Single-Stock Futures
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Contracts listed
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Highest 20-day average volume
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Top 10 share of volume
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Lots aren't comparable across contract sizes, so each size is ranked separately.
Liquidity ranking
| # | Underlying | Avg volume (lots) | ||||
|---|---|---|---|---|---|---|
Related data
About This Metric
Definition
Futures contracts listed by TAIFEX on a single listed stock.
How to Read
A high volume / open-interest ratio means mostly short-term trading; a low one means mostly positions held overnight.
- The same stock may have both a standard contract (1 contract = 2,000 shares) and a mini contract (1 contract = 100 shares); the two kinds of “contract” are not the same thing and their volumes can't be compared directly, so the table groups by contract size and lists one kind at a time.
- The two contracts on the same stock are two separate markets; volume, open interest and participants often differ.
Source
TAIFEX
Caveat
Contracts settle on the third Wednesday of each month; volume and open interest jump around it because of the roll.
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