Market Data
- Daily Market Report
- Futures
- Daily Market Report
- Historical Data Download
- Time & Sales Data for Previous 30 Trading Days
- Daily Volume Report on Calendar Spread Orders for Previous 30 Trading Days
- Time & Sales Data on Calendar Spread Orders for Previous 30 Trading Days
- Liquidity Indicator
- Liquidity Indicator Sorted Page
- Multidimensional Liquidity Statistics
- Options
- Flexible Trading
- Block Trade
- FCM Daily Trading Report
- FCM Daily Trading Report-Flexible Trading
- Futures
- Market Data of Major Institutional Traders
- Data Download
- Trading Information
- Futures
- Options
- Flexible Futures
- Open Interest of FLEX
- Block Trade
- Market Data of Major Institutional Traders
- General Table -By the Date
- General Table -By the Week
- Divided by Futures and Options- By the Date
- Divided by Futures and Options- By the Week
- Details of Futures Contracts - By the Date
- Details of Futures Contracts - By the Week
- Details of Options Contracts - By the Date
- Details of Options Contracts - By the Week
- Details of Calls and Puts - By the Date
- Details of Calls and Puts - By the Week
- Open Interest of Large Traders
- Daily Foreign Exchange Rates
- Clearing Information
- Statistics
- Trading Information
Market Data
Flexible Futures Liquidity Indicator Sorted Page
Note：
- The liquidity indicator is calculated as the open interest of the day(A)/the average trading volume of recent 5 trading days(B)(the average trading volume excludes block trade volume, and if the trading days are less than 5 days, calculated on the actual trading days),rounded to the second decimal place. The liquidity indicator is between 0~9999.99. If the liquidity indicator is greater than 9999.99 or the average trading volume (B) is 0, shown as 9999.99. If the open interest(A) and the average trading volume(B) are both 0, the liquidity indicator is shown as NA.
- Taking the "the open interest/the average trading volume=1" for example, it means the contract of the average trading volume is equivalent to the open interest；if the value is greater than1, it means that average trading volume of the contract is relatively smaller than the open interest.
- The disclosure of liquidity indicator is provided for traders to understand the liquidity of each contract. Futures Commission Merchants or media should be cautious when citing liquidity indicator to publish relevant information in order not to mislead the market.
DATE：
| Contract | Contract Date | Open Interest (A) |
Average Volume (B) |
Liquidity Indicator (A/B) |
|---|
