ASX index futures calendar spread - Aussie Stock Forums

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  1. #1

    Default ASX index futures calendar spread

    Is it worth considering trading calender spread on ASX index futures! ( future to future spread not option to option spread)
    - Are these exchange recognized spreads with margin advantages? or one has to leg in
    - Does it move much? ( heard that index calenders spreads generally don;t really move as comapred to seasonal agri spreads!)

  2. #2

    Default Re: ASX index futures calendar spread

    Never thought about it.

    Here is 2 x 9 min charts of the DAX

    1st one is March Futs
    2nd June

    June as you can see basically stays stat.

    The volume on the last bar is 10 contracts!

    Click image for larger version. 

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    Click image for larger version. 

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