Most Actively Traded Futures Contracts?

[alberto 10]

Can anyone refer me to a source that lists the most actively traded futures contracts around the world?

Edited March 26, 2010 by alberto
Added question mark to title

[ochie 10]

This source provides a relative snapshot: Futures Liquidity

Edited March 26, 2010 by ochie

[Kiwi 16]

I like the table ochie but I doubt the results. Perhaps what TASC interpret as liquidity isn't what most of use - my one is "how easy it is to buy and sell with a low spread."

 

So I'd agree that ED is low.

 

But I have doubts about 3 Yr Aussie Tbonds on SFE being low compared with, say, ES which is two below.

 

Similarly the Aussie SPI futures contract is fairly illiquid and yet it sits above GU, UJ, and EU futures. And where are the nikkei and other asian contracts?

 

So, I'd call the table interesting but basically a dud just from the contracts I'm familiar wtih. Unfortunately I don't have anything better because I couldn't find a decent table of volumes traded daily anywhere.

[alberto 10]

I agree. The list doesn't seem to make sense. It's hard to believe a meaningful list is so hard to get.

[Uli Schmuli 10]

Futures Magazine publishes these figures every month.

[alberto 10]

Thanks. I'll check it out.

[Kiwi 16]

Try

 

Traders' View of the World 2010 - Commodities - Futures Magazine

 

I think I hit my max free looks just before I found this page. It might be the one.

[kenny1703 10]

Can anyone refer me to a source that lists the most actively traded futures contracts around the world?

 

did you check futures magazine group. if not, you may check it out. i think its help!

[alberto 10]

I checked it out. It did help. Thanks.

[HighStakes 10]

I made a comparison by volume and dollarized ATR on the most popular contracts on the CME. If anyone is interested, I`ll upload it tomorrow.

[sicktrader 10]

I made a comparison by volume and dollarized ATR on the most popular contracts on the CME. If anyone is interested, I`ll upload it tomorrow.

 

Count me in as interested. Thanks.

[alberto 10]

I would like to see it. Thanks.

[HighStakes 10]

Allright guys.

 

Average daily volume is representative of March 2010 and was obtained from CME.

 

ATR was plotted around 20th of April I believe, so it might not be totally accurate as of today, but it should be illustrative for the purpose of the sheet.

 

You might miss a few contracts, but these are the ones that are relevant for my trading. Every contract is traded on the CME, except for the TF (Mini Russell) which is traded at ICE.

 

Enjoy!

FuturesMarketsOverview(1).xls

[alberto 10]

Good info. Thank you.

[Kiwi 16]

I finally found the page I used to use back in the (end of) day.

 

A list of most contracts with price, volume and oi from Moore Research

[alberto 10]

Excellent. Thank you.

[AgeKay 10]

The most comprehensive source I know of is FuturesIndustry.org

 

The Futures Industry Association is the most frequently quoted source of volume statistics worldwide. We collect volume and open interest data on all domestic and international futures, options on futures and stock indexes, interest rate and currency contracts traded on U.S. futures and securities exchanges.

 

They seem to be a bit outdated though lately. The most recent survey I managed to find on their site was from January 2009. Let me know if you find a more recent one.

 

All published volume surveys can be found here (which ironically doesn't even show the January 2009 survey I referenced above).

[alberto 10]

Great resource. Thanks.

[emg 12]

most active futures market are:

 

1) eurodollar

2) Emini S&P 500

3) 5 yrs note

4) 10 yrs note

5) euribor

6) bund

7) SCHATZ

8) short sterling

9)crude

10) natural gas

11) gold

12) corn

[emg 12]

most active futures market are:

 

1) eurodollar

2) Emini S&P 500

3) 5 yrs note

4) 10 yrs note

5) euribor

6) bund

7) SCHATZ

8) short sterling

9)crude

10) natural gas

11) gold

12) corn

 

Also

 

13) EMG................

[forex_broker 10]

This is a good thread that can benefit many traders. Although the question appears quite simple, the answer is a little more complicated. Currently the most liquid futures contract is the June 2010 E-Mini S&P 500, although the Eurodollar (interest rate product, not EUR/USD FX product) has more volume across all expirations, the June expiration of the ES contract traded about 2 mil contracts today compared to the most liquid expiration of the GE contract which traded about 350k contracts today according to the CME. Kospi 200 Futures are very liquid as well with the June 2010 contract trading over 400k contracts today according to the Korea Exchange's website. The most liquid US treasury contract is the June 2010 10 Yr note which traded 1.3 mil contracts today. All of this data can be found on the exchange's website. Chicago Mercantile Exchange: (CME Group - Home), Korea Exchange: (KRX(Korea Exchange))