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Liquidity_report
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********************************************************************************
Liquidity report produced on 31/01/2025 22:58
********************************************************************************
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
ETHANOL 0 0.00
BOVESPA 0 0.00
MSCIEMASIA 0 0.00
COTTON 0 0.00
TWD 0 0.00
CLP 0 0.00
RUR 0 0.00
OMX 2 0.02
HOUSE-US 2 0.00
CNH-onshore 2 0.01
IRS 4 0.10
SWISSLEAD 5 0.01
AEX_mini 5 0.01
VNKI 5 0.00
JGB-mini 5 0.01
GASOILINE_micro 8 0.01
CHFJPY 9 0.17
PLN 11 0.11
COAL-GEORDIE 15 0.45
GICS 15 0.29
GBPJPY 16 0.18
WHEY 16 0.10
EURCAD 16 0.09
TWD-mini 16 0.02
AUDJPY 20 0.20
SGD_mini 24 0.03
KRWUSD 24 0.16
CH10 24 0.14
EURAUD 28 0.16
COPPER-mini 30 0.23
EU-DJ-TECH 33 0.38
MILKDRY 35 0.15
BUTTER 49 0.26
EPRA-EUROPE 51 0.13
SUGAR16 69 0.29
IG 72 0.54
GBPCHF 75 0.56
STEEL 78 0.18
INR 79 0.09
COAL 81 2.40
MSCIWORLD 86 0.32
GOLD-mini 95 1.49
EU-HOUSE 98 0.78
NOK 114 1.55
EU-DJ-TELECOM 121 0.25
ALUMINIUM* 124 1.30
BONO 126 0.73
R1000 135 1.14
SMI-MID 136 0.29
SEK 143 2.02
EU-RETAIL 144 0.47
HIGHYIELD 165 1.02
EU-CHEM 175 1.29
EUROSTX200-LARGE 176 0.38
EUROSTX-LARGE 194 0.49
EUROSTX-SMALL 199 0.30
CHEESE 200 1.49
TIN_LME 202 4.94
EU-MEDIA 208 0.55
SGD 210 0.90
EU-TRAVEL 218 0.34
US-DISCRETE 228 7.12
WHEAT_ICE 231 0.65
JP-REALESTATE 243 0.25
CHF_micro 243 0.18
JPY_mini 244 0.76
FTSEINDO 261 0.55
FTSEVIET 288 0.24
EU-MID 291 0.69
LEAD_LME 293 1.89
GAS-PEN 300 5.24
EU-CONSTRUCTION 310 1.22
GAS-LAST 316 4.45
EURCHF 333 1.61
NICKEL_LME 354 6.31
MSCIASIA 358 3.42
EU-DJ-OIL 361 0.93
MSCITAIWAN* 376 7.84
ZINC_LME 396 4.75
US-INDUSTRY 418 6.13
OATIES 419 1.90
WHEAT_mini 453 0.53
US-HEALTH 497 7.86
US-STAPLES 499 4.48
JGB-SGX-mini 543 1.19
US-MATERIAL 544 5.86
RICE 600 2.55
OJ 625 10.67
EU-DJ-UTIL 626 1.33
DJSTX-SMALL 633 1.06
MILK 636 4.05
US-UTILS 641 8.11
EU-FOOD 679 2.55
CORN_mini 697 0.50
GAS_US_mini 711 3.12
BBCOMM 728 0.70
LUMBER-new 764 2.18
HANGENT_mini 765 1.30
YENEUR* 817 8.10
EU-INSURE 832 1.77
EU-TECH 853 6.94
COPPER_LME 936 26.45
US-ENERGY 967 15.01
IBEX_mini 1033 1.26
FTSECHINAH 1132 6.42
ALUMINIUM_LME 1162 11.68
GASOILINE_ICE 1195 19.04
VIX_mini 1293 1.07
SOYBEAN_mini 1307 2.05
GBPEUR 1399 6.09
FTSE250 1482 8.31
US-REALESTATE 1622 9.41
EURIBOR 1629 2.83
ZAR 1801 5.14
PALLAD 2073 65.55
MUMMY 2143 1.66
COPPER-micro* 2178 3.35
EU-HEALTH 2200 14.79
EU-AUTO 2244 9.47
