two FTSE futures

Discussion in 'Index Futures' started by ADX_trader, Sep 9, 2002.

  1. I noticed(from the IB Trader workstation) the SEP FTSE futures and the DEC one always have the same bid size and so as their ask sizes. Is there any meaning in it?
     
  2. def

    def Sponsor

    Need to double check this one to confirm but the reason is that nobody quotes 2nd month. The Dec price is a derived one from the Sep price and the spread quote. That is why the sizes are always the same.