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Liquidity_report
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Liquidity_report
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********************************************************************************
Liquidity report produced on 09/01/2025 22:58
********************************************************************************
This report reports on the liquidity of various futures contracts.
The volumes in contracts are for the expiry which currently has the highest volume, and are averaged over the last four weeks
The risk shown is the volume translated into risk in $million. We multiply the contracts by the risk per contract, as an annual $ amount
It's recommended that the minimum volume a retail trader considers is 100 contracts or $1.5m per day(*) indicates a position currently held in my own trading system
=====================================
Sorted by contracts
=====================================
contracts risk
COTTON 0 0.00
ETHANOL 0 0.00
OMX 0 0.00
TWD 0 0.00
RUR 0 0.00
BOVESPA 0 0.00
CLP 0 0.00
MSCIEMASIA 0 0.00
SWISSLEAD 0 0.00
HOUSE-US 1 0.00
GASOILINE_micro 2 0.00
CNH-onshore 3 0.01
AEX_mini 5 0.01
JGB-mini 6 0.01
VNKI 6 0.00
MILKWET 8 0.03
WHEY 10 0.05
PLN 14 0.14
TWD-mini 14 0.02
COAL-GEORDIE 14 0.38
IRS 14 0.28
EU-DJ-TECH 15 0.17
KRWUSD 16 0.09
AUDJPY 18 0.18
SGD_mini 20 0.02
CH10 24 0.15
EURCAD 26 0.15
CHFJPY 27 0.54
BUTTER 31 0.18
GBPJPY 31 0.36
MILKDRY 31 0.17
COPPER-mini 33 0.28
GICS 40 0.59
IG 47 0.35
COAL 47 1.36
EU-HOUSE 52 0.36
EPRA-EUROPE 52 0.12
GBPCHF 53 0.41
EURAUD 56 0.35
STEEL 58 0.14
EU-DJ-TELECOM 65 0.09
SUGAR16 65 0.24
SMI-MID 81 0.19
EU-RETAIL 96 0.30
EU-CHEM 112 0.79
INR 114 0.11
MSCIWORLD 122 0.47
R1000 126 1.13
EU-MEDIA 133 0.35
HIGHYIELD 137 0.97
EU-CONSTRUCTION 140 0.55
BONO 150 0.83
ALUMINIUM* 156 1.63
NOK 158 2.25
SEK 159 2.05
EU-TRAVEL 163 0.29
BBCOMM 176 0.16
CHEESE 178 1.27
JPY_mini 188 0.61
WHEAT_ICE 191 0.54
EU-DJ-OIL 199 0.45
TIN_LME 202 5.57
EUROSTX-LARGE 215 0.64
EUROSTX-SMALL 220 0.35
EUROSTX200-LARGE 226 0.54
US-DISCRETE 234 9.15
MSCIASIA 253 2.21
EU-MID 261 0.63
JP-REALESTATE 271 0.24
EU-FOOD 274 0.83
SGD 277 1.04
US-INDUSTRY 282 3.84
CHF_micro 284 0.23
GOLD-mini 297 4.64
EU-DJ-UTIL 303 0.55
WHEAT_mini 319 0.36
OATIES 323 1.51
GAS-PEN 362 8.34
EURCHF 364 1.56
US-HEALTH 379 5.18
EU-INSURE 382 0.72
US-MATERIAL 433 4.58
EU-TECH 435 3.40
LEAD_LME 461 2.84
NICKEL_LME 489 8.23
CORN_mini 493 0.31
DJSTX-SMALL 500 0.83
OJ 505 9.98
LUMBER-new 526 1.45
GAS-LAST 562 8.16
US-STAPLES 565 3.72
YENEUR 566 5.37
FTSEINDO 582 1.30
US-UTILS 588 5.51
MILK 591 3.61
JGB-SGX-mini 591 1.13
