Significant Change to Russell Futures Contract

Discussion in 'Index Futures' started by Robert Morse, Dec 2, 2016.

  1. SunTrader

    SunTrader

    Read my post again. Slowly this time.
     
    #21     Dec 4, 2016
  2. SunTrader

    SunTrader

    Wow. That's outrageous. $3.02 per contract. How can a trader expect to make money with those costs.

    Everyone is a "scalper" (in their minds anyway) these days. Scalpers getting scalped.

    LMAO
     
    #22     Dec 4, 2016
  3. southall

    southall

    If you currently pay $20,000 a year in fees+commissions with IB on TF now you have to pay $30,000.
    And it might get even worse when it moves to CME next year. Could be double if CME want to charge $1.17 like they do with all their SIFs.
    Thats not even scalping that's doing just 2 round trips a day with 10 lots.
     
    Last edited: Dec 4, 2016
    #23     Dec 4, 2016
  4. SunTrader

    SunTrader

    Says who?

    Currently ICE reduced their fees $1.30 to $0.65 as of Dec 5th, '16. Gee I wonder why. I doubt seriously IB, and others, will not pass through the savings soon.

    Chill. CME has not said what their fees will be up or down. But if there are the same as eMini/Dow $1.17/$1.16 what is the problem?

    BTW you didn't say that you specifically trade 10 lot sizes twice daily but if you do I guess your account size is many times $100,000 ?
     
    #24     Dec 4, 2016
  5. jj90

    jj90

    If 2 bucks makes or breaks your profit margin on a strategy, I'd suggest looking at a different strategy.
     
    #25     Dec 4, 2016
  6. southall

    southall

    This change was today right?

    Because i notice the volume on TF hasnt changed in the first 2 hours of trading, its about the same as Thursday last week.
    Also the order book depth hasnt increased with this change either.

    You would expect both to almost double.
     
    #26     Dec 5, 2016
  7. southall

    southall

    I wrote to IB a few weeks ago to see if they would reduce their commissions on affected contracts, they came back to me on Friday and said they were going to!

    Today they charged $1.11 per contract per side (all in) on TF.

    Which is really nice of them. Thanks IB.

    But i got a bad feeling that CME will charge their full e-mini clearing rates when they get TF/ER2 back again (without changing the multiplier back to 10), six months from now.
     
    Last edited: Dec 20, 2016
    #27     Dec 20, 2016
  8. jj90

    jj90

    ER2 is coming back to GLOBEX?? Holy shit you made my day. It's good times again!
     
    #28     Dec 20, 2016
  9. southall

    southall

    ER2 was the best because it was 10 dollars per tick + best volatility.
    But unless CME put it back to 10 dollars per tick it wont be like the good old days.
    Sometimes i think ICE changed the multiplier deliberately to kill interest in it because its going to back to CME.
     
    Last edited: Dec 20, 2016
    #29     Dec 20, 2016