Product Code |
Bloomberg Ticker |
Oct ADV |
YTD ADV* |
Open Interest |
|
---|---|---|---|---|---|
Total |
5,360,713 |
5,380,928 |
8,786,755 |
||
S&P 500 |
3,109,260 |
3,110,062 |
7,018,792 |
||
Futures |
2,238,190 |
2,440,486 |
3,064,622 |
||
E-mini |
ES |
ESA Index |
1,355,345 |
1,545,095 |
2,432,923 |
Micro E-mini |
MES |
HWA Index |
848,835 |
854,305 |
121,402 |
Standard |
SP |
SPA Index |
18 |
2,272 |
380 |
BTIC |
EST |
STEA Index |
28,543 |
31,541 |
- |
BTIC+ |
ES1, ES2 |
ES1BTIC yyyymmdd Index |
- |
2 |
- |
Dividend futures |
SDA, SDI |
ASDA, ISDA Index |
3,219 |
3,098 |
251,335 |
Total Return futures |
TRI, CTR |
SRTA, CTIA Index |
1,543 |
3,091 |
252,916 |
TACO |
ESQ |
TQA Index |
83 |
127 |
- |
TACO+ |
EQ1 |
EQ1TACO yyyymmdd Index |
- |
- |
|
E-mini ESG |
ESG |
SLBA Index |
604 |
955 |
5,666 |
Options |
871,069 |
669,576 |
3,954,170 |
||
E-mini |
860,093 |
650,321 |
3,908,980 |
||
End-of-month |
EW |
SCA Index |
155,569 |
95,274 |
555,526 |
Quarterlies |
ES |
ESA Index |
89,539 |
108,053 |
1,335,377 |
Weekly (M, W, F) |
EW1 - EW4 |
1EA-4EA Index |
614,985 |
446,993 |
2,018,077 |
Micro E-mini |
10,976 |
7,450 |
45,190 |
||
End-of-month |
EX |
HWOA Index |
3,418 |
1,839 |
9,859 |
Quarterlies |
MES |
HWAA Index |
6,429 |
4,276 |
17,879 |
Weekly |
EX1-EX4 |
HXS1-HXS4 Index |
1,128 |
1,336 |
17,452 |
Standard |
- |
11,805 |
- |
||
End-of-month |
EV |
EVA Index |
- |
1,375 |
- |
Flex |
XP, YP |
- |
- |
- |
|
Quarterlies |
SP |
SPA Index |
- |
922 |
- |
Weekly (M, W, F) |
EV1 - EV4 |
1DA-4DA |
- |
9,508 |
- |
NASDAQ |
1,499,644 |
1,501,644 |
509,924 |
||
Futures |
1,465,754 |
1,471,221 |
339,214 |
||
E-mini |
NQ |
NQA Index |
529,550 |
543,466 |
255,936 |
Micro E-mini |
MNQ |
HWB Index |
932,688 |
924,289 |
83,278 |
BTIC |
NQT |
QNTA Index |
3,516 |
3,466 |
- |
Options |
33,890 |
30,423 |
170,710 |
||
E-mini |
31,871 |
28,829 |
164,960 |
||
Micro E-mini |
2018 |
1,594 |
5,750 |
||
End-Of-Month |
MQE |
HIWA Index |
169 |
268 |
2,102 |
Quarterlies |
MNQ |
HWBA Index |
1,377 |
963 |
2,725 |
Weekly |
MQ1-MQ4 |
HWY1-HWY4 Index |
472 |
363 |
923 |
DOW JONES |
319,594 |
305,001 |
140,822 |
||
Futures |
319,441 |
304,919 |
138,783 |
||
E-mini |
YM |
DMA Index |
173,272 |
174,385 |
110,881 |
Micro E-mini |
MYM |
HWI Index |
145,550 |
129,537 |
83,278 |
BTIC |
YMT |
YMTA Index |
619 |
998 |
- |
Options |
153 |
81 |
2,039 |
||
E-mini |
153 |
81 |
2,039 |
||
Russell 2000 |
315,725 |
353,900 |
541,332 |
||
Futures |
309,922 |
348,197 |
491,207 |
||
E-mini |
RTY |
RTYA Index |
166,996 |
195,144 |
459,646 |
Micro E-mini |
M2K |
HWR Index |
139,996 |
149,942 |
31,561 |
BTIC |
RLT |
RLBA Index |
2,930 |
3,111 |
- |
Options |
5,803 |
5,703 |
25,948 |
||
E-mini |
5,803 |
5,703 |
25,948 |
||
S&P 400 - MIDCAP |
12,034 |
12,499 |
40,361 |
||
Futures |
12,034 |
