Which treasuriesâ€™ futures to choose

May 30th, 2018, 04:18 AM

Hi

I am a newbie on futures and I was wondering if someone can help me understand how I can find the most liquid 3/5/10year treasuries futures ticker.
I downloaded NinjaTrader and started playing around with their market replay data but for each, for example, 5y Treasury future, there are several contracts/tickers. So how do I find the most liquid one easily?

Thank you

May 30th, 2018, 12:09 PM

Iamito

Hi

I am a newbie on futures and I was wondering if someone can help me understand how I can find the most liquid 3/5/10year treasuries futures ticker.
I downloaded NinjaTrader and started playing around with their market replay data but for each, for example, 5y Treasury future, there are several contracts/tickers. So how do I find the most liquid one easily?

Thank you

Look at the instrument's specification page:
5-Year T-Note Futures Quotes - [AUTOLINK]CME[/AUTOLINK] Group

As you can see, ZF is currently rolling from June to September 2018 as the most liquid contract.

Which treasuriesâ€™ futures to choose

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Which treasuries’ futures to choose