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alberto

Most Actively Traded Futures Contracts?

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

Edited by alberto
Added question mark to title

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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.

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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!

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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

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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They seem to be a bit outdated though lately.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).

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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

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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................

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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))

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