151k IN ES @ 37.50

[EurostoxxSux]

it was 40k on the 7.25s
and 160k on the 7.50s

be cool bro

 

[AMT4SWA]

Quote from EurostoxxSux:

it was 40k on the 7.25s
and 160k on the 7.50s

be cool bro

I am damn cool......I hate the privately held criminal syndicate fed so any joke I can find against them is game in my book!

 

[pismo10]

$2M per tick for 160k ctcs

 

[EurostoxxSux]

correct.

 

[nevadan]

yeah it was 40k at the 1137.25 and 160k at 1137.5

How is that allowed if the position limits are 20k net long or short in all months combined?
http://www.cmegroup.com/trading/equity-index/us-index/sandp-500_contract_specifications.html

Is there such a thing as position limits?

 

[EurostoxxSux]

that was SP you looked up not ES

 

[nevadan]

Position Limits Work in conjunction with existing S&P 500 position limits

from es page. My question still remains. That seems like a net of 20k no matter how you slice it. What am I missing?

 

[Pippi436]

eSignal shows 200k+ traded in the minute data, but no such big trades in the T&S (around 20k traded during this period). Knowing esignal, it may just be their fault tho.

 

[EurostoxxSux]

call the phone number supplied on the page and post the answer...

 

[nevadan]

Just got off the phone with CME and they say they are looking into it. They maintain that 20k is the rule for a max position both during the RTH and after hours as well. The spike generated enough attention that CME says they were already looking into it when I called. They don't reveal the results of investigations officially. They did thank me for calling and are always interested when anyone has information or questions about activity that might be suspect.