I just posted the March recap in the Reports tab (or you can access it here).
In sum, March was a quiet month with only 2 trades. As stock prices rebounded, CME quotes moved higher (with the exception of SFR) and bid/ask spreads tightened slightly. Bid/ask spreads have contracted to less than or equal 1.0 point in May ’16 (with two months to go), 3.0 points in Nov ’16 and 4.0 points in Nov’17. In addition there are a good variety of calendar and inter-city spread orders that feed other contract prices.
In March, I received more inquiries on options than I did on futures. As such, I’d expect the next meaningful trade to be in the options area. Recall: a) the order inquiries are such that I’m looking for put writers, and b) it’s possible to trade options in the contracts that don’t have listed puts and calls via ex-pit trades. That is, if you’d like to do an options trade with the CME as your counterparty in regions other than CHI, LAX, NYM and the CUS 10-city index, there is a way (for a minimum 20-lot order).
Feel free to contact me (firstname.lastname@example.org) if you have any questions or trade axes.