Trading bonds and rates in small lots

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AceofAce
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Trading bonds and rates in small lots

Post by AceofAce »

The standard contract size for the Eurodollar and the 10 year note is 2,500 and 1,000 lots respectively. Similar sizes for international bonds and rates.
Does anybody know a way, synthetic or otherwise, to trade bonds and rates in small lots of say 100. I trade with little capital and want to do B+R with acceptable risk.
sluggo
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Post by sluggo »

Perhaps you might investigate this: http://ftp.cme.com/rulebook/CME/V/450/452C/452C.pdf

I learned about it by clicking the "Market Specs" icon at the top of CSI Unfair Advantage, then browsing the "Factsheet About Markets" that popped up.

Good luck!
AceofAce
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Post by AceofAce »

Thank you Sluggo, much appreciated.

Yes i found the mini Eurodollar contract. Unfortunately i couldn't find anything on the 10Y note or even international Bonds and rates.
Aaron01
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Post by Aaron01 »

AceofAce wrote:Thank you Sluggo, much appreciated.

Yes i found the mini Eurodollar contract. Unfortunately i couldn't find anything on the 10Y note or even international Bonds and rates.
There is a mini Eurodollar that trades on CME/IMM, but if you take a look at it you will notice that it has severe problems with volume and liquidity and thus is subject to large price gaps that may make it unreasonable for trading.

In many respects it is not dissimilar to some of the other mini contracts, like the mini-RBOB, which rarely even has an OI.
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