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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
SEP 16 2,980,364 0 40,651 3,021,015 1,500 16,463 22,688 0 0 0 2,990,256 53,965
DEC 16 4,677 0 0 4,677 0 0 0 0 0 0 11,542 106
MAR 17 358 0 0 358 0 0 0 0 0 0 341 180
JUN 17 16 0 0 16 0 0 0 0 0 0 211 6
Totals 2,985,415 0 40,651 3,026,066 1,500 16,463 22,688 0 0 0 3,002,350 54,257

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. 

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