Mini Bond Future - YH

Discussion in 'Index Futures' started by syd697, Jan 23, 2004.

  1. syd697

    syd697

    Just wondering why the mini bond future - YH, doesn't have much volume or tighter spreads. You would think with its smaller tick value ($15.625), that it would attract more volume or participants. Any thoughts?
     
  2. Prob because most of the volume comes from professional bond traders that are moving size. They don't need or want small contract.
     
  3. Maybe a possibility to do arbitrage?