ES option bid/ask size

Discussion in 'Options' started by just21, Oct 11, 2005.

  1. just21

    just21

    CME E-mini Equity Index Options Total Volume Exceeds 4 Million

    CHICAGO, Nov. 23, 2005 — CME, the world’s largest and most diverse financial exchange, today reported that year-to-date trading volume in its CME® E-mini® equity index options exceeded four million at 4,006,366 contracts as of yesterday. This represents a 727 percent increase over the total of 487,727 CME E-mini equity index options traded in 2004.

    CME offers options on three CME E-mini futures, CME E-mini S&P 500® futures, CME E-mini Russell 2000® and CME E-mini NASDAQ-100® futures contracts. As of Nov. 22, 2005, year-to-date volume for each contract was:

    * CME E-mini S&P 500 3,786,905 options
    * CME E-mini Russell 2000 132,850 options
    * CME E-mini NASDAQ-100 86,611 options

    On Oct. 5, CME E-mini S&P 500 options reached a new one-day volume record with 107,985 contracts traded. On Oct. 20, options on CME E-mini NASDAQ-100 futures, which launched Nov. 21, 2004, achieved a daily volume record of 3,537 contracts traded. Also, on Oct. 9, CME added mass quoting capabilities and enhanced market maker protections for CME equity options traded on the CME® Globex® electronic trading platform. All CME E-mini equity options trade exclusively on this platform.
     
    #21     Dec 8, 2005
  2. This is definitely THE "hot" product @ the CME.

    Surprised I havent looked at it. The volume growth is impressive. Hope it keeps up!


    Thanks for posting.
     
    #22     Dec 23, 2005
  3. S&P 500 Emini Option Volume Growth
     
    #23     Dec 23, 2005