r/FuturesTrading 9h ago

Question Single stock futures liquidity in the context of micro index futures

10 Upvotes

Like many others I'm wondering how liquidity will be in the single stock futures launching soon.

It's my understanding that a good chunk of the liquidity in micro index future markets like MES and MNQ comes from incentivized liquidity providers that help traders find the liquidity they need and keep MES pinned tightly to ES. And the e-mini markets themselves are also full of similar inventory that helps provide liquidity to other traders. If the CME offers similar incentives and similar opportunities exist in these new markets, do you think liquidity providers will be interested once they tune their algos to the individual markets and see that there's at least a a small amount of volume to work with? It would be nice if the liquidity provider crowd put some depth into the mix to grease the skids a bit.

The reason I ask is that in some ways (not all obviously) these new futures seem to resemble the micro index contracts.

- They're relatively lightweight, if you look at the ATR of some of the tickers and see what kind of weight 100 shares represents, and compare that to the ATR and weight of a micro index future, many of them are similar in strength to a few micro contracts.

- In some cases like TSLA and NVDA and so on, they're also futures for instruments that have active options markets, like SPX/SPY/QQQ/etc.

- Since they're derivative products, in theory there needs to be some amount of liquidity present, like in MES or MNQ for example, to keep the future from wandering too far off from the underlying (right?).

- If I've read my history correctly, I believe many active traders were also sour on the idea of micros before they launched, saying there wouldn't be enough liquidity to be tradeable.

- And at least on paper these stock futures are being created for the same reason micros were created, to make the markets more accessible for smaller traders. Which if true you would think the CME would sweeten the pot with some liquidity if necessary so the markets work well enough to attract real traders and get things moving.

Interested to hear what any of the old hands or people with experience looking under the hood of futures markets think about this stuff.


r/FuturesTrading 9h ago

How to Use Max Pain on Expiry day ?

2 Upvotes

How to trade using max pain like what it does and how we can use it in day trading ?


r/FuturesTrading 14h ago

r/FuturesTrading - Daily Trading Discussion Jul 22, 2026

2 Upvotes

Please welcome to the daily trading thread. Feel free to discuss your today's trade ideas and results. Make sure to specify the instrument you're trading up front, and respect the sub's rules. Happy trading!


Previous discussions threads


r/FuturesTrading 4h ago

I want a bombaclart training buddy

1 Upvotes

Yeah, just hit me up init


r/FuturesTrading 7h ago

Question I bought and sold some futures yesterday, but only the profit sat as futures equity. Today I did as well, but for some reason, even though I have no open positions, my margin is still being used and I have the full value of a future sitting in the equity?

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1 Upvotes

Why did this trade not instantly cash in everything but the P&L like all of my futures trades did yesterday? Will I have to sell stocks to avoid paying margin interest? The brokerage is Robinhood. I am a new and still learning futures, I've just been trading singular micro futures.