ES is manipulated?

Discussion in 'Index Futures' started by hurricane_sh, Jun 21, 2016.

  1. True about the "muscle" point, but that's more psychological. Regardless, it takes about $250 Million if you're trying to "force move" the ES 1 point. That's usually going to be more than just "show".

    1. "1 point" isn't much of a move

    2. $250 Million is still a lot of money for most of us
     
    #21     Jun 22, 2016
  2. Not with your paltry $100 Million, you can't.

    :)
     
    #22     Jun 22, 2016
  3. speedo

    speedo

    :D
     
    #23     Jun 22, 2016
  4. Ok I'm glad you guys reassured me ... I almost thought spoofing was a real thing. :)
     
    #24     Jun 22, 2016
  5. ES price cannot be manipulated as it is set to follow the S&P 500 index.

    From
    http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500.html

    "...E-mini S&P 500 futures contracts are traded in .25 increments and the full-sized S&P 500 contracts in .10 increments...."

    See on the 1-minute chart below Black ES bars and orange S&P 500 line:

    [​IMG]
    Chart courtesy of http://www.marketvolume.com

    When you assume that ES price is manipulated you have to assume that S&P 500 price is manipulated also. When you assume that S&P 500 price is manipulated you have to assume that 500 biggest companies listed in the S&P 500 are also manipulated...o_O

    Overnight, when volume is low....
     
    #25     Jun 22, 2016
  6. algonoise

    algonoise

    #26     Jun 22, 2016
    trader_zone11 likes this.
  7. Actually it can be the other way around, the traders of S&P 500 stocks use es to trade stocks, which affects S&P 500 index. It makes more sense to me that the index follows es.

     
    #27     Jun 22, 2016
  8. Xela

    Xela


    This is just wrong.

    It isn't "set" to follow anything: it's an independent market.

    Price moves in the S&P are caused by imbalances between buying pressure and selling pressure in the S&P; price moves in ES are caused by imbalances between buying pressure and selling pressure in ES.

    The reality of HFT's, these days, predicates that movements between the two are usually very closely correlated indeed, but it certainly isn't "set" to follow anything at all!
     
    #28     Jun 22, 2016
  9. Are you serious? you want to tell that all AAPL, MSFT, FB, GE, GOOG, IBM, HD and other investors follow ES to invest in these and other S&P 500 stocks....
     
    Last edited: Jun 22, 2016
    #29     Jun 22, 2016

  10. I did not say ES set to follow S&P 500. It was CME group who did it:

    http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500.html

    "Settlement prices for the E-mini S&P 500 may differ slightly from the "true" settlement price displayed on CME's Daily Bulletin. These slight variances in settlements are the result of rounding due to differences in the minimum tick sizes between the E-mini contracts and the full-sized contracts. Additionally, the settlement price displayed on the Daily Bulletin matches that of the full-sized contracts for purposes of marking-to-market, as the contracts are offsettable, on a 5:1 basis.

    Example: E-mini S&P 500 futures contracts are traded in .25 increments and the full-sized S&P 500 contracts in .10 increments."

    also from the same source

    "An electronically traded futures contract one fifth the size of standard S&P futures, E-mini S&P 500 futures and options are based on the underlying Standard & Poor’s 500 stock index. Made up of 500 individual stocks representing the market capitalizations of large companies, the S&P 500 Index is a leading indicator of large-cap U.S. equities. "

    Also from

    https://www.cmegroup.com/rulebook/CME/IV/350/358/358.pdf

    "CONTRACT SPECIFICATIONS: Each futures contract shall be valued at $50.00 times the Standard and Poor's 500 Stock Price Index (“S&P 500 Index” or “Index”). The Index is a value-weighted composite index of prices of approximately 500 stocks."

    In this way you may say CME manipulates the ES futures and when you analyze ES and expect to go in specific direction, by some reason CME group pushes ES in opposite direction just because they follow the rule that says "Each futures contract shall be valued at $50.00 times the Standard and Poor's 500 Stock Price Index"
     
    #30     Jun 22, 2016