There is a rolling contract on the Sydney Futures exchange which...

There is a rolling contract on the Sydney Futures exchange which is just that - it runs all the time. I use Market Analyser Pro and if you have that programme the chart ref. is 2YAPc1.

Yes I realize that the actual SPI and CMC are quite different prices - I just queried it as I trade the Aussie 200 with CMC and not the actual SPI on the SFE.

Sometimes I'm not sure exactly what people are referring to when they refer to the XJO which you can't trade per se - and here I make no ref. to derivatives etc. The real SPI price differs from the XJO price and the CMC price is the same as the XJO price during the day - allowing for the 2 point spread.

During the evening I don't know what CMC Aussie 200 follows except that it bears no relevance to the SFE SPI price allowing for a 4 point spread. However when the spread widens on the actual SPI price then the CMC spread can in some cases be up to 13 points which makes it very difficult to manage stop loss situation.

I have probably confused the matter even further now.