From my prior post; the floor traded $10 Dow with 5,000 vol per day and over 35,000 OI has to be eliminated to get decent vol in the DD. The...
I was observing the CBOT live book for 5or 10min. It looks like just market makers,no public. The spread is usually 3pts, sometimes 2 pts. So...
I went to the CBOT site, and it looks like $.20 more per contract for DD, than YM.
The CBOT is trying to push the big contract and build vol, so fees shouldn`t be any higher per contract than the YM.
The CBOT will start trading the $25 BIG DOW on Mon. Any ideas on much volume will flow away from the mini, and liquidity in the big contract.
Separate names with a comma.