I have a question about liquidity on the main index futures. I understand that ES is effectively (from the retail trader's point of view) more liquid than one would ever need, with orders of hundreds of contracts easily absorbed. What about YM, NQ and TF? At the moment this is purely a hypothetical question, although perhaps that might not always be the case. For example, is an order of 50 or 60 YM contracts likely to run into difficulties? I'm talking about during normal hours, not the middle of the night in the US. Does anyone have experience of trading these contracts in significant size? Just out of interest, what about EMD? Does anyone trade this, how does it compare to the others and again is liquidity a problem?