This new contract is pretty interesting. I've never seen such a clearing fee before.

My personal suggestions for increased liquidity - rebate for adding liquidity (ie maker/taker), and a larger tick size (maybe half a point). As it is, the spread is pretty wide, so bigger tick size isn't going to widen it. What it will do is aggregate liquidity on fewer levels and prevent gaming (penny jumping). There have been studies that show too small a tick size is actually bad for large traders, better for small traders, but on aggregate worse.

PS Xenius I would not market make in options without the futures contract or a much more active market for shorting. It is essential for hedging. And trust me, options needs a market maker because of the infrastructure requirements.