Cac 40 for Csi trade only mar, jun,sep and dic.
All other deliveries are gone.
FCH Cac 40
Here's what I see (UA 2.10.7). I notice that the list includes April and May, 2010.
From the exchange's website (LINK)
From the exchange's website (LINK)
Delivery months: 3 monthly, 3 quarterly (from March, June, September, December), 8 half-yearly maturities from the June/December cycle (footnote 1)
1 New expiry months are opened on the first trading day after a maturity expires.
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- Roundtable Knight
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Front Months?
I have this setup to roll into HMUZ months the same as the US indicies - but this seems lumpy on volumes.
Rolling into every calender month 2 to 3 days before expiration produces a much more even volume distribution.
How are others trading/rolling this? I see what the exchange says (thank you Sluggo) but don't understand their French.
Rolling into every calender month 2 to 3 days before expiration produces a much more even volume distribution.
How are others trading/rolling this? I see what the exchange says (thank you Sluggo) but don't understand their French.