Asset Class Navigation

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 1,110,770 0 1,222 1,111,992 822 400 0 0 0 0 2,792,871 1,505
JUN 17 1,892 0 0 1,892 0 0 0 0 0 0 19,445 319
SEP 17 7 0 0 7 0 0 0 0 0 0 170 2
DEC 17 1 0 0 1 0 0 0 0 0 0 89 1
MAR 18 0 0 0 0 0 0 0 0 0 0 1 0
Totals 1,112,670 0 1,222 1,113,892 822 400 0 0 0 0 2,812,576 1,827

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.