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beeforsalmon Posts:2 2007-03-21 13:35:53 |
Futures Volatility and Volume traded as it gets to expiration date? |
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| For something like an Interest rates future, does the volume traded and volatility of the future decrease as it gets to the expiration date. For equity futures, volatility and volume increase but for something like interest rates, unless there is a major shock, would traders be more concerned with taking a view on futures in a year or 6 months than trading on one with a week to expiration. Thanks for the help
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