Index Futures (Other than the SPI)

[Freddo]

Ladies & Gents

I am considering branching out from the SPI.

I am thinking mini for S&P500 and or mini for Russell 2000.

Looking for allsorts of info,
trading times
contract specs

what you love about them?
what you hate?

I'd be interested in hearing about any index futures not just these 2

Regards

Freddo

 

[wayneL]

Re: Index Futures (Other the SPI)

freddo

Here is all the exchanges. You will find links to everything you want to know... except opinions

http://www.interactivebrokers.com/en/trading/futures.php?ib_entity=llc

I like s&p500. Just able to "see" that one best, followed by russell2000

(both cme contracts)

Cheers

 

[Freddo]

Thanks Wayne,

I read somewhere that the emini S&P moves in 4 point increments
which causes a problem since it's not a 1:1 spread

Has this ever caused you dramas?

Regards
Freddo

 

[wayneL]

Thanks Wayne,

I read somewhere that the emini S&P moves in 4 point increments
which causes a problem since it's not a 1:1 spread

Has this ever caused you dramas?

Regards
Freddo

No it's a 0.25 pts minimum tick. i.e. 4 ticks per point.

Even at this time of the morning ( 6:48AM for them) there is a 1 tick spread.

1 tick = $12.50 = $50 per point

 

[professor_frink]

when your daytrading wayne, are you normally trading at this time? Is it harder to trade outside of normal market hours?

 

[wayneL]

when your daytrading wayne, are you normally trading at this time? Is it harder to trade outside of normal market hours?

I rarely trade outside of market hours professor. But I'm watching closely at the moment to see if I can optimise an option trade i have on at the moment.

If she starts running down hard, I might want some delta

 

[professor_frink]

thanks wayne and good luck. For my sake I hope she falls good and hard tonight!

 

[Freddo]

Wayne,

Went to IB and found Emini S&P as well as emini Russell200 on CME

The following is from a prior post from you

Trading Venue: CME ® Globex ®
Hours Mon/Thurs 5:00 p.m.-3:15 p.m. & 3:30 p.m.-4:30 p.m.; Shutdown period from 4:30 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-3:15 p.m. Month end(3:15 p.m.) LTD(8:30 a.m.)^^^^^ (AON FLOOR ONLY! 8:30 a.m.-3:15 p.m.)

So does this mean
no trading 3:15pm - 3:30pm Mon - Thursday
no trading 4:30pm - 5:00pm Mon - Thursday
No trading at all fridays or saturdays

Do you know what LTD and AON Floor only means?


Regards
Freddo

 

[wayneL]

Wayne,

Went to IB and found Emini S&P as well as emini Russell200 on CME

The following is from a prior post from you

Trading Venue: CME ® Globex ®
Hours Mon/Thurs 5:00 p.m.-3:15 p.m. & 3:30 p.m.-4:30 p.m.; Shutdown period from 4:30 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-3:15 p.m. Month end(3:15 p.m.) LTD(8:30 a.m.)^^^^^ (AON FLOOR ONLY! 8:30 a.m.-3:15 p.m.)

So does this mean
no trading 3:15pm - 3:30pm Mon - Thursday
no trading 4:30pm - 5:00pm Mon - Thursday
No trading at all fridays or saturdays

Do you know what LTD and AON Floor only means?


Regards
Freddo

Freddo,

I'm buggered if I know.

But day session is 8:30AM - 3:15PM Chicago time Mon - Friday.

It is trading when I get up about 11:00 AM Perth Time and trades right through till the close (3:15PM chicago) I then go to bed.

I rarely trade outside the day session.

Cheers

 

[Freddo]

Freddo,

I'm buggered if I know.

But day session is 8:30AM - 3:15PM Chicago time Mon - Friday.

It is trading when I get up about 11:00 AM Perth Time and trades right through till the close (3:15PM chicago) I then go to bed.

I rarely trade outside the day session.

Cheers

Wayne
Thats perfect
Thanks very much