Daily volume on e-minis?

Discussion in 'Index Futures' started by zorak, Sep 28, 2002.

  1. zorak


    I've done searches, and looked on the cme site, but
    I can't decipher what I'm looking at. What is the
    daily volume, during regular trading hous, of ES and NQ?

    If anyone has an answer, or a link to an explanation
    for the figures on the cme report, I'd much appreciate it.

  2. Aaron


    "Regular trading hours" is a term the CME made up to distinguish the open outcry session hours from the overnight Globex session hours for the contracts that trade in both, like the big SP, big ND, Eurodollars, etc. The e-minis only trade on Globex so they don't have "regular trading hours".

    The e-minis trade from 3:45pm to 3:15pm the next day during the week. Their dailiy volumes are posted on the CME website if you want the exact numbers. Roughly the ES trades about 700k contracts and the NQ, 300k, IIRC.