As 2011 draws to a close, November monthly volumes on FOWi start to build the annual overview of exchange traded futures and options, providing an insight into how the final annual results are shaping up.
Our initial focus on the stirs, bonds and currency markets show futures and options in these asset classes rallying from the previous month.
This year’s pre-December movement is particularly interesting, as traders prepare not just for the annual drop in liquidity over the holiday period, but a more severe impact on the books which could stretch on to the end of the first quarter in 2012.
FOWi’s top five stirs contracts all reported increased trading...