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 breach 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

Equity Limits
As of Trade Date: 03/25/2019
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 (ESH0) 282000296000 /
268000
262400245600226000
E-mini S&P 500 Futures (ESM0) 282500296500 /
268500
262900246100226500
E-mini S&P 500 Futures (ESM9) 280550294550 /
266550
260950244150224550
E-mini S&P 500 Futures (ESU9) 281050295050 /
267050
261450244650225050
E-mini S&P 500 Futures (ESZ9) 281400295400 /
267400
261800245000225400
E-mini Nasdaq-100 Futures (NQH0) 742525779150 /
705900
691250647300596025
E-mini Nasdaq-100 Futures (NQM0) 744725781350 /
708100
693450649500598225
E-mini Nasdaq-100 Futures (NQM9) 735800772425 /
699175
684525640575589300
E-mini Nasdaq-100 Futures (NQU9) 738600775225 /
701975
687325643375592100
E-mini Nasdaq-100 Futures (NQZ9) 740925777550 /
704300
689650645700594425
E-mini Dow ($5) Futures (YMH0) 2556926844 /
24294
237842225420469
E-mini Dow ($5) Futures (YMM9) 2553626811 /
24261
237512222120436
E-mini Dow ($5) Futures (YMU9) 2556126836 /
24286
237762224620461
E-mini Dow ($5) Futures (YMZ9) 2557226847 /
24297
237872225720472
Dow Jones Real Estate Futures (JRH0) 33273496 /
3158
309028862648
Dow Jones Real Estate Futures (JRM9) 33873556 /
3218
315029462708
Dow Jones Real Estate Futures (JRU9) 33623531 /
3193
312529212683
Dow Jones Real Estate Futures (JRZ9) 33443513 /
3175
310729032665
E-mini Communication Services Select Sector Futures (XAZH0) 2492026145 /
23695
232002172520005
E-mini Communication Services Select Sector Futures (XAZM0) 2500026225 /
23775
232802180520085
E-mini Communication Services Select Sector Futures (XAZM9) 2469525920 /
23470
229752150019780
E-mini Communication Services Select Sector Futures (XAZU9) 2475525980 /
23530
230352156019840
E-mini Communication Services Select Sector Futures (XAZZ9) 2483526060 /
23610
231152164019920
E-mini Consumer Discretionary Select Sector Futures (XAYH0) 113400119030 /
107770
1055109875090850
E-mini Consumer Discretionary Select Sector Futures (XAYM0) 113560119190 /
107930
1056709891091010
E-mini Consumer Discretionary Select Sector Futures (XAYM9) 113110118740 /
107480
1052209846090560
E-mini Consumer Discretionary Select Sector Futures (XAYU9) 113070118700 /
107440
1051809842090520
E-mini Consumer Discretionary Select Sector Futures (XAYZ9) 113230118860 /
107600
1053409858090680
E-mini Consumer Staples Select Sector Futures (XAPH0) 5514057910 /
52370
512604793044050
E-mini Consumer Staples Select Sector Futures (XAPM0) 5506057830 /
52290
511804785043970
E-mini Consumer Staples Select Sector Futures (XAPM9) 5545058220 /
52680
515704824044360
E-mini Consumer Staples Select Sector Futures (XAPU9) 5531058080 /
52540
514304810044220
E-mini Consumer Staples Select Sector Futures (XAPZ9) 5522057990 /
52450
513404801044130
E-mini Energy Select Sector Futures (XAEH0) 6598069280 /
62680
613505738052750
E-mini Energy Select Sector Futures (XAEM0) 6593069230 /
62630
613005733052700
E-mini Energy Select Sector Futures (XAEM9) 6611069410 /
62810
614805751052880
E-mini Energy Select Sector Futures (XAEU9) 6608069380 /
62780
614505748052850
E-mini Energy Select Sector Futures (XAEZ9) 6603069330 /
62730
614005743052800
E-mini Financial Select Sector Futures (XAFH0) 3149033050 /
29930
293102744025250
E-mini Financial Select Sector Futures (XAFM0) 3156033120 /
30000
293802751025320
E-mini Financial Select Sector Futures (XAFM9) 3125032810 /
29690
