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Liquidity_report
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********************************************************************************
Liquidity report report produced on 2022-11-14 21:16:40.050174
********************************************************************************
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
=====================================
Sorted by contracts
=====================================
contracts risk
CLP 0 0.00
ETHANOL 0 0.00
COTTON 0 0.00
CNH-onshore 1 0.01
CZK 1 0.02
BOVESPA 2 0.06
HOUSE-US 2 0.00
IRS 2 0.06
OMX 3 0.02
WHEY 5 0.02
GASOILINE_micro 6 0.02
KRWUSD 6 0.06
VNKI 7 0.00
SGX 10 0.02
LUMBER-new 10 0.06
JGB-mini 10 0.03
AEX_mini 12 0.03
TWD-mini 15 0.03
GICS 15 0.41
MILKWET 18 0.11
SWISSLEAD 23 0.07
CHFJPY 31 0.71
NOK 31 1.02
MILKDRY 36 0.28
TWD 40 0.35
BUTTER 42 0.42
CH10 43 0.55
PLN 43 0.66
EURAUD 54 0.60
COPPER-mini 59 0.77
BB3M 59 0.16
STEEL 59 0.30
EURIBOR 60 0.18
AUDJPY 69 0.92
EU-HOUSE 78 0.67
GBPJPY 79 1.46
EURCAD 83 0.79
EU-CHEM 86 0.89
GAS-PEN 89 4.09
EU-RETAIL 90 0.37
EU-MEDIA 101 0.30
US-PROPERTY 101 1.30
CHEESE 101 0.84
EPRA-EUROPE 104 0.52
EU-MID 110 0.46
R1000 116 1.73
GBPCHF 118 1.86
SEK 127 3.62
EU-DJ-OIL 143 0.44
BONO 145 2.27
EU-FOOD 147 0.78
EU-CONSTRUCTION 170 0.97
SGD_mini 183 0.29
EUROSTX200-LARGE 195 0.60
ALUMINIUM 198 3.71
USIRS10 203 2.01
EUROSTX-LARGE 216 0.77
OATIES 223 1.42
US-DISCRETE 224 10.39
GAS-LAST 225 9.16
EUROSTX-SMALL 233 0.63
US-MATERIAL 245 5.03
LUMBER 273 7.53
EU-DJ-TELECOM 274 0.55
EU-TRAVEL 280 0.71
US-HEALTH 302 6.48
JP-REALESTATE 325 0.66
CHF_micro 326 0.49
MILK 360 2.89
EU-DJ-TECH 366 4.26
FTSEINDO 367 0.81
INR 374 1.27
US-INDUSTRY 410 8.11
BBCOMM 417 0.84
SMI-MID 419 2.21
EU-DJ-UTIL 424 1.30
EURCHF 427 3.20
JPY_mini 436 2.51
US-UTILS 439 6.84
US-FINANCE 469 11.49
EU-UTILS 476 1.61
EU-HEALTH 487 3.64
FTSEVIET 494 1.12
US-STAPLES 502 5.52
MSCIWORLD 520 2.68
SGD 550 3.11
DJSTX-SMALL 556 1.67
MSCIASIA 575 7.17
YENEUR 689 8.25
EU-TECH 700 6.39
WHEAT_mini 710 2.03
US-TECH 730 31.42
RICE 731 3.52
CORN_mini 808 0.88
PALLAD 911 75.17
US-ENERGY 916 23.10
EU-INSURE 935 2.05
SOYBEAN_mini 939 2.42
EU-REALESTATE 1112 2.15
GOLD-mini 1113 15.22
COPPER-micro 1227 3.38
US-REALESTATE 1421 12.75
JGB-SGX-mini 1444 3.10
GBPEUR 1589 16.54
CAD_micro 1763 1.18
USIRS5 1913 10.91
FTSECHINAH 1995 22.94
EU-BASIC 2014 16.06
RUBBER 2158 3.14
EU-AUTO 2331 15.44
EU-DIV30 2463 5.60
VIX_mini 2595 2.18
GBP_micro 2617 2.96
SILVER 3413 22.57
EUR_mini 3510 25.36
ETHEREUM 4012 299.60
KRWUSD_mini 4363 10.36
GAS_US_mini* 4690 44.24
BITCOIN 4779 7.92
AUD_micro 4822 4.70
FEEDCOW 4943 47.18
MUMMY 4956 6.26
BRENT-LAST 6031 164.63
US3 6105 43.96
BRE* 6322 23.31
KOSPI_mini 6521 13.06
NIKKEI400 7109 12.11
EU-OIL 7178 24.09
CRUDE_W_mini* 8673 124.48
