WTI/Brent spread options were active yesterday…

by Jim Colburn • Wednesday, April 25, 2018

WTI/Brent cso’s were very active yesterday especially in June puts… Note the decline in open interest, which indicates traders liquidating positions…  Here is a CME picture of activity:

From Barchart.com, here is a chart of the June Brent/WTI spread:

 

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