CAC 40 Contract volume

Discussion in 'Trading' started by Runningbear, Dec 29, 2002.

  1. Can someone give me a rough an idea of how many contracts per day the CAC 40 trades.

    Thanks in advance,

  2. I think it's around 60k per day, go to if you need to get the exact numbers.
  3. def

    def Interactive Brokers

    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
  4. Thanks Zentrader, thanks Def.