Australian (ASX) Stock Market Forum

ASX index futures calendar spread

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Feb 4, 2015
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Hi
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!)
 

tech/a

No Ordinary Duck
Joined
Oct 14, 2004
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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!

Spread 2.jpg


Spread 1.jpg
 
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