures (FT5H9) 1835019280 /
17420
E-mini FTSE China 50 Index Futures (FT5M9) 1823019160 /
17300
E-mini FTSE China 50 Index Futures (FT5U9) 1846519395 /
17535
E-mini FTSE Developed Europe Index Futures (DVEU8) 2490526160 /
23650
E-mini FTSE Developed Europe Index Futures (DVEZ8) 2461025865 /
23355
E-mini FTSE Developed Europe Index Futures (DVEH9) 2434025595 /
23085
E-mini FTSE Developed Europe Index Futures (DVEM9) 2402025275 /
22765
E-mini FTSE Developed Europe Index Futures (DVEU9) 2372524980 /
22470
E-mini USD Denominated FTSE 100 Index Futures (FTUU8) 107480112880 /
102080
E-mini USD Denominated FTSE 100 Index Futures (FTUZ8) 108580113980 /
103180
E-mini USD Denominated FTSE 100 Index Futures (FTUH9) 108850114250 /
103450
E-mini USD Denominated FTSE 100 Index Futures (FTUM9) 109160114560 /
103760
E-mini USD Denominated FTSE 100 Index Futures (FTUU9) 108780114180 /
103380
USD-Denominated Ibovespa Index Futures (IBVQ8) 7755385305 /
69800
USD-Denominated Ibovespa Index Futures (IBVV8) 7827886105 /
70455
USD-Denominated Ibovespa Index Futures (IBVZ8) 7903986940 /
71140
USD-Denominated Ibovespa Index Futures (IBVG9) 7993587925 /
71945

Contact Us

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