CRUDE_W_mini 2269 16.32
GBP_micro 2334 1.15
EUR_mini 2365 9.27
NIKKEI400 2528 4.37
RUBBER 2647 4.73
EU-BASIC 2772 13.32
CAD_micro 2823 0.89
FANG 3116 41.47
COCOA_LDN 3275 110.27
EU-UTILS 3494 7.99
ETHEREUM 3507 283.98
CHINAA-CON 3697 28.64
AUD_micro 3782 1.62
US3 3846 15.71
KRWUSD_mini 3959 5.22
HEATOIL-ICE 4333 97.90
AEX 4575 78.83
COCOA 4858 195.32
EU-REALESTATE 5097 5.22
ROBUSTA 5194 58.68
IBEX 5275 64.55
HANG_mini 5583 23.39
EU-OIL 5755 14.25
EU-DIV30 6058 8.36
SARONA 6089 6.87
SILVER 6267 43.96
FEEDCOW* 7432 107.36
SUGAR_WHITE 7932 35.16
BRENT-LAST 8097 105.56
BRE 8292 13.42
CRUDE_ICE 8726 129.13
HANG 9483 198.31
HANGTECH 9594 66.57
TOPIX* 9716 18.76
SP400 10285 362.54
MSCISING* 10679 29.19
HANGENT 11216 95.30
COFFEE* 11376 286.81
PLAT 11448 125.38
EUR_micro 11586 9.10
MIB* 11964 201.96
CHF* 12293 89.19
V2X 12481 5.92
LEANHOG 13220 77.28
NZD 13558 55.69
JGB 14936 303.70
HEATOIL 15776 266.63
COTTON2 15965 74.99
LIVECOW 16496 140.66
GASOILINE 16544 237.38
FTSETAIWAN* 17018 211.45
REDWHEAT 17200 101.53
SPI200 17325 180.86
COPPER 17962 278.25
SMI* 19528 213.01
DAX 19814 36.29
CRUDE_W_micro 20121 26.81
DX 20467 106.72
FED 20569 46.26
EUA 23075 427.93
CAC 24075 186.66
CANOLA 24693 38.68
MSCIEAFA* 26324 306.02
KOSPI_mini 31040 48.79
ETHER-micro 31506 5.13
MXP 35470 96.68
GOLD_micro 36751 115.17
MILLWHEAT 37464 70.33
AUD 38043 165.75
IRON 40697 75.47
SOYMEAL 41888 265.03
WHEAT 42787 225.28
SUGAR11* 43756 163.53
BITCOIN* 44154 142.95
CAD2 44234 38.83
KOSDAQ 45720 74.79
GASOIL 45891 648.00
SOYOIL 48546 269.75
GBP 48809 241.40
JPY 49392 307.10
GOLD 49882 1571.67
VIX* 52025 383.38
CAD5 53605 135.69
KR10 53701 180.42
GAS_US 54808 714.63
CAD* 58456 188.09
CNH 61577 231.81
SONIA3 62354 146.84
RUSSELL* 64278 100.29
EURO600 70222 147.42
FTSE100 71181 586.02
DOW_mini 77914 1459.76
FTSECHINAA 84292 174.56
SOYBEAN 84817 545.83
CRUDE_W 87927 815.02
EUR 88917 691.88
DOW 91671 171.30
BUXL 113880 1557.31
KR3 119602 128.47
EU-BANKS 125071 121.22
KOSPI 126797 988.20
RUSSELL_mini 129332 1964.82
CAD10* 134526 632.46
EURIBOR-ICE 142557 247.92
CORN 144889 392.23
BRENT_W 158590 2061.21
SOFR 166870 336.51
US30* 171258 2156.86
BTP3 174709 275.49
GILT 189456 1604.84
OAT* 216502 1314.70
US20 235352 2177.35
NIKKEI 248881 848.30
US10U 289022 1821.01
BTP 293659 1775.84
US2 377244 930.67
NASDAQ 468052 28929.05
EUROSTX 480388 2427.37
SHATZ 499548 596.53
US5 641848 1996.95
BOBL 656769 2146.56
SP500_micro 800609 2311.26
US10 988927 4829.76
BUND 997105 6136.21
NASDAQ_micro 1252369 7733.48
SP500 1291422 37371.56
=============================================
$m of annualised risk per day, sorted by risk
=============================================
contracts risk
VNKI 5 0.00
RUR 0 0.00
COTTON 0 0.00
HOUSE-US 2 0.00
BOVESPA 0 0.00
MSCIEMASIA 0 0.00
CLP 0 0.00
ETHANOL 0 0.00
TWD 0 0.00
JGB-mini 5 0.01
AEX_mini 5 0.01
GASOILINE_micro 8 0.01
CNH-onshore 2 0.01
SWISSLEAD 5 0.01
OMX 2 0.02
TWD-mini 16 0.02
SGD_mini 24 0.03
EURCAD 16 0.09
INR 79 0.09
WHEY 16 0.10
IRS 4 0.10
PLN 11 0.11
EPRA-EUROPE 51 0.13
CH10 24 0.14
MILKDRY 35 0.15
KRWUSD 24 0.16
EURAUD 28 0.16
CHFJPY 9 0.17
GBPJPY 16 0.18
CHF_micro 243 0.18
STEEL 78 0.18
AUDJPY 20 0.20
COPPER-mini 30 0.23
FTSEVIET 288 0.24
JP-REALESTATE 243 0.25
EU-DJ-TELECOM 121 0.25
BUTTER 49 0.26
GICS 15 0.29
SMI-MID 136 0.29
SUGAR16 69 0.29
EUROSTX-SMALL 199 0.30
MSCIWORLD 86 0.32
EU-TRAVEL 218 0.34
EUROSTX200-LARGE 176 0.38
EU-DJ-TECH 33 0.38
COAL-GEORDIE 15 0.45
EU-RETAIL 144 0.47
EUROSTX-LARGE 194 0.49
CORN_mini 697 0.50
WHEAT_mini 453 0.53
IG 72 0.54
FTSEINDO 261 0.55
EU-MEDIA 208 0.55
GBPCHF 75 0.56
WHEAT_ICE 231 0.65
EU-MID 291 0.69
BBCOMM 728 0.70
BONO 126 0.73
JPY_mini 244 0.76
EU-HOUSE 98 0.78
CAD_micro 2823 0.89
SGD 210 0.90
EU-DJ-OIL 361 0.93
HIGHYIELD 165 1.02
DJSTX-SMALL 633 1.06
VIX_mini 1293 1.07
R1000 135 1.14
GBP_micro 2334 1.15
JGB-SGX-mini 543 1.19
EU-CONSTRUCTION 310 1.22
IBEX_mini 1033 1.26
EU-CHEM 175 1.29
ALUMINIUM* 124 1.30
HANGENT_mini 765 1.30
EU-DJ-UTIL 626 1.33
GOLD-mini 95 1.49
CHEESE 200 1.49
NOK 114 1.55
EURCHF 333 1.61
AUD_micro 3782 1.62
MUMMY 2143 1.66
EU-INSURE 832 1.77
LEAD_LME 293 1.89
OATIES 419 1.90
SEK 143 2.02
SOYBEAN_mini 1307 2.05
LUMBER-new 764 2.18
COAL 81 2.40
RICE 600 2.55
EU-FOOD 679 2.55
EURIBOR 1629 2.83
GAS_US_mini 711 3.12
COPPER-micro* 2178 3.35
MSCIASIA 358 3.42
MILK 636 4.05
NIKKEI400 2528 4.37
GAS-LAST 316 4.45
US-STAPLES 499 4.48
RUBBER 2647 4.73
ZINC_LME 396 4.75
TIN_LME 202 4.94
ETHER-micro 31506 5.13
ZAR 1801 5.14
KRWUSD_mini 3959 5.22
EU-REALESTATE 5097 5.22
GAS-PEN 300 5.24
US-MATERIAL 544 5.86
V2X 12481 5.92
GBPEUR 1399 6.09
US-INDUSTRY 418 6.13
NICKEL_LME 354 6.31
FTSECHINAH 1132 6.42
SARONA 6089 6.87
EU-TECH 853 6.94
US-DISCRETE 228 7.12
MSCITAIWAN* 376 7.84
US-HEALTH 497 7.86
EU-UTILS 3494 7.99
YENEUR* 817 8.10
US-UTILS 641 8.11
FTSE250 1482 8.31
EU-DIV30 6058 8.36
EUR_micro 11586 9.10
EUR_mini 2365 9.27
US-REALESTATE 1622 9.41
EU-AUTO 2244 9.47
OJ 625 10.67
ALUMINIUM_LME 1162 11.68
EU-BASIC 2772 13.32
BRE 8292 13.42
