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Fairly exhaustive futures market summary....

Posted: Tue May 25, 2010 7:09 am
by ladidalimey

Posted: Tue May 25, 2010 8:46 am
by sluggo
Quite a few markets that I follow and/or trade, did not appear on this list. A few examples:
  • Oats
    Rough Rice
    Feeder Cattle
    Goldman Sachs Commodity Index
    Lumber
    Palladium
    Spring Wheat (Minneapolis)
    New Zealand Dollar (CME/IMM)
    Swiss Govt Bond "CONF" (Eurex)
    5-Year Swapnote (LIFFE)

Posted: Tue May 25, 2010 8:59 am
by ladidalimey
possibly the 5k a day vol cutoff?

L

Posted: Tue May 25, 2010 9:45 am
by sluggo
I don't think that's the only reason

Posted: Wed May 26, 2010 1:29 pm
by trendyguy
Thanks for posting that, I don't subscribe to that magazine.
I always use plenty of tumeric in my Butter Chicken, but I had no idea you could actually trade it!

Posted: Fri May 28, 2010 4:14 am
by mmtrader
Thanks for that, very useful. Just one question (possibly a silly one)- is the futures daily volume given just for the front month contract or for all the quoted months?

Posted: Fri May 28, 2010 8:29 am
by sluggo
is the futures daily volume given just for the front month contract or for all the quoted months?
The article doesn't say. However you can figure it out yourself with just a bit of digging:
  1. Find a futures market whose total volume (for all quoted months) is very different than the front month volume. Such as Eurodollars.
  2. Pull up a chart of front month volume and total volume for that futures market; example CSI UA chart below
  3. Determine which one is closer to the volume number mentioned in the article
If you don't happen to be near a computer with CSI UA installed, you can look at the quote page of The Wall Street Journal (here)

Posted: Fri May 28, 2010 9:05 am
by mmtrader
I thought perhaps the OP might have a definitive answer. Obviously there are other ways to estimate it.

So on that basis, it looks like it is just the front month.

Great, thanks.