Equities Market Overview

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1 Equities Market Overview Equity F&O Volume: Last 5 Trade Days Equity F&O Open Interest: Last 5 Trade Days Trade Date F&O Volume 06/29/2018 3,139,989 06/28/2018 3,279,544 06/27/2018 4,020,200 06/26/2018 2,776,321 06/25/2018 4,657,183 Trade Date F&O Open Interest 06/29/2018 8,187,324 06/28/2018 8,771,255 06/27/2018 8,614,080 06/26/2018 8,556,497 06/25/2018 8,403,643 "The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 1 of 8

2 Equities Market Update: Market Overview All S&P 500 Volume: Last 5 Trade Days All S&P 500 Open Interest: Last 5 Trade Days 06/29/ , , % 71.52% 521,391 06/28/ , , % 66.02% 549,517 06/27/ , , % 71.55% 731,217 06/26/ , , % 71.49% 493,744 06/25/ , , % 72.82% 1,079,184 06/29/2018 1,041,264 2,577, % 71.23% 3,618,846 06/28/2018 1,221,997 3,050, % 71.40% 4,272,083 06/27/2018 1,183,811 2,961, % 71.45% 4,145,777 06/26/2018 1,168,529 2,919, % 71.42% 4,088,326 06/25/2018 1,142,877 2,803, % 71.04% 3,946,368 The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 2 of 8

3 Equities Market Update: Market Overview VOLUME: ES: E-mini SP 500 options ($50 multiplier) on Trade Date: 29/06/2018 Symbol Volume Volume E5C & E5A ES 18,501 47, % 71.77% 65,537 EW 59, , % 62.97% 160,058 EW1,E1C & E1A 17,208 98, % 85.12% 115,653 EW2,E2C & E2A 6,472 14, % 69.81% 21,438 EW3,E3C & E3A 33,216 79, % 70.50% 112,607 EW4,E4C & E4A 3,010 5, % 64.75% 8, , , % 71.54% 483,832 The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 3 of 8

4 Equities Market Update: Market Overview VOLUME: SP: Standard 500 options ($250 multiplier) Trade Date: 29/06/2018 Symbol Volume Volume EV 3,225 1, % 38.09% 5,209 EV1,S1C & S1A 1,945 17, % 90.10% 19,655 EV2,S2C & S2A % 1.96% 510 EV3,S3C & S3A 2,945 5, % 66.56% 8,808 EV4,S4C & S4A % 50.00% 314 S5C & S5A SP 2, % 32.52% 3,063 10,839 26, % 71.14% 37,559 The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 4 of 8

5 Equities Market Update: Market Overview Top S&P 500 On 06/29/2018 Top Products On: 06/29/2018 Top Traded Strikes for Select Products Traded On: 06/29/2018 Product Short Desc Month Volume EOM EMINI S&P P JUN18 85,214 EOW1 MINI S&P P JUL18 75,023 EOM EMINI S&P C JUN18 51,763 MMW MID E1A O P JUL18 49,660 EW EOM EW3 O P JUL18 47,819 EW EOM EW3 O P AUG18 29,187 EMINI S&P PUT SEP18 24,108 MDW MID E1C O P JUL18 21,598 EW EOM EW3 O C JUL18 20,666 EOW1 S&P 500 P JUL18 17,710 EOW2 MINI S&P P JUL18 14,600 MMW MID E1A O C JUL18 14,204 EOW1 MINI S&P C JUL18 13,202 EMINI S&P CALL SEP18 12,459 EMINI S&P PUT DEC18 12,207 ES Month Strike Volume EMINI S&P CALL SEP ,302 EMINI S&P PUT MAR ,046 EMINI S&P PUT DEC ,003 EMINI S&P PUT SEP ,875 EMINI S&P PUT SEP ,675 Weeklies EW1,2,3 & 4 Month Strike Volume EOW1 MINI S&P P JUL ,537 EOW1 MINI S&P P JUL ,469 EW EOM EW3 O P JUL ,079 EOW1 MINI S&P P JUL ,571 EW EOM EW3 O P AUG ,564 EOM Month Strike Volume EOM EMINI S&P P JUN ,037 EOM EMINI S&P P JUN ,194 EOM EMINI S&P P JUN ,054 EOM EMINI S&P C JUN ,631 EOM EMINI S&P C JUN ,522 SP Month Strike Volume S&P 500 CALL SEP ,200 S&P 500 CALL SEP S&P 500 PUT SEP S&P 500 PUT SEP S&P 500 PUT SEP Weeklies EV1,2,3 & 4 Month Strike Volume EOW1 S&P 500 P JUL ,300 EOW1 S&P 500 P JUL ,700 EV EOM EV3 O C AUG ,050 EV EOM EV3 O P JUL ,600 EOW1 S&P 500 P JUL ,110 YP Month Strike Volume SP EFLEX CALL DEC The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 5 of 8