EU-OIL 5755 14.25
EU-HEALTH 2200 14.79
US-ENERGY 967 15.01
US3 3846 15.71
CRUDE_W_mini 2269 16.32
TOPIX* 9716 18.76
GASOILINE_ICE 1195 19.04
HANG_mini 5583 23.39
COPPER_LME 936 26.45
CRUDE_W_micro 20121 26.81
CHINAA-CON 3697 28.64
MSCISING* 10679 29.19
SUGAR_WHITE 7932 35.16
DAX 19814 36.29
CANOLA 24693 38.68
CAD2 44234 38.83
FANG 3116 41.47
SILVER 6267 43.96
FED 20569 46.26
KOSPI_mini 31040 48.79
NZD 13558 55.69
ROBUSTA 5194 58.68
IBEX 5275 64.55
PALLAD 2073 65.55
HANGTECH 9594 66.57
MILLWHEAT 37464 70.33
KOSDAQ 45720 74.79
COTTON2 15965 74.99
IRON 40697 75.47
LEANHOG 13220 77.28
AEX 4575 78.83
CHF* 12293 89.19
HANGENT 11216 95.30
MXP 35470 96.68
HEATOIL-ICE 4333 97.90
RUSSELL* 64278 100.29
REDWHEAT 17200 101.53
BRENT-LAST 8097 105.56
DX 20467 106.72
FEEDCOW* 7432 107.36
COCOA_LDN 3275 110.27
GOLD_micro 36751 115.17
EU-BANKS 125071 121.22
PLAT 11448 125.38
KR3 119602 128.47
CRUDE_ICE 8726 129.13
CAD5 53605 135.69
LIVECOW 16496 140.66
BITCOIN* 44154 142.95
SONIA3 62354 146.84
EURO600 70222 147.42
SUGAR11* 43756 163.53
AUD 38043 165.75
DOW 91671 171.30
FTSECHINAA 84292 174.56
KR10 53701 180.42
SPI200 17325 180.86
CAC 24075 186.66
CAD* 58456 188.09
COCOA 4858 195.32
HANG 9483 198.31
MIB* 11964 201.96
FTSETAIWAN* 17018 211.45
SMI* 19528 213.01
WHEAT 42787 225.28
CNH 61577 231.81
GASOILINE 16544 237.38
GBP 48809 241.40
EURIBOR-ICE 142557 247.92
SOYMEAL 41888 265.03
HEATOIL 15776 266.63
SOYOIL 48546 269.75
BTP3 174709 275.49
COPPER 17962 278.25
ETHEREUM 3507 283.98
COFFEE* 11376 286.81
JGB 14936 303.70
MSCIEAFA* 26324 306.02
JPY 49392 307.10
SOFR 166870 336.51
SP400 10285 362.54
VIX* 52025 383.38
CORN 144889 392.23
EUA 23075 427.93
SOYBEAN 84817 545.83
FTSE100 71181 586.02
SHATZ 499548 596.53
CAD10* 134526 632.46
GASOIL 45891 648.00
EUR 88917 691.88
GAS_US 54808 714.63
CRUDE_W 87927 815.02
NIKKEI 248881 848.30
US2 377244 930.67
KOSPI 126797 988.20
OAT* 216502 1314.70
DOW_mini 77914 1459.76
BUXL 113880 1557.31
GOLD 49882 1571.67
GILT 189456 1604.84
BTP 293659 1775.84
US10U 289022 1821.01
RUSSELL_mini 129332 1964.82
US5 641848 1996.95
BRENT_W 158590 2061.21
BOBL 656769 2146.56
US30* 171258 2156.86
US20 235352 2177.35
SP500_micro 800609 2311.26
EUROSTX 480388 2427.37
US10 988927 4829.76
BUND 997105 6136.21
NASDAQ_micro 1252369 7733.48
NASDAQ 468052 28929.05
SP500 1291422 37371.56
********************************************************************************
END OF REPORT
********************************************************************************