[AgeKay]

The most comprehensive source I know of is FuturesIndustry.org

The Futures Industry Association is the most frequently quoted source of volume statistics worldwide. We collect volume and open interest data on all domestic and international futures, options on futures and stock indexes, interest rate and currency contracts traded on U.S. futures and securities exchanges.

They seem to be a bit outdated though lately. The most recent survey I managed to find on their site was from January 2009. Let me know if you find a more recent one.

All published volume surveys can be found here (which ironically doesn't even show the January 2009 survey I referenced above).

[alberto]

Great resource. Thanks.

[emg]

most active futures market are:

1) eurodollar
2) Emini S&P 500
3) 5 yrs note
4) 10 yrs note
5) euribor
6) bund
7) SCHATZ
8) short sterling
9)crude
10) natural gas
11) gold
12) corn

[emg]

Originally Posted by emg »

most active futures market are:

1) eurodollar
2) Emini S&P 500
3) 5 yrs note
4) 10 yrs note
5) euribor
6) bund
7) SCHATZ
8) short sterling
9)crude
10) natural gas
11) gold
12) corn

Also

13) EMG................

[forex_broker]

This is a good thread that can benefit many traders. Although the question appears quite simple, the answer is a little more complicated. Currently the most liquid futures contract is the June 2010 E-Mini S&P 500, although the Eurodollar (interest rate product, not EUR/USD FX product) has more volume across all expirations, the June expiration of the ES contract traded about 2 mil contracts today compared to the most liquid expiration of the GE contract which traded about 350k contracts today according to the CME. Kospi 200 Futures are very liquid as well with the June 2010 contract trading over 400k contracts today according to the Korea Exchange's website. The most liquid US treasury contract is the June 2010 10 Yr note which traded 1.3 mil contracts today. All of this data can be found on the exchange's website. Chicago Mercantile Exchange: (CME Group - Home), Korea Exchange: (KRX(Korea Exchange))