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E-Mini Index Futures:
Volume Summary
(Data is for the most active trading hours, i.e., between 9:30 and 16:15 EST)
(This page is automatically refreshed every 5
minutes).
We are the only provider of combined futures
volume data for e-mini index futures.
Combined volume and open interest are
calculated as a total of all available expiration series (not simply as the
sum of the 2 expiration series shown in the tables below).
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Updated as of Friday, July 30, 2010 00:00
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| Russell 2000 Emini index futures. Expiration date: Thursday, September 16, 2010 |
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| Symbol |
Last |
Change |
Open |
High |
Low |
Volume |
 |
 |
 |
 |
 |
 |
 |
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TFS (TFSU0) |
648.30 |
0.60 |
639.80 |
650.40 |
636.90 |
46,599 |
| Russell 2000 Eminii (next exp) index futures. Expiration date: Thursday, December 16, 2010 |
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| Symbol |
Last |
Change |
Open |
High |
Low |
Volume |
 |
 |
 |
 |
 |
 |
 |
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TFSn (TFSZ0) |
644.20 |
1.10 |
639.80 |
644.20 |
639.80 |
5 |
| S&P 500 Emini index futures. Expiration date: Thursday, September 16, 2010 |
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| Symbol |
Last |
Change |
Open |
High |
Low |
Volume |
 |
 |
 |
 |
 |
 |
 |
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ES (ESU0) |
1,094.50 |
2.50 |
1,086.50 |
1,096.50 |
1,084.50 |
511,954 |
| S&P 500 Emini (next exp) index futures. Expiration date: Thursday, December 16, 2010 |
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| Symbol |
Last |
Change |
Open |
High |
Low |
Volume |
 |
 |
 |
 |
 |
 |
 |
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ESn (ESZ0) |
1,090.00 |
2.50 |
1,081.00 |
1,091.00 |
1,080.00 |
120 |
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