newtricks
Registered: Jul 2011
Posts: 160 |
02-03-12 10:59 AM
I think you'll find that while volumes are down at eurex/liffe and cme the eurex drop is more significant and the volume levels are at danger levels.
Eurex have encouraged the HFT/Algo crowd and this is the net result.
I would be interested to see some numbers for liffe YOY.
The 10 YR Note action this week has been very bad,last night for about 2 hours you could have mistaken it for Euribor it was that slow.
If CME don't get their act together sharpish they'll be next up.
You can't argue with the volume,it's the most straight forward measure of a market,same as sales in any other enterprise.Once volume or sales drop it's time to take action by looking at causes for the problem.
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