​The Ascent Of Short-Dated E-mini Options At CME

Aug 4, 2015

Volatility in the U.S. equity market this year has been very low. Notwithstanding the lower volume in the listed derivatives markets, trading of CME Group’s E-mini S&P 500 options on futures have seen significant growth. To date, E-mini S&P 500 options have seen a 16 percent increase over the same period last year. Much of the growth has been driven by CME Group innovation—shorter-dated options. Weekly options expirations have seen 24 percent growth in the same period, and they currently constitute 28 percent of overall E-mini S&P 500 options volume.

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