Er2

[makloda]

In TWS, try RUT -> SEPT 2008 -> NYBOT

 

[osho67]

ER2 options for near months - July ans August not available. Any information much appreciated

 

[makloda]

Neither are RUT options on ICE available in IB/TWS. I used IWM (etf) options for July now

Any info for Russell 2000 monthly future options in IB appreciated.

 

[osho67]

Quote from makloda:

Neither are RUT options on ICE available in IB/TWS. I used IWM (etf) options for July now

Any info for Russell 2000 monthly future options in IB appreciated.

Are they electronically traded? did not know about them . What is the multiplier and symbol? Thanks

 

[rawfist]

Quote from syswizard:

That's not true. It's the S&P Small Cap 600 that correlates to the tune of 0.996 on price vs. the ER2.
The CME is pushing the Small Cap 600 as the "replacement" contract. The Midcap 400 may move like the ER2, but it is not of the same composition.

Absolutely true, the 600 is a pile of crap at the moment.. the 400 moves identically and offers identical bang for buck.. who gives a rats ass about composition?