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: 10/19/2018
ContractsReference Price7% Price Limit Up / Down 13% Price Limit Up / Down 20% Price Limit Up / Down
Bitcoin Futures (BTCV8) 63906835 /
5945
7220 /
5560
7665 /
5115
Bitcoin Futures (BTCX8) 63856830 /
5940
7215 /
5555
7660 /
5110
Bitcoin Futures (BTCZ8) 63856830 /
5940
7215 /
5555
7660 /
5110
Bitcoin Futures (BTCH9) 63406785 /
5895
7170 /
5510
7615 /
5065
Equity Limits
As of Trade Date: 10/19/2018
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) 277000290800 /
263200
257650241050221650
E-mini S&P 500 Futures (ESH9) 277800291600 /
264000
258450241850222450
E-mini S&P 500 Futures (ESM9) 278650292450 /
264850
259300242700223300
E-mini S&P 500 Futures (ESU9) 280150293950 /
266350
260800244200224800
E-mini S&P 500 Futures (ESZ9) 280950294750 /
267150
261600245000225600
E-mini NASDAQ 100 Futures (NQZ8) 712600748175 /
677025
662800620100570300
E-mini NASDAQ 100 Futures (NQH9) 716125751700 /
680550
666325623625573825
E-mini NASDAQ 100 Futures (NQM9) 719350754925 /
683775
669550626850577050
E-mini NASDAQ 100 Futures (NQU9) 722525758100 /
686950
672725630025580225
E-mini NASDAQ 100 Futures (NQZ9) 725700761275 /
690125
675900633200583400
E-mini Dow ($5) Futures (YMZ8) 2535326621 /
24085
235772205420278
E-mini Dow ($5) Futures (YMH9) 2540626674 /
24138
236302210720331
E-mini Dow ($5) Futures (YMM9) 2545726725 /
24189
236812215820382
E-mini Dow ($5) Futures (YMU9) 2549826766 /
24230
237222219920423
Dow Jones Real Estate Futures (JRZ8) 30563209 /
2903
284226582444
Dow Jones Real Estate Futures (JRH9) 30313184 /
2878
281726332419
Dow Jones Real Estate Futures (JRM9) 30143167 /
2861
280026162402
Dow Jones Real Estate Futures (JRU9) 29993152 /
2846
278526012387
E-mini Communication Services Select Sector Futures (XAZZ8) 2447025690 /
23250
227652130019590
E-mini Communication Services Select Sector Futures (XAZH9) 2453025750 /
23310
228252136019650
E-mini Communication Services Select Sector Futures (XAZM9) 2462025840 /
23400
229152145019740
E-mini Communication Services Select Sector Futures (XAZU9) 2470025920 /
23480
229952153019820
E-mini Communication Services Select Sector Futures (XAZZ9) 2478026000 /
23560
230752161019900
E-mini Consumer Discretionary Select Sector Futures (XAYZ8) 108410113830 /
102990
1008209432086730
E-mini Consumer Discretionary Select Sector Futures (XAYH9) 108550113970 /
103130
1009609446086870
E-mini Consumer Discretionary Select Sector Futures (XAYM9) 108720114140 /
103300
1011309463087040
E-mini Consumer Discretionary Select Sector Futures (XAYU9) 108880114300 /
103460
1012909479087200
E-mini Consumer Discretionary Select Sector Futures (XAYZ9) 109040114460 /
103620
1014509495087360
E-mini Consumer Staples Select Sector Futures (XAPZ8) 5367056350 /
50990
499204669042930
E-mini Consumer Staples Select Sector Futures (XAPH9) 5364056320 /
50960
498904666042900
E-mini Consumer Staples Select Sector Futures (XAPM9) 5355056230 /
50870
498004657042810
E-mini Consumer Staples Select Sector Futures (XAPU9) 5347056150 /
50790
497204649042730
E-mini Consumer Staples Select Sector Futures (XAPZ9) 5338056060 /
50700
496304640042640
E-mini Energy Select Sector Futures (XAEZ8) 7271076350 /
69070
676106324058130
E-mini Energy Select Sector Futures (XAEH9) 7280076440 /
69160
677006333058220
E-mini Energy Select Sector Futures (XAEM9) 7274076380 /
