average trade size in the E-mini S&P

Discussion in 'Index Futures' started by sabena, May 20, 2002.

  1. sabena

    sabena

    Guys,



    What you people think is the average trade
    size in the E-mini S&P ?

    Post your estimation here and then I will
    tell you the true average size...
     
  2. 1 or 2 for most trades,
    50 for big ones, 100-200 for real big.

    5 avg
     
  3. 3
     
  4. 75 normal 150 with pyramiding!
     
  5. ddefina

    ddefina

    The average is probably skewed by the larger players, but I'll say 75 contracts.
     
  6. sabena

    sabena

    only 1.7 contracts average per trade !!!!
     
  7. Bob777

    Bob777

    10 Contracts
     
  8. ddefina

    ddefina

    Must be all the <25K traders that moved over. So the "mode" must be 1 contract, with the .7 coming from large trades which skew the "simple" average?
     
  9. actually, this number is impossible to know... because if you are bidding 50 contracts and you get hit one at a time... do you count your buy of 50 contracts as one trade, or each single contract that was shorted to you as 50, 1 contract trades...

    -qwik