No. As I said, for whatever reason, I have seen that the September contracts for the grains are never the most liquid contracts, when you look at it on a daily basis.
In order to verify this, on TWS screen, display ZC Sep13, ZC Dec13,and ZW Sep13, ZW Dec13 and ZS Sep13, ZS Nov13. Then right click in the column headers and custimize layout. Include the two columns 'Spread' and 'Volume/Min'. Now you will see that, in regular trading hours, the Spread of the December (CS: November) contract is smaller that the one of the September contract. You will also notice that most of the time, the Volume/Min of the December (CS: November) contract is higher that the Volume/Min of the September contract. This is true from the moment on the nearest contract changes from July (CS: August) to the September contract. It is possible that you see a momentary situation where the September contract had more volume in any given minute than the December (CS: November) contract. But at the end of the day September always falls short. Another indication of this is the fact that on the new homepage of cmegroup.org the quotes listed for the grains are for December (CS: November), not for the nearest contract, which is September. Today is August 26, 2013. The September contract should be the most liquid contract for the grains. Let's take Corn as an example : Last Friday, we had: September Vol. 68'735, December Vol. 171'630. Even at the first day, that means, when the July contract expired, on July 15, 2013, the September contract had Vol. 353'398, whereas the December contract had Vol. 542'198. The bottom line: You should request seven contracts, but in case of the grains skip September. Please ask if something is not clear. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/groups/opt_out.
