Can someone give me a rough an idea of how many contracts per day the CAC 40 trades. Thanks in advance, Runningbear
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