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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 1,606,150 0 2,885 1,609,035 2,793 92 0 0 0 0 2,935,127 2,057
DEC 16 5,136 0 0 5,136 0 0 0 0 0 0 28,053 2,777
MAR 17 29 0 0 29 0 0 0 0 0 0 797 6
JUN 17 0 0 0 0 0 0 0 0 0 0 319 0
Totals 1,611,315 0 2,885 1,614,200 2,793 92 0 0 0 0 2,964,296 4,840

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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