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Micro Stock Index Futures update

Total volume of the CME Group's Micro E-mini Stock Index Futures product line continues to rack up impressive volume. Eight (8) trading sessions in the CME have recorded 3,958,330 in total volume. With a total notional value way into the $billions.

Consistent with their classic counterparts, the volume leaders are the Micro E-mini S&P followed by the Micro E-mini NASADQ.

Furthermore, the Micros are tracking their classic E-Mini counterparts nearly perfectly as seen on the InfinityAT trading platform.

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Consistent with their classic counterparts, the volume leaders are the Micro E-mini S&P followed by the Micro E-mini NASADQ.

Furthermore, the Micros are tracking their classic E-Mini counterparts nearly perfectly as seen on the InfinityAT trading platform.


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This correlation allows for technical analysis continuity. Traders can utilize and backtest using the classic E-mini historical intra-day and inter-day data sets which go back many years.

Finally, we have noticed that the bid/ask spread has been relatively tight throughout the course of the trading day. The size of the bid/ask spread contributes to the cost of a trade. In the Micro E-Mini S&P in the above snap shot the bid/ask spread is (2878.75 - 2879.00) .25 or 1 tick. This is the tightest it can be at $1.25 per tick.