290702720025010
E-mini Financial Select Sector Futures (XAFU9) 3135032910 /
29790
291702730025110
E-mini Financial Select Sector Futures (XAFZ9) 3142032980 /
29860
292402737025180
E-mini FTSE Emerging Index Futures (EIH0) 5097053590 /
48350
473004415040480
E-mini FTSE Emerging Index Futures (EIM0) 5062053240 /
48000
469504380040130
E-mini FTSE Emerging Index Futures (EIM9) 5174054360 /
49120
480704492041250
E-mini FTSE Emerging Index Futures (EIU9) 5169054310 /
49070
480204487041200
E-mini FTSE Emerging Index Futures (EIZ9) 5133053950 /
48710
476604451040840
E-mini Health Care Select Sector Futures (XAVH0) 9095095490 /
86410
845907913072760
E-mini Health Care Select Sector Futures (XAVM0) 9094095480 /
86400
845807912072750
E-mini Health Care Select Sector Futures (XAVM9) 9128095820 /
86740
849207946073090
E-mini Health Care Select Sector Futures (XAVU9) 9098095520 /
86440
846207916072790
E-mini Health Care Select Sector Futures (XAVZ9) 9097095510 /
86430
846107915072780
E-mini Industrial Select Sector Futures (XAIH0) 7376077420 /
70100
686406424059110
E-mini Industrial Select Sector Futures (XAIM0) 7389077550 /
70230
687706437059240
E-mini Industrial Select Sector Futures (XAIM9) 7338077040 /
69720
682606386058730
E-mini Industrial Select Sector Futures (XAIU9) 7351077170 /
69850
683906399058860
E-mini Industrial Select Sector Futures (XAIZ9) 7364077300 /
69980
685206412058990
E-mini IPOX 100 U.S. Index Futures (IPOH0) 329700346200 /
313200
306600286800263700
E-mini IPOX 100 U.S. Index Futures (IPOM0) 329600346100 /
313100
306500286700263600
E-mini IPOX 100 U.S. Index Futures (IPOM9) 330000346500 /
313500
306900287100264000
E-mini IPOX 100 U.S. Index Futures (IPOU9) 329900346400 /
313400
306800287000263900
E-mini IPOX 100 U.S. Index Futures (IPOZ9) 329800346300 /
313300
306700286900263800
E-mini Materials Select Sector Futures (XABH0) 5759060460 /
54720
535705012046100
E-mini Materials Select Sector Futures (XABM0) 5761060480 /
54740
535905014046120
E-mini Materials Select Sector Futures (XABM9) 5758060450 /
54710
535605011046090
E-mini Materials Select Sector Futures (XABU9) 5754060410 /
54670
535205007046050
E-mini Materials Select Sector Futures (XABZ9) 5757060440 /
54700
535505010046080
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH0) 348410365400 /
331420
324620304230280430
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM0) 350500367490 /
333510
326710306320282520
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM9) 341860358850 /
324870
318070297680273880
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU9) 344240361230 /
327250
320450300060276260
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ9) 346330363320 /
329340
322540302150278350
E-mini Nasdaq Composite Futures (QCNM9) 763200801400 /
725000
709750663850610350
E-mini Nasdaq Composite Futures (QCNU9) 762050800250 /
723850
708600662700609200
E-mini Real Estate Select Sector Futures (XARH0) 1706017925 /
16195
158451480513590
E-mini Real Estate Select Sector Futures (XARM0) 1698017845 /
16115
157651472513510
E-mini Real Estate Select Sector Futures (XARM9) 1733518200 /
16470
161201508013865
E-mini Real Estate Select Sector Futures (XARU9) 1721518080 /
16350
160001496013745
E-mini Real Estate Select Sector Futures (XARZ9) 1714018005 /
16275
159251488513670
E-mini Russell 1000 Growth Index Futures (RSGH0) 150080157580 /
142580
139580130570120060
E-mini Russell 1000 Growth Index Futures (RSGM0) 150060157560 /
142560
139560130550120040
