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    Smacking the ER2

    When you are trading for a few ticks, commissions do add up. You might want to check out WR2 (Russell 2000 on Eurex) and WR1 (Russell 1000 on Eurex, instead of RUI, the Russell 1000 on Globex). If the price is there, which is often the case (and sometimes even better), you get to keep the...
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    bund/bobl

    The spread trades are very active in the Bund (10yr), Bobl (5yr), and Schatz (2yr), just as they are in the US in the FIT (pronounced Fite, 5 vs 10), and the NOB (Notes over Bond, 10 vs 30). As a side note, I just read that Eurex is bringing back the BUXL, the 30 year Euro contract, just as...
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    Russell cross-margining 100%?

    I got an e-mail today saying Russell 1000 and 2000 would have 100% margin offset between Eurex (with the C Corp) and CFE (with the OCC). With 100% margin offset and cash settlement at expiration, isn't this just short of fungibility? Have they ever had that between competing futures...
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    bullets for LU

    Bullets, or Married Puts, or Puts and Stock, they are all the same thing. You buy deep puts and stock one-to-one as a package from someone. You are now, for the time being, physically long the stock, which allows you to sell the stock long, which you can do on a down tick. However, the...
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    Eurex to extend trading hours to 3 p.m. Chicago time

    Ferscha: “We are optimizing distribution in the U.S. market”/ Approval by Exchange Council for extended trading hours from November 21, 2005 06 Jul 2005 As of November 21, the derivatives exchange Eurex will be extending the trading day for its benchmark products to 3.00 p.m. Chicago...
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    Russell 2k

    While Eurex Russell volumes are a little weak, their markets in terms of bid/ask spread and depth are actually good. Follow the previous link and check it out yourself. It's been working OK for me.
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    Russell 2k

    I've been having some success trading both the Russell 2000 and the Russell 1000. The 1000 has a great correlation to the S&P, and the spread does expand and contract for good trading. Eurex US also has great markets in both the 1000 and 2000. If you are trading these indexes, you would be...
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    FX Webinar - Eurex

    Apparently there were technical issues with the webinar. According to their website (www.eurexus.com) this webinar has been rescheduled for Monday 11 am Chicago time.
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    Eurex to launch FX futures!?

    I couldn't get into the webinar. Apparently they had technical difficulties and the Eurex US website says the webinar has been rescheduled for Monday at 11am Chicago time. FX options would be a great question to ask.
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    Eurex to launch FX futures!?

    Just got this via e-mail. Eurex is having a free FX webinar being run by their CEO. Here's an opportunity to ask questions to Eurex management. Could be interesting. Topic: Introduction to FX Futures on Eurex US Date: Wednesday, June 22 Time: 3:30pm, Chicago time Presenter: Satish...
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    FX Webinar - Eurex

    Got this via e-mail. Eurex is having an FX webinar. It cost nothing and it's being run by their CEO. Topic: Introduction to FX Futures on Eurex US Date: Wednesday, June 22 Time: 3:30pm, Chicago time Presenter: Satish Nandapurkar, CEO of Eurex US Register...
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