A little question about crude curve

Discussion in 'Commodity Futures' started by TraDaToR, Dec 11, 2012.

  1. namich99

    namich99

    any idea why the belly of the curve (mainly Mar-June) has come off so much today?
     
    #11     Dec 14, 2012
  2. TraDaToR

    TraDaToR

    Nov-Dec14 spread previous close @ 5 , bid @ 2 and ask @ 7 now.
    Dec14-Jan15 spread previous close @ 23, bid @ 19 and ask @ 25 now.
    100 lots liquidity on both side of the spreads.
    ...
    This is a real aberration, not a quote problem:), perhaps related to funds activity as drm pointed out.
     
    #12     Dec 18, 2012