E-mini Russell 1000 Growth Index Futures (RSGM9) 150640158140 /
143140
140140131130120620
E-mini Russell 1000 Growth Index Futures (RSGU9) 150110157610 /
142610
139610130600120090
E-mini Russell 1000 Growth Index Futures (RSGZ9) 150090157590 /
142590
139590130580120070
E-mini Russell 1000 Index Futures (RS1H0) 155790163540 /
148040
144940135630124780
E-mini Russell 1000 Index Futures (RS1M0) 155960163710 /
148210
145110135800124950
E-mini Russell 1000 Index Futures (RS1M9) 155330163080 /
147580
144480135170124320
E-mini Russell 1000 Index Futures (RS1U9) 155470163220 /
147720
144620135310124460
E-mini Russell 1000 Index Futures (RS1Z9) 155630163380 /
147880
144780135470124620
E-mini Russell 1000 Value Index Futures (RSVH0) 120310126320 /
114300
11190010469096270
E-mini Russell 1000 Value Index Futures (RSVM0) 120330126340 /
114320
11192010471096290
E-mini Russell 1000 Value Index Futures (RSVM9) 120270126280 /
114260
11186010465096230
E-mini Russell 1000 Value Index Futures (RSVU9) 120270126280 /
114260
11186010465096230
E-mini Russell 1000 Value Index Futures (RSVZ9) 120290126300 /
114280
11188010467096250
E-mini Russell 2000 Growth Index Futures (R2GH0) 98710103580 /
93840
918908603079210
E-mini Russell 2000 Growth Index Futures (R2GM0) 98990103860 /
94120
921708631079490
E-mini Russell 2000 Growth Index Futures (R2GM9) 97850102720 /
92980
910308517078350
E-mini Russell 2000 Growth Index Futures (R2GU9) 98140103010 /
93270
913208546078640
E-mini Russell 2000 Growth Index Futures (R2GZ9) 98420103290 /
93550
916008574078920
E-mini Russell 2000 Index Futures (RTYH0) 152010159530 /
144490
141470132440121900
E-mini Russell 2000 Index Futures (RTYM0) 152350159870 /
144830
141810132780122240
E-mini Russell 2000 Index Futures (RTYM9) 150900158420 /
143380
140360131330120790
E-mini Russell 2000 Index Futures (RTYU9) 151280158800 /
143760
140740131710121170
E-mini Russell 2000 Index Futures (RTYZ9) 151680159200 /
144160
141140132110121570
E-mini Russell 2000 Value Index Futures (R2VH0) 176560185310 /
167810
164310153800141540
E-mini Russell 2000 Value Index Futures (R2VM0) 176890185640 /
168140
164640154130141870
E-mini Russell 2000 Value Index Futures (R2VM9) 175560184310 /
166810
163310152800140540
E-mini Russell 2000 Value Index Futures (R2VU9) 175890184640 /
167140
163640153130140870
E-mini Russell 2000 Value Index Futures (R2VZ9) 176230184980 /
167480
163980153470141210
E-mini S&P 600 SmallCap Futures (SMCH0) 9206096650 /
87470
856408013073700
E-mini S&P 600 SmallCap Futures (SMCM0) 9212096710 /
87530
857008019073760
E-mini S&P 600 SmallCap Futures (SMCM9) 9188096470 /
87290
854607995073520
E-mini S&P 600 SmallCap Futures (SMCU9) 9194096530 /
87350
855208001073580
E-mini S&P 600 SmallCap Futures (SMCZ9) 9200096590 /
87410
855808007073640
E-mini S&P MidCap 400 Futures (EMDH0) 186970196240 /
177700
173990162860149880
E-mini S&P MidCap 400 Futures (EMDM0) 187330196600 /
178060
174350163220150240
E-mini S&P MidCap 400 Futures (EMDM9) 185810195080 /
176540
172830161700148720
E-mini S&P MidCap 400 Futures (EMDU9) 186240195510 /
176970
173260162130149150
E-mini S&P MidCap 400 Futures (EMDZ9) 186600195870 /
177330
173620162490149510
E-mini Technology Select Sector Futures (XAKH0) 7426077940 /
70580
691106469059530
E-mini Technology Select Sector Futures (XAKM0) 7441078090 /
70730
692606484059680
E-mini Technology Select Sector Futures (XAKM9) 7389077570 /
70210
687406432059160
E-mini Technology Select Sector Futures (XAKU9) 7397077650 /
70290
