Curious, does anyone ever try and do a calendar trade with any of the index futures? Say long/short ES front month, long/short the next one? Is that even doable with ES, YM or NQ? Or only the big contract (SP) ?? Hold the position for at most a few days. The margins seem reasonable. When I put, for example ES U9 and ES Z9 on a chart, there isn't that much movement, but there seems at times to be some. I know they ain't killer moves. Just curious.