10 most liquid futures on LIFFE and EUREX

Discussion in 'Index Futures' started by allesim, Apr 10, 2002.

  1. allesim

    allesim

    1.
    I am starting to trade futures on elocal.
    Can somebody help me to better research which are the most liquid contracts on LIFFE and EUREX and their tick value (EUR, GBP)?

    See attached form

    I will appreciate

    2.
    I also believe that none of them will have a liquidity close to NQM2 or ESM2, so I also ask which daytrade strategies are you implementing? Is scalping still possible?

    3.
    Which Leading indicators for EUREX and LIFFE futures?

    Thanks
     
  2. In reply to 1:
    Why can't you spend ten minutes of your own time, go to the websites and find this information yourself?
     
  3. rickty

    rickty

    allesim,

    The answers to most of your questions relating to 1) are given in
    the April (the current) edition of Futures magazine, see pages 71
    to 73.

    I'll give you a couple of answers you're seeking.
    In terms of stock index futures ranked from the highest daily
    volume we have:

    1) e-mini S&P 500 (CME)
    2) DJ Euro Stoxx 50 (Eurex)
    3) e-mini Nasdaq 100 (CME)
    4) Kospi 200 (KSE)
    5) Cac 40, 10euro (ParisBourse SA)
    6) S&P 500 (CME)
    7) OMX (OM)
    8) Dax (Eurex)
    9) FTSE 100 (Liffe)
    10) Nikkei 225 (OSE)
    11) All shares index (Safex)
    12) Nasdaq 100 (CME)
    13) Nemax 50 (Eurex)
    14) Bovespa (BM&F)
    15) SMI (Eurex)
    16) Topix (TSE)
    17) Dow Jones Industrial Average (CBOT)
    18) FIB 30 (Idem)
    19) Nikkei 225 (SGX)
    20) Hang Seng (HKFE)

    There's a lot more info. contained in the 3 pages in the mag.
    It's probably worth your while to get a copy.

    I hope this helps.

    BTW, I was thinking of using eLocal, do you have any comments
    about them?

    Richard
     
  4. rickty

    rickty

  5. allesim

    allesim

    Thanks Rickty

    1.
    While watching your list displaying ranked futures worldwide I wanted to get a closer look to Open Interest and Volume for those most liquid futures

    I always assumed that O.I. is calculated on yesterday's trades: then at 10:30 AM ET I went to eSignal quote box and I saw that "Volume" shows a static (say for ES M2) 417344 trades and O.I. shows 144K

    Since "Volume" does not update it is obviously yesterday's volume.
    So it should be the same as O.I. , right?
    I went to CME and I saw this data confirmed.
    What do I miss?


    Thanks
     
  6. bone

    bone ET Sponsor

    I would agree with Rickty and the Futures magazine ranking if you are looking to trade smaller, "retail-type" speculative orders in the equity derivatives market.

    Do not try to "scalp" these markets unless you are an exchange member with direct access to the market via a front-end like TT or Yes.