Most Actively Traded Futures Contracts?

[alberto]

Can anyone refer me to a source that lists the most actively traded futures contracts around the world?

[ochie]

This source provides a relative snapshot: Futures Liquidity

[Kiwi]

I like the table ochie but I doubt the results. Perhaps what TASC interpret as liquidity isn't what most of use - my one is "how easy it is to buy and sell with a low spread."

So I'd agree that ED is low.

But I have doubts about 3 Yr Aussie Tbonds on SFE being low compared with, say, ES which is two below.

Similarly the Aussie SPI futures contract is fairly illiquid and yet it sits above GU, UJ, and EU futures. And where are the nikkei and other asian contracts?

So, I'd call the table interesting but basically a dud just from the contracts I'm familiar wtih. Unfortunately I don't have anything better because I couldn't find a decent table of volumes traded daily anywhere.

[alberto]

I agree. The list doesn't seem to make sense. It's hard to believe a meaningful list is so hard to get.

[Uli Schmuli]

Futures Magazine publishes these figures every month.

[alberto]

Thanks. I'll check it out.

[Kiwi]

Try

Traders' View of the World 2010 - Commodities - Futures Magazine

I think I hit my max free looks just before I found this page. It might be the one.

[kenny1703]

Originally Posted by alberto Can anyone refer me to a source that lists the most actively traded futures contracts around the world?

did you check futures magazine group. if not, you may check it out. i think its help!

[alberto]

I checked it out. It did help. Thanks.

[HighStakes]

I made a comparison by volume and dollarized ATR on the most popular contracts on the CME. If anyone is interested, I`ll upload it tomorrow.