Liquidity Takers vs Makers

Discussion in 'Index Futures' started by Trayo, Mar 3, 2013.

  1. Trayo

    Trayo

    Am interested in opinions as to whether the largest traders in ES futs tend to be Liquidity Takers or Liquidity Makers.

    I understand there are lots of variables and is a very mixed bag, but recently had a debate with someone who contends that larger players tend to take liquidity when they execute.

    This does make sense to me intuitively, but wondering if anyone actually knows from experience.

    Thanks,
    Trayo
     
  2. Trayo

    Trayo

    Sorry meant to say does NOT make sense to me intuitively.
     
  3. horton

    horton

    The larger players are taking and making liquidity simultaneously in the futures versus the cash as they arb and hedge. Then they take liquidity in the cash while making liquidity in the futures as they unwind everything.

    IMO...