Average S&P e-mini volume

Discussion in 'Index Futures' started by mrpace, Jan 6, 2004.

  1. mrpace


    Can anyone tell me what the average daily volume is/was for ES in each year from 1999-2003, or can tell me where to find this info?
  2. acrary


    Here's the average daily volume for each year:

    1999 - 43,463
    2000 - 76,100
    2001 - 158,325
    2002 - 463,386
    2003 - 638,392
  3. mrpace


    Thank you!
  4. Amazing numbers when you think about it. That is an average of 1580 contracts trading per minute in 2003, for every minute, every day of the year. That means those contracts have an underlying dollar value representing about $89 million per minute. That's a whole lot of money moving around.