69100
676406327058160
E-mini Energy Select Sector Futures (XAEU9) 7268076320 /
69040
675806321058100
E-mini Energy Select Sector Futures (XAEZ9) 7262076260 /
68980
675206315058040
E-mini Financial Select Sector Futures (XAFZ8) 3269034320 /
31060
304102845026160
E-mini Financial Select Sector Futures (XAFH9) 3276034390 /
31130
304802852026230
E-mini Financial Select Sector Futures (XAFM9) 3284034470 /
31210
305602860026310
E-mini Financial Select Sector Futures (XAFU9) 3291034540 /
31280
306302867026380
E-mini Financial Select Sector Futures (XAFZ9) 3299034620 /
31360
307102875026460
E-mini FTSE Emerging Index Futures (EIZ8) 4718049560 /
44800
438404098037640
E-mini FTSE Emerging Index Futures (EIH9) 4655048930 /
44170
432104035037010
E-mini FTSE Emerging Index Futures (EIM9) 4621048590 /
43830
428704001036670
E-mini FTSE Emerging Index Futures (EIU9) 4589048270 /
43510
425503969036350
E-mini FTSE Emerging Index Futures (EIZ9) 4557047950 /
43190
422303937036030
E-mini Health Care Select Sector Futures (XAVZ8) 9278097410 /
88150
863008074074250
E-mini Health Care Select Sector Futures (XAVH9) 9257097200 /
87940
860908053074040
E-mini Health Care Select Sector Futures (XAVM9) 9256097190 /
87930
860808052074030
E-mini Health Care Select Sector Futures (XAVU9) 9254097170 /
87910
860608050074010
E-mini Health Care Select Sector Futures (XAVZ9) 9253097160 /
87900
860508049074000
E-mini Industrial Select Sector Futures (XAIZ8) 7351077190 /
69830
683606395058790
E-mini Industrial Select Sector Futures (XAIH9) 7371077390 /
70030
685606415058990
E-mini Industrial Select Sector Futures (XAIM9) 7385077530 /
70170
687006429059130
E-mini Industrial Select Sector Futures (XAIU9) 7397077650 /
70290
688206441059250
E-mini Industrial Select Sector Futures (XAIZ9) 7410077780 /
70420
689506454059380
E-mini IPOX 100 U.S. Index Futures (IPOZ8) 308700324100 /
293300
287100268600246900
E-mini IPOX 100 U.S. Index Futures (IPOH9) 308600324000 /
293200
287000268500246800
E-mini IPOX 100 U.S. Index Futures (IPOM9) 308500323900 /
293100
286900268400246700
E-mini IPOX 100 U.S. Index Futures (IPOU9) 308400323800 /
293000
286800268300246600
E-mini IPOX 100 U.S. Index Futures (IPOZ9) 308300323700 /
292900
286700268200246500
E-mini Materials Select Sector Futures (XABZ8) 5652059340 /
53700
525704917045210
E-mini Materials Select Sector Futures (XABH9) 5654059360 /
53720
525904919045230
E-mini Materials Select Sector Futures (XABM9) 5656059380 /
53740
526104921045250
E-mini Materials Select Sector Futures (XABU9) 5659059410 /
53770
526404924045280
E-mini Materials Select Sector Futures (XABZ9) 5661059430 /
53790
526604926045300
E-mini NASDAQ Biotechnology Index Futures (BIOZ8) 356290374050 /
338530
331430310120285250
E-mini NASDAQ Biotechnology Index Futures (BIOH9) 358590376350 /
340830
333730312420287550
E-mini NASDAQ Biotechnology Index Futures (BIOM9) 360940378700 /
343180
336080314770289900
E-mini NASDAQ Biotechnology Index Futures (BIOU9) 363120380880 /
345360
338260316950292080
E-mini NASDAQ Biotechnology Index Futures (BIOZ9) 365290383050 /
347530
340430319120294250
E-mini NASDAQ Composite Futures (QCNZ8) 747000784400 /
709600
694650649700597300
E-mini NASDAQ Composite Futures (QCNH9) 746000783400 /
708600
693650648700596300
E-mini Real Estate Select Sector Futures (XARZ8) 1520515965 /
14445
141401322512160
