********************************************************************************
Liquidity report produced on 16/03/2026 22:54
********************************************************************************
This report reports on the liquidity of various futures contracts.
The volumes in contracts are for the expiry which currently has the highest volume, and are averaged over the last four weeks
The risk shown is the volume translated into risk in $million. We multiply the contracts by the risk per contract, as an annual $ amount
It's recommended that the minimum volume a retail trader considers is 100 contracts or $1.5m per day(*) indicates a position currently held in my own trading system
=====================================
Sorted by contracts
=====================================
contracts risk
BOVESPA 0 0.00
CLP 0 0.00
HOUSE-US 1 0.00
CADJPY 1 0.01
IRS 4 0.09
MSCIEMASIA 4 0.07
CZK 7 0.08
CH10 9 0.06
CHFJPY 15 0.26
WHEY 17 0.07
COAL-GEORDIE 18 0.79
GICS 18 0.68
GBPJPY 18 0.17
SGD 19 0.08
GBPCHF 20 0.15
OMX 25 0.22
EU-DJ-TELECOM 28 0.08
EURCAD 34 0.19
MILKWET 38 0.25
EU-DJ-TECH 43 0.62
PLN 44 0.46
SWISSLEAD 47 0.14
AUDJPY 48 0.52
BUTTER 50 0.50
EURAUD 52 0.42
SUGAR16 67 0.21
SGD_mini 73 0.08
MILKDRY 81 0.85
JPY_mini 91 0.24
EPRA-EUROPE 96 0.27
EUROSTX200-LARGE 97 0.41
COAL 108 5.43
NOK 111 1.66
SEK 114 2.14
BONO 118 0.72
STEEL 129 0.26
ALUMINIUM 135 2.69
SMI-MID 147 0.58
EUROSTX-LARGE 168 0.84
EU-HOUSE 173 1.51
JP-REALESTATE 186 0.21
EU-RETAIL 210 0.91
US-DISCRETE 238 7.53
EU-DJ-OIL 242 0.91
R1000 242 2.34
GAS-PEN 254 4.20
EU-MEDIA 274 0.94
CHEESE 281 2.13
EU-CONSTRUCTION 290 2.25
EURCHF 291 1.39
EUROSTX-SMALL 326 0.90
US-INDUSTRY 412 9.02
OATIES 452 1.76
EU-MID 467 1.91
EU-DJ-UTIL 473 2.16
MILK 474 3.55
GAS-LAST 481 7.80
LUMBER-new 515 1.15
EU-TRAVEL 523 1.46
US-HEALTH 565 9.93
OJ 604 9.55
YENEUR* 608 4.33
US-MATERIAL 670 9.31
FANG 679 8.16
US-UTILS 704 7.43
MSCIASIA 706 12.58
DJSTX-SMALL 770 1.99
EU-FOOD 774 3.38
MID-DAX 793 4.50
FTSE250 826 5.42
RICE* 829 3.29
FTSEINDO 864 2.68
COPPER_LME 864 44.84
SILVER-mini 903 111.35
US-PROPERTY 912 4.91
JGB-SGX-mini 1008 2.32
MUMMY* 1033 1.03
US-STAPLES 1056 9.49
EU-TECH 1075 9.76
ALUMINIUM_LME 1120 16.74
SOYBEAN_mini 1193 2.44
PALLAD 1256 87.65
EU-HEALTH 1280 9.86
BBCOMM 1310 2.63
FTSEVIET 1317 4.36
NIKKEI400* 1384 6.13
TWD 1405 9.73
GAS_US_mini 1552 6.57
EU-INSURE 1852 7.23
GBPEUR 1921 8.04
CAD_micro 1930 0.58
HEATOIL-ICE 2341 207.65
MSCITAIWAN 2409 80.29
US-ENERGY 2478 39.08
EU-REALESTATE 2577 2.77
US-REALESTATE 2588 9.48
US3 2599 10.03
EU-AUTO 2648 14.65
TOPIX 2740 12.57
RUBBER* 2976 4.75
GASOLINE_ICE 3300 178.81
ZAR 3452 13.05
AUD_micro 3844 2.27
IBEX_mini 3857 12.05
EU-UTILS 4077 17.58
COPPER 4222 134.47
JGB 4758 108.22
COPPER-micro* 5055 16.00
VIX_mini 5253 5.27
EU-DIV30 5575 15.27
HANGENT_mini 5674 10.83
FEEDCOW 6038 139.42
ETHEREUM 6410 484.30
CHINAA-CON 6480 47.83
PLAT 7271 357.39
EU-OIL* 7333 24.40
EU-BASIC 7371 75.21
COCOA_LDN 7441 146.56
ROBUSTA 7839 86.13
SUGAR_WHITE 8238 26.91
CRUDE_ICE 8579 564.15
FTSECHINAH 8602 45.67
IBEX 9031 282.16
KOSPI_mini 9109 84.77
KOSDAQ 9631 48.10
