I trade ONLY the most liquid futures contracts with the highest open interest. I won't trade any futures that don't have a minimum of 100,000 open interest, and I always trade the contract months with the highest open interest and volume combined. I check this data at least once each week to make sure that I don't trade a contract month that has poor liquidity. Perhaps in the future I will start reporting each day when I change contract months. As of yesterday, open interest for the Jan 08 soybeans contract was 204,134 contracts of open interest. That quantity was down 16,435 from the day before. The Mar 08 contract was up 10,965 from the day before to 161,439 total. Total trading volume, however, is still significantly higher for the Jan contract. Here is a screen capture from the CBOT website: