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Liquidity report produced on 23/03/2026 21:32
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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 $1.5m per day(*) indicates a position currently held in my own trading system
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Sorted by contracts
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contracts risk
OATIES 399 2.27
LUMBER-new 561 1.68
OJ* 589 12.18
RICE 691 3.39
JGB-SGX-mini 775 2.30
COPPER 873 42.79
SILVER-mini 1157 174.50
PALLAD 1616 144.41
GAS_US_mini* 1724 10.94
CHF* 5547 77.45
DAX* 5835 32.79
FEEDCOW 6293 192.98
PLAT 7391 441.76
DX 7426 54.18
SMI 7560 202.83
SP400* 7809 494.88
ROBUSTA 7852 111.10
NZD* 7897 54.72
COFFEE 10655 373.09
COCOA* 11299 304.69
CAC 14026 203.77
LEANHOG 14057 95.60
LIVECOW 16597 239.61
CAD 17284 63.52
GASOLINE* 17658 959.42
MXP* 19676 67.21
HEATOIL* 19913 1706.82
GBP* 21189 151.11
CANOLA 23000 57.33
REDWHEAT* 24078 216.73
JPY* 24446 195.32
AUD* 25080 197.31
COTTON2* 27505 153.22
RUSSELL* 28489 78.08
BITCOIN 33292 121.51
EUR* 42742 499.05
GASOIL 44070 3456.03
DOW 44377 146.95
SOYMEAL 45814 329.93
WHEAT 50125 398.01
SOYOIL 60147 576.73
SUGAR11 63900 274.39
SOYBEAN* 73501 575.12
VIX 86539 1174.45
CRUDE_W* 113874 2532.18
CORN* 129057 446.36
BUXL* 152884 1982.00
NIKKEI* 173055 1804.87
GOLD_micro 187870 2849.84
EUROSTX* 202428 2685.88
US30* 220232 2987.30
OAT* 223492 1994.49
SOFR 315368 692.12
US20 319852 3618.00
EURIBOR-ICE 336236 869.28
NASDAQ_micro* 344400 2999.82
SP500_micro 353145 1626.50
BTP 389135 4070.90
US10U* 395237 2766.31
US2 679045 2233.98
BOBL* 836597 3884.43
US5* 948021 3611.31
SHATZ 955865 1857.23
BUND 1106562 8259.75
US10 1411071 8006.31
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$m of annualised risk per day, sorted by risk
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contracts risk
LUMBER-new 561 1.68
OATIES 399 2.27
JGB-SGX-mini 775 2.30
RICE 691 3.39
GAS_US_mini* 1724 10.94
OJ* 589 12.18
DAX* 5835 32.79
COPPER 873 42.79
DX 7426 54.18
NZD* 7897 54.72
CANOLA 23000 57.33
CAD 17284 63.52
MXP* 19676 67.21
CHF* 5547 77.45
RUSSELL* 28489 78.08
LEANHOG 14057 95.60
ROBUSTA 7852 111.10
BITCOIN 33292 121.51
PALLAD 1616 144.41
DOW 44377 146.95
GBP* 21189 151.11
COTTON2* 27505 153.22
SILVER-mini 1157 174.50
FEEDCOW 6293 192.98
JPY* 24446 195.32
AUD* 25080 197.31
SMI 7560 202.83
CAC 14026 203.77
REDWHEAT* 24078 216.73
LIVECOW 16597 239.61
SUGAR11 63900 274.39
COCOA* 11299 304.69
SOYMEAL 45814 329.93
COFFEE 10655 373.09
WHEAT 50125 398.01
PLAT 7391 441.76
CORN* 129057 446.36
SP400* 7809 494.88
EUR* 42742 499.05
SOYBEAN* 73501 575.12
SOYOIL 60147 576.73
SOFR 315368 692.12
EURIBOR-ICE 336236 869.28
GASOLINE* 17658 959.42
VIX 86539 1174.45
SP500_micro 353145 1626.50
HEATOIL* 19913 1706.82
NIKKEI* 173055 1804.87
SHATZ 955865 1857.23
BUXL* 152884 1982.00
OAT* 223492 1994.49
US2 679045 2233.98
CRUDE_W* 113874 2532.18
EUROSTX* 202428 2685.88
US10U* 395237 2766.31
GOLD_micro 187870 2849.84
US30* 220232 2987.30
NASDAQ_micro* 344400 2999.82
GASOIL 44070 3456.03
US5* 948021 3611.31
US20 319852 3618.00
BOBL* 836597 3884.43
BTP 389135 4070.90
US10 1411071 8006.31
BUND 1106562 8259.75
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END OF REPORT
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