REDWHEAT 8763 118.88
PLAT 9689 144.33
CHF 10666 161.22
ETHER-micro 11412 1.76
SP400 11969 730.78
GASOILINE 13950 437.28
HEATOIL 14488 575.06
NZD 14573 124.76
LEANHOG 16172 122.33
LIVECOW 16951 80.31
EUR_micro 17007 24.54
IRON 17720 77.27
JGB 18550 408.87
AEX 19439 459.64
TOPIX 19599 36.30
GOLD_micro 20666 57.00
V2X 20839 16.24
DAX 22140 52.74
SOYMEAL* 25685 203.78
WHEAT 27568 303.65
SOYOIL* 27803 249.19
COPPER 29394 819.99
SMI 30482 425.36
MSCISING 32551 124.59
FED 33763 140.60
MXP 35983 73.12
EDOLLAR 39213 128.95
FTSETAIWAN 39383 394.35
KR10 41342 319.02
CRUDE_W_micro 41517 117.58
SOYBEAN 43275 428.21
AUD 44547 434.50
GAS_US 45835 1705.98
VIX 47532 361.33
CAD 49068 327.48
CAC 53897 548.84
BUXL 55667 1963.54
GBP 57025 646.17
NIFTY 60027 288.20
EURO600 66505 211.19
CORN 68733 361.58
JPY 73757 845.74
CNH 76970 548.82
KOSDAQ* 78104 185.57
RUSSELL 87583 222.18
GOLD 89716 2488.80
BTP3 89837 332.03
KR3 99115 275.44
EUR 101388 1460.38
SOFR 102534 360.67
DOW 115212 351.99
CRUDE_W 118360 2597.62
BTP 123061 2043.54
US30 124678 3049.35
OAT 133604 1980.65
EU-BANKS 157721 133.44
DOW_mini 160466 4905.44
US20* 190414 3215.10
RUSSELL_mini 194482 4922.35
US10U 195371 2315.79
FTSECHINAA 247582 876.91
KOSPI 270201 2867.59
US2 279607 1224.81
SHATZ 447172 920.97
BOBL* 451811 3052.72
NASDAQ 542599 40291.77
US5 558920 3191.63
BUND 674397 9634.58
NIKKEI 721285 2139.55
EUROSTX 805767 5098.59
US10 887490 7435.57
NASDAQ_micro 1002521 7449.98
SP500_micro 1299015 6067.12
SP500 1697503 79250.32
=============================================
$m of annualised risk per day, sorted by risk
=============================================
contracts risk
CLP 0 0.00
ETHANOL 0 0.00
VNKI 7 0.00
COTTON 0 0.00
HOUSE-US 2 0.00
CNH-onshore 1 0.01
SGX 10 0.02
GASOILINE_micro 6 0.02
CZK 1 0.02
OMX 3 0.02
WHEY 5 0.02
AEX_mini 12 0.03
TWD-mini 15 0.03
JGB-mini 10 0.03
KRWUSD 6 0.06
BOVESPA 2 0.06
LUMBER-new 10 0.06
IRS 2 0.06
SWISSLEAD 23 0.07
MILKWET 18 0.11
BB3M 59 0.16
EURIBOR 60 0.18
MILKDRY 36 0.28
SGD_mini 183 0.29
STEEL 59 0.30
EU-MEDIA 101 0.30
TWD 40 0.35
EU-RETAIL 90 0.37
GICS 15 0.41
BUTTER 42 0.42
EU-DJ-OIL 143 0.44
EU-MID 110 0.46
CHF_micro 326 0.49
EPRA-EUROPE 104 0.52
CH10 43 0.55
EU-DJ-TELECOM 274 0.55
EURAUD 54 0.60
EUROSTX200-LARGE 195 0.60
EUROSTX-SMALL 233 0.63
PLN 43 0.66
JP-REALESTATE 325 0.66
EU-HOUSE 78 0.67
EU-TRAVEL 280 0.71
CHFJPY 31 0.71
EUROSTX-LARGE 216 0.77
COPPER-mini 59 0.77
EU-FOOD 147 0.78
EURCAD 83 0.79
FTSEINDO 367 0.81
CHEESE 101 0.84
BBCOMM 417 0.84
CORN_mini 808 0.88
EU-CHEM 86 0.89
AUDJPY 69 0.92
EU-CONSTRUCTION 170 0.97
NOK 31 1.02
FTSEVIET 494 1.12
CAD_micro 1763 1.18
INR 374 1.27
US-PROPERTY 101 1.30
EU-DJ-UTIL 424 1.30
OATIES 223 1.42
GBPJPY 79 1.46
EU-UTILS 476 1.61
DJSTX-SMALL 556 1.67
R1000 116 1.73
ETHER-micro 11412 1.76
GBPCHF 118 1.86
USIRS10 203 2.01
