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Liquidity report produced on 01/01/2026 21:35
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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 $1.5m per day(*) indicates a position currently held in my own trading system
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Sorted by contracts
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contracts risk
OATIES 278 1.18
LUMBER-new 374 1.09
RICE* 428 2.09
OJ* 601 11.84
GAS_US_mini* 676 3.83
JGB-SGX-mini 922 2.14
SILVER-mini* 1113 103.81
PALLAD 3448 442.08
DAX 3648 11.95
FEEDCOW* 4039 116.99
CHF* 5876 56.26
SP400* 6873 339.26
NZD 7287 32.60
ROBUSTA 7327 104.81
DX 7687 38.92
BITCOIN 8374 31.16
SMI 8397 130.34
COFFEE 9136 346.73
COCOA* 9354 299.48
HEATOIL* 10273 258.06
CAC 10797 104.93
GASOLINE 11585 198.60
PLAT 13096 941.51
LEANHOG* 13317 85.25
LIVECOW 13674 202.50
MXP* 14462 26.43
COTTON2* 14783 54.62
REDWHEAT* 15844 84.84
COPPER* 15954 621.77
GBP* 18691 89.84
CAD* 18877 62.82
CANOLA 18966 36.12
AUD 19976 89.85
SOYMEAL* 22587 118.58
SOYOIL* 24392 142.96
GASOIL* 24886 425.68
RUSSELL 25534 56.59
JPY* 28235 196.06
WHEAT* 32384 147.45
VIX* 34529 210.09
EUR 36064 245.19
SUGAR11* 37830 150.65
DOW 39702 104.44
SOYBEAN* 40417 233.84
CRUDE_W 47363 543.91
CORN 86509 208.29
EURIBOR-ICE 88653 141.44
BUXL* 91185 1206.78
EUROSTX* 119585 954.93
OAT* 137291 875.74
US30* 140401 1519.75
SOFR 152512 254.40
GOLD_micro* 166067 1499.76
NIKKEI* 184883 1072.37
US20 198998 1666.41
BTP 212903 1399.13
US10U 235970 1257.21
US2 365961 820.97
SHATZ 425311 402.57
SP500_micro* 443091 1734.97
NASDAQ_micro* 523392 4186.86
BOBL 562067 1768.79
US5 579850 1638.52
BUND* 705636 4339.04
US10 797464 3446.80
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$m of annualised risk per day, sorted by risk
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contracts risk
LUMBER-new 374 1.09
OATIES 278 1.18
RICE* 428 2.09
JGB-SGX-mini 922 2.14
GAS_US_mini* 676 3.83
OJ* 601 11.84
DAX 3648 11.95
MXP* 14462 26.43
BITCOIN 8374 31.16
NZD 7287 32.60
CANOLA 18966 36.12
DX 7687 38.92
COTTON2* 14783 54.62
CHF* 5876 56.26
RUSSELL 25534 56.59
CAD* 18877 62.82
REDWHEAT* 15844 84.84
LEANHOG* 13317 85.25
GBP* 18691 89.84
AUD 19976 89.85
SILVER-mini* 1113 103.81
DOW 39702 104.44
ROBUSTA 7327 104.81
CAC 10797 104.93
FEEDCOW* 4039 116.99
SOYMEAL* 22587 118.58
SMI 8397 130.34
EURIBOR-ICE 88653 141.44
SOYOIL* 24392 142.96
WHEAT* 32384 147.45
SUGAR11* 37830 150.65
JPY* 28235 196.06
GASOLINE 11585 198.60
LIVECOW 13674 202.50
CORN 86509 208.29
VIX* 34529 210.09
SOYBEAN* 40417 233.84
EUR 36064 245.19
SOFR 152512 254.40
HEATOIL* 10273 258.06
COCOA* 9354 299.48
SP400* 6873 339.26
COFFEE 9136 346.73
SHATZ 425311 402.57
GASOIL* 24886 425.68
PALLAD 3448 442.08
CRUDE_W 47363 543.91
COPPER* 15954 621.77
US2 365961 820.97
OAT* 137291 875.74
PLAT 13096 941.51
EUROSTX* 119585 954.93
NIKKEI* 184883 1072.37
BUXL* 91185 1206.78
US10U 235970 1257.21
BTP 212903 1399.13
GOLD_micro* 166067 1499.76
US30* 140401 1519.75
US5 579850 1638.52
US20 198998 1666.41
SP500_micro* 443091 1734.97
BOBL 562067 1768.79
US10 797464 3446.80
NASDAQ_micro* 523392 4186.86
BUND* 705636 4339.04
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END OF REPORT
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