In July 2019--its third month of trading--volume in the four Micro
E-mini futures, based on the S&P 500, Nasdaq-100, Russell 2000 and Dow Jones Industrial indexes, averaged 483,323 contracts a day, according to CME data.
The benchmark S&P 500
e-mini futures dropped 0.82% to the lowest the contract has traded since early March.
E-Mini futures for the S&P 500 started firmer but were last down 0.1 percent.
S&P 500 Index
e-mini futures were up 0.6 percent, suggesting the benchmark index was on track to open the week back near record territory.
E-Mini futures for the SandP 500 lost 0.3 percent and FTSE futures slid 0.8 percent.
shares, FTSE futures inched up 0.2 percent while S&P
e-mini futures and Dow minis were also a touch firmer.
E-mini futures on the Standard & PoorA's 500 Index rose 0.3 percent after the underlying gauge lost just 0.4 percent on Monday.
S&P 500
E-mini futures expiring in June were little changed after the index gained 0.4 per cent last week.
S&P 500
E-mini futures volume was below the 1.52 million daily average of the past year on every day this week except Tuesday.
S&P
E-mini futures dipped 0.3 percent in Asian trade on Wednesday after the Standard & Poor's 500 Index posted modest losses in the previous session.
A crucial part of the puzzle is a large sell trade of
E-mini futures contracts by buy-side firm Waddell and Reed.