I am damn cool......I hate the privately held criminal syndicate fed so any joke I can find against them is game in my book!
How is that allowed if the position limits are 20k net long or short in all months combined? http://www.cmegroup.com/trading/equity-index/us-index/sandp-500_contract_specifications.html Is there such a thing as position limits?
Position Limits Work in conjunction with existing S&P 500 position limits from es page. My question still remains. That seems like a net of 20k no matter how you slice it. What am I missing?
eSignal shows 200k+ traded in the minute data, but no such big trades in the T&S (around 20k traded during this period). Knowing esignal, it may just be their fault tho.
Just got off the phone with CME and they say they are looking into it. They maintain that 20k is the rule for a max position both during the RTH and after hours as well. The spike generated enough attention that CME says they were already looking into it when I called. They don't reveal the results of investigations officially. They did thank me for calling and are always interested when anyone has information or questions about activity that might be suspect.