I’m still finding my way round the seasonal trades to see how I can manage the risk reward ratios. On this subject, can I ask if there is data on which vehicles are the most liquid during specific times of the year? I’m looking for assets that move a great deal in terms of Average Daily Range.
You can research volume and open interest in each contract for any given day in our Commodity Quotes section, a link to which can be found near the bottom of the menu running down the left-hand side of the MRCI Online home page. You can find not only OHLC for each delivery month for all the futures we track but also the daily Vol and OI for each delivery month going badck to year 2000.
