Many Eurex option contracts are among the most liquid contracts in the world. Options on GBL do decent volume ... and options on DAX and ESTX50 also very good. I don't need great volume anyway - just having two sided quotes will be a huge improvement. Bond pits in the US are dead ... it is just a matter of time.
Tao - Look before you leap. Eurex electronic options are very robust - especially equity index products. Capital market products get decent, tradeable volume.
2 Year U.S. Treasury Note USD 600 USD 780 5 Year U.S. Treasury Note USD 850 USD 1105 10 Year U.S. Treasury Note USD 1300 USD 1690 30 Year U.S. Treasury Bond USD 1800 USD 2340 www.eurexus.com/clearing/margins/overview.html
- Integrated Calendar Spreads - Strategy Wizard for options - Exchange for Physicals (Basis Trades) - Exchange for Swaps - Block Trading - Vola Trading (Delta Neutral Trading) www.eurexus.com/marketaccess/marketmodel/features.html
I really meant A/C/E (Alliance/CBOT/Eurex) , not Eurex, where the Treasury option volume was next to nothing.
they will have different look than ECBOT as far as quotes and perhaps tick size ? Price Quotation Points (USD 1,000) and one half of 1/32 of a point; for example 122-140 equals 122-14/32, 122-145 equals 122 14.5/32. Minimum Price Change One half of 1/32 of a point (USD 15.625/contract); par is on the basis of 100 points. lets see what it looks like when it opens for trading
I like the Eurex US tick size. TBX (30 yrs) and TNL (10 yrs) have the same tick sizes, whereas ZB and ZN have different tick sizes. Very nice, now please add some volume in the options !