HKFE, HSI incorrect roll overs Periods.

[Tremblinghandtrader]

Just looking at the futures contacts for the Hong Kong Ex and it seems to have the wrong set up for expiry and rollover date. HKEX have monthly contracts not three monthly like other equity futures.

This relates to HSI, HHI, MHI & MCH.HK(not sure if NT has that last one? maybe I set that up?)

[NinjaTrader_Bertrand]

Tremblinghandtrader, as far as I know (also from other continuous contracts offered) the liquid expiries used for those contacts are still in the quarterly cycle.

[Tremblinghandtrader]

Tremblinghandtrader, as far as I know (also from other continuous contracts offered) the liquid expiries used for those contacts are still in the quarterly cycle.

Nope.

Monthly.

[NinjaTrader_Bertrand]

Thanks for the feedback, will recheck matters.

[Tremblinghandtrader]

Thanks for the feedback, will recheck matters.

Anyone check this or will it be too far down the list?

[NinjaTrader_Bertrand]

Tremblinghandtrader, no worries - it's still on my list to check into, I'll post an update then here. Thanks for the patience.

[Tremblinghandtrader]

Tremblinghandtrader, no worries - it's still on my list to check into, I'll post an update then here. Thanks for the patience.

I'll help you out,

HKFE expiry calendar,

http://www.hkex.com.hk/eng/prod/drprod/hkifo/tradcalend_2.htm

And Open interest stats (you will need Crystal Reports to view data)

http://www.hkex.com.hk/eng/stat/dmstat/OI/oi_f.asp

Bottom line is monthly contracts expiring the second last business day every month. Not quarterly. The June contract traded about 1000 contracts yesterday while the May traded 70,000. Last week while the April was still trading the June was doing 200 per day against the 70,000 of the April.

[NinjaTrader_Bertrand]

Thanks Tremblinghandtrader, appreciate the input - will amend the default rolls as needed.