Highest Volume markets survey

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RedRock
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Highest Volume markets survey

Post by RedRock » Sat Mar 21, 2009 10:46 am

An interesting review of volume trends in 08 with list of most active.
PDF attached
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March_Volume(REV-2).pdf
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sluggo
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Post by sluggo » Sat Mar 21, 2009 11:07 am

I've always been uncomfortable about drawing conclusions from data on TOTAL volume (i.e. volume of all contract months). Probably because I don't trade strips and packs and bundles and stacks, myself.

For plain old ordinary folks like me who only trade the front month, the volume of all the other contracts -- especially the volume of far faraway back months -- isn't so interesting. So I like to investigate the volume of the Traded Month only, i.e., the contract month I actually will be trading. Keeping in mind of course that there is no universally agreed upon definition of what "the traded month" actually is; it depends on your rollover methodology, and everybody seems to use a slightly different roll algorithm.

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