6 Equities Market Update: Market Overview OI: - Breakdown for E-mini S&P 500 on Trade Date: 29/06/2018 Symbol OI OI E5C & E5A ES 369,057 1,128, % 75.36% 1,497,539 EW 190, , % 64.03% 529,774 EW1,E1C & E1A 66, , % 78.98% 318,281 EW2,E2C & E2A 29,270 79, % 73.09% 108,789 EW3,E3C & E3A 311, , % 67.81% 968,784 EW4,E4C & E4A 17,576 31, % 63.90% 48, ,200 2,486, % 71.62% 3,471,853 The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 6 of 8

7 Equities Market Update: Market Overview OI: - Breakdown for SP-Standard S&P 500 on Trade Date: 29/06/2018 Symbol OI OI EV 9,257 21, % 69.61% 30,464 EV1,S1C & S1A 9,137 53, % 85.43% 62,694 EV2,S2C & S2A 1, % 30.16% 2,745 EV3,S3C & S3A 28,710 52, % 64.44% 80,733 EV4,S4C & S4A % 54.81% 675 S5C & S5A SP 17,538 23, % 57.62% 41,382 66, , % 69.43% 218,693 The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 7 of 8

8 Equities Market Update: Market Overview OPEN INTEREST: Top Equity on Trade Date: 29/06/2018 Top Open Interest Products On: 06/29/2018 Top Open Interest by Strike On: 06/29/2018 Product Short Desc Month Open Interest OI Diff EMINI S&P PUT SEP18 505, EW EOM EW3 O P JUL18 387, EMINI S&P PUT DEC18 344, EW EOM EW3 O P AUG18 231, EW EOM EW3 O C JUL18 188, EMINI S&P CALL SEP18 181, EOW1 MINI S&P P JUL18 179, EMINI S&P PUT MAR19 174, EOM EMINI S&P P JUL18 162, EMINI S&P CALL DEC18 108, EW EOM EW3 O C AUG18 107, EMINI S&P PUT JUN19 104, EOM EMINI S&P C JUL18 86, EOM EMINI S&P P AUG18 81, EMINI S&P CALL MAR19 73, ES Month Strike OI OI Diff EMINI S&P PUT DEC ,557 UNCHG EMINI S&P PUT SEP ,432 UNCHG EMINI S&P PUT SEP , EMINI S&P PUT SEP , EMINI S&P PUT DEC , Weeklies EW1,2,3 & 4 Month Strike OI OI Diff EW EOM EW3 O C AUG ,271 6 EW EOM EW3 O P JUL , EW EOM EW3 O C JUL , EW EOM EW3 O P AUG , EW EOM EW3 O P JUL , EOM Month Strike OI OI Diff EOM EMINI S&P P JUL , EOM EMINI S&P C JUL , EOM EMINI S&P C JUL ,243-5 EOM EMINI S&P P JUL ,929 1 EOM EMINI S&P C AUG ,561 7 SP Month Strike OI OI Diff S&P 500 PUT SEP ,016 UNCHG S&P 500 PUT SEP ,900 UNCHG S&P 500 CALL SEP ,579 6 S&P 500 PUT SEP ,153 UNCHG S&P 500 CALL SEP ,000 UNCHG Weeklies EV1,2,3 & 4 Month Strike OI OI Diff EOW1 S&P 500 P JUL , EV EOM EV3 O P AUG ,320 UNCHG EOW1 S&P 500 P JUL , EV EOM EV3 O C AUG ,600 UNCHG EV EOM EV3 O C JUL , YP Month Strike OI OI Diff SP EFLEX CALL SEP ,167 UNCHG SP EFLEX CALL DEC UNCHG The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 8 of 8

9 All data as of the date of the report, except where otherwise noted. The information within this brochure has been complied by CME Group for general purposes only. CME Group assumes no responsibility for any errors or omissions. Although every attempt has been made to ensure the accuracy of the information within this presentation, CME Group assumes no responsibility for any errors or omissions. CME Group is the trademark of CME Group, Inc. The Globe logo, Globex, E-mini and CME are trademarks of Chicago Mercantile Exchange, Inc. CBOT is the trademark of the Board of Trade of the City of Chicago Inc. Standard & Poor s is a trademark of The McGraw-Hill Companies, Inc. and has been licensed for use by Chicago Mercantile Exchange Inc. All other trademarks are the property of their respective owners. All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME, CBOT, NYMEX and CME Group rules. Current rules should be consulted in all cases concerning contract specifications. This communication does not constitute a Prospectus, nor is it a recommendation to buy, sell or retain any specific investment or to utilise or refrain from utilising any particular service. This communication is for the exclusive use of Eligible Counterparties and Professional Clients only and must not be relied upon by Private Clients who should take independent financial advice. Circulation should be restricted accordingly. Chicago Mercantile Exchange Inc. is a Recognised Overseas Clearing House (ROCH) recognised by the Bank of England. Chicago Mercantile Exchange Inc., Board of Trade of the City of Chicago, and New York Mercantile Exchange, are Recognised Overseas Investment Exchanges (ROIEs) recognised by the Financial Conduct Authority. Issued by CME Marketing Europe Limited which is authorised and regulated by the Financial Conduct Authority CME Group. All rights reserved.

Equities Market Overview

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