The World’s Most Liquid Futures Contracts

Written on June 20, 2008 by OptionsRopeaDope

Found this interesting, spotted over at the Elite Trader forums:

Of interest to this thread : I once found this document by the Sydney Futures Exchange (now part of ASX):

http://www.sfe.com.au/content/sfe/t…/qmm_200406.pdf

Excerpt:

Top futures contracts by liquidity (in USD notional value):
1. E-mini S&P 500 - CME
2. S&P 500 - CME
3. CAC 40 - Euronext
4. KOSPI 200
5. Dow Jones Euro Stoxx 50 - Eurex
6. DAX - Eurex
7. E-mini Nasdaq-100 - CME
8. FTSE 100 Index - Euronext
9. Nikkei 225 - OSE
10. Topix
11. SPI 200
12. OMX
13. JSE All Share Index
14. S&P CNX Nify
15. Sensex

The most liquid options are the usual suspect… QQQQ, SPY, IWM, XLE.

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