games with the E-mini

no reason to be upset.
here is a really strange thing:

about 3 yrs. ago i saw a really heavy thing in the DAX.
the contract is (was) about 2.5 times the MiniSP in weight,
and some guy or firm tried to play with two orders:
buy 9999 contract, sell 9999 contracts (you cannot enter
more via an EUREX terminal), with about 3 points in "spread".

i think what these guys tried was to lock the futures market
- and therefore the cash along - in a tight range, while being
the market maker and earning the spread.

he played for some minutes, never came back.

i remember this one well...

regards

 

...maybe it's MVP driving his NDX 500 into the pits...

 

I don't think so, it looked like an arb to me.

5, I think; I don't look @ it we use it in a system.