most liquid market for futures?

Discussion in 'Trading' started by sammybea, Mar 19, 2003.

  1. sammybea

    sammybea

    What is the most liquid market in the world for futures trading? And how volatile is it? Thanks in advance.
     
  2. Monsoon

    Monsoon

    US treasuries
     
  3. Franz

    Franz

  4. Most liquid is eurex 10yr bund. But for me, the best ratio liquidity/volatility is clearly in the mini s&p.
     
  5. bone

    bone

    I agree w/ Marathon. Depends on what you are trying to accomplish. The Eurex Bund has been trading well over a million contracts per day as of late. I don't know where they put them all.
     
  6. sammybea

    sammybea

    Well lets put it this way... if you have 200 mil, and you wanted to double it withing 12-18 months, what futures market would apply? Is the SP emin still the "obvious" choice? Or would you trade another liquid market? I am asking out of curiosity. I have about .000000000001% of that in my account.
     
  7. I thought eurodollars was most liquid. Pretty sure if you add up all the expirations it would be.
     
  8. sammybea

    sammybea


    With a large amt money (200mil+) would it be easier to double your money in eurodollars (scalping on a shorter term basis.. maybe on a weekly basis) or swing trading the SP 500 contracts (maybe on a month-month basis or longer since the liquidity would be less)
     
  9. Eurdollars are extremely liquid, but have a pathetically low volatility.

    With your 200MM account, a reasonable risk of, say, 1 to 4 % per trade would have you risking 2MM - 8MM dollars. Trading a 4000 - 8000 ES contracts (well below position limits) would achieve that, with a 10pt stop -- and you would have very little trouble entering or exiting your position.

    A similar scenario would apply to T Notes, Eurostox and Eurobunds.

    Combining all three products, you could EASILY trade your 200MM account as if it were 2MM.

    (Now, as for doubling it -- you'll need a bit of skil)
     
  10. regough

    regough

    Well, yes, sometimes they have low volatility but wait till the Fed has to start raising interest rates(if they ever do????) you will see some volatility. If you think that we are somewhere near to a low in interest rates over the next year or so, you could short these very nicely at the right time:)
     
    #10     Mar 19, 2003