Anyone trade micro emini futures?

Discussion in 'Index Futures' started by spinn, Nov 9, 2022.

  1. Real Money

    Real Money

    Micro yield futures are quoted 4-6 ticks wide, unless you're talking about the tens.

    VEGAS is actually right. I was looking for exposure to the long bond with controllable fucking risk, and the micro just doesn't deliver. You can make it work with rate spreads, but even then the risks are crazy. Started using TLT as a proxy to trade the back of the curve, but there are leveraged ETF that do it better, e.g. TMF.
     
    Last edited: Nov 10, 2022
    #11     Nov 10, 2022
  2. VEGASDESERT

    VEGASDESERT


    you do get you're paying the equivalent of 10.00 bucks per round trip for ES right?
     
    #12     Nov 10, 2022
  3. SunTrader

    SunTrader

    3.851-bid 3.853-ask just now.

    Anyway micro yield futures aren't the the only micro futures. In fact they represent, my guess, about 1% of the total volume.

    So no Vegasdesert is not right.
     
    #13     Nov 10, 2022
    Real Money likes this.
  4. SunTrader

    SunTrader

    No I don't. MES tick is $1.25 almost equivalent to comish/fees

    But I don't trade for 1, 2, 3 ticks. I trade for points.
     
    #14     Nov 10, 2022
  5. MES is good for swing trading and intraday swing trades, but less attractive for scalping due to the commission structure.

    1 ES = 10 MES

    All in rates for ES = 2.04

    All in rates for equivalent MES = 0.56 x 10 = 5,60

    So, in comparison, the cost of trading MES is considerably higher. But unless you're scalping for ticks it's still worth your while in my book.
    upload_2022-11-10_17-48-18.png
     
    #15     Nov 10, 2022
    lucysparabola likes this.
  6. Real Money

    Real Money

    You're just wrong. The Nov contract is quoted wide AND thin, and Dec is even worse.
    Spreads.png
    Too lazy to derive equivalent notional for comps, but with 3X daily moves, there's enough juice in the shares to compete, easily. Only drawback is you can't trade outside of RTH and potentially messy hedging.
    Spreads2.png
     
    #16     Nov 10, 2022
  7. SunTrader

    SunTrader

    Again right now:-

    3.853-bid 3.855-ask

    I can do this all day - regular RTH session. Of course Globex is different. The friggen contract trade 2 or 3 thousand a day. What do you expect?

    Again 10Y is not ES or NQ or YM or RTY or any number of commodities.

    Won't change your mind so let's move on.

    updated to 3.863 vs 3.865
    !10Y.png
     
    Last edited: Nov 10, 2022
    #17     Nov 10, 2022
  8. Poljot

    Poljot

    Hi,

    Best to go directly to the exchange listing them which is CME.
    Below is the list of all symbols which you can input in tws:

    https://www.cmegroup.com/markets/microsuite.html#contact

    Currencies are less volatile then equities and oil.
     
    #18     Nov 10, 2022
  9. They are 150-200% higher in commish+fees than the large contracts.
    Brokers love 'em !!!
     
    #19     Nov 11, 2022
  10. SunTrader

    SunTrader

    Brokers love them because it brings "more people to the dance".

    Haters are mostly newbies that try to scalp for ticks. Otherwise commish are no biggie if you get points. Come on, 1 ES (micro point of $5) more than offsets R/T trading cost. 150-200% higher is nonsense way to look at it.
     
    #20     Nov 11, 2022