Russell 2k

Discussion in 'Index Futures' started by Trend Fader, Jun 28, 2005.

  1. How's the volume in the ER Eurex? Last time i looked it was anemic.
     
    #11     Jun 30, 2005
  2. I looked today using IB/TWS, the volume bars for WR2
    (the IB symbol for EUREX R2K) show a
    max of 75 contracts, whereas ER2 was showing 1500 for the
    same bar.

    Still pretty illiquid at the moment.

    As i write spread is 3 pips, whereas CME spread is 1 pip.

    I think WR2 is currently only useful as a good back up for ER2,
    should CME computers go down etc.
     
    #12     Jun 30, 2005
  3. Heh, not in today's market. If computers were to go down, then the spread on WR2 would likely double or triple compared to whatever is ''normal''.


     
    #13     Jun 30, 2005
  4. www.eurexus.com/russell

    I would call it non-existant.
     
    #14     Jun 30, 2005
  5. While Eurex Russell volumes are a little weak, their markets in terms of bid/ask spread and depth are actually good. Follow the previous link and check it out yourself.

    It's been working OK for me.
     
    #15     Jun 30, 2005
  6. mogul

    mogul

    how about today!?!??!?
     
    #16     Jul 8, 2005
  7. omniscient

    omniscient Guest

  8. emini russell has good range
     
    #18     Jul 25, 2005