DJIA Minis ?

Discussion in 'Index Futures' started by andy4, Apr 30, 2002.

  1. stevet


    The spread is about 5-10 points during the first hour. It's not as active until the cash opens.

    do u mean 5-10 during the first hour of trading and then it is more liquid when the cash opens - if so, what is the liqidity and the volume when the cash opens?

    5 might be acceptable if it is liquid , 10 is too much!
    #11     May 2, 2002
  2. josbarr


    Closer to 5 after the cash open.
    The volume so far this morning for example is 1168 and we've been open about 2 hours.
    #12     May 3, 2002
  3. stevet


    the dow has a bit of a fight on to day

    so if you trade it - do u get out without slippage-- or is the spread 5, but most traders cost u 10 or ?

    have u got a depth of market on it?
    #13     May 3, 2002
  4. josbarr


    J-Trader does have Depth of Market for Mini Dow. Unlike Mini SP or NQ, you can see more than 5 best bid/offers. There is slippage 5, sometimes 10 points.
    #14     May 3, 2002
    #15     May 3, 2002
  6. jeffm


    Apparently, in their effort to follow the successful CME E-mini path, CBOT has eliminated the exchange data fees for these products for all vendors, not just IB. I am able to bring up the YJ and YM contracts on esignal now, whereas I could not previously. I never heard about this from esignal.

    Apparently, the free quotes are only for mini-sized contracts on a/c/e, not all a/c/e contracts. So you cannot bring up ZB (a/c/e normal size 30 yr bonds), but you can see YH, the mini size tbond.
    #16     May 3, 2002
  7. #17     May 3, 2002
  8. wild



    re: CBOT mini-sized contracts - "i never heard about this from eSignal" ...

    it´s all to be found in eSignal´s Toolbox ... "Customer Connection" - "Service Bulletins"


    #18     May 4, 2002
  9. josbarr


    There are no A/C/E fees for Pats or J-Trader as well.

    Joe Barry
    #19     May 10, 2002
  10. What are the margin requirements for both the $2 and the $5 contracts?
    #20     May 19, 2002