Is there a website that lists the common futures with exchanges and hours traded?

[mouthwash]

i want to create a small s/sheet for CBOT, CME, NYMEX, LIFFE, DAX etc

Thanks!

 

[JonnyT]

Its all available from the individual exchanges:

www.cme.com
www.cbot.com
www.nymex.com
www.eurex.com
www.liffe.com

or alternatively a broker site such as http://www.interactivebrokers.com/php/retailAccount/futures.php?ib_entity=

JonnyT

 

[mouthwash]

Thanks. The IB link is grrrrrrrrrrreat.

 

[mouthwash]

Just looking at CBOT and CME as I interested in trading Dow an S&P 500 e-mini's. Am I right in thinking that, apart from an hour here and there, you can trade these 24 HOURS?

Have I read that right?

Or do these products have their *own* trading hours and the previous hours apply to just the exchange?

THANKS!

 

[blackcab]

You're welcome to have a look at this sheet I started compiling, but haven't had time to finish off.

 

[mouthwash]

Thanks.

You list trading hours for emini as 9.30-16.00 EST.

Have some questions.

Q1. This is traded at CBOT so will it be Central Time? Or is it traded at multiple exchanges?

also

Q2. Can it not be traded practically all the time?

I found this:

http://www.cbot.com/cbot/pub/cont_detail/1,3206,1560+14425,00.html

It says "Trading Hours, Electronic Trading: 7:15 p.m. to 4:00 p.m., Central Time, Sunday - Friday."

Q3. Does that mean between those two times it can be traded 24 hours a day?

Basically, HELP!

Thanks!

 

[ZiggieCME]

The emini S&P trades best between 8:30-3:15 Chicago time. That is their "peak hours." I actually find that it can be broken down into a morning session which goes till about 10:30 and an afternoon session which starts about about 12:30 and runs into 3:00 (all Chicago time). During those sessions, you will find the maximum volume averages. You can trade during lunch and there can be some powerful moves, but on the whole, I prefer to stay away from it. It does, however, trade round the clock. Many people actually prefer trading the overnite session.

Ziggie

 

[mouthwash]

Thanks Ziggie.

However I'm, still a little confused. Can we focus on YM which may help me understand.

Looking at www.cbot.com/cbot/pub/cont_detail/1,3206,1560+14425,00.html it says:

"Electronic Trading: 7:15 p.m. to 4:00 p.m., Central Time, Sunday - Friday".

Now I had assumed this meant the electronic version of YM could be traded 24 hours per day between these two times.

Or does it mean:
Sun 7:15 p.m. to 4:00 p.m
Mon 7:15 p.m. to 4:00 p.m
Tue 7:15 p.m. to 4:00 p.m
Wed 7:15 p.m. to 4:00 p.m
Thur 7:15 p.m. to 4:00 p.m
Fri 7:15 p.m. to 4:00 p.m

which is something all together different. I think its the latter by the way but I better ask all the same!

Which leads me to my next question, which indices can be traded 24 hours per day (or practically 24 hours per day, e.g. 21 hours). Not interested in STIR products.

Thanks again.

 

[DanielLambert]

Tony,

The YM closes at 5pm EST and reopens 3hrs 15 mins later at 815pm EST during week nights.

So from a Sunday night thro to a Friday eve it is nearly 21 hrs trading a day , except for that 3hr 15 minute window when it is closed.

UK time the YM is closed from 10pm thro til 1:15am nightly.

The ES is virtually 24 hr trading , as is the NQ and I think the ER2 too. ( except for 15 mins from 4:15pm EST til 4:30pmEST)

 

[ZiggieCME]

Fairly certain the ES, NQ, and EC trade 23hr. 30mins a day. I would guess the Russell 2k does as well since they are all based at the CME.

Z

 

[sidinuk]

futures markets

most liquid trading times

 

[mouthwash]

Thanks everyone.

All makes sense now.

 

[ZiggieCME]

I have to object to that link as far as the Euro FX. By 11AM that contract is all but dead. If you are going to trade it it is by far better to trade it during London market times. I rarely if ever make a trade in it past 11AM Chicago time. I suppose that is great for all the folks from England on these boards but for me it kinda sucks. I usually find the London afternoon hours (7AM Chicago to 10AM Chicago to be best trading for me on that contract.

Z

 

[sidinuk]

ZiggieCME, I don't think you can say EUR is almost dead after 11am Chicago - Liquidity is reduced after 11am but is still as liquid or slightly more so than during the London market times.

For Dec 1, contracts traded:

Hour up to: Contracts

03:00 5976
04:00 5176
05:00 3145
06:00 2855
07:00 3530
08:00 9528
09:00 8627
10:00 16954
11:00 12862
12:00 3578
13:00 3146
14:00 5626
15:00 1910

All times are GMT-6.

 

[henry766]

i agree sid , hard to question euro liquidity in anything like mkt hours