RICE 626 2.66
ZINC_LME 648 8.33
SOYBEAN_mini 675 0.99
US-ENERGY 705 9.65
FTSEVIET 741 0.72
FTSE250 856 4.73
GASOILINE_ICE 858 13.62
EU-HEALTH 865 6.49
ALUMINIUM_LME 911 8.76
GBPEUR 911 4.43
NIKKEI400 993 1.93
COPPER_LME 1051 31.31
MSCITAIWAN 1106 17.52
CAD_micro 1115 0.33
GBP_micro 1312 0.65
HEATOIL-ICE 1352 25.72
EU-AUTO 1368 6.98
IBEX_mini 1377 1.68
EU-BASIC 1444 7.14
EURIBOR 1528 2.60
EU-UTILS 1530 2.87
COPPER-micro 1691 2.86
PALLAD 1769 47.33
CRUDE_W_mini 1900 13.00
ZAR 1909 5.49
US-REALESTATE 1979 11.10
EU-REALESTATE 2037 1.95
ETHEREUM 2120 190.24
EUR_mini 2180 8.10
MUMMY 2253 1.45
HANGENT_mini 2355 4.15
GAS_US_mini 2385 12.27
RUBBER* 2392 4.82
EU-DIV30 2897 4.44
AUD_micro 3014 1.40
FTSECHINAH 3058 17.28
VIX_mini 3232 3.35
US3 3265 13.42
EU-OIL 3268 7.65
BRE* 3326 6.53
FANG 3487 40.12
FEEDCOW 4059 51.96
ROBUSTA 4369 57.03
CHINAA-CON 4591 43.42
BRENT-LAST 4729 61.92
COCOA_LDN 4739 183.53
AEX 4864 77.09
KRWUSD_mini 5387 6.51
SARONA 5502 7.54
SILVER 5600 35.66
IBEX 5750 70.66
CRUDE_ICE 6148 82.61
PLAT 7015 69.53
SP400 7079 277.98
COCOA 7785 359.69
SUGAR_WHITE 8165 34.01
EUR_micro 8173 6.26
MIB* 9162 177.19
NZD 9474 41.24
TOPIX* 9565 20.73
CHF* 9966 78.73
COFFEE 10413 280.87
DAX* 11113 20.96
REDWHEAT 12669 69.81
MSCISING* 12892 34.68
COTTON2 13173 68.46
JGB 13198 253.67
DX 14471 74.51
SPI200 14590 157.33
COPPER* 15240 257.33
SMI 15388 190.61
GASOILINE 15708 230.67
HEATOIL 16031 263.16
EUA 16879 310.74
CRUDE_W_micro* 17361 22.90
V2X 18331 8.16
LEANHOG 18755 122.45
LIVECOW 19062 140.70
CANOLA* 19840 29.91
BITCOIN 20044 73.99
ETHER-micro 20804 3.80
IRON 22487 46.25
FTSETAIWAN 22627 223.20
HANG_mini 22911 100.88
MXP 24402 59.68
HANGTECH 25748 178.64
GASOIL 26182 334.77
CAC 26592 233.80
MSCIEAFA 26731 293.01
AUD 27449 124.40
SOYOIL 30876 180.09
HANG 32716 716.99
WHEAT 33055 164.15
MILLWHEAT 33372 61.01
HANGENT 33722 297.10
CAD2 34877 27.81
SOYMEAL* 35117 214.04
GBP 36493 180.85
GOLD_micro 37551 117.70
FED 37582 94.88
JPY* 38141 240.43
SUGAR11* 38857 147.25
CAD* 40772 125.03
CAD5 41912 100.54
KOSDAQ 42233 79.46
KOSPI_mini 42782 83.08
FTSE100 49566 361.19
EURO600 49888 112.31
SOYBEAN 50378 324.90
CNH 51330 156.17
GOLD 51558 1628.68
KR10 53506 186.73
RUSSELL* 56803 103.77
SONIA3 57467 137.30
GAS_US 67758 871.21
EU-BANKS 69353 72.15
DOW_mini 70224 1388.42
EUR 71178 551.25
DOW 74728 147.93
CRUDE_W 75436 767.42
VIX 76237 747.74
BUXL* 90478 1281.49
KR3 92823 96.56
CORN 110627 286.28
EURIBOR-ICE 113361 184.66
RUSSELL_mini 115876 2080.70
CAD10 119182 551.17
KOSPI 122531 1181.35
BRENT_W 128747 1599.79
FTSECHINAA 137518 338.36
BTP3 137846 209.64
SOFR 146929 283.12
GILT 154805 1234.46
US30* 158947 2076.77
