List of CME Exchange Traded Spreads?

Adam777 said:
I think this is $32 in retail commission/fees per round turn if you're charged per leg ... if so it's way too expensive.
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We only charge the $0.60/side. The rest is from the CME. Obviously you can lower those fees by leasing a membership if you do enough volume, and with that extra volume, we can charge less.
The strategy does have a lot of contracts. Looks like B4/S4 is 16 RT. I have no idea what the profit potential is (Or what has to happen to make money on it). Too complicated for me.
 
Hi,

I would say that you can definitely learn how to trade the eurodollar with a $10K retail account. You need to be quite patient and not expect high returns as these products don't move very much. You need to trade big sizes which incurs high commissions, or lease a seat as Bob said but you need to be able to trade at least 1500 lots every month to make it worth it which is not realistic with such an account.

Instead of looking at starting with the packs, bundles and outrights, you should start with spread and butterflies. There's already plenty to do with these and the various combinations that they offer.
 
ryker said:
Hi,

Instead of looking at starting with the packs, bundles and outrights, you should start with spread and butterflies. There's already plenty to do with these and the various combinations that they offer.
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I emphatically agree. Very sound advice.
 
1. Packs and Bundles are way more expensive to margin than a butterfly or condor.

2. There are thousands of exchange supported futures spread combinations at CME. Packs and Bundles are just a very limited segment of the total population. Like minuscule. CTS-4 and TT execution platforms will have the combinations available in a Jiffy. eSignal and CQG charting platforms will have them. CQG is the best exchange spread charting platform IMO but you'll pay for it.
 
bone said:
1. Packs and Bundles are way more expensive to margin than a butterfly or condor.

2. There are thousands of exchange supported futures spread combinations at CME. Packs and Bundles are just a very limited segment of the total population. Like minuscule. CTS-4 and TT execution platforms will have the combinations available in a Jiffy. eSignal and CQG charting platforms will have them. CQG is the best exchange spread charting platform IMO but you'll pay for it.
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Thankyou! I'm looking at CTS-4 now and I like the DOM. CTS told me that Core will only do outrights and exchange traded spreads, and not synthetic spreads which I'm no where near ready for anyway.
 
In terms of futures spreads, exchange supported is your best bet. I have some very experienced traders who have decided that most synthetics are not worth the hassle and the Risk Dept dramatics.
 
bone said:
In terms of futures spreads, exchange supported is your best bet. I have some very experienced traders who have decided that most synthetics are not worth the hassle and the Risk Dept dramatics.
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That's certainly a fair and accurate statement. The counterpoint is that creative/custom spreads are usually synthetic and you're trading some distinctive combo that nobody else is looking at, perhaps giving you a little edge. The tradeoff is the headaches that come with the larger bid-ask spread and risk margin that bone referred to above.
 
Is it possible to get volume information on exchange traded calendars and flys from the CME site? Or would that be an obfuscated and non-sensical piece of information?

I want to be able to see changes in activity levels. Block trades?
 
xandman said:
Is it possible to get volume information on exchange traded calendars and flys from the CME site? Or would that be an obfuscated and non-sensical piece of information?

I want to be able to see changes in activity levels. Block trades?
More...

Bloomberg terminal Time & Sales function.
 
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