Q4 2011 Liquidity Monitor – Jan 19
Quarterly Update on Product Liquidity at CME Group
Each quarter
CME Group Research looks at the liquidity of its flagship futures and options products. The
Liquidity Monitor focuses on the same products each time: two key interest rate contracts,
two FX contracts, a benchmark equity index and benchmark energy contract. Specifically, these
contracts are:Eurodollars 10-Year T-Note E-mini S&P 500 Euro More >
