FCH Cac 40

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marriot
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FCH Cac 40

Post by marriot » Tue Mar 23, 2010 1:07 pm

Cac 40 for Csi trade only mar, jun,sep and dic.
All other deliveries are gone.

sluggo
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Post by sluggo » Tue Mar 23, 2010 1:54 pm

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)
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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marriot
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Post by marriot » Tue Mar 23, 2010 2:25 pm

Csi version: 2.10.7.102
it seem i have to change my question at csidata support.
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AFJ Garner
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Post by AFJ Garner » Tue Mar 23, 2010 2:39 pm

Click the "Advanced" button, the "+Switching" and you will get all 12 calendar months displayed.

marriot
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Post by marriot » Tue Mar 23, 2010 3:14 pm

i love you All.

I must have a phantom here, i have not touch fch settings!
Thank you

LeapFrog
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Front Months?

Post by LeapFrog » Mon Jun 14, 2010 9:00 am

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.

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