index futures listed on both ICE and CME

Discussion in 'Index Futures' started by TD877, Aug 17, 2016.

  1. southall

    southall

    Tick size remains $5.
    No mention of fees, i bet they dont match ICE's recently reduced fee when they split the contract.
    If so we could see a doubling of fees.
    If you trade 10 contracts a day with someone like IB that would mean another $5000 a year extra in commissions.
     
    #31     Apr 12, 2017
  2. truetype

    truetype

    Yep, "Remarkable Opportunity"... for CME!
     
    #32     Apr 12, 2017
  3. i960

    i960

    And 5000$/year == 416$/month. Great savings there vs that 120$.

    I will eat a 20$ bill if this contract is actually better on CME vs ICE. I can most assuredly guarantee you it'll be added to the stable of fee generators and HFT arb fucktoys.

    Traders will rejoice in "affordable data fees" and then give up all the cost "savings" with the newfound behavior of the index let alone increased fees.

    "But ER2 was great on CME!" Yeah and it ain't 2006 anymore either. You've got a whole new batch of "friends" to provide liquidity these days.
     
    #33     Apr 12, 2017
  4. i960

    i960

    Oh yeah, yeah, yeah, what a "deal!":

    cme_russell.png

    ice_russell.png
     
    #34     Apr 13, 2017
  5. southall

    southall

    They were always going charge the same fees as YM,ES,NQ.

    Why ICE chose to split the contract a few months before they lost TF is a mystery, they just handed millions to CME by doing that.

    To be exact for non members the CME fee for the outright R2K Future is 81% more that ICE (1.18 vs 0.65), a bit less not double.
     
    Last edited: Apr 13, 2017
    #35     Apr 13, 2017
  6. i960

    i960

    Yeah I don't know specifically why they did this - however, the contract was already heading to CME months ago, even before that spec change.

    I even asked ICE why they did this back in November, 2016 and their reply was simply:

    "We have had customer demand for quite some time for a smaller sized contract."
     
    #36     Apr 13, 2017