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Liquidity report produced on 21/05/2026 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 $1.5m per day(*) indicates a position currently held in my own trading system
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Sorted by contracts
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contracts risk
SILVER-mini 242 26.37
OATIES 293 1.59
LUMBER-new 328 0.85
OJ* 696 13.76
RICE 947 4.94
GAS_US_mini* 964 3.64
PALLAD 1588 100.56
JGB-SGX-mini 2293 7.80
PLAT 5304 225.32
FEEDCOW* 7545 239.00
ROBUSTA 7697 95.05
SP400 10446 647.78
COFFEE 11247 397.21
CAC 12109 199.39
CHF* 12309 140.12
GASOLINE* 14040 647.28
COCOA* 14140 462.17
NZD 14247 83.16
HEATOIL 14430 950.61
LEANHOG* 14827 110.70
COPPER* 15078 699.64
LIVECOW* 17515 260.08
DX 21927 124.61
SMI 22147 491.62
REDWHEAT 23635 244.71
CANOLA* 24348 48.45
BITCOIN 26239 73.16
COTTON2 26458 321.18
MXP* 27960 70.05
GASOIL 29761 1510.23
DAX* 30559 166.02
CAD* 34264 103.19
SOYMEAL 38266 219.79
SOYOIL 41106 363.61
GBP* 41821 254.21
AUD 45597 291.19
WHEAT 49025 485.42
VIX* 50072 379.99
CRUDE_W* 50884 1275.21
JPY* 58643 408.51
SUGAR11* 60944 281.84
SOYBEAN* 67346 583.20
EUR 72027 611.35
RUSSELL 78787 221.17
DOW* 114921 384.60
CORN 115140 527.51
GOLD_micro* 121217 1239.04
SOFR 152143 331.27
BUXL* 155967 2366.51
EURIBOR-ICE 172638 444.49
US30* 229920 2841.94
OAT* 236729 2334.39
US20 284005 3056.26
BTP* 327999 3551.85
US10U* 337069 2430.86
NIKKEI* 477419 4929.68
US2 500146 1507.98
EUROSTX* 618658 8191.65
SHATZ 738110 1423.85
US5* 816730 3123.31
BOBL 837925 4136.70
SP500_micro* 971136 4410.72
BUND 1119166 9605.00
US10* 1148663 6590.93
NASDAQ_micro* 1482876 14199.60
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$m of annualised risk per day, sorted by risk
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contracts risk
LUMBER-new 328 0.85
OATIES 293 1.59
GAS_US_mini* 964 3.64
RICE 947 4.94
JGB-SGX-mini 2293 7.80
OJ* 696 13.76
SILVER-mini 242 26.37
CANOLA* 24348 48.45
MXP* 27960 70.05
BITCOIN 26239 73.16
NZD 14247 83.16
ROBUSTA 7697 95.05
PALLAD 1588 100.56
CAD* 34264 103.19
LEANHOG* 14827 110.70
DX 21927 124.61
CHF* 12309 140.12
DAX* 30559 166.02
CAC 12109 199.39
SOYMEAL 38266 219.79
RUSSELL 78787 221.17
PLAT 5304 225.32
FEEDCOW* 7545 239.00
REDWHEAT 23635 244.71
GBP* 41821 254.21
LIVECOW* 17515 260.08
SUGAR11* 60944 281.84
AUD 45597 291.19
COTTON2 26458 321.18
SOFR 152143 331.27
SOYOIL 41106 363.61
VIX* 50072 379.99
DOW* 114921 384.60
COFFEE 11247 397.21
JPY* 58643 408.51
EURIBOR-ICE 172638 444.49
COCOA* 14140 462.17
WHEAT 49025 485.42
SMI 22147 491.62
CORN 115140 527.51
SOYBEAN* 67346 583.20
EUR 72027 611.35
GASOLINE* 14040 647.28
SP400 10446 647.78
COPPER* 15078 699.64
HEATOIL 14430 950.61
GOLD_micro* 121217 1239.04
CRUDE_W* 50884 1275.21
SHATZ 738110 1423.85
US2 500146 1507.98
GASOIL 29761 1510.23
OAT* 236729 2334.39
BUXL* 155967 2366.51
US10U* 337069 2430.86
US30* 229920 2841.94
US20 284005 3056.26
US5* 816730 3123.31
BTP* 327999 3551.85
BOBL 837925 4136.70
SP500_micro* 971136 4410.72
NIKKEI* 477419 4929.68
US10* 1148663 6590.93
EUROSTX* 618658 8191.65
BUND 1119166 9605.00
NASDAQ_micro* 1482876 14199.60
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END OF REPORT
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