E-mini Real Estate Select Sector Futures (XARH9) 1511015870 /
14350
140451313012065
E-mini Real Estate Select Sector Futures (XARM9) 1503515795 /
14275
139701305511990
E-mini Real Estate Select Sector Futures (XARU9) 1497015730 /
14210
139051299011925
E-mini Real Estate Select Sector Futures (XARZ9) 1490015660 /
14140
138351292011855
E-mini Russell 1000 Growth Index Futures (RSGZ8) 146600153920 /
139280
136350127570117320
E-mini Russell 1000 Growth Index Futures (RSGH9) 146290153610 /
138970
136040127260117010
E-mini Russell 1000 Growth Index Futures (RSGM9) 146270153590 /
138950
136020127240116990
E-mini Russell 1000 Growth Index Futures (RSGU9) 146260153580 /
138940
136010127230116980
E-mini Russell 1000 Growth Index Futures (RSGZ9) 146240153560 /
138920
135990127210116960
E-mini Russell 1000 Index Futures (RS1Z8) 153100160750 /
145450
142390133200122490
E-mini Russell 1000 Index Futures (RS1H9) 153260160910 /
145610
142550133360122650
E-mini Russell 1000 Index Futures (RS1M9) 153440161090 /
145790
142730133540122830
E-mini Russell 1000 Index Futures (RS1U9) 153600161250 /
145950
142890133700122990
E-mini Russell 1000 Index Futures (RS1Z9) 153760161410 /
146110
143050133860123150
E-mini Russell 1000 Value Index Futures (RSVZ8) 119990125990 /
113990
11159010438095980
E-mini Russell 1000 Value Index Futures (RSVH9) 119980125980 /
113980
11158010437095970
E-mini Russell 1000 Value Index Futures (RSVM9) 120000126000 /
114000
11160010439095990
E-mini Russell 1000 Value Index Futures (RSVU9) 120020126020 /
114020
11162010441096010
E-mini Russell 1000 Value Index Futures (RSVZ9) 120040126040 /
114040
11164010443096030
E-mini Russell 2000 Growth Index Futures (R2GZ8) 98950103880 /
94020
920408611079200
E-mini Russell 2000 Growth Index Futures (R2GH9) 99210104140 /
94280
923008637079460
E-mini Russell 2000 Growth Index Futures (R2GM9) 99520104450 /
94590
926108668079770
E-mini Russell 2000 Growth Index Futures (R2GU9) 99810104740 /
94880
929008697080060
E-mini Russell 2000 Growth Index Futures (R2GZ9) 100090105020 /
95160
931808725080340
E-mini Russell 2000 Index Futures (RTYZ8) 156220164020 /
148420
145300135940125010
E-mini Russell 2000 Index Futures (RTYH9) 156800164600 /
149000
145880136520125590
E-mini Russell 2000 Index Futures (RTYM9) 157510165310 /
149710
146590137230126300
E-mini Russell 2000 Index Futures (RTYU9) 158060165860 /
150260
147140137780126850
E-mini Russell 2000 Index Futures (RTYZ9) 158610166410 /
150810
147690138330127400
E-mini Russell 2000 Value Index Futures (R2VZ8) 186200195500 /
176900
173180162020149000
E-mini Russell 2000 Value Index Futures (R2VH9) 186520195820 /
177220
173500162340149320
E-mini Russell 2000 Value Index Futures (R2VM9) 186900196200 /
177600
173880162720149700
E-mini Russell 2000 Value Index Futures (R2VU9) 187260196560 /
177960
174240163080150060
E-mini Russell 2000 Value Index Futures (R2VZ9) 187610196910 /
178310
174590163430150410
E-mini S&P 600 SmallCap Futures (SMCZ8) 97200102060 /
92340
904008457077760
E-mini S&P 600 SmallCap Futures (SMCH9) 97260102120 /
92400
904608463077820
E-mini S&P 600 SmallCap Futures (SMCM9) 97320102180 /
92460
905208469077880
E-mini S&P 600 SmallCap Futures (SMCU9) 97390102250 /
92530
905908476077950
E-mini S&P 600 SmallCap Futures (SMCZ9) 97450102310 /
92590
906508482078010
E-mini S&P MidCap 400 Futures (EMDZ8) 188580198000 /
179160
175390164090150890
