Micros are winning in volumes now!

Who woulda' thunk it.

curiousmarketanalyzervolumes2020.JPG


Check that shit out.

ES/MES is close, YM/MYM is like OK, but NQ/MNQ is like WTF! A sign of more retail activity, or more of that "arbitrage" people speak of? In any event, fascinating.

NOBODY saw that coming.
 
NOBODY saw that coming.

The CME released a lot of micros but non succeeed like the Stock Index Micros.
 
At 1/10th the notional, its not hard for the micros to beat the minis.

When volaility dies back down lots will be back to minis, as they are cheaper to trade.

But it was a well timed move by the CME.

They are a ideal instrument to use when volatility jumps x10 and you only have a small account.
 
At 1/10th the notional, its not hard for the micros to beat the minis.

When volaility dies back down lots will be back to minis, as they are cheaper to trade.

But it was well timed move by the CME.

They are a ideal instrument to use when volatility jumps x10 and you only have a small account.

So you are saying that the CME knew that the same day they implemented the Micros, that Trump was going to drop the bomb on China about tariffs, which started a new vola run?

I do not think so.
 
When is that table data from?

What is the data for Friday like, IB is showing 500K for NQ, and about 650K to MNQ?

It was from like 2 hours ago, when I logged off after the Sunday open. Want me to show you a refreshed version? I'll have to reconnect the trading machine for that.
 
So you are saying that the CME knew that the same day they implemented the Micros, that Trump was going to drop the bomb on China about tariffs, which started a new vola run?

I do not think so.

The mini had become too notionally expensive. $170,000 per ES.

Was obvious if there was another crisis like 2008 and vola jumped x5 or x10 they would be way too unwieldy for smaller accounts.

Rather than split them like ICE did with Russell futures, CME added micros instead.
 
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