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I have been looking at the data on the 1yr mid-curve GE options and it appears that the number of trades and volume executed on EOS is limited. Two questions: 1. Are LMMs involved on globex making a "firm" market on smaller sizes (#<100)? 2. Can you use IB as broker for GE options or are...

I have a follow-up question about routing to ARCA. My broker sends orders on AMEX ETFs to Knight Capital Markets (this assumes that the customer did not direct the order to ARCA or AMEX). It appears that Knight will fill the order up to size of the NBBO, and then put the remainder on CAES. I...

I trade ETFs that are listed on the AMEX, but market makers on ARCA or INET often have a better bid or offer than the AMEX specialist. However, the size posted by MMs on ARCA/INET is less than the AMEX specialist. Let's say the current bids are: ARCA - 10K @ 80.20 INET - 10K @ 80.18 AMEX...

To really challenge the CBOT you need to have deeper markets ACROSS the yield curve. I think I remember that when eurex took the Bund from liffe, eurex already had leading market share in 2-5 year products. If you offer deep markets for spreading, you will get the volume (and ease of spreading...

from EUREX US website: Contract Standard The Russell 1000® Index with a value of $100 per index point. Price Quotation Points ($100), with two decimal places. Minimum Price Change 0.1 of a point, equivalent to a value of $10 (Integrated Calendar Spread: 0.02 of a point, equivalent...