I've been looking at treasury note futures as an additional asset class. The attached chart shows the 10 Year U.S. Treasury Notes Continuous Contract. My question is this: Can I use a portion of my account as margin to buy T-Note futures (about $1k/contract) and therefore be leveraged to increase the returns of this asset class to approach or even exceed the returns of most equity indices? If I compound the monthly returns shown, one could approach a 20% CAGR. If the answer is yes, why don't we hear more about this? Add this to an equity portfolio and you can diversify and increase returns.