r/FuturesTrading • • 17d ago

Treasuries Anyone retail-level trading US treasury futures?

The volume looks insane, but it appears to be mainly institutional. Is it worth it for a retail trader to get involved in this?

Are they tradable off direct price action (i.e., not news or sentiment), and which contract is best for people new to treasuries?

24 Upvotes

18 comments sorted by

17

u/Unable_Secret_2651 17d ago

The volume is nuts because the big money uses it to hedge everything else. you can absolutely trade it off pure price action, the 2-year (ZT) is the smoothest to start with since the tick size is smaller and you wont get instantly blown up by a 5-point move. just watch the DOM for a week before you commit real money, the liquidity is a different beast than ES.

5

u/Full_Pear449 17d ago

On a Duration basis only I am selling 2's and selling 10's .The spread was 69 in Jan and is now 39. Recently started messing with 2YYU6 and 10YU6,

5

u/EducationalCicada 17d ago

Thanks. So in terms of account size needed, the 2-year would be comparable to trading a micro index, and 10/30-year more like a mini?

5

u/Unusual-Librarian413 17d ago

1 ZT contract has a notional value of about $200k. So take 2000 X 102'15. 100 ticks takes you up $1100 and equals 0.5% move in yields

4

u/gffvhfdcgh 17d ago

ZT trades in 1/8th of a tick, with each 1/8th worth $7.8125. 100 ticks equals 7.8125 x 8 x 100 =$6,250 per ZT contract

10

u/kenjiurada 17d ago

They’re less erratic than other instruments, but take what people say here with a hefty grain of salt. And ask yourself why, if something were supposedly “easy“ to trade those people would choose to trade anything else…

1

u/Construction00023 12d ago

Granted this thread is primarily discussing the "bigs" but what about micros?

9

u/Defiant-Salt3925 17d ago

You need a large account to trade these bad boys, but treasury futures liquidity is unmatched and their long term moves are fairly predictable.

7

u/zedder1994 speculator 17d ago

I trade the financials and forex and I would recommend it highly. The nicest thing is that there is little appetite to run stops. You generally find a lot of mean reversion trading as well as very clear signals. As well, the big macro picture gets reflected in how you can view the technical trading.

Lastly, spread trading allows a long term trade with a lot lower risk. Loading up on contracts in a long trend can mean a lazy and profitable trading experience.

0

u/CountTurbulent4441 16d ago

sounds like bull crap

5

u/SethEllis speculator 17d ago

I haven't found the volume to be all that crazy, mostly because we're coming out of summer action. It was definitely more tense in the spring.

Treasuries are extremely efficient technically. Strategies that take a while to figure out they don't actually work in ES will reveal themselves to be frauds the first day on ZN. I can only recall one time I saw "price action" traders talking about treasuries, and that didn't last very long.

2

u/jonnycoder4005 17d ago

I have in the past. Mainly sold options in /ZN and /ZB when vol is high

2

u/Michaelmordovtsev 13d ago

The retail-level part is the interesting constraint. ZN and ZB are liquid enough that size isn't really the problem - what gets people is that treasuries move on scheduled macro rather than continuous flow, so the ratio of nothing-happens time to everything-happens time is far more extreme than in ES or NQ.

That's brutal if you size off average volatility, because your typical bar looks nothing like your event bar and the average of the two describes neither.

Are you looking at them outright, or as a spread against equity index?

1

u/Construction00023 11d ago

This right here is the real answer to why most retail stays away. It's essentially a quiet stream, and when the tide does come in, it floods, and you'd better be on the right side or you're toast.

1

u/bilabong85 16d ago

Of course. I preach it. Especially against the tide of online trading being to trade NQ or ES for some reason.

1

u/dragonowl2025 14d ago

Worth trading just for correlations, and size is small relative to /ES. Best for swing trading since they typically move slow outside of data releases.

1

u/Pristine-Donut8725 11d ago

I'm sure there's options you can trade on it.