Does anyone have access to liquidty rankings - precise or even an off-the cuff ranking of liquidity in the grains, softs & meats. Also how does the liquidity in the most liquid grains/softs/meats product compare to liquidty in US stock indices on a scale of 0 - 10. How's electronic trading for these markets -vis-a-vis- liquidity, access, etc. Many Thanks!
There is a futures liquidity / bang for the buck table in every issue of S&C magazine. Here's April 2007 version, with an explanation of how it's constructed: http://www.traders.com/Documentation/FEEDbk_docs/Liquidity/FutLiq.html Futures and Active Trader mags have their own, less elaborate versions, showing average volume and OI, among other things.