Systems, Strategies and Resources for Trading Futures Message Board

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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures

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To: OX who wrote (41857)	12/7/2000 7:09:15 AM
From: Louis V. Lambrecht	Read Replies (1) of 44573

OX - more on AON contracts: symbolof e-Mini changes to EG Fun: cme.com A.Bids and offers in the AON market are for the entire quantity of the order at a single price. While bids and offers responding to an AON request must be the best available in response to that request, such bids and offers need not be in line with GLOBEX®2 market bids and offers. Q.Can spreads or combinations be traded in the AON market? A.No. Only outright futures may be traded. Q.Will AON transactions have a separate time and sales record? A.Yes. The ticker symbol for AON trading in E-Mini S&P 500 futures is EG. Yet another ticker to look for. I guess that this contract is an active playfield for arbs. With very fast RT programms.

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