Highest Volume markets survey

General discussions about futures.
Post Reply
RedRock
Roundtable Knight
Roundtable Knight
Posts: 944
Joined: Fri Jan 30, 2004 3:54 pm
Location: Arizona

Highest Volume markets survey

Post by RedRock »

An interesting review of volume trends in 08 with list of most active.
PDF attached
Attachments
March_Volume(REV-2).pdf
(536.31 KiB) Downloaded 592 times
sluggo
Roundtable Knight
Roundtable Knight
Posts: 2987
Joined: Fri Jun 11, 2004 2:50 pm

Post by sluggo »

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.
Post Reply