Track Volume and Liquidity Trends in BTIC on Major Indices
Available for a range of index futures, Basis Trade at Index Close (BTIC) enables market participants to execute a basis trade relative to the official close for the underlying index for more efficient cash management.
This report highlights activity in BTIC for E-mini S&P 500, E-mini NASDAQ-100 and E-mini Dow ($5) futures, including historical CME Globex and Block volume, ADV and open interest, and bid/ask spread.
All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. This report and the information herein should not be considered investment advice or the results of actual market experience.
