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from where i'm sitting every tick counts!

from 122.76 to 122.80, looked like 10k order filled 7k from .76 to .80 and .80 bid over 3k (10:54:06 local time) ... unusual but the second time this style of order has printed this week ... makes for interesting trading

I think the cause of exchange slow downs are the black box type entry systems where orders are entered as multiple small amounts for large orders. Often i sit there front of the que on eurex and trade at extreme speed loads of small orders that can only be entered by a machine. Add to this...

ZF trader, when you say "upstairs" trading are you talking options?

may i ask if your strategy has changed much with the switch to the US mkts? with the strip/2/5/10 year points of the curve matched in US do you find your approach/PnL target is similar?

i bet it did! I hear that bid/offer spreads in OTC cash and swaps have tightened considerably as a result. Seems a little frustrating that a move driven by scalpers has led to a benefit to paper and been detrimental to themselves.

Its nearly a year now since the move to half ticks. Without to much analysis it feels like contract volume has dropped overall. My volume and returns for strategies involving the shaz have dropped, not by half but around 30%. Sure the flipping has gone but has all the protesting and...

Jees, are you serious Tradeforchrist???? The only thing keeping EDollars on the floor is Bundles/packs and options. Technology will solve the bundles/packs as Globex/LIFFE improve algorithms as we speak. Plus market makers are already pricing these strategies on the screen. Optionns will be...