OAT 161257 922.56
BTP 219773 1295.84
NIKKEI* 221737 746.84
US20 226594 2113.40
US10U 256675 1625.22
US2 324575 839.40
EUROSTX 331728 1961.84
NASDAQ 364277 23556.03
SHATZ 425876 489.34
BOBL 544096 1732.75
US5 564707 1750.91
SP500_micro 648360 2094.87
BUND 764657 4587.05
US10 833866 4011.68
NASDAQ_micro 895951 5774.30
SP500 1073954 34512.97
=============================================
$m of annualised risk per day, sorted by risk
=============================================
contracts risk
GASOILINE_micro 2 0.00
SWISSLEAD 0 0.00
RUR 0 0.00
TWD 0 0.00
VNKI 6 0.00
COTTON 0 0.00
MSCIEMASIA 0 0.00
ETHANOL 0 0.00
OMX 0 0.00
HOUSE-US 1 0.00
CLP 0 0.00
BOVESPA 0 0.00
JGB-mini 6 0.01
CNH-onshore 3 0.01
AEX_mini 5 0.01
SGD_mini 20 0.02
TWD-mini 14 0.02
MILKWET 8 0.03
WHEY 10 0.05
EU-DJ-TELECOM 65 0.09
KRWUSD 16 0.09
INR 114 0.11
EPRA-EUROPE 52 0.12
STEEL 58 0.14
PLN 14 0.14
CH10 24 0.15
EURCAD 26 0.15
BBCOMM 176 0.16
MILKDRY 31 0.17
EU-DJ-TECH 15 0.17
AUDJPY 18 0.18
BUTTER 31 0.18
SMI-MID 81 0.19
CHF_micro 284 0.23
SUGAR16 65 0.24
JP-REALESTATE 271 0.24
COPPER-mini 33 0.28
IRS 14 0.28
EU-TRAVEL 163 0.29
EU-RETAIL 96 0.30
CORN_mini 493 0.31
CAD_micro 1115 0.33
EUROSTX-SMALL 220 0.35
EURAUD 56 0.35
EU-MEDIA 133 0.35
IG 47 0.35
EU-HOUSE 52 0.36
WHEAT_mini 319 0.36
GBPJPY 31 0.36
COAL-GEORDIE 14 0.38
GBPCHF 53 0.41
EU-DJ-OIL 199 0.45
MSCIWORLD 122 0.47
CHFJPY 27 0.54
EUROSTX200-LARGE 226 0.54
WHEAT_ICE 191 0.54
EU-CONSTRUCTION 140 0.55
EU-DJ-UTIL 303 0.55
GICS 40 0.59
JPY_mini 188 0.61
EU-MID 261 0.63
EUROSTX-LARGE 215 0.64
GBP_micro 1312 0.65
EU-INSURE 382 0.72
FTSEVIET 741 0.72
EU-CHEM 112 0.79
EU-FOOD 274 0.83
BONO 150 0.83
DJSTX-SMALL 500 0.83
HIGHYIELD 137 0.97
SOYBEAN_mini 675 0.99
SGD 277 1.04
JGB-SGX-mini 591 1.13
R1000 126 1.13
CHEESE 178 1.27
FTSEINDO 582 1.30
COAL 47 1.36
AUD_micro 3014 1.40
LUMBER-new 526 1.45
MUMMY 2253 1.45
OATIES 323 1.51
EURCHF 364 1.56
ALUMINIUM* 156 1.63
IBEX_mini 1377 1.68
NIKKEI400 993 1.93
EU-REALESTATE 2037 1.95
SEK 159 2.05
MSCIASIA 253 2.21
NOK 158 2.25
EURIBOR 1528 2.60
RICE 626 2.66
LEAD_LME 461 2.84
COPPER-micro 1691 2.86
EU-UTILS 1530 2.87
VIX_mini 3232 3.35
EU-TECH 435 3.40
MILK 591 3.61
US-STAPLES 565 3.72
ETHER-micro 20804 3.80
US-INDUSTRY 282 3.84
HANGENT_mini 2355 4.15
GBPEUR 911 4.43
EU-DIV30 2897 4.44
US-MATERIAL 433 4.58
GOLD-mini 297 4.64
FTSE250 856 4.73
RUBBER* 2392 4.82
US-HEALTH 379 5.18
YENEUR 566 5.37
ZAR 1909 5.49
US-UTILS 588 5.51
TIN_LME 202 5.57
EUR_micro 8173 6.26
EU-HEALTH 865 6.49
KRWUSD_mini 5387 6.51
BRE* 3326 6.53
EU-AUTO 1368 6.98
EU-BASIC 1444 7.14
SARONA 5502 7.54
EU-OIL 3268 7.65
EUR_mini 2180 8.10
V2X 18331 8.16
GAS-LAST 562 8.16
NICKEL_LME 489 8.23
ZINC_LME 648 8.33
GAS-PEN 362 8.34
ALUMINIUM_LME 911 8.76
US-DISCRETE 234 9.15
US-ENERGY 705 9.65
OJ 505 9.98
US-REALESTATE 1979 11.10
GAS_US_mini 2385 12.27
CRUDE_W_mini 1900 13.00
US3 3265 13.42
GASOILINE_ICE 858 13.62
FTSECHINAH 3058 17.28
MSCITAIWAN 1106 17.52
TOPIX* 9565 20.73
DAX* 11113 20.96
CRUDE_W_micro* 17361 22.90
HEATOIL-ICE 1352 25.72
CAD2 34877 27.81
CANOLA* 19840 29.91
COPPER_LME 1051 31.31
SUGAR_WHITE 8165 34.01
MSCISING* 12892 34.68
SILVER 5600 35.66
FANG 3487 40.12
NZD 9474 41.24
CHINAA-CON 4591 43.42
IRON 22487 46.25
PALLAD 1769 47.33
FEEDCOW 4059 51.96
ROBUSTA 4369 57.03
MXP 24402 59.68
MILLWHEAT 33372 61.01
BRENT-LAST 4729 61.92
COTTON2 13173 68.46
PLAT 7015 69.53
REDWHEAT 12669 69.81
IBEX 5750 70.66
EU-BANKS 69353 72.15
BITCOIN 20044 73.99
DX 14471 74.51
AEX 4864 77.09
CHF* 9966 78.73
KOSDAQ 42233 79.46
CRUDE_ICE 6148 82.61
KOSPI_mini 42782 83.08
FED 37582 94.88
KR3 92823 96.56
CAD5 41912 100.54
HANG_mini 22911 100.88
RUSSELL* 56803 103.77
EURO600 49888 112.31
GOLD_micro 37551 117.70
LEANHOG 18755 122.45
AUD 27449 124.40
CAD* 40772 125.03
SONIA3 57467 137.30
LIVECOW 19062 140.70
SUGAR11* 38857 147.25
DOW 74728 147.93
CNH 51330 156.17
SPI200 14590 157.33
WHEAT 33055 164.15
MIB* 9162 177.19
HANGTECH 25748 178.64
SOYOIL 30876 180.09
GBP 36493 180.85
COCOA_LDN 4739 183.53
EURIBOR-ICE 113361 184.66
KR10 53506 186.73
ETHEREUM 2120 190.24
SMI 15388 190.61
BTP3 137846 209.64
SOYMEAL* 35117 214.04
FTSETAIWAN 22627 223.20
GASOILINE 15708 230.67
CAC 26592 233.80
JPY* 38141 240.43
JGB 13198 253.67
COPPER* 15240 257.33
HEATOIL 16031 263.16
SP400 7079 277.98
COFFEE 10413 280.87
SOFR 146929 283.12
CORN 110627 286.28
MSCIEAFA 26731 293.01
HANGENT 33722 297.10
EUA 16879 310.74
SOYBEAN 50378 324.90
GASOIL 26182 334.77
FTSECHINAA 137518 338.36
COCOA 7785 359.69
FTSE100 49566 361.19
SHATZ 425876 489.34
CAD10 119182 551.17
EUR 71178 551.25
HANG 32716 716.99
NIKKEI* 221737 746.84
VIX 76237 747.74
CRUDE_W 75436 767.42
US2 324575 839.40
GAS_US 67758 871.21
OAT 161257 922.56
KOSPI 122531 1181.35
GILT 154805 1234.46
BUXL* 90478 1281.49
BTP 219773 1295.84
DOW_mini 70224 1388.42
BRENT_W 128747 1599.79
US10U 256675 1625.22
GOLD 51558 1628.68
BOBL 544096 1732.75
US5 564707 1750.91
EUROSTX 331728 1961.84
US30* 158947 2076.77
RUSSELL_mini 115876 2080.70
SP500_micro 648360 2094.87
US20 226594 2113.40
US10 833866 4011.68
BUND 764657 4587.05
NASDAQ_micro 895951 5774.30
NASDAQ 364277 23556.03
SP500 1073954 34512.97
********************************************************************************
END OF REPORT
********************************************************************************