Looking for a list of futures with the most volume

I'm looking for a list of the futures contracts with the most volume. Doesn't have to be indexes, can be energy, financial, anything. Worldwide.

If anyone has such a list they'd like to share thanks in advance for sharing it.

 

They publish something like this every month in the back of TASC (technical analysis of stocks and commodities) magazine.

 

http://www.elitetrader.com/vb/attachment.php?s=&postid=1091095

 

Strange that NQ/YM are not there in the list.

 

Start here.

http://www.futuresindustry.org/fi-magazine-home.asp?a=1274

 

The FIA is indeed a great resource. BUT there might possibly be situations and examples (both theoretical and real-world), in which "volume" doesn't tell the whole story. So I recommend you create your own "filters" that look for, and reject, futures contracts that don't meet YOUR criteria of Goodness.

Here is one possible example. All the magazines and websites agree that "CME Eurodollar is the most liquid futures contract on Earth." However, they reach this conclusion by looking at ALL CONTACTS including ALL back months. As you know, CME Eurodollar has a lot of back months with non-negligible volume. But, hypothetically, what if YOU don't trade the back months? What if YOU decide that only the front-month volume is important TO YOU? Well then, I predict that you will discover that the Eurex Bund contract is more liquid than the CME Eurodollar contract.

Which may be: food for thought. Perhaps the websites and the magazines don't measure what YOU care about. Maybe YOU have to measure it, yourself.

 

Thanks everyone for the replies, especially the link to futuresindustry.org which is exactly what I was looking for.

I agree with the previous post that one should calculate it themselves. I just wanted a starting point. This is more for curiosity than anything else. I trade very small size (1-2 ES contracts) but I've seen discussions saying one could trade 100 without any slippage. So I was curious how that relates to volume and how it compares to other futures. For example NQ often does 1/5 or 1/6 the volume of ES. I've seen it estimated that one could trade 5-10 NQ contracts with little or no slippage. But if the volume is 1/5 then one should be able to trade 1/5 of 100 = 20 contracts. I find it interesting to see what big traders can do.