Liquid Futures Contracts

Discussion in 'Financial Futures' started by Splat, Jun 2, 2006.

  1. Splat


    I am looking to trade futures using an AUTOMATED SYSTEM so
    obviously I need to trade the most liquid contracts.
    Does anyone know what the most liquid futures contracts
    are? I know about YM, ES, ER and NQ in the US and the DAX in
    Europe but names of all other contracts (fx, commodities etc..),
    times to trade them and exchanges would be appreciated.
  2. MTE


    10yr T-notes - CBOT
    E-mini S&P 500 - CME
    5 yr T-notes - CBOT
    30yr T-bonds - CBOT
    Eurodollar - CME

    These are some of the most liquid futures in the US, actually, if I'm not mistaken they are the top 5.
  3. Then add Eur/usd and usd/jpy futures contracts.

    Then perhaps Corn, Wheat, Gold, Cotton, Live Cattle, Rough Rice.
  4. Splat


    kiwi trader-
    Are these Corn, Wheat, Gold, Cotton, Live Cattle and Rough Rice you mentioned liquid?
  5. Water

    This may seem a little old fashioned but why don’t you just look up the open interest and decide for yourself?
  6. danoXP


  7. Open interest tells you nothing of liquidity.
  8. Wash
    Open Interest tells “You,” nothing about real and potential liquidity.
    Really O.I. tells me quite a lot.
  9. Here are world futures markets ranked by liquidity from most liquid (#1 = Bund futures on Eurex) to least liquid (#74 = Fluid Milk on CME).

    Right click and choose Save As... because the image file is too tall to render well inside a browser window. Instead, put it on your hard disk and open it with Windows Picture and Fax Viewer, which has capability to zoom and pan.
  10. duard


    The milk pit is a hoot. Don't forget butter!!! To sharpen my edge in that "gladiator pit" I like to watch paint dry for hours. Patience is key it could be days before a bid is hit.
    #10     Jun 2, 2006