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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
JUN 16 1,600,215 0 2,980 1,603,195 0 1,740 1,240 0 0 0 2,921,127 30,148
SEP 16 8,970 0 0 8,970 0 0 0 0 0 0 44,611 566
DEC 16 433 0 0 433 0 0 0 0 0 0 8,128 94
MAR 17 15 0 0 15 0 0 0 0 0 0 70 11
JUN 17 1 0 0 1 0 0 0 0 0 0 10 -1
Totals 1,609,634 0 2,980 1,612,614 0 1,740 1,240 0 0 0 2,973,946 30,818

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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