ssssh!! im trying to sound like a real big important trader so i can fit in with the rest of the et crowd
The ER2 is quite special. I'm planning to move around 10-15 contracts at once in the Mini-Russell. How big is the average best bid/ask in that future ? Marsupilami
I've been having some success trading both the Russell 2000 and the Russell 1000. The 1000 has a great correlation to the S&P, and the spread does expand and contract for good trading. Eurex US also has great markets in both the 1000 and 2000. If you are trading these indexes, you would be very remiss if you weren't also watching their markets. Sometimes they have the better bid or offer, sometimes the CME does. Plus, I cut my exchange fees in less than half when I trade on Eurex US versus CME.