| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 25.8144 | ||||||||||||
| 8/31/2017 11:05 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 47.19 | 47.19 | MKT | ||
| 8/31/2017 11:05 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.7382 | 1.7382 | MKT |
Thursday, August 31, 2017
#wti #gasoline short Oct 17 Crack
full position is -4 pairs@23.32 ; this is it and no more
#wti #gasoline short Crack Calendar
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | CrackCalendar |
| 7.0018 | ||||||||||||
| 8/31/2017 10:35 | FUT CALENDAR | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 47.09 | -0.58 | MKT | ||
| SELL | -1 | TO OPEN | /CLX7 | 17-Nov | FUTURE | 47.67 | CREDIT | |||||
| 8/31/2017 10:35 | FUT CALENDAR | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.7152 | 0.1529 | MKT | ||
| BUY | 1 | TO OPEN | /RBX7 | 17-Nov | FUTURE | 1.5623 | CREDIT |
#oil #gas add to short Oct 17 Crack
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 24.6468 | ||||||||||||
| 8/31/2017 8:48 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 46.14 | 46.14 | MKT | ||
| 8/31/2017 8:48 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.6854 | 1.6854 | MKT |
Tuesday, August 29, 2017
scaled out #wti Oct 17 crack spread , -2 pairs@21.42
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Spread | Average |
| 21.4215 | |||||||||||||
| 21.7866 | |||||||||||||
| 8/29/2017 21:54 | FUTURE | BUY | 1 | TO CLOSE | /RBV7 | 17-Oct | FUTURE | 1.6223 | 1.6223 | LMT | |||
| 8/29/2017 21:54 | FUTURE | SELL | -1 | TO CLOSE | /CLV7 | 17-Oct | FUTURE | 46.35 | 46.35 | LMT | |||
| 22.4144 | |||||||||||||
| 8/29/2017 18:35 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 46.18 | 46.18 | MKT | |||
| 8/29/2017 18:35 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.6332 | 1.6332 | MKT | |||
| 21.449 | |||||||||||||
| 8/29/2017 15:52 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.6145 | 1.6145 | MKT | |||
| 8/29/2017 15:52 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 46.36 | 46.36 | MKT | |||
| 20.7662 | |||||||||||||
| 8/29/2017 14:52 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 46.48 | 46.48 | MKT | |||
| 8/29/2017 14:52 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.6011 | 1.6011 | MKT |
moar #wti short crack spread Oct 17
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack | Average |
| 22.4144 | 21.5432 | ||||||||||||
| 8/29/2017 18:35 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 46.18 | 46.18 | MKT | |||
| 8/29/2017 18:35 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.6332 | 1.6332 | MKT | |||
| 21.449 | |||||||||||||
| 8/29/2017 15:52 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.6145 | 1.6145 | MKT | |||
| 8/29/2017 15:52 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 46.36 | 46.36 | MKT | |||
| 20.7662 | |||||||||||||
| 8/29/2017 14:52 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 46.48 | 46.48 | MKT | |||
| 8/29/2017 14:52 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.6011 | 1.6011 | MKT |
martingale #wti short Oct 17 Crack Spread
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 21.449 | ||||||||||||
| 8/29/2017 15:52 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.6145 | 1.6145 | MKT | ||
| 8/29/2017 15:52 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 46.36 | 46.36 | MKT | ||
| 20.7662 | ||||||||||||
| 8/29/2017 14:52 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 46.48 | 46.48 | MKT | ||
| 8/29/2017 14:52 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.6011 | 1.6011 | MKT |
#wti short Oct 17 crack spread (rinse & repeat)
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 20.7662 | ||||||||||||
| 8/29/2017 14:52 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 46.48 | 46.48 | MKT | ||
| 8/29/2017 14:52 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.6011 | 1.6011 | MKT |
+$430 #wti flat Oct 17 crack spread
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 20.555 | ||||||||||||
| 8/29/2017 13:57 | FUTURE | SELL | -1 | TO CLOSE | /CLV7 | 17-Oct | FUTURE | 46.33 | 46.33 | MKT | ||
| 8/29/2017 13:57 | FUTURE | BUY | 1 | TO CLOSE | /RBV7 | 17-Oct | FUTURE | 1.5925 | 1.5925 | MKT | ||
| 20.482 | ||||||||||||
| 8/29/2017 13:56 | FUTURE | BUY | 1 | TO CLOSE | /RBV7 | 17-Oct | FUTURE | 1.591 | 1.591 | MKT | ||
| 8/29/2017 13:56 | FUTURE | SELL | -1 | TO CLOSE | /CLV7 | 17-Oct | FUTURE | 46.34 | 46.34 | MKT |
long & short #silver
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 8/29/2017 13:45 | SINGLE | BUY | 1 | TO OPEN | SLV | 20-Oct-17 | 14 | PUT | 0.02 | 0.02 | LMT |
