Can someone give me a rough an idea of how many contracts per day the CAC 40 trades.
Thanks in advance,
Runningbear
Thanks in advance,
Runningbear
CAC 40 Contract volume
- Thread starter Runningbear
- Start date
I think it's around 60k per day, go to www.matif.fr if you need to get the exact numbers.
def
Sponsor
I've got Aug data handy from a magazine so just call me lazy for not getting the latest issue and dividing by the number of trading days in aug ( i think 22):
Aug Cac 40 options (1 euro multiplier):
aug vol: 6,673,360, end aug open int: 16,861,623, year to end aug vol: 65,856,005
Cac 40 Future (10 euro):
aug vol: 2,053,070 oi: 485,663 ytd: 16,778,253
small contracts but plenty of liquidity
Thanks Zentrader, thanks Def.
Runningbear
Runningbear