Heads up, bad open interest data causing roll for ES
Posted: Tue Jan 18, 2011 9:48 pm
CSI #487 (Emini SP):
Data for 20110114 showing an open interest of "0" (for those using Total Open Interest).
This is causing a roll issue for those trading ES, creating a bad roll to June (which we all know doesn't make sense).
I have emailed CSI to correct the data, just thought I'd make everyone aware:
Data for 20110114 showing an open interest of "0" (for those using Total Open Interest).
This is causing a roll issue for those trading ES, creating a bad roll to June (which we all know doesn't make sense).
I have emailed CSI to correct the data, just thought I'd make everyone aware: