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RE: CBOT-Eurex a/c/e T Bonds



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Almost immediately, the TBonds took about 25% of the daily volume from open
out cry. I think its a little more now.

The biggest difference I see in trading is that often, the extreme prices of
a swing do not trade electronically although they trade in open outcry.
There are arbs that give plenty of liquidity but you often have to give up
edge to trade.

Its a great place to trade.

Tom

-----Original Message-----
From: James Alvis [mailto:alvishsd@xxxxxxxxxxxxx]
Sent: Tuesday, September 26, 2000 9:48 AM
To: Omega List
Subject: CBOT-Eurex a/c/e T Bonds


Would anyone trading T Bonds with the new CBOT-Eurex a/c/e direct electronic
order entry system care to share their experiences?

Thanks in advance,
Jim Alvis