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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 2,529,816 0 5,866 2,535,682 4,916 950 0 0 0 0 2,944,282 5,425
DEC 16 18,323 0 0 18,323 0 0 0 0 0 0 75,229 7,476
MAR 17 71 0 0 71 0 0 0 0 0 0 859 4
JUN 17 10 0 0 10 0 0 0 0 0 0 322 -5
SEP 17 2 0 0 2 0 0 0 0 0 0 3 2
Totals 2,548,222 0 5,866 2,554,088 4,916 950 0 0 0 0 3,020,695 12,902

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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