Calendar spread that turned sour

Discussion in 'Commodity Futures' started by jorgeamado88, Dec 12, 2006.

  1. I'm currently going over a lot of historic calendar spread charts for crude.

    Anyone know what happened when the Nov 05 was about to expire and the CLZ05-CLX05 spread turned so sour?

    I don't know, maybe the short interest was too big when everybode wanted to roll over, and the November-contract was hard to come by? Any input appreciated.
     
  2. artis74

    artis74

    HUrricanes tossed all those spreads for 6 months. You think thats nasty take a look at the natty spreads.
     
  3. bunkinc

    bunkinc

    Do you have a link for those historic spreads? That is nice to be able to study those.
     
  4. artis74

    artis74

    CQG