Volume & Open Interest

Discussion in 'Index Futures' started by milstar, Aug 10, 2005.

  1. milstar



    Belov are approx. Monday Volume and Open interes

    volume open interes
    CL 284k 876k
    ZN 563k 2000k
    ED 1054k 7860k
    EC 69k 144k
    SP 27k 648k monthly of options approx 800k
    ES 500k appr 1005k monthly of options lower 200k
    LFT 58k 475k
    GMCT 40k 548k
    DEX 425k 1591k

    100 operators ,which buyed and selled 25 ES in 15 minuts
    for 6 hours have made near 25% volume of ES .
    Are some from this 100 present in 38.7k community of

    If yes ,please can compare different relation of O.I. to Volume
    by ES with SP . ES more for speculative ,SP more for
    fundamental interess and options market making ?

    What is different to trade ES and SP intraday ?

    Author would very pleased for answer .