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Non-Tech : S&P Midcap 400 Portfolio (^MID, MDY)

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To: Howard Bennett who wrote (152)11/16/2002 4:13:44 PM
From: Londo  Read Replies (1) of 181
 
I'm not sure.

On GLOBEX, the S&P did about 3025 contracts on the E-mini, and 1110 of the big S&P 400, so it wasn't futures-related. SPY, QQQ and DIA all did roughly 30% less volume on Friday.

Also, Friday was the largest volume day in MDY in its trading history - the next day with the most volume was on April 19, 1999 (with 8.36M shares traded).
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