TF (mini Russell 2000) now more volume than YM (mini Dow)

Discussion in 'Index Futures' started by increasenow, Mar 21, 2010.

  1. TF (mini Russell 2000) now more volume than YM (mini Dow)...thought this was interesting to note. The TF actually now has a greater daily volume than the YM.

    Why can't the YM seem to really grow more than even the TF? Especially with the TF being brand new on the ICE.

    I guess the ER2 volume from CME followed the TF over to ICE?

    Current emini index volume leaders:

    5-mini SP-midcap
  2. What about FTSE DAX, Kospi and 6E, 6B if you break from indices,
    6B has some nice action on par with the $5 dow.

  3. kxvid


    I used to be a big YM fan but that was when volatility was alot higher. IMO the YM needs an overhaul. Lower margins that is more on par with the volatility situation and with other contracts. IMO the tick value should also be upped to $10. I know there is already a $10 dow but its illiquid.

    A TF contract gives about twice the leverage as a YM contract, and despite this has lower margins. So now the Russell 2k has more daily volume than the Dow Mini that would actually equate to more than twice the liquidity.
  4. do you trade the TF?most or all of the time?
  5. southall


    The ER2 had higher volume than YM when it was on the CME.. alot higher than it does now.
  6. kxvid


    Both. I don't think the YM is worth it anymore. I'm transitioning to the TF due to more action and better liquidity. Will save some money on commissions as well.
  7. southall


    I wish for a 0.1 tick on the ES.

    And also ES should trade at $10 dollars a tick.

    That would be the best contract out there!

    May see my first wish come true one day, second one probably never happen.
  8. It's a real shame that the volume on the big S&P contract has dropped to such dismal levels otherwise that would still be a great contract to trade.

    Agree about the 6B. The contract size is just plain wrong though. Needs to be $125,000. $6.25 per tick is ridiculous. Means you have to load up so heavily to get any sort of exposure that even with exchange member's rates you still get raped in comms.
  9. 1 trade today so far...

    trade time: :35 seconds

    Contract traded: TF (mini Russell 2000)

    +1.3 point profit

    Notes: if I could do this over and over, this is where I want to be. Very thankful!
  10. NQ I find worse than YM, significant drop in NQ volume as well. NQ should be at least 40$ apoint IMO. Can they easily change the $/point of these contracts?
    #10     Mar 23, 2010