Most Liquid Futures Contracts - Not asking for spoon feed

[silverm]

Hi,

I am aware that this would sound repetitive and to certain extent stupid and bit lazy too but believe me I have done everything I can possibly do to create a list of most liquid futures contracts for near month.

Some that I am aware of are

Nifty
miniNifty
BankNifty

Some Stock based

Tatasteel
Tatamotors
DLF
ICICI

Well thats it.

Could someone please help me with two things

1) what should be criteria for a futures contract of underlying as a stock to be considered liquid. I know this is very subjective question but is there a way to judge liquidity of any futures contract.

2) Is there any other way then going through individual contracts and seeing their values.

Would be a huge help for a newbie like me.

Not asking for spoon feed just point me to the right direction

Thanks

 

[SavantGarde]

SilverM

Suggest you keep a track from the link below.... apart from the Index futures Stock Futures and activity in them changes...and doesn't remain constant through the month......Hope the Link helps


http://www.nseindia.com/content/fo/MostActiveUnderlyingsb.htm

SG

 

[silverm]

Thanks, was great help

About my first question say a futures contract has Trade volume of around 5000 contracts in a day, would you call this a liquid coz this a very relative question but is there a slab above which a contract can be considered liquid.

thanks

 

[praveen98]

HI,
PLEASE VISIT THE FOLLOWING LINK TO SEE WHAT ARE THE MOST LIQUID CONTRACTS ....ALL CONTRACTS / STOCK FUTURES/ NIFTY FUTURES / AND OTHER INDEX FUTURES...GIVES CLASSIFICATION BY CONTRACT VALUE AS WELL AS NO. OF CONTRACTS.....YES ON A RELATIVE BASIS 5000 LOTS IS LIQUID FOR A STOCK FUTURES CONTRACT,

http://www.nseindia.com/content/fo/MostActiveAllContracts.htm
ALL THE BEST