688206440059240
E-mini Technology Select Sector Futures (XAKZ9) 7411077790 /
70430
689606454059380
E-mini Utilities Select Sector Futures (XAUH0) 5836061310 /
55410
542305068046540
E-mini Utilities Select Sector Futures (XAUM0) 5817061120 /
55220
540405049046350
E-mini Utilities Select Sector Futures (XAUM9) 5907062020 /
56120
549405139047250
E-mini Utilities Select Sector Futures (XAUU9) 5875061700 /
55800
546205107046930
E-mini Utilities Select Sector Futures (XAUZ9) 5855061500 /
55600
544205087046730
S&P 500 Futures (SPH0) 282000296000 /
268000
262400245600226000
S&P 500 Futures (SPM0) 282500296500 /
268500
262900246100226500
S&P 500 Futures (SPU0) 282950296950 /
268950
263350246550226950
S&P 500 Futures (SPZ0) 283450297450 /
269450
263850247050227450
S&P 500 Futures (SPH1) 283900297900 /
269900
264300247500227900
S&P 500 Futures (SPZ1) 285350299350 /
271350
265750248950229350
S&P 500 Futures (SPZ2) 287300301300 /
273300
267700250900231300
S&P 500 Futures (SPZ3) 289200303200 /
275200
269600252800233200
S&P 500 Futures (SPM9) 280550294550 /
266550
260950244150224550
S&P 500 Futures (SPU9) 281050295050 /
267050
261450244650225050
S&P 500 Futures (SPZ9) 281400295400 /
267400
261800245000225400
S&P 500 Growth Futures (SGM9) 170470179010 /
161930
158510148260136300
S&P 500 Growth Futures (SGU9) 170030178570 /
161490
158070147820135860
S&P 500 Value Futures (SUM9) 109440114950 /
103930
1017309511087400
S&P 500 Value Futures (SUU9) 108630114140 /
103120
1009209430086590
S&P MLP Total Return Index Futures (SLPH0) 478000501900 /
454100
444500415700382100
S&P MLP Total Return Index Futures (SLPM0) 477600501500 /
453700
444100415300381700
S&P MLP Total Return Index Futures (SLPM9) 479100503000 /
455200
445600416800383200
S&P MLP Total Return Index Futures (SLPU9) 478800502700 /
454900
445300416500382900
S&P MLP Total Return Index Futures (SLPZ9) 478400502300 /
454500
444900416100382500
Equity Limits for Nikkei and TOPIX Products
As of Trade Date: 03/25/2019
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYH0) 2106022720 / 1940023560 / 1856024390 / 17730
E-mini Nikkei 225 - Yen denominated Futures (ENYM9) 2135023010 / 1969023850 / 1885024680 / 18020
E-mini Nikkei 225 - Yen denominated Futures (ENYU9) 2129022950 / 1963023790 / 1879024620 / 17960
E-mini Nikkei 225 - Yen denominated Futures (ENYZ9) 2120022860 / 1954023700 / 1870024530 / 17870
Nikkei/USD Futures (NKH0) 2106022720 / 1940023560 / 1856024390 / 17730
Nikkei/USD Futures (NKM0) 2091022570 / 1925023410 / 1841024240 / 17580
Nikkei/USD Futures (NKU0) 2077022430 / 1911023270 / 1827024100 / 17440
Nikkei/USD Futures (NKZ0) 2063022290 / 1897023130 / 1813023960 / 17300
Nikkei/USD Futures (NKH1) 2049022150 / 1883022990 / 1799023820 / 17160
Nikkei/USD Futures (NKM1) 2034022000 / 1868022840 / 1784023670 / 17010
Nikkei/USD Futures (NKU1) 2020021860 / 1854022700 / 1770023530 / 16870
Nikkei/USD Futures (NKZ1) 2006021720 / 1840022560 / 1756023390 / 16730
Nikkei/USD Futures (NKH2) 1991021570 / 1825022410 / 1741023240 / 16580
Nikkei/USD Futures (NKZ2) 1948021140 / 1782021980 / 1698022810 / 16150
Nikkei/USD Futures (NKZ3) 1891020570 / 1725021410 / 1641022240 / 15580
Nikkei/USD Futures (NKZ4) 1833019990 / 1667020830 / 1583021660 / 15000
Nikkei/USD Futures (NKM9) 2135023010 / 1969023850 / 1885024680 / 18020
Nikkei/USD Futures (NKU9) 2129022950 / 1963023790 / 1879024620 / 17960
Nikkei/USD Futures (NKZ9) 2120022860 / 1954023700 / 1870024530 / 17870
Nikkei/Yen Futures (NIYH0) 2106022720 / 1940023560 / 1856024390 / 17730
