by the way ... there is more to futures than e mini's alot of people unfortunately think that because they know a little about stocks or could not daytrade stocks that e mini ( stock index futures ) trading is the cure-all to riches there are other futures out there that can provide the skilled trader a better return than any of the above 3 listed in the threads title one caveat ... I guess is that the "top traders" doing "size" will have less slippage in e mini ( i.e. ES ) , stocks ( i.e. MSFT ) or FOREX ( USD / EUR ) than the less liquid futures in doing such size