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 09/25/2018 1,972,292 09/24/2018 2,327,554 09/21/2018 3,011,268 09/20/2018 3,619,681 09/19/2018 3,725,529 Trade Date F&O Open Interest 09/25/2018 9,110,969 09/24/2018 9,004,112 09/21/2018 9,970,356 09/20/ ,413,704 09/19/ ,198,115 "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 s Volume: Last 5 Trade Days All S&P 500 s Open Interest: Last 5 Trade Days s s 09/25/ , , % 62.65% 308,542 09/24/ , , % 64.48% 407,674 09/21/ , , % 60.88% 630,384 09/20/ , , % 59.17% 745,242 09/19/ , , % 69.40% 578,393 s s 09/25/2018 1,539,627 2,999, % 66.08% 4,539,142 09/24/2018 1,514,680 2,942, % 66.02% 4,456,909 09/21/2018 1,483,754 2,867, % 65.90% 4,351,389 09/20/2018 1,823,222 3,928, % 68.30% 5,751,897 09/19/2018 1,794,846 3,786, % 67.84% 5,581,375 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: 25/09/2018 Symbol Volume Volume s s E5C & E5A ES 19,008 28, % 60.10% 47,644 EW 33,665 41, % 55.45% 75,561 EW1,E1C & E1A 14,648 21, % 59.09% 35,804 EW2,E2C & E2A 3,626 11, % 75.29% 14,674 EW3,E3C & E3A 31,127 57, % 64.93% 88,757 EW4,E4C & E4A 11,693 19, % 62.25% 30, , , % 61.23% 293,413 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: 25/09/2018 Symbol Volume Volume s s EV 624 6, % 91.69% 7,507 EV1,S1C & S1A 400 3, % 90.32% 4,134 EV2,S2C & S2A % 8.16% 245 EV3,S3C & S3A % 99.26% 940 EV4,S4C & S4A % 0.00% 0 S5C & S5A SP 203 2, % 91.19% 2,303 1,459 13, % 90.36% 15,129 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 s On 09/25/2018 Top s Products On: 09/25/2018 Top Traded Strikes for Select Products Traded On: 09/25/2018 Product Short Desc Month Volume EW EOM EW3 O P OCT18 30,440 EOM EMINI S&P P SEP18 29,183 EOM EMINI S&P C SEP18 24,878 EW EOM EW3 O C OCT18 23,429 EW EOM EW3 O P NOV18 21,824 EOW1 MINI S&P P OCT18 18,275 MDW MID E4C O P SEP18 17,316 EMINI S&P PUT DEC18 15,728 EMINI S&P CALL DEC18 12,182 EOW1 MINI S&P C OCT18 11,476 EOW2 MINI S&P P OCT18 11,048 MDW MID E4C O C SEP18 10,436 EW EOM EW3 O C NOV18 6,645 EMINI S&P PUT MAR19 6,567 EOM EMINI S&P P OCT18 5,752 ES s Month Strike Volume EMINI S&P PUT SEP ,506 EMINI S&P PUT MAR ,099 EMINI S&P CALL DEC ,738 EMINI S&P CALL MAR ,590 EMINI S&P PUT DEC ,454 Weeklies EW1,2,3 & 4 Month Strike Volume EW EOM EW3 O C OCT ,501 EW EOM EW3 O C OCT ,448 EW EOM EW3 O P OCT ,352 EW EOM EW3 O P JAN ,304 EW EOM EW3 O P OCT ,787 EOM s Month Strike Volume EOM EMINI S&P C SEP ,842 EOM EMINI S&P C SEP ,000 EOM EMINI S&P C SEP ,069 EOM EMINI S&P P SEP ,022 EOM EMINI S&P C SEP ,214 SP s Month Strike Volume S&P 500 PUT DEC ,000 S&P 500 CALL MAR S&P 500 PUT MAR S&P 500 CALL DEC Weeklies EV1,2,3 & 4 Month Strike Volume EOW1 S&P 500 P OCT ,275 EOW1 S&P 500 P OCT EV EOM EV3 O P OCT EOW1 S&P 500 P OCT YP s Month Strike Volume SP EFLEX CALL MAR 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 s on Trade Date: 25/09/2018 Symbol OI OI s s E5C & E5A ES 541,188 1,030, % 65.57% 1,571,684 EW 481, , % 62.95% 1,300,039 EW1,E1C & E1A 57, , % 73.10% 212,866 EW2,E2C & E2A 27,865 62, % 69.09% 90,135 EW3,E3C & E3A 305, , % 69.09% 988,010 EW4,E4C & E4A 13,900 15, % 53.07% 29,616 1,427,365 2,764, % 65.95% 4,192,350 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 s on Trade Date: 25/09/2018 Symbol OI OI s s EV 28,622 99, % 77.62% 127,916 EV1,S1C & S1A 835 8, % 90.92% 9,194 EV2,S2C & S2A 1,067 1, % 56.07% 2,429 EV3,S3C & S3A 45,949 48, % 51.14% 94,033 EV4,S4C & S4A % 50.00% 270 S5C & S5A SP 14,895 15, % 51.72% 30,854 91, , % 65.43% 264,696 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 s on Trade Date: 25/09/2018 Top Open Interest Products On: 09/25/2018 Top Open Interest by Strike On: 09/25/2018 Product Short Desc Month Open Interest OI Diff EMINI S&P PUT DEC18 587, EOM EMINI S&P P SEP18 409, EW EOM EW3 O P OCT18 388, EMINI S&P PUT MAR19 309, EMINI S&P CALL DEC18 302, EW EOM EW3 O P NOV18 265, EOM EMINI S&P C SEP18 183, EW EOM EW3 O C OCT18 180, EMINI S&P CALL MAR19 177, EOM EMINI S&P P OCT18 158, EOW1 MINI S&P P OCT18 133, EMINI S&P PUT JUN19 127, EOM EMINI S&P C OCT18 115, EOM EMINI S&P P NOV18 112, EW EOM EW3 O C NOV18 111, ES s Month Strike OI OI Diff EMINI S&P PUT DEC ,585 UNCHG EMINI S&P PUT MAR ,513 UNCHG EMINI S&P PUT DEC , EMINI S&P CALL DEC ,326 UNCHG EMINI S&P PUT DEC , Weeklies EW1,2,3 & 4 Month Strike OI OI Diff EW EOM EW3 O P OCT , EW EOM EW3 O P OCT , EW EOM EW3 O P NOV ,742 2 EW EOM EW3 O P NOV ,353 UNCHG EW EOM EW3 O C NOV ,900 UNCHG EOM s Month Strike OI OI Diff EOM EMINI S&P P NOV ,739 UNCHG EOM EMINI S&P P SEP , EOM EMINI S&P C OCT ,798 4 EOM EMINI S&P P SEP , EOM EMINI S&P C OCT ,939 2 SP s Month Strike OI OI Diff S&P 500 CALL DEC ,257 UNCHG S&P 500 PUT DEC , S&P 500 PUT DEC ,010 UNCHG S&P 500 CALL DEC ,003 UNCHG Weeklies EV1,2,3 & 4 Month Strike OI OI Diff EV EOM EV3 O P NOV ,006 UNCHG EV EOM EV3 O P OCT ,130-6 EV EOM EV3 O C OCT ,695 UNCHG EV EOM EV3 O C NOV ,200 UNCHG EV EOM EV3 O C OCT ,113-1 YP s Month Strike OI OI Diff SP EFLEX CALL DEC , SP EFLEX CALL MAR 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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