What are the Most Liquid Electronically Traded Futures

Discussion in 'Index Futures' started by InTheZone, Mar 15, 2003.

  1. Hello,

    I'm looking for the most liquid electronically traded futures.

    Can anyone please provide a list of such instruments?

    The e-mini S&P futures is the obvious candidates.

    Are there any others?

    What I mean by liquid is that one where:

    + Tight spreads - a few ticks wide at most

    + If you stop order gets hit, you get filled not too far away from the current bid-ask (under most circumstances of course)

    + Small market orders (less than 10 contracts) won't move the price.

    + Enough volume such that a 2 minute intraday chart doesn't have gaps.

    By electronically traded I mean instructments that can be traded through an online broker, such as Interactive Brokers.

    Thanks for your suggestions.

    -- ITZ
  2. DT-waw


  3. Definitely the emini s&p is a good liquid market. Most e platforms now get you fills in 2 seconds.

  4. which is still 1.8 too many
  5. 10 yr bonds