AEX 9748 255.97
CHF 10623 111.26
COFFEE 10822 292.42
RAPESEED 11069 43.06
COCOA 13031 278.53
KOSPI 13286 622.16
EUR_micro* 14209 11.54
SP400 14405 641.27
LEANHOG* 15020 73.81
NZD 15287 77.32
BRENT-LAST 15797 405.84
MIB 16193 608.35
DX 18539 103.16
LIVECOW 18892 214.50
KRWUSD_mini 19129 28.23
BRE* 19317 36.26
GASOLINE 20857 569.10
HEATOIL 23277 959.28
REDWHEAT* 24927 156.71
V2X 25313 24.19
COTTON2* 25500 110.54
CANOLA 26082 51.64
ETHER-micro 27097 4.09
BITCOIN 27435 90.01
SPI200 28010 507.90
SMI 28675 554.30
MSCISING 29071 145.42
EUA 30436 702.39
DAX 33035 131.07
SILVER 35695 1742.22
MSCIEAFA 37601 944.92
CAD 39839 121.50
FED 40033 76.37
GBP 41349 191.44
SOYMEAL 41670 207.75
IRON 42449 61.38
CAC 42521 485.50
MXP 45929 118.67
CAD5 46205 110.94
JPY 48476 251.44
WHEAT 52381 315.35
SUGAR11 53246 153.26
MILLWHEAT* 56178 104.18
NIKKEI 56327 446.80
GASOIL 58663 2786.79
FTSETAIWAN 59351 1435.24
SOYOIL* 62291 468.30
CAD2 62675 51.85
HANG_mini 63860 350.91
KR10 63955 246.75
OMX-SWE 77024 333.97
FTSE100 77516 1138.69
HANGENT 79997 781.64
HANG 80500 2207.11
VIX 83259 619.74
CNH 95696 266.73
RUSSELL* 100861 194.45
CAD10 100967 417.01
BUXL 101565 930.33
HANGTECH* 118910 879.98
CORN 121878 309.70
EURO600 135153 548.75
DOW 143587 348.50
OAT 144479 993.81
GOLD_micro 167198 1835.06
US30 170371 1555.18
SONIA3 184723 468.54
CRUDE_W_micro* 185268 527.53
KR3 192641 246.14
GILT 205205 2014.21
BTP3 215202 435.37
EU-BANKS 233180 729.90
US20 243835 1798.48
BTP 247160 1831.51
EURIBOR-ICE 256830 510.63
SOFR 262868 415.18
FTSECHINAA 282949 459.82
US10U 314174 1546.99
BRENT_W 328775 17021.47
US2 506213 1221.38
BOBL 551551 1909.77
SHATZ 641211 869.40
EUROSTX 665970 6367.75
US5 732772 2043.17
BUND 739559 4084.72
US10 1082660 4425.98
SP500_micro 1364935 4496.56
NASDAQ_micro 1515031 9602.95
=============================================
$m of annualised risk per day, sorted by risk
=============================================
contracts risk
HOUSE-US 1 0.00
BOVESPA 0 0.00
CLP 0 0.00
CADJPY 1 0.01
CH10 9 0.06
MSCIEMASIA 4 0.07
WHEY 17 0.07
SGD 19 0.08
EU-DJ-TELECOM 28 0.08
SGD_mini 73 0.08
CZK 7 0.08
IRS 4 0.09
SWISSLEAD 47 0.14
GBPCHF 20 0.15
GBPJPY 18 0.17
EURCAD 34 0.19
JP-REALESTATE 186 0.21
SUGAR16 67 0.21
OMX 25 0.22
JPY_mini 91 0.24
MILKWET 38 0.25
STEEL 129 0.26
CHFJPY 15 0.26
EPRA-EUROPE 96 0.27
EUROSTX200-LARGE 97 0.41
EURAUD 52 0.42
PLN 44 0.46
BUTTER 50 0.50
AUDJPY 48 0.52
CAD_micro 1930 0.58
SMI-MID 147 0.58
EU-DJ-TECH 43 0.62
GICS 18 0.68
BONO 118 0.72
COAL-GEORDIE 18 0.79
EUROSTX-LARGE 168 0.84
MILKDRY 81 0.85
EUROSTX-SMALL 326 0.90
EU-DJ-OIL 242 0.91
EU-RETAIL 210 0.91
EU-MEDIA 274 0.94
MUMMY* 1033 1.03
LUMBER-new 515 1.15
EURCHF 291 1.39
EU-TRAVEL 523 1.46
EU-HOUSE 173 1.51
NOK 111 1.66
OATIES 452 1.76
EU-MID 467 1.91
DJSTX-SMALL 770 1.99
CHEESE 281 2.13
SEK 114 2.14
EU-DJ-UTIL 473 2.16
EU-CONSTRUCTION 290 2.25
AUD_micro 3844 2.27
JGB-SGX-mini 1008 2.32
R1000 242 2.34
SOYBEAN_mini 1193 2.44
BBCOMM 1310 2.63
FTSEINDO 864 2.68
ALUMINIUM 135 2.69
EU-REALESTATE 2577 2.77
RICE* 829 3.29
EU-FOOD 774 3.38
MILK 474 3.55
ETHER-micro 27097 4.09
GAS-PEN 254 4.20
