russell mini tonight?

Discussion in 'Trading' started by MacroEvent, Aug 28, 2005.

  1. thanks guys.
    actually that was more of a rebalancing trade due to Katrina. I still have like 5 sitting around hedged with some OCT 627.5 calls.
    i dont get it the future option bid/ask spread is frigging nuts 4 bucks, while RUT is like 80 cents at most. Also it seems 30pts itm is deepest MM would go.
     
    #11     Aug 29, 2005
  2. #12     Aug 29, 2005

  3. it could be a point for a point move for these 2.
    current spread 4500 ER2 over ES. all time high is 6600 while low is like -1000. so 3000 even 2000 is not out of a question.
     
    #13     Aug 29, 2005
  4. well i will watch the er2 at 3:00 when the eu markets open to see how it trades with the es then --- in the mean time i am holding my current short positions but thinking of adding some size.
     
    #14     Aug 29, 2005
  5. goodluck
     
    #15     Aug 29, 2005
  6. thanks ---- watching other trades tonight so i figured i would trade the russell a bit too. :)
     
    #16     Aug 29, 2005