What contracts are liquid enough?

Discussion in 'Index Futures' started by neo_hr, Mar 9, 2002.

  1. neo_hr

    neo_hr

    Hey all!

    Please, what futs are liquid enough for daytrading except ES and NQ? Or at least for some type of short term swingtrading and that dont require a lot of margin.

    THX
     
  2. Quiet1

    Quiet1

    they don't come any more liquid than the bund on Eurex. average > 500,000 per day...some days 1,000,000+...range average in the region of 25-50 ticks

    in your timezone too!

    margin is 1600euro per conntract i think
     
  3. neo_hr

    neo_hr

    THX

    Now if you could give me the current symbol for it... also does Qcharts support that contract? And what exactly is it, cash or inex?

    How volatile? What is the tick size? Can I trade it with IB.... so many questions :)

    Alex
     
  4. wild

    wild

    www.eurexchange.com - market place - products - specifications - capital market products - Euro-Bund Future

    friday´s volume 853.000 ...

    regards

    wild
     
  5. CME currencies (EUR/JPY), CBoT Bonds ZF, ZB; Eurex FDAX (10000EUR mrgn), EuroStoxx50, Matif CAC40 all high liquid
    and low margin except DAX
     
  6. Quiet1

    Quiet1

    Head back...open mouth...here it comeszzzZZzeeeeeoooooommmm.....

    Qcharts no; Esignal yes GB M2-DT;

    10year bond future

    tick value 10 euros; tick size 0.01

    IB trade Eurex so yes

    aaaaaahhhhhhhhhh....was that nicey-wicey...?

    spoon feed maybe but I draw the line at burping you too

    :D

    Q1
     
  7. neo_hr

    neo_hr

    Wait a minute (burp :) )

    Ive been to EUREX site but couldnt understand what is it Im actually looking for. There are many futures and options :

    CASH
    CAPITAL
    INDEX
    etc and under INDEX I found several of those. Which one did you have in mind when you said eurex had a 800k contracts /day volume? Is it DJ 50 STOX? Or some of those others?

    Also could you give me the symbol for one of theese (current month) so I can check the charts at prophetfinance to see how it moves.... Although I suppose I aint gonna be trading them since Qcharts doesnt support it.

    Cheers aqnd many thanx
    Alex
     
  8. JayS

    JayS

    Their talking about the futures on the Euro Bund, pic below.
     
  9. neo_hr

    neo_hr

    AAAhh... I get it! OK, so the tick size is 0.01 pt? so that would make the daily fluctuations arround 300-400 $ ? Nice...

    Alex

    And let me just get it straight, Margin is like 1600 EUR (btw. I have $ in IB acct im guessing Ill have to with draw the $ and send as EUR again?!) so each time I buy a contract my acct is debited 1600 EUR?
     
  10. Redart11

    Redart11

    Mytrack.com has Bund charts.Their exchange fee is only $8.00
    You can get intra day charting package for $19.99 plus $15.00
    for the intra day charts .Total $43.00.I know because I use them.
    By the way,the Bund seems to follow the U.S. treasury market
    t-note,t-bonds,etc. Compare the charts.They are similar.Sometimes tick for tick. Good luck
     
    #10     Mar 9, 2002