Wednesday, 31 October 2012

Long 2 KC Coffee Z12H13 spreads at -4.80 and -4.75

I am long 2 ICE KC Coffee Z12H13 calendar spreads at -4.80 and -4.75. There is a large roll over from the December contract to the March one , going on today , so the fronth spread is under huge pression. I am bidding all the way to -5.00. I am in the offer part of the book also with two sell order at -4.65 and -4.60.

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