6 Min read

Leveraging CME Group Asia Trading Hours Liquidity for Cross Commodity Trading

15 May 2023

Cross commodity trading is one of the strategies commonly adopted by proprietary trading firms, asset managers, and professional traders. By holding multiple assets at the same time, this strategy can help reduce exposure to a single set of market events that may affect one asset class more significantly than another. This trading strategy is possible with the CME Group markets offering global futures and options benchmarks across energy, metals, and agriculture.

Table 2: Asia hours take larger share of global volumes

Deep liquidity across Asia hours

Strong activities throughout Asia trading hours (Singapore time)

Table 3. Average of best bid/ask spread (ticks)

Table 4. Average of best bid/ask quantity (lots)

Asian markets trade on U.S. futures liquidity

Share of Asia hours increased as global volumes grew