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The untruncated CF (Carath\u00e9odory-Fej\u00e9r) approximation \\(\\tilde r_{mn}\\) of f is the set approximation to f on \\(| z| =\\rho\\) of the form \\(\\tilde r_{mn}=p/q\\), where q is a polynomial of degree at most n, with no zeros in \\(| z| \\leq 1\\) and \\(z^{- m}p(z)\\) is bounded and analytic in \\(1<| z| \\leq \\infty\\). The truncated CF approximations \\(r_{mn}^{(1)}\\) (resp. \\(r_{mn}^{(2)})\\) are obtained by dropping the negative powers in the Laurent series of p (resp. of \\(\\tilde r_{mn})\\). The authors show that, as \\(m\\to \\infty\\), the untruncated CF approximations \\(\\tilde r_{mn}\\) converge to f uniformly on compact subsets of \\(S_ f=\\{1\\leq | z| <\\rho \\}\\setminus \\{\\zeta_ 1,...,\\zeta_ n\\}\\) and that the truncated CF approximations \\(r_{mn}^{(1)}\\) and \\(r_{mn}^{(2)}\\) converge to f uniformly on compact subsets of \\(S_ f'=\\{| z| <\\rho \\}\\setminus \\{\\zeta_ 1,...,\\zeta_ n\\}\\). The nature of the untruncated CF approximations is determined by the properties of a certain infinite Hankel matrix [the reviewer, Trans. Am. Math. Soc. 134, 109-116 (1968; Zbl 0162.102); \\textit{V. M. Adamyan}, \\textit{D. Z. Arov} and \\textit{M. G. Krejn}, Mat. Sb., Nov. Ser. 86(128), 34-75 (1971; Zbl 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