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Old 02-06-2007, 10:01 PM
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How Do I Use Premium?

Can anyone give me a quick run down on how to read and use the index futures premium (specifically $ER2UIX) when trading futures (specifically ER2)? Thanks very much!

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Old 02-07-2007, 01:24 AM
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Re: How Do I Use Premium?

Nevermind, I found the video which explains how to do this.

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Old 02-07-2007, 01:34 AM
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Re: How Do I Use Premium?

I personally use the S&P premium to trade the YM. Never really used the Russell premium for the ER. First, I am unable to obtain data for buy/sell program levels for the ER premium. If you know where this data might be available, please let me know.

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Old 02-07-2007, 08:26 AM
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Re: How Do I Use Premium?

Yes, I'd love to know too.

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Old 02-07-2007, 09:02 AM
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Re: How Do I Use Premium?

After watching the video I figured that the program levels for the ER2 premium were the problem, since I didn't see them on index arb. Too bad.

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