Background on LDB Volume Averages Tables

There are four Liquidity Data Bank (LDB) Volume Tables:
(a) Total LDB Volume 
(b) Commercial (cti2) LDB Volume 
(c) Public (cti4) LDB Volume 
(d) Floor-trader (cti1) LDB Volume 
where the contract volume is half the LDB volume.

These tables give the minimum (Min), average (Avg), maximum (Max) values of
the LDB volumes for the last 90, 5, 10, 15, 20, 40, and 60 trading days. 

For the last 90 trading days the tables ALSO give the 68% deviation (Dev)
of the values about the average i.e. 68% of all the LDB volume  
values in the last 90 days are contained in the range: average-68%deviation 
to average+68%deviation. 

LDB volumes are available ONLY for CBOT and CME contracts.

The tables are updated daily around 10pm. The leading deliveries are
used for those commodities that are not asterisked. For the asterisked
commodities the nearest delivery is used and for them there is often
insufficient data to calculate the 90 day deviation.

Since the LDB data is available on the day of trading, the tables are
up to date as of the last day of trading.

High Volume are values greater than 90 day average+68% deviation
Low  Volume are values lower than 90 day average-68% deviation
Normal Volume are values between average-68%deviation and average+68%deviation

The use of this information in a trading strategy is covered elsewhere.

Click here for Total LDB Volume Table
Click here for Commercial LDB Volume Table
Click here for Public LDB Volume Table
Click here for Floor-Trader LDB Volume Table