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okay , so now how much is a tick worth, this is sounding better all the
time.
thanks and good trading
----- Original Message -----
From: Hemal Sharma <hsharma@xxxxxxxxxxxxxxxx>
To: "ted stampeen" <tedco@xxxxxxxxxxxxxxxx> <omega-list@xxxxxxxxxx>
Sent: mardi, 23. mai 2000 17:17
Subject: Re: Eurex markets
> I trade the ftse,dax, and the bunds via PATS. This is a direct link into
LIFFE
> & EUREX allowing me to trade online placing my own bids/offers and seeing
the
> mkt depth.
>
> As mentioned the bund is VERY LIQUID, always 1 tick spread so no slippage.
> Orders can be worked well and filled most of the time! Average range is
about
> 60-100 ticks. I might be wrong but this is off the top of my head. The
volume
> so far today has been 716k contracts. Still another 2hours of trading to
go!
>
>
>
> At 01:03 PM 5/23/00 +0200, ted stampeen wrote:
> >hi Trevor,
> > I was wondering if u wouldn't mind answering a few more ?s
> >on the Eurex, like what kind of daily range would be the average?
> >this no slippage has a lot of appeal ,, even in a fast market u say..
> >sounds like a daytraders dream.. and would u happen to know the daily
tick
> >count- volume- open interest. off hand,,
> >
> > thanks and good trading / Ted
> >----- Original Message -----
> >From: <Trevor.Neil@xxxxxxxxxxxx>
> >To: <markbrown@xxxxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
> >Sent: mardi, 23. mai 2000 10:39
> >Subject: RE: Eurex markets
> >
> >
> >> Eurex are great to trade. It means that we, off the floor, truly trade
on
> >an
> >> equal footing. It now has the highest daily turnover of any futures
> >contract
> >> in the world and so, is liquid. Also it is driven mostly by
institutional
> >> traders and so there is always size on the bid and ask. Slippage is
almost
> >> zero even when the market is fast. There is a new bread of super
terminal
> >> operators trading this market. They are not the same people who were
the
> >big
> >> traders on the floor. Most of these have not made it in the electronic
> >> environment. Nearly all of the big locals from the floor have retired
from
> >> the game or trade small.
> >>
> >> -----Original Message-----
> >> From: Mark Brown
> [<mailto:markbrown@xxxxxxxxxxxxx%5D>mailto:markbrown@xxxxxxxxxxxxx]
> >> Sent: 22 May 2000 18:19
> >> To: omega-list@xxxxxxxxxx
> >> Subject: Eurex markets
> >>
> >>
> >> Hello omega-list,
> >>
> >> sent Eurex and CBOT will be merging soon does anyone having
> >> opinions a lot current Eurex markets look interesting to trade as far
> >> as volume liquidity, slippage?
> >>
> >>
> >> -Thanks, Mark
> >>
> >
>
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