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Liquidity report produced on 23/12/2025 21:34
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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 $1.5m per day(*) indicates a position currently held in my own trading system
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Sorted by contracts
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contracts risk
OATIES 263 1.11
LUMBER-new 372 1.10
RICE* 415 2.06
JGB-SGX-mini 580 1.38
OJ* 596 12.49
SILVER-mini* 779 37.14
DAX 1860 6.15
GAS_US_mini 2078 12.44
PALLAD 2683 164.47
CHF* 4082 40.56
SMI 4775 74.45
NZD 5101 22.69
DX 5280 27.92
FEEDCOW* 5413 171.01
ROBUSTA 6525 97.02
SP400* 6692 339.87
CAC 8000 79.96
COFFEE 9505 391.14
COCOA* 9857 310.94
MXP* 9999 18.55
GBP* 12444 61.61
GASOLINE* 12755 231.40
CAD 13075 45.24
PLAT* 13633 456.09
HEATOIL* 13647 361.92
AUD 14111 64.91
LEANHOG* 14377 97.87
LIVECOW 14700 236.18
COTTON2* 14772 57.84
CANOLA* 15681 29.85
COPPER* 15686 466.38
REDWHEAT* 16205 86.43
RUSSELL 18231 42.66
JPY* 20304 150.76
SOYMEAL 25338 136.92
EUR 26075 183.08
DOW 27098 73.41
SOYOIL* 28661 165.48
GASOIL* 32766 593.39
VIX* 33895 217.82
WHEAT* 34624 160.28
CRUDE_W 37076 447.86
SUGAR11* 40213 158.16
BITCOIN 45391 182.58
SOYBEAN* 50845 287.56
BUXL* 67226 894.60
EUROSTX* 67295 524.61
EURIBOR-ICE 90208 152.49
CORN 92832 220.66
OAT* 101942 654.56
NIKKEI* 105069 665.84
US30* 146448 1640.48
GOLD_micro 150647 997.04
BTP 152778 1001.97
SOFR 193689 327.03
US20 207432 1805.15
US10U 251857 1385.40
SP500_micro* 305051 1248.78
SHATZ 322625 313.55
NASDAQ_micro* 349611 2975.39
US2 392312 927.58
BOBL 421024 1354.83
BUND* 519621 3232.41
US5 630453 1871.81
US10 846829 3638.97
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$m of annualised risk per day, sorted by risk
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contracts risk
LUMBER-new 372 1.10
OATIES 263 1.11
JGB-SGX-mini 580 1.38
RICE* 415 2.06
DAX 1860 6.15
GAS_US_mini 2078 12.44
OJ* 596 12.49
MXP* 9999 18.55
NZD 5101 22.69
DX 5280 27.92
CANOLA* 15681 29.85
SILVER-mini* 779 37.14
CHF* 4082 40.56
RUSSELL 18231 42.66
CAD 13075 45.24
COTTON2* 14772 57.84
GBP* 12444 61.61
AUD 14111 64.91
DOW 27098 73.41
SMI 4775 74.45
CAC 8000 79.96
REDWHEAT* 16205 86.43
ROBUSTA 6525 97.02
LEANHOG* 14377 97.87
SOYMEAL 25338 136.92
JPY* 20304 150.76
EURIBOR-ICE 90208 152.49
SUGAR11* 40213 158.16
WHEAT* 34624 160.28
PALLAD 2683 164.47
SOYOIL* 28661 165.48
FEEDCOW* 5413 171.01
BITCOIN 45391 182.58
EUR 26075 183.08
VIX* 33895 217.82
CORN 92832 220.66
GASOLINE* 12755 231.40
LIVECOW 14700 236.18
SOYBEAN* 50845 287.56
COCOA* 9857 310.94
SHATZ 322625 313.55
SOFR 193689 327.03
SP400* 6692 339.87
HEATOIL* 13647 361.92
COFFEE 9505 391.14
CRUDE_W 37076 447.86
PLAT* 13633 456.09
COPPER* 15686 466.38
EUROSTX* 67295 524.61
GASOIL* 32766 593.39
OAT* 101942 654.56
NIKKEI* 105069 665.84
BUXL* 67226 894.60
US2 392312 927.58
GOLD_micro 150647 997.04
BTP 152778 1001.97
SP500_micro* 305051 1248.78
BOBL 421024 1354.83
US10U 251857 1385.40
US30* 146448 1640.48
US20 207432 1805.15
US5 630453 1871.81
NASDAQ_micro* 349611 2975.39
BUND* 519621 3232.41
US10 846829 3638.97
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END OF REPORT
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