You can read what you want into statistics, but the Chicago Mercantile Exchange saw its second highest ever volume in futures and options traded on Tuesday. A total of 1,264,086 changed hands; in notional terms this was new record too. The total value of the contacts traded was $168.4 billion, beating the previous record of $167.9 billion set on March 31. Apparently, the figures have not yet been overly distorted by the roll, which again suggests that despite reports of liquidity drying up, it is still deep on certain venues.