The futures markets are some of the most transparent markets you can trade and an enormous amount of liquidity is available most of the time. While there are OTC transactions going off which you cannot see, those transactions do not account for much of the total volume. For example, if you will look at the total volume executed on Clearport on the CME, you will see that it accounts for a tiny fraction of the total daily volume in any market on the CME. Compare this with the currency market where nearly all of the volume is done OTC in the interbank market. Hence the reason I do not advocate trading Forex. The stock market is also not as transparent due to the number of order routing systems and various ways of executing orders. Transparency in the futures markets is, at least at the moment, not an issue.