March 30th, 2009, 6:10 am
I saw indeed that currency futures (CME) have quarterly cycle, so the next available maturity is june, albeit I currently use 2 weeks maturity currency swaps... so I don't know how to solve this problem if I take the decision to trade now currency futures.Contract Size is 125,000 euro for EURUSD future : is the liquidity not satisfying for small amounts (0.2 M) or huge amounts (30 M) ?