E-mini S&P MidCap 400 Futures (EMDH9) 189020198440 /
179600
175830164530151330
E-mini S&P MidCap 400 Futures (EMDM9) 189420198840 /
180000
176230164930151730
E-mini S&P MidCap 400 Futures (EMDU9) 189780199200 /
180360
176590165290152090
E-mini S&P MidCap 400 Futures (EMDZ9) 190150199570 /
180730
176960165660152460
E-mini Technology Select Sector Futures (XAKZ8) 7042073930 /
66910
655006128056360
E-mini Technology Select Sector Futures (XAKH9) 7053074040 /
67020
656106139056470
E-mini Technology Select Sector Futures (XAKM9) 7068074190 /
67170
657606154056620
E-mini Technology Select Sector Futures (XAKU9) 7082074330 /
67310
659006168056760
E-mini Technology Select Sector Futures (XAKZ9) 7096074470 /
67450
660406182056900
E-mini Utilities Select Sector Futures (XAUZ8) 5411056820 /
51400
503104705043240
E-mini Utilities Select Sector Futures (XAUH9) 5399056700 /
51280
501904693043120
E-mini Utilities Select Sector Futures (XAUM9) 5380056510 /
51090
500004674042930
E-mini Utilities Select Sector Futures (XAUU9) 5362056330 /
50910
498204656042750
E-mini Utilities Select Sector Futures (XAUZ9) 5345056160 /
50740
496504639042580
S&P 500 Futures (SPH0) 282950296750 /
269150
263600247000227600
S&P 500 Futures (SPM0) 283900297700 /
270100
264550247950228550
S&P 500 Futures (SPU0) 284400298200 /
270600
265050248450229050
S&P 500 Futures (SPZ0) 284900298700 /
271100
265550248950229550
S&P 500 Futures (SPZ1) 290300304100 /
276500
270950254350234950
S&P 500 Futures (SPZ2) 295600309400 /
281800
276250259650240250
S&P 500 Futures (SPZ8) 277000290800 /
263200
257650241050221650
S&P 500 Futures (SPH9) 277800291600 /
264000
258450241850222450
S&P 500 Futures (SPM9) 278650292450 /
264850
259300242700223300
S&P 500 Futures (SPU9) 280150293950 /
266350
260800244200224800
S&P 500 Futures (SPZ9) 280950294750 /
267150
261600245000225600
S&P 500 Growth Futures (SGZ8) 166550174900 /
158200
154860144840133150
S&P 500 Growth Futures (SGH9) 166160174510 /
157810
154470144450132760
S&P 500 Value Futures (SUZ8) 109670115180 /
104160
1019509533087600
S&P 500 Value Futures (SUH9) 108940114450 /
103430
1012209460086870
S&P MLP Total Return Index Futures (SLPZ8) 483400507500 /
459300
449600420500386700
S&P MLP Total Return Index Futures (SLPH9) 483100507200 /
459000
449300420200386400
S&P MLP Total Return Index Futures (SLPM9) 482700506800 /
458600
448900419800386000
S&P MLP Total Return Index Futures (SLPU9) 482300506400 /
458200
448500419400385600
S&P MLP Total Return Index Futures (SLPZ9) 481900506000 /
457800
448100419000385200
Equity Limits for Nikkei and TOPIX Products
As of Trade Date: 10/19/2018
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYZ8) 2265024440 / 2086025330 / 1997026230 / 19070
E-mini Nikkei 225 - Yen denominated Futures (ENYH9) 2259024380 / 2080025270 / 1991026170 / 19010
E-mini Nikkei 225 - Yen denominated Futures (ENYM9) 2238024170 / 2059025060 / 1970025960 / 18800
E-mini Nikkei 225 - Yen denominated Futures (ENYU9) 2228024070 / 2049024960 / 1960025860 / 18700
Nikkei/USD Futures (NKZ8) 2265024440 / 2086025330 / 1997026230 / 19070
Nikkei/USD Futures (NKH9) 2259024380 / 2080025270 / 1991026170 / 19010
Nikkei/USD Futures (NKM9) 2238024170 / 2059025060 / 1970025960 / 18800
Nikkei/USD Futures (NKU9) 2228024070 / 2049024960 / 1960025860 / 18700
Nikkei/Yen Futures (NIYH0) 2207023860 / 2028024750 / 1939025650 / 18490
