Future on DJ Euro STOXX 50

Discussion in 'Index Futures' started by virgin, Oct 4, 2001.

  1. virgin

    virgin

    Guys,



    Anyone trading this contract ?
    What's the average spread ?
    This futures contract has a much higher
    average daily volume then the DAX contract
    Today volume was 289886.
    Which 50 stock's are in these index ?
    A lot of questions !
    Let the answers come...


    Virgin.
     
  2. def

    def Sponsor

    virgin,
    i am told the dax is most liquid but the esx50 is very liquid as well (ditto for the cac) the esx50 contains stocks that only trade in euros. The index is the top 50 stocks that trade in euros in terms of capitalization.
     
  3. DT-waw

    DT-waw

    That's interesting contract. Minimum deposit only 2,900 EUR. Minimum tick 1 point. Anybody know what's the average spread on these futures?

    Does anybody here trading DAX and euro stoxx futures frequently?
     
  4. I am active in the Euro Stoxx, it is a very liquid market. Bid-ask spread is 1 point most of the time. You can find info about the underlying index at http://www.stoxx.com
     
  5. jmk

    jmk

    Hello,

    You can find informations on www.eurex.ch

    There is the same contract on MONEP (EURONEXT group), which is higly illiquid (a few thousands contracts a day) : better choosing the right market :)

    EUREX Eurostoxx as Zentrader said has at 99 %a 1 point bid-ask spread.

    Eurostoxx 50, Dax and CAC are highly correlated, so estx may be the best choice to play euro futures.

    CAC seems a little more choppy, imho.

    Another point : CAC is opened 2 am - 4 pm EST with 2 and 5 minutes halt at 3 am and 11:30 am, DAX 3:15 am - 2 pm and estx 50 3:15 am - 11:30 am.

    Just my .02 (euro) :)

    JM
     
  6. Hello,

    I also think Future CAC40 is choppy and always following
    his friend the Future DAX which leads European markets in
    the morning (european time), in the afternoon they all follow
    the emini Nasdaq...

    But my question is what is the tick value of Eurostoxx 50?
     
  7. DT-waw

    DT-waw

    Tick value of euro stoxx 50 is 10 euro. Minimum tick is 1 point. 1 point is worth 10 euro :D

    [ Contract value / commission ] ratio is about 3 times worse than DAX.
    Commissions at IB: 3,90 euro per 1 DAX or Euro Stoxx50 contract.

    DAX contracts are worth 25 euro per one point.
     
  8. Yes I really think Future DAX is the best european future.

    Because of the tick value

    Because of the volatility

    Because it is a leader

    Because it is very technical compared to Fut CAC40 which
    doesn't follow all the rules (choppy as someone said)
     
  9. tntneo

    tntneo Moderator

    what I don't like with european and therefore DAX futures are the intraday gaps..
    it is not rare (usually caused by US reports). I guess you can go around them by checking the time but I never liked that when I was there.