Hedge funds/IB in futures

Discussion in 'Financial Futures' started by Keene, Sep 20, 2006.

  1. Keene


    What contracts do institutions trade? Watching the euro it doesn't seem like any real big money are in the futures must be in the forex market.

    What contracts attract institutional money vs daytraders scalping each other?

  2. rosy2


  3. Do the following:

    1. Use Google/ET to find out names of the major futures exchanges worldwide.

    2. For each exchange, go to their website and look up the contract specs and daily volume/open interest for each contract that is listed.

    3. Use this information to calculate the $ (Euro, Yen, whatever) value of the volume/open interest for each contract (Notional*V or OI*Exchange Rate).

    4. Make a chart showing this number for each contract across all exchanges. This will give you your answer.

    5. Post your results here so that other may learn.
  4. Keene


    Thanks rosy2

    Equityguy I have thought about doing what you said but that doesn't always give you an answer for example The big contract and the QM mini crude trade roughly the same volume. My guess is the big contract gets the institutional money but I don't know for sure. On the flip side it looks like the e-mini ES gets the institutional money VS the Big SP 500 contract. But again in both these case I am not sure and would appreciate any insight from other traders with more experience in the futures mkt.
  5. Dude...go back and read my post very carefully...like step #3.