Thursday, April 16, 2015

Calendar spread: May 15 2015 vs Apr 17 2015 [-13.50]


April 15 is missing due to a data transmission fiber cut near the OMX Stockholm exchange which apparently only affected eSignal. Rollover is performed one session earlier than usual (3 instead of 2 sessions before expiration) so as to faciliate backfill should the missing data be retreived.