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Cliff,
I notice, but the the big SPOO has been doing this frequently for the last
6 weeks or so, maybe in anticipation? I used to have a rule limiting entry
in a fast market, which I used to define by those 25 to 50 moves, but I've
had to alter my considerations.
Steve
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> From: Cliff Scheller <cliffsch@xxxxxxxxxx>
> To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
> Subject: S&P Mini
> Date: Tuesday, September 09, 1997 11:36 AM
>
> Hmm.....
>
> Anyone else notice how the "big" S&P suddenly is trading more often
> in 25-point jumps as soon as the mini started??
>
> It makes perfect sense from an arb standpoint.
>
>
> Also, anyone know what financial or other incentives are given to the
> merc floor traders to trade the mini? And for how long they last?
>
>
> Cliff
>
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