[RT] A question for the Futures Traders

["Steve Griffiths" <Steve.Griffiths@xxxxxxxxxxxx>]

Hi,

Does anybody know of a web page where the "average" volumes are published
for all future and commodity contracts.

I am trying to list the "tradability" of these contracts, buy how easy it is
getting filled. In other words, defining which contracts have the lowest
daily volume and therefore are most prone to slippage (eg Lumber, Pork
Bellies etc).

Thanks in advance for any help on this

Steve



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