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Why does ZB hang around 200 limits overnight and maybe 400-800 in the American session when ZN is at 1700-2000 overnight, and ZT at 3000 limits per level???
By listing these three contracts you implicitly gave yourself the answer: maturity of the underlying bonds.
The shorter the maturity, the smaller the effect of changes in interest rates / rate expectations is (ceteris
paribus). By implication this means that nominal position sizes in shorter maturities have to be higher in
order to net similar effects. IR derivatives reflect these relations.
