Finding Liquidity to watch

Discussion in 'Financial Futures' started by Luto, Jan 12, 2004.

  1. Luto

    Luto

    This is a newbie question.

    I am trying to compose a list of assets and most liquid contracts.

    For Example:

    SPY == ES on CME
    QQQ == NQ on CME
    CAN$ == CD on CME

    I can't seem to find an electronic vehichle for

    Euro == ??? Is it all pit traded ??
    Gold == YG on CBOT. Is this the most liquid? somthing at COMEX?
    Dollar == DX on CBOT. Again best liquidity?
    Yen ==

    Thanks in advance for any help.

    L
     
  2. I got lost following the thread on computer maintenence

    but this question of yours seems not so hard to answer
    if one is only looking for electronic contracts

    I am trying to compose a list of assets and most liquid contracts.

    I have made some adjustments to what you wrote

    500 SPY == 1 ES
    800 QQQ == 1 NQ
    CAN$ == CD I would guess you can trade different sizes of CD spot fx too but CD futures only 1 size
    Euro == EUR
    one can trade different sizes of Euro
    but EUR futures only 1 size with tight spread ( there is a 1/2 size contract but not tight spread )
    Gold == YG is only electronic gold contract presently
    it equals 1/3 of a Comex gold contract

    Yen == JY spot fx contract can be different sizes
    JY ( futures contract has only one actively traded size
    although there is a 1/2 size contract )
    fixed income ( see below )
    ZB = electronic 30 yr
    ZN 10 yr
    ZF 5 yr

    sorry I cannot be of more help at this time
     
  3. nkhoi

    nkhoi Moderator