| 8/29/2017 13:43 | SINGLE | BUY | 1 | TO OPEN | SLV | 19-Jan-18 | 12 | PUT | 0.03 | 0.03 | LMT |
| 8/29/2017 13:39 | SINGLE | BUY | 1 | TO OPEN | SLV | 20-Apr-18 | 11 | PUT | 0.03 | 0.03 | LMT |
| 8/29/2017 13:38 | SINGLE | SELL | -1 | TO OPEN | SLV | 20-Apr-18 | 16.5 | PUT | 1.14 | 1.14 | LMT |
#wti martingale short Oct 17 Crack Spread
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 20.9996 | ||||||||||||
| 8/29/2017 12:38 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.5938 | 1.5938 | MKT | ||
| 8/29/2017 12:38 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 45.94 | 45.94 | MKT | ||
| 20.5014 | ||||||||||||
| 8/29/2017 11:07 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.5817 | 1.5817 | MKT | ||
| 8/29/2017 11:07 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 45.93 | 45.93 | MKT |
#wti short #gasoline long #oil (short Oct 17 crack spread)
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 20.5014 | ||||||||||||
| 8/29/2017 11:07 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.5817 | 1.5817 | MKT | ||
| 8/29/2017 11:07 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 45.93 | 45.93 | MKT |
+$900 #wti flat Oct 17 Crack Spread
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 19.0514 | ||||||||||||
| 8/29/2017 7:07 | FUTURE | BUY | 1 | TO CLOSE | /RBV7 | 17-Oct | FUTURE | 1.5617 | 1.5617 | MKT | ||
| 8/29/2017 7:07 | FUTURE | SELL | -1 | TO CLOSE | /CLV7 | 17-Oct | FUTURE | 46.54 | 46.54 | MKT |
Monday, August 28, 2017
#wti short Oct 17 Crack Spread
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 19.9842 | ||||||||||||
| 8/28/2017 23:55 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.5901 | 1.5901 | MKT | ||
| 8/28/2017 23:55 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 46.8 | 46.8 | MKT |
+$100 flat #gold to #platinum (#21)
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Spread |
| 323.7 | ||||||||||||
| 8/28/2017 16:39 | FUTURE | BUY | 1 | TO CLOSE | /GCZ7 | 17-Dec | FUTURE | 1315.7 | 1315.7 | MKT | ||
| 8/28/2017 16:39 | FUTURE | SELL | -2 | TO CLOSE | /PLV7 | 17-Oct | FUTURE | 992 | 992 | MKT |
+$530 #wti flat crack spread
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 19.7402 | ||||||||||||
| 8/28/2017 13:09 | FUTURE | SELL | -2 | TO CLOSE | /CLV7 | 17-Oct | FUTURE | 46.33 | 46.33 | MKT | ||
| 8/28/2017 13:09 | FUTURE | BUY | 2 | TO CLOSE | /RBV7 | 17-Oct | FUTURE | 1.5731 | 1.5731 | MKT |
martingale #wti crack spread
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 20.4354 | ||||||||||||
| 8/28/2017 12:12 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.5887 | 1.5887 | MKT | ||
| 8/28/2017 12:12 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 46.29 | 46.29 | MKT | ||
| 19.6076 | ||||||||||||
| 8/28/2017 9:04 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 47.5 | 47.5 | MKT | ||
| 8/28/2017 9:04 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.5978 | 1.5978 | MKT |
#gold to #platinum (#21)
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Spread |
| 324.9 | ||||||||||||
| 8/28/2017 12:11 | FUTURE | BUY | 2 | TO OPEN | /PLV7 | 17-Oct | FUTURE | 987 | 987 | MKT | ||
| 8/28/2017 12:11 | FUTURE | SELL | -1 | TO OPEN | /GCZ7 | 17-Dec | FUTURE | 1311.9 | 1311.9 | MKT |
long #silver (#35)
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 8/28/2017 11:06 | SINGLE | BUY | 1 | TO OPEN | SLV | 29-Jun-18 | 9 | PUT | 0.03 | 0.03 | LMT |
| 8/28/2017 11:01 | SINGLE | SELL | -1 | TO OPEN | SLV | 29-Jun-18 | 16 | PUT | 1.07 | 1.07 | LMT |
#wti short Oct 17 crack spread
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | CrackSpread |
| 19.6076 | ||||||||||||
| 8/28/2017 9:04 | FUTURE | BUY | 1 | TO OPEN | /CLV7 | 17-Oct | FUTURE | 47.5 | 47.5 | MKT | ||
| 8/28/2017 9:04 | FUTURE | SELL | -1 | TO OPEN | /RBV7 | 17-Oct | FUTURE | 1.5978 | 1.5978 | MKT |
Friday, August 25, 2017
martingale #corn futures calendar
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 8/25/2017 13:34 | FUT CALENDAR | BUY | 1 | TO OPEN | /ZCZ7 | 17-Dec | FUTURE | 353.5 | -26.25 | LMT | |
| SELL | -1 | TO OPEN | /ZCN8 | 18-Jul | FUTURE | 379.75 | CREDIT |
+$780 #WTI flat crack spread
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | CrackSpread |
| 16.9418 | ||||||||||||
| 8/25/2017 12:29 | FUTURE | SELL | -2 | TO CLOSE | /CLV7 | 17-Oct | FUTURE | 47.65 | 47.65 | MKT | ||
| 8/25/2017 12:29 | FUTURE | BUY | 2 | TO CLOSE | /RBV7 | 17-Oct | FUTURE | 1.5379 | 1.5379 | MKT |
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