(1) Who is on the other side of your trade? Probably a professional trader, maybe a retail customer. (2) Your profit comes from the clearing corporation which debits the losing traders from the price your trade was filled at. (3) 9 traders can be "long" and 1 trader can be "short" in an illiquid contract. As the price fluctuates, they're credited and debited accordingly. That's the "zero-sum" aspect of the money flow. (4) The contracts don't trade actively because there isn't a clear idea of what their exact theoretical value is. The first (August) expiration ought to be interesting.