12,499 |
40,361 |
||
E-mini |
ME |
FAA Index |
12,034 |
12,499 |
40,361 |
INTERNATIONAL |
45,947 |
38,694 |
70,532 |
||
Futures |
45,947 |
38,694 |
70,532 |
||
Nikkei 225 |
ENY, N1, NK |
YMEA, NXA, NHA Index |
45,658 |
38,572 |
70,290 |
Ibovespa |
IBV |
IBAA Index |
18 |
11 |
56 |
TOPIX |
TPY |
TPYA Index |
270 |
111 |
186 |
SECTORS |
10,615 |
16,552 |
229,521 |
||
Futures |
10,615 |
16,552 |
229,521 |
||
Comm. Srvcs. |
XAZ |
XASA Index |
95 |
188 |
3,783 |
Cons. Discr. |
XAY |
IXYA Index |
465 |
574 |
4,592 |
Cons. Staples |
XAP |
IXRA Index |
1,223 |
1,750 |
23,899 |
Energy |
XAE |
IXPA Index |
1,400 |
2,440 |
31,429 |
Financial |
XAF |
IXAA Index |
1,365 |
3,019 |
35,052 |
Health Care |
XAV |
IXCA Index |
1,336 |
1,212 |
21,530 |
Industrial |
XAI |
IXIA Index |
358 |
1,190 |
14,112 |
Materials |
XAB |
IXDA Index |
444 |
663 |
10,408 |
Real Estate |
XAR |
XARA Index |
192 |
431 |
6,535 |
Technology |
XAK |
IXTA Index |
438 |
746 |
12,080 |
Utilities |
XAU |
IXSA Index |
1,362 |
1,550 |
23,522 |
Dow Jones Real Estate |
JR |
DJEA Index |
1,933 |
2,788 |
42,300 |
Nasdaq Biotech |
BQ |
DBA Index |
4 |
1 |
279 |
FTSE |
7 |
3 |
12 |
||
Futures |
7 |
3 |
12 |
||
FTSE China 50 |
FT5 |
FCYA Index |
7 |
3 |
12 |
Russell 1000 |
1,012 |
2,183 |
44,437 |
||
Futures |
1,012 |
2,183 |
44,437 |
||
Russell 1000 |
RS1 |
RSYA Index |
265 |
523 |
14,160 |
Russell 1000 Growth |
RSG |
RGYA Index |
127 |
239 |
3,376 |
Russell 1000 Value |
RSV |
RVYA Index |
620 |
1,422 |
26,901 |
Cryptocurrency |
45,418 |
35,497 |
84,483 |
||
Futures |
45,350 |
35,430 |
82,890 |
||
Bitcoin |
BTC |
BTCA Curncy |
12,713 |
10,296 |
15,207 |
Micro Bitcoin |
MBT |
BMRA Curncy |
27,177 |
21,483 |
62,422 |
Ether |
ETH |
DCRA Curncy |
5,460 |
3,651 |
5,261 |
Options |
68 |
67 |
1,593 |
||
Bitcoin |
BTC |
BTCA Curncy |
68 |
67 |
1,593 |
Other US Indices |
1,457 |
4,892 |
106,539 |
||
Futures |
2,491 |
5,111 |
108,071 |
*Through October 31, 2021
View more information on Micro E-mini futures.
Adjusted Interest Rate (AIR) Total Return futures expansion:
Explore CME Group's suite of Equity Index products on U.S. and International Indices, Select Sectors, and Options on Futures.
Join our webinar on December 7 to learn the fundamentals behind Micro Ether futures and how to get started with this new smaller-sized contract.
See why market participants continue to turn to the deep, around-the-clock liquidity of E-mini S&P 500 (ES) options, averaging nearly 650K contracts traded daily year to date.
Read our latest research article to understand the key features of E-mini S&P 500 (ES) options blocks and learn how to get started.
Equity block trading continues to gain momentum with over 1.5M ES options have traded via blocks since June with September ADV reaching a new record of 49.3K contracts.