Nikkei/Yen Futures (NIYM0) 2091022570 / 1925023410 / 1841024240 / 17580
Nikkei/Yen Futures (NIYU0) 2077022430 / 1911023270 / 1827024100 / 17440
Nikkei/Yen Futures (NIYZ0) 2063022290 / 1897023130 / 1813023960 / 17300
Nikkei/Yen Futures (NIYH1) 2049022150 / 1883022990 / 1799023820 / 17160
Nikkei/Yen Futures (NIYM1) 2034022000 / 1868022840 / 1784023670 / 17010
Nikkei/Yen Futures (NIYU1) 2020021860 / 1854022700 / 1770023530 / 16870
Nikkei/Yen Futures (NIYZ1) 2006021720 / 1840022560 / 1756023390 / 16730
Nikkei/Yen Futures (NIYH2) 1991021570 / 1825022410 / 1741023240 / 16580
Nikkei/Yen Futures (NIYZ2) 1948021140 / 1782021980 / 1698022810 / 16150
Nikkei/Yen Futures (NIYZ3) 1891020570 / 1725021410 / 1641022240 / 15580
Nikkei/Yen Futures (NIYZ4) 1833019990 / 1667020830 / 1583021660 / 15000
Nikkei/Yen Futures (NIYJ9) 2137023030 / 1971023870 / 1887024700 / 18040
Nikkei/Yen Futures (NIYK9) 2154023200 / 1988024040 / 1904024870 / 18210
Nikkei/Yen Futures (NIYM9) 2135023010 / 1969023850 / 1885024680 / 18020
Nikkei/Yen Futures (NIYN9) 2144023100 / 1978023940 / 1894024770 / 18110
Nikkei/Yen Futures (NIYU9) 2129022950 / 1963023790 / 1879024620 / 17960
Nikkei/Yen Futures (NIYZ9) 2120022860 / 1954023700 / 1870024530 / 17870
Yen Denominated TOPIX Futures (TPYH0) 154400166950 / 141850173250 / 135550179550 / 129250
Yen Denominated TOPIX Futures (TPYM0) 152600165150 / 140050171450 / 133750177750 / 127450
Yen Denominated TOPIX Futures (TPYM9) 159800172350 / 147250178650 / 140950184950 / 134650
Yen Denominated TOPIX Futures (TPYU9) 158000170550 / 145450176850 / 139150183150 / 132850
Yen Denominated TOPIX Futures (TPYZ9) 156200168750 / 143650175050 / 137350181350 / 131050
Equity Limits for FTSE and Ibovespa
As of Trade Date: 03/25/2019
ContractsReference Price5% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1H0) 695050731050 /
659050
E-mini FTSE 100 Index (GBP) Futures (FT1M0) 688550724550 /
652550
E-mini FTSE 100 Index (GBP) Futures (FT1M9) 713250749250 /
677250
E-mini FTSE 100 Index (GBP) Futures (FT1U9) 708000744000 /
672000
E-mini FTSE 100 Index (GBP) Futures (FT1Z9) 701500737500 /
665500
E-mini FTSE China 50 Index Futures (FT5H0) 2038521390 /
19380
E-mini FTSE China 50 Index Futures (FT5M0) 2045021455 /
19445
E-mini FTSE China 50 Index Futures (FT5M9) 2018521190 /
19180
E-mini FTSE China 50 Index Futures (FT5U9) 2025021255 /
19245
E-mini FTSE China 50 Index Futures (FT5Z9) 2031521320 /
19310
E-mini FTSE Developed Europe Index Futures (DVEH0) 2331524535 /
22095
E-mini FTSE Developed Europe Index Futures (DVEM0) 2302524245 /
21805
E-mini FTSE Developed Europe Index Futures (DVEM9) 2417525395 /
22955
E-mini FTSE Developed Europe Index Futures (DVEU9) 2389525115 /
22675
E-mini FTSE Developed Europe Index Futures (DVEZ9) 2360524825 /
22385
E-mini USD Denominated FTSE 100 Index Futures (FTUH0) 104150109300 /
99000
E-mini USD Denominated FTSE 100 Index Futures (FTUM0) 104430109580 /
99280
E-mini USD Denominated FTSE 100 Index Futures (FTUM9) 103330108480 /
98180
E-mini USD Denominated FTSE 100 Index Futures (FTUU9) 103600108750 /
98450
E-mini USD Denominated FTSE 100 Index Futures (FTUZ9) 103880109030 /
98730
USD-Denominated Ibovespa Index Futures (IBVJ9) 93842103225 /
84460
USD-Denominated Ibovespa Index Futures (IBVM9) 94677104140 /
85210
USD-Denominated Ibovespa Index Futures (IBVQ9) 95647105210 /
86085
USD-Denominated Ibovespa Index Futures (IBVV9) 96665106330 /
87000

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