  The probability distribution of log-returns of financial time series, sampled
at high frequency, is the basis for any further developments in quantitative
finance. In this letter, we present experimental results based on a large set
of time series on futures. Then, we show that the t-distribution with $\nu
\simeq 3$ gives a nice description of almost all data series. This appears to
be a quite general result that stays robust on a large set of any financial
data as well as on a wide range of sampling frequency of these data, below one
hour.
