games with the E-mini

Discussion in 'Index Futures' started by sabena, May 23, 2002.

  1. 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...

    #31     May 23, 2002
  2. ...maybe it's MVP driving his NDX 500 into the pits...
    #32     May 23, 2002
  3. 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.
    #33     May 23, 2002