YENEUR* 608 4.33
FTSEVIET 1317 4.36
MID-DAX 793 4.50
RUBBER* 2976 4.75
US-PROPERTY 912 4.91
VIX_mini 5253 5.27
FTSE250 826 5.42
COAL 108 5.43
NIKKEI400* 1384 6.13
GAS_US_mini 1552 6.57
EU-INSURE 1852 7.23
US-UTILS 704 7.43
US-DISCRETE 238 7.53
GAS-LAST 481 7.80
GBPEUR 1921 8.04
FANG 679 8.16
US-INDUSTRY 412 9.02
US-MATERIAL 670 9.31
US-REALESTATE 2588 9.48
US-STAPLES 1056 9.49
OJ 604 9.55
TWD 1405 9.73
EU-TECH 1075 9.76
EU-HEALTH 1280 9.86
US-HEALTH 565 9.93
US3 2599 10.03
HANGENT_mini 5674 10.83
EUR_micro* 14209 11.54
IBEX_mini 3857 12.05
TOPIX 2740 12.57
MSCIASIA 706 12.58
ZAR 3452 13.05
EU-AUTO 2648 14.65
EU-DIV30 5575 15.27
COPPER-micro* 5055 16.00
ALUMINIUM_LME 1120 16.74
EU-UTILS 4077 17.58
V2X 25313 24.19
EU-OIL* 7333 24.40
SUGAR_WHITE 8238 26.91
KRWUSD_mini 19129 28.23
BRE* 19317 36.26
US-ENERGY 2478 39.08
RAPESEED 11069 43.06
COPPER_LME 864 44.84
FTSECHINAH 8602 45.67
CHINAA-CON 6480 47.83
KOSDAQ 9631 48.10
CANOLA 26082 51.64
CAD2 62675 51.85
IRON 42449 61.38
LEANHOG* 15020 73.81
EU-BASIC 7371 75.21
FED 40033 76.37
NZD 15287 77.32
MSCITAIWAN 2409 80.29
KOSPI_mini 9109 84.77
ROBUSTA 7839 86.13
PALLAD 1256 87.65
BITCOIN 27435 90.01
DX 18539 103.16
MILLWHEAT* 56178 104.18
JGB 4758 108.22
COTTON2* 25500 110.54
CAD5 46205 110.94
CHF 10623 111.26
SILVER-mini 903 111.35
MXP 45929 118.67
CAD 39839 121.50
DAX 33035 131.07
COPPER 4222 134.47
FEEDCOW 6038 139.42
MSCISING 29071 145.42
COCOA_LDN 7441 146.56
SUGAR11 53246 153.26
REDWHEAT* 24927 156.71
GASOLINE_ICE 3300 178.81
GBP 41349 191.44
RUSSELL* 100861 194.45
HEATOIL-ICE 2341 207.65
SOYMEAL 41670 207.75
LIVECOW 18892 214.50
KR3 192641 246.14
KR10 63955 246.75
JPY 48476 251.44
AEX 9748 255.97
CNH 95696 266.73
COCOA 13031 278.53
IBEX 9031 282.16
COFFEE 10822 292.42
CORN 121878 309.70
WHEAT 52381 315.35
OMX-SWE 77024 333.97
DOW 143587 348.50
HANG_mini 63860 350.91
PLAT 7271 357.39
BRENT-LAST 15797 405.84
SOFR 262868 415.18
CAD10 100967 417.01
BTP3 215202 435.37
NIKKEI 56327 446.80
FTSECHINAA 282949 459.82
SOYOIL* 62291 468.30
SONIA3 184723 468.54
ETHEREUM 6410 484.30
CAC 42521 485.50
SPI200 28010 507.90
EURIBOR-ICE 256830 510.63
CRUDE_W_micro* 185268 527.53
EURO600 135153 548.75
SMI 28675 554.30
CRUDE_ICE 8579 564.15
GASOLINE 20857 569.10
MIB 16193 608.35
VIX 83259 619.74
KOSPI 13286 622.16
SP400 14405 641.27
EUA 30436 702.39
EU-BANKS 233180 729.90
HANGENT 79997 781.64
SHATZ 641211 869.40
HANGTECH* 118910 879.98
BUXL 101565 930.33
MSCIEAFA 37601 944.92
HEATOIL 23277 959.28
OAT 144479 993.81
FTSE100 77516 1138.69
US2 506213 1221.38
FTSETAIWAN 59351 1435.24
US10U 314174 1546.99
US30 170371 1555.18
SILVER 35695 1742.22
US20 243835 1798.48
BTP 247160 1831.51
GOLD_micro 167198 1835.06
BOBL 551551 1909.77
GILT 205205 2014.21
US5 732772 2043.17
HANG 80500 2207.11
GASOIL 58663 2786.79
BUND 739559 4084.72
US10 1082660 4425.98
SP500_micro 1364935 4496.56
EUROSTX 665970 6367.75
NASDAQ_micro 1515031 9602.95
BRENT_W 328775 17021.47
********************************************************************************
END OF REPORT
********************************************************************************