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Michael,
it turned out to be an exception. Today it went back to normal -
high volume in June contract, v. low in March, but normally it is the 1st
day of the front contract (Monday before equities' Thus) that its volume
is much higher and the old one dies.
Regards,
Jan Philipp
----- Original Message -----
From: "MichaelSuesserott" <MikeSuesserott@xxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Tuesday, March 09, 2004 9:17 AM
Subject: Re: [RT] Euro
> Hi Jan,
>
> I see what you mean. The reason for the phenomenon you noticed would
> probably lie in the fact that yesterday was the eve of currencies rollover
> day.
>
> Best,
>
> Michael
>
>
> ----- Original Message -----
> From: "JHP" <jan4123@xxxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Monday, March 08, 2004 19:38
> Subject: Re: [RT] Euro
>
>
> > Michael,
> > I use TS and @EC continuous contract which matches ECM04
> > (both Globex), but ECH04 is still more active today.
> > Jan Philipp
> >
> > ----- Original Message -----
> > From: "MichaelSuesserott" <MikeSuesserott@xxxxxxxxxxx>
> > To: <realtraders@xxxxxxxxxxxxxxx>
> > Sent: Monday, March 08, 2004 10:23 AM
> > Subject: Re: [RT] Euro
> >
> >
> > > In Qcharts which I believe you are referring to, M is the June
> designation
> > > for the illiquid open outcry contracts. To go to Globex where the
action
> > is,
> > > use the "I" designation: EC04I.
> > >
> > > Hope this helps.
> > >
> > > Michael Suesserott
> > >
> > >
> > > ----- Original Message -----
> > > From: "JHP" <jan4123@xxxxxxxxxxxxx>
> > > To: "RealTraders" <realtraders@xxxxxxxxxxxxxxx>
> > > Sent: Monday, March 08, 2004 18:37
> > > Subject: [RT] Euro
> > >
> > >
> > > > RT
> > > > Can anybody explain why the EuroDollar (Euro Fx Currency)
> > > > June contract (ECM04) which became the front contract today,
> > > > has tick volume about 6 times lower than ECH04 contract
> > > > and the total number of contracts traded is about 1/4.
> > > > Jan Philipp
> > > >
> > > >
> > > >
> > > >
> > > > Yahoo! Groups Links
> > > >
> > > >
> > > >
> > > >
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> > >
> > >
> > >
> > >
> > > Yahoo! Groups Links
> > >
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> > >
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> > >
> > >
> >
> >
> >
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
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> Yahoo! Groups Links
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