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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
DEC 16 1,089,131 0 1,450 1,090,581 1,150 300 0 0 0 0 2,097,679 -363,778
MAR 17 1,606,287 0 2,855 1,609,142 2,855 0 0 0 0 0 1,153,284 466,409
JUN 17 523 0 0 523 0 0 0 0 0 0 5,950 -114
SEP 17 4 0 0 4 0 0 0 0 0 0 36 -2
DEC 17 0 0 0 0 0 0 0 0 0 0 30 0
Totals 2,695,945 0 4,305 2,700,250 4,005 300 0 0 0 0 3,256,979 102,515

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.