TF

Anyone been trading the TF (mini Russell 2000 on ICE) lately? It is my personal favorite index futures contract due to the huge per point $100 and per tick value $10.

Great daily high-low range and great volume. Anyone trading it? Comments? Thoughts?

 

Some of us have been trading it since 2004, ER2 days.

ER2 had better volume than TF, i miss ER2 , but still TF is not a bad contract.

 

It's a personal favorite of mine to trade too. Hopefully ICE can pick up the pace in growing the volume for the Emini TF to get the volatility levels back to what it was like when Russell 2000 was known as Emini ER2 on the CME.

Mark

 

i do but it has been kicking my ass this year!

 

I've traded 1 and 2 TF contracts at the most per trade...has anyone traded 3-5 contracts at once?

 

Yep but mainly during increasing intraday volatility. If I go larger than that...I usually scale in to accumulate a position.

Mark

 

There's no probelm getting filled with such size if that's your concern. Sometimes up to one tick slippage on a fast market stop market order.

 

In general, what level would you be trading at before you ran into liquidity problems with this contract?