Finding Liquidity to watch

L

Luto

This is a newbie question.

I am trying to compose a list of assets and most liquid contracts.

For Example:

SPY == ES on CME
QQQ == NQ on CME
CAN$ == CD on CME

I can't seem to find an electronic vehichle for

Euro == ??? Is it all pit traded ??
Gold == YG on CBOT. Is this the most liquid? somthing at COMEX?
Dollar == DX on CBOT. Again best liquidity?
Yen ==

Thanks in advance for any help.

L
 
I got lost following the thread on computer maintenence

but this question of yours seems not so hard to answer
if one is only looking for electronic contracts

I am trying to compose a list of assets and most liquid contracts.

I have made some adjustments to what you wrote

500 SPY == 1 ES
800 QQQ == 1 NQ
CAN$ == CD I would guess you can trade different sizes of CD spot fx too but CD futures only 1 size
Euro == EUR
one can trade different sizes of Euro
but EUR futures only 1 size with tight spread ( there is a 1/2 size contract but not tight spread )
Gold == YG is only electronic gold contract presently
it equals 1/3 of a Comex gold contract

Yen == JY spot fx contract can be different sizes
JY ( futures contract has only one actively traded size
although there is a 1/2 size contract )
fixed income ( see below )
ZB = electronic 30 yr
ZN 10 yr
ZF 5 yr

sorry I cannot be of more help at this time
 
You must log in or register to reply here.
Back
Top