CL months with highest traded volume

rb7

rb7

Hi folks,
For CL contract, I need to know which months have the most traded volume?
Is it always the front month, or is it the quarterlies (Mar, Jun, Sep, Dec)?

I'm asking cause I will download historical tick data and I need to know which expiry month I need to request. Without knowing which month trade the most, I would have to request data for all months.

My friend Google didn't help me on this one.

Thanks in advance.
 
Front month is highest volume. Currently December.
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From following the contract for many years, it is the front month 95% of the time, if not close to 99%.
 
rb7 said:
Hi folks,
For CL contract, I need to know which months have the most traded volume?
Is it always the front month, or is it the quarterlies (Mar, Jun, Sep, Dec)?

I'm asking cause I will download historical tick data and I need to know which expiry month I need to request. Without knowing which month trade the most, I would have to request data for all months.

My friend Google didn't help me on this one.

Thanks in advance.
More...

Here's the fun thing about CL, and partially what attracted me to futures in the first place...

It doesn't matter what month you are in with an instrument like CL. Any month out in the future will eventually become the most-traded month.
 
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