Low Volatility Futures?

Discussion in 'Trading' started by CFerret, Oct 9, 2006.

  1. Hello everyone -

    I'm only familiar with usual futures contracts like YM, ES etc. and have a question to people familiar with different futures from around the world: which futures are low volatility but at the same time have enough liquidity.

    By low volatility I mean not that "low" volatility like in ES last years but really small swings in tight ranges (just several ticks) or slow steady trends (with swings of the same several ticks).

    Oh, forgot to clarify, I mean intraday low volatility...

    Thanks in advance!

  2. Grant



    Look at Eurex's Bund, Bobl and Schatz futures.

  3. The US$ value of the 20-day ATR on the Bund is running just slightly above that of the e-mini S&P ($567 vs $529 - approx.)
  4. USD/JPY perhaps?
  5. DJ Euro Stoxx 50
  6. Try corn
  7. Lowest volatility of them all is CME LIBOR. Followed by Banker's Acceptances futures traded at Montreal. Then EURIBOR on LIFFE, then Canola at Winnipeg. Pull up some charts and have a look.
  8. spread


    I believe corn was limit up today, but I could be wrong.
  9. Grant



    What's ATR? Average True Range?

    If so, and using your figures, are you saying the bund's (average) moves are equal to the e-mini S&P? Or am I way off?

    #10     Oct 9, 2006