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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 1,653,967 0 5,813 1,659,780 500 2,211 3,102 0 0 0 2,880,648 -5,293
MAR 17 1,302 0 0 1,302 0 0 0 0 0 0 6,109 -46
JUN 17 105 0 0 105 0 0 0 0 0 0 571 0
SEP 17 25 0 0 25 0 0 0 0 0 0 17 7
DEC 17 17 0 0 17 0 0 0 0 0 0 17 17
Totals 1,655,416 0 5,813 1,661,229 500 2,211 3,102 0 0 0 2,887,362 -5,315

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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