it's dollar amount

来源: 于 2019-03-23 22:33:01 [旧帖] [给我悄悄话] 本文已被阅读：次

The notional value of one contract is 50 times the value of the S&P 500 stock index. On last Friday, S&P 500 cash index closed at 2,800, making each E-mini contract a 50 * 2,800 = $140,000 bet.

If the average volume is 1.6~2M, the implied dollar value of ES mini is 1.6~2M * $140K.  If you add the original (big) S&P contract,  > $100B are traded every day.