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  1. J

    Hi bone, I think you may wish to delete this post...

    Hi bone, I think you may wish to delete this post http://www.elitetrader.com/vb/showpost.php?p=3936118&postcount=53 as the doc you quoted is linked to at the top of the page...
  2. J

    ZN ZB and NOB spread

    Considering the tick prices 7.8125,15.625,31.25 of ZF,ZN,ZB One tick move in ANY of the instruments would result in 31.25 move in the fly's pnl only if the fly was 4ZF -2ZN 1ZB but it's not the case. I guess in general case (when tick sizes of individual instruments don't align well with...
  3. J

    Spread Trading Strategies

    It was mentioned that CTS T4 licensing is available on per-trade commission basis. FWIW AMP Futures offers X-Trader Pro on similar conditions as well as usual monthly subscription.
  4. J

    ZN ZB and NOB spread

    Thanks. I meant what cost (pnl) of one tick in dollars would be. BTW while your ratios may be old they still seem to be current as per this CME doc http://www.cmegroup.com/trading/interest-rates/files/ics-ratios-2014-03.pdf meaning there should be SPAN margin credits listed for them
  5. J

    ZN ZB and NOB spread

    Thanks for clarification. Given the ratio(s) , how does one calculate tick size and cost of a spread or fly?
  6. J

    ZN ZB and NOB spread

    Is anybody trading the exchange listed interest spreads like NOB, FYT etc? I don't see many references to them here. What's wrong about them?
  7. J

    ZN ZB and NOB spread

    Could you elaborate on how you calculated these ratios?
  8. J

    ZN ZB and NOB spread

    What flys were you referring to? I assume not calendar, as there's no volume in months other than front, but which ones?
  9. J

    How does Eurodollar (GE) volume shift?

    What's the reason for Dec'15 currently being the most actively traded contract, why does Mar'15 have more volume than all preceding contracts and what are the general "rules" (so to speak) for volume shift in GE?
  10. J

    Rithmic Announces Nonrenewal of Zen-Fire Use

    And what's the expiration (or cut off) date, please?
  11. J

    How TT connected to CME?

    Thanks Kristi, looks like I misread Dale's post on BMT about Velocity using or not using TTNet. He also clarified that you don't deal with Australians and Canadians (and I'm an Australian resident).
  12. J

    How TT connected to CME?

    AK100, I see your point, but technologies advance and conditions change you know, many years ago people had to phone their broker to put an order, and not so many years ago what people saw in order books was pretty reliable, but now only a fraction of the orders cluttering the books live long...
  13. J

    How TT connected to CME?

    I already checked with them - Crossland run TT software on their own servers. Commisions for FIX are 50c+15c per side. 15c is FIX part which drops to 10c after 2000 RTs a month. I guess 50c can also be negotiated for higher volumes.
  14. J

    How TT connected to CME?

    I already checked with them - Crossland run TT software on their own servers. Commissions for FIX 50c+15c per side. 15c is FIX part, which drops to 10c after 2000 RTs a month. I guess 50c can also be negotiated for high volumes.
  15. J

    How TT connected to CME?

    Looks like some FCMs run TT software on their own servers, while others use TT's TTNet infrastructure. Anyone aware of FCMs/brokers offering platforms other than X_Trader on TT feed AND using TTNet? I know Velocity do, but at the same time they don't deal with international customers...
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