Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Order Type | Crack_Spread |
21.5238 | |||||||||||
6/12/2018 10:38 | FUTURE | SELL | -1 | TO OPEN | /CLQ8 | 18-Aug | FUTURE | 66.42 | MKT | ||
6/12/2018 10:38 | FUTURE | BUY | 1 | TO OPEN | /RBQ8 | 18-Aug | FUTURE | 2.0939 | MKT |
Tuesday, June 12, 2018
Q8 Simple #Crack #Spread : long #Gas short #Oil pair #trade
"Crack Spread" is the difference between the cost of the oil products such as heating oil, gasoline and the cost of oil from which these products were cracked. Here there is an explanation of how to calculate and trade this pair using RBOB and WTI futures.
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