Nikkei/Yen Futures (NIYM0) 2197023760 / 2018024650 / 1929025550 / 18390
Nikkei/Yen Futures (NIYU0) 2186023650 / 2007024540 / 1918025440 / 18280
Nikkei/Yen Futures (NIYZ0) 2176023550 / 1997024440 / 1908025340 / 18180
Nikkei/Yen Futures (NIYH1) 2165023440 / 1986024330 / 1897025230 / 18070
Nikkei/Yen Futures (NIYM1) 2155023340 / 1976024230 / 1887025130 / 17970
Nikkei/Yen Futures (NIYU1) 2145023240 / 1966024130 / 1877025030 / 17870
Nikkei/Yen Futures (NIYV8) 2258024370 / 2079025260 / 1990026160 / 19000
Nikkei/Yen Futures (NIYX8) 2263024420 / 2084025310 / 1995026210 / 19050
Nikkei/Yen Futures (NIYZ8) 2265024440 / 2086025330 / 1997026230 / 19070
Nikkei/Yen Futures (NIYF9) 2256024350 / 2077025240 / 1988026140 / 18980
Nikkei/Yen Futures (NIYG9) 2253024320 / 2074025210 / 1985026110 / 18950
Nikkei/Yen Futures (NIYH9) 2259024380 / 2080025270 / 1991026170 / 19010
Nikkei/Yen Futures (NIYM9) 2238024170 / 2059025060 / 1970025960 / 18800
Nikkei/Yen Futures (NIYU9) 2228024070 / 2049024960 / 1960025860 / 18700
Nikkei/Yen Futures (NIYZ9) 2218023970 / 2039024860 / 1950025760 / 18600
Yen Denominated TOPIX Futures (TPYZ8) 170300184050 / 156550190950 / 149650197850 / 142750
Yen Denominated TOPIX Futures (TPYH9) 169300183050 / 155550189950 / 148650196850 / 141750
Yen Denominated TOPIX Futures (TPYM9) 168300182050 / 154550188950 / 147650195850 / 140750
Yen Denominated TOPIX Futures (TPYU9) 167300181050 / 153550187950 / 146650194850 / 139750
Yen Denominated TOPIX Futures (TPYZ9) 166300180050 / 152550186950 / 145650193850 / 138750
Equity Limits for FTSE and Ibovespa
As of Trade Date: 10/19/2018
ContractsReference Price5% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1Z8) 700600735700 /
665500
E-mini FTSE 100 Index (GBP) Futures (FT1H9) 693200728300 /
658100
E-mini FTSE 100 Index (GBP) Futures (FT1M9) 686400721500 /
651300
E-mini FTSE 100 Index (GBP) Futures (FT1U9) 680050715150 /
644950
E-mini FTSE 100 Index (GBP) Futures (FT1Z9) 673750708850 /
638650
E-mini FTSE China 50 Index Futures (FT5Z8) 1753518410 /
16660
E-mini FTSE China 50 Index Futures (FT5H9) 1754518420 /
16670
E-mini FTSE China 50 Index Futures (FT5M9) 1761018485 /
16735
E-mini FTSE China 50 Index Futures (FT5U9) 1767018545 /
16795
E-mini FTSE China 50 Index Futures (FT5Z9) 1773018605 /
16855
E-mini FTSE Developed Europe Index Futures (DVEZ8) 2337024545 /
22195
E-mini FTSE Developed Europe Index Futures (DVEH9) 2311524290 /
21940
E-mini FTSE Developed Europe Index Futures (DVEM9) 2282023995 /
21645
E-mini FTSE Developed Europe Index Futures (DVEU9) 2254023715 /
21365
E-mini FTSE Developed Europe Index Futures (DVEZ9) 2226023435 /
21085
E-mini USD Denominated FTSE 100 Index Futures (FTUZ8) 99440104410 /
94470
E-mini USD Denominated FTSE 100 Index Futures (FTUH9) 100020104990 /
95050
E-mini USD Denominated FTSE 100 Index Futures (FTUM9) 100300105270 /
95330
E-mini USD Denominated FTSE 100 Index Futures (FTUU9) 100570105540 /
95600
E-mini USD Denominated FTSE 100 Index Futures (FTUZ9) 100830105800 /
95860
USD-Denominated Ibovespa Index Futures (IBVV8) 85708999900 /
0
USD-Denominated Ibovespa Index Futures (IBVZ8) 8649295140 /
77845
USD-Denominated Ibovespa Index Futures (IBVG9) 8735296085 /
78620
USD-Denominated Ibovespa Index Futures (IBVJ9) 8826197085 /
79435
USD-Denominated Ibovespa Index Futures (IBVM9) 8913298045 /
80220

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