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E-mini S&P 500 Volume

Month Volume Deliveries Open Interest
Venue Detail Trade Type Detail At Close Change
Globex Open Outcry PNT / ClearPort Total Volume Block Trades EFP EFR EFS TAS
MAR 17 1,545,577 0 6,382 1,551,959 3,757 2,625 0 0 0 0 2,997,573 17,213
JUN 17 10,800 0 0 10,800 0 0 0 0 0 0 96,077 3,087
SEP 17 129 0 0 129 0 0 0 0 0 0 797 24
DEC 17 17 0 0 17 0 0 0 0 0 0 81 2
MAR 18 0 0 0 0 0 0 0 0 0 0 7 0
Totals 1,556,523 0 6,382 1,562,905 3,757 2,625 0 0 0 0 3,094,535 20,326

Option Types

About E-mini S&P 500

An electronically traded futures contract one fifth the size of standard S&P futures, E-mini S&P 500 futures and options are based on the underlying Standard & Poor’s 500 stock index. Made up of 500 individual stocks representing the market capitalizations of large companies, the S&P 500 Index is a leading indicator of large-cap U.S. equities.