The CBOT that trades them is more than happy to tell you about them, http://www.cbot.com/cbot/pub/page/0,3181,1063,00.html Of course you have to have a broker that trades futures. A lot of us are using Interactive Brokers, but Cybertrader trades them to. Wait a minute, they may only trade the ones at the CME, the ES, NQ, ER2, and one or two others. The YM is at the CBOT. I wouldn't pay more than $5 round trip for commissions. I think IB is only $4.24 so even if you get just 1 point you made a few pennies.
And you have to learn about fair value, http://www.programtrading.com/buysell.htm Today fair value on the YM is about -12 to the DJIA. Other than that, you're just trading the indices. A lot of people also play the ES, which is the SPX emini. It's $50 a point though. Harder to play the small wiggles on it. But if you caught the top today and just covered, that would have been 8 points. Not a bad pay day.
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