Reply To: Date Sequence For ICE NBP Monthly Options

Israr Ahmed


Take the Nov-16 July contract which expires in Oct-16 .

– 31st Oct 16 is a Monday. If I use gbd -4 ( from eom ) it means I think go back 4 good business days. That would take it to prior Tuesday 25th October. ie the gbd skips over the weekends and doesn’t count these.

– What I need however if for it to go back 4 calendar days first ( from eom ) which is actually prior Thursday 27th October.

-{ but as part of this “nope” I’m additionally not sure exactly how gbd is working in the presence of attached Holiday Schedule “ICE” . Seems to land me on weekends which isn’t correct }

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