WHEAT_mini 710 2.03
EU-INSURE 935 2.05
EU-REALESTATE 1112 2.15
VIX_mini 2595 2.18
SMI-MID 419 2.21
BONO 145 2.27
SOYBEAN_mini 939 2.42
JPY_mini 436 2.51
MSCIWORLD 520 2.68
MILK 360 2.89
GBP_micro 2617 2.96
JGB-SGX-mini 1444 3.10
SGD 550 3.11
RUBBER 2158 3.14
EURCHF 427 3.20
COPPER-micro 1227 3.38
RICE 731 3.52
SEK 127 3.62
EU-HEALTH 487 3.64
ALUMINIUM 198 3.71
GAS-PEN 89 4.09
EU-DJ-TECH 366 4.26
AUD_micro 4822 4.70
US-MATERIAL 245 5.03
US-STAPLES 502 5.52
EU-DIV30 2463 5.60
MUMMY 4956 6.26
EU-TECH 700 6.39
US-HEALTH 302 6.48
US-UTILS 439 6.84
MSCIASIA 575 7.17
LUMBER 273 7.53
BITCOIN 4779 7.92
US-INDUSTRY 410 8.11
YENEUR 689 8.25
GAS-LAST 225 9.16
KRWUSD_mini 4363 10.36
US-DISCRETE 224 10.39
USIRS5 1913 10.91
US-FINANCE 469 11.49
NIKKEI400 7109 12.11
US-REALESTATE 1421 12.75
KOSPI_mini 6521 13.06
GOLD-mini 1113 15.22
EU-AUTO 2331 15.44
EU-BASIC 2014 16.06
V2X 20839 16.24
GBPEUR 1589 16.54
SILVER 3413 22.57
FTSECHINAH 1995 22.94
US-ENERGY 916 23.10
BRE* 6322 23.31
EU-OIL 7178 24.09
EUR_micro 17007 24.54
EUR_mini 3510 25.36
US-TECH 730 31.42
TOPIX 19599 36.30
US3 6105 43.96
GAS_US_mini* 4690 44.24
FEEDCOW 4943 47.18
DAX 22140 52.74
GOLD_micro 20666 57.00
MXP 35983 73.12
PALLAD 911 75.17
IRON 17720 77.27
LIVECOW 16951 80.31
CRUDE_W_micro 41517 117.58
REDWHEAT 8763 118.88
LEANHOG 16172 122.33
CRUDE_W_mini* 8673 124.48
MSCISING 32551 124.59
NZD 14573 124.76
EDOLLAR 39213 128.95
EU-BANKS 157721 133.44
FED 33763 140.60
PLAT 9689 144.33
CHF 10666 161.22
BRENT-LAST 6031 164.63
KOSDAQ* 78104 185.57
SOYMEAL* 25685 203.78
EURO600 66505 211.19
RUSSELL 87583 222.18
SOYOIL* 27803 249.19
KR3 99115 275.44
NIFTY 60027 288.20
ETHEREUM 4012 299.60
WHEAT 27568 303.65
KR10 41342 319.02
CAD 49068 327.48
BTP3 89837 332.03
DOW 115212 351.99
SOFR 102534 360.67
VIX 47532 361.33
CORN 68733 361.58
FTSETAIWAN 39383 394.35
JGB 18550 408.87
SMI 30482 425.36
SOYBEAN 43275 428.21
AUD 44547 434.50
GASOILINE 13950 437.28
AEX 19439 459.64
CNH 76970 548.82
CAC 53897 548.84
HEATOIL 14488 575.06
GBP 57025 646.17
SP400 11969 730.78
COPPER 29394 819.99
JPY 73757 845.74
FTSECHINAA 247582 876.91
SHATZ 447172 920.97
US2 279607 1224.81
EUR 101388 1460.38
GAS_US 45835 1705.98
BUXL 55667 1963.54
OAT 133604 1980.65
BTP 123061 2043.54
NIKKEI 721285 2139.55
US10U 195371 2315.79
GOLD 89716 2488.80
CRUDE_W 118360 2597.62
KOSPI 270201 2867.59
US30 124678 3049.35
BOBL* 451811 3052.72
US5 558920 3191.63
US20* 190414 3215.10
DOW_mini 160466 4905.44
RUSSELL_mini 194482 4922.35
EUROSTX 805767 5098.59
SP500_micro 1299015 6067.12
US10 887490 7435.57
NASDAQ_micro 1002521 7449.98
BUND 674397 9634.58
NASDAQ 542599 40291.77
SP500 1697503 79250.32
********************************************************************************
END OF REPORT
********************************************************************************