Recent Changes in Commodity Futures' Market Microstructure

We have expanded our research using intraday data since September 2018 to compare liquidity changes for the following products: Oil VIX Index (OVX), NYMEX Crude Oil futures (CL), Natural Gas futures (NG), Heating Oil futures (HO) and RBOB Gasoline Oil futures (RBOB) since September 2018.

Fill out the form below to request a copy.