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Fairly exhaustive futures market summary....
Posted: Tue May 25, 2010 7:09 am
Posted: Tue May 25, 2010 8:46 am
Quite a few markets that I follow and/or trade, did not appear on this list. A few examples:
Goldman Sachs Commodity Index
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
possibly the 5k a day vol cutoff?
Posted: Tue May 25, 2010 9:45 am
I don't think that's the only reason
Posted: Wed May 26, 2010 1:29 pm
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
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
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:
- Find a futures market whose total volume (for all quoted months) is very different than the front month volume. Such as Eurodollars.
- Pull up a chart of front month volume and total volume for that futures market; example CSI UA chart below
- 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
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.