Support Board

Date/Time: Thu, 18 Apr 2024 10:31:09 +0000

Post From: Osaka Nikkei 225 Mini

[2016-06-16 03:44:19] Link To Thread - Link To Post [Go To First Post]
User377232 - Posts: 17
You have answered my question but it raises another bigger question. You are using the N monthly contract - ie July, which has a volume of 71K Can I ask why you are not using the U contract - ie the September quarter rather than the monthly contract. September quarter futures (ie NPU16) had a volume of 808K, which is over ten times greater than the monthly contract. I don't know what the exact differences would be for each of the values you have shown in Post #18, but I can say that the quarterly futures contract is much more heavily traded than the monthly futures contract. Can I ask why you don't use the quarterly futures value as you do with other index futures like the ES ? Thanks