PERFILTRADE

instruments

One statistical report per instrument

Each page gathers a futures contract's own tables: how often something happens and out of how many sessions. Only instruments with enough sample to say something of their own are published.

Index futures

Stock-index futures, with a defined regular session and full intraday data.

Metals

Precious and industrial metals traded on COMEX and NYMEX.

Energy

Crude oil and natural gas, the widest-ranging contracts of the set.

Grains

CBOT grains, with seasonality tied to the planting and harvest calendar.

Currencies

CME currency futures, quoted against the US dollar.

Rates

US Treasury debt and SOFR: the contracts most sensitive to macro releases.

Crypto

CME bitcoin and ether futures, with shorter series than the rest.