This is a mobile optimized page that loads fast, if you want to load the real page, click this text.

Index calendar spread?

Jump to new
M

mjim

Joined
6 June 2016
Posts
148
Reactions
9
Does anybody trade Index Futures Calendar spreads (ES SEP-DEC etc
They dont move like commodity spreads except in last few days or hrs of front leg expiary
So how to trade them?
Here is the screen shot for SEP/DEC spread
Experts please advice
 
Sorry I just realised that the chart isn't really valid anymore from the 15th right? Because that's when your Sept future expired and the swing after that is basically the full Dec future on it's own. However durings it's life my Question remains same!
 
i'm no expert. Few things, 1. IB not ideal for charting spreads, 2. it's better to spread es with ym if you want to do index but do look for other spreads like eurodollar good trending and moves slowly also huge volume 3. swing trade spreads 4. you can get info from cme site on various spreads.

here's one for eurodollar spread
 

Attachments

  • eurodollar presentation.pdf
    549.5 KB · Views: 3

Hi mjim, I trade time spread, I have a monthly strategy using SPY. When you trade option strategy you need to follow the evolution of the t+0 line by using the expiration graph a very good tool is the TOS platform, you can create a demo a account and start using it. The only issue is that it has a 20 min delay in the data, whit real accounts the data is real time, but unfortunately TOS(ThinkOrSwim) don't allow Australian to open accounts, you can create a demo account here:
https://www.thinkorswim.com/t/pm-registration.html
 
You are referring to Calnder Option spreads I am referring to Futures to Futures ( SEP/DEC) type of spread
 
mjim said:
You are referring to Calnder Option spreads I am referring to Futures to Futures ( SEP/DEC) type of spread
Click to expand...

I trade ES as well, butterflies, IC and Calendars and use IB for doing the trades and TOS for following the Greece evolution and plan the adjustments.
 
You must log in or register to reply here.

Similar threads

February 2025
2 3 4
Replies
64
Views
14K
ducati916
M
Futures Calendar Spreads?
Replies
3
Views
4K
hamli
H
All trading needs to cease for 14 days prior to Monday open in Sydney
2 3 4
Replies
75
Views
15K
divs4ever
R
The 7 Moats of Quality Companies
Replies
8
Views
8K
ShareSuccess
T
ASX index futures calendar spread
Replies
1
Views
4K
tech/a
Menu
Log in
Register
Cookies are required to use this site. You must accept them to continue using the site. Learn more...