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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
MAR 16 2,790,208 0 2,000 2,792,208 0 0 2,000 0 0 0 3,010,865 -2,663
JUN 16 10,959 0 0 10,959 0 0 0 0 0 0 58,103 5,171
SEP 16 216 0 0 216 0 0 0 0 0 0 6,797 37
DEC 16 25 0 0 25 0 0 0 0 0 0 430 1
MAR 17 0 0 0 0 0 0 0 0 0 0 1 0
Totals 2,801,408 0 2,000 2,803,408 0 0 2,000 0 0 0 3,076,196 2,546

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.