Q: The most liquid agriculture future & max number of contracts without slippage

Discussion in 'Commodity Futures' started by cunparis, Jan 5, 2009.

  1. I'm doing a study of the most liquid contracts and I'd like to find out what are the most liquid in agriculture futures. I'm already studying ES, CL, GC, and now I need something from the agriculture category.

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

    I see:

    1. Sugar ZCE
    2. Soybeans DCE
    3. Corn CME

    I'm not familiar with ZCE & DCE, from googling I gather they're chinese exchanges. So that leaves #3. It's listed as CME and I think that's ZC which was on CBOT.

    So my question is: Is ZC the most liquid? And how many contracts could one trade of ZC without slippage (buying at market)?

  2. Corn hands down on liquidity, followed by the beans and sugar.

    If you look at the front month corn DOM, you can usually get 40-60 bought/sold in the first 2 levels at any one time (at THAT second)...thats probably an average...better obviously near the pit open/close, a bit worse mid day...
  3. you can fire off a 100 lots at the market on corn or so im told I never have done it. Corn is the most liquid of the grains, the spreads trade enormous volume everyday. A guy that really is knowledgable on this subject would be nokomisjeff.

    Sugar is up there and I'd have to say that beans are too. Good observations
  4. yeh...nokomisjeff would be the guy to talk too...for the really big order I would almost be more in favor of going to the pit IF you have to get it done right then...as the big boys will do 1-200 lots pronto...but if you have a few minutes working the screen is much easier, and the liquidity is much better too.
  5. graintalk


    I trade CBOT AGS and I would say corn is the most liquid!