| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 7/12/2018 11:42 | FUT CALENDAR | SELL | -1 | TO CLOSE | /RBQ8 | 18-Aug | FUTURE | 2.0575 | 0.0255 | MKT | 16.685 | |
| BUY | 1 | TO OPEN | /RBU8 | 18-Sep | FUTURE | 2.032 | CREDIT | 16.674 | ||||
| 7/12/2018 11:42 | FUT CALENDAR | BUY | 1 | TO CLOSE | /CLQ8 | 18-Aug | FUTURE | 69.73 | 1.06 | MKT | ||
| SELL | -1 | TO OPEN | /CLU8 | 18-Sep | FUTURE | 68.67 | DEBIT | |||||
| 7/12/2018 11:40 | SINGLE | SELL | -2 | TO OPEN | /CLU8 1/1000 SEP 18 | /LOU8 | 65.5 | PUT | 1.02 | 1.02 | LMT | |
Thursday, July 12, 2018
#WTI #RBOB pair #trade : rolled and sold puts
Oil gasoline pair trade remains a problem child. I have rolled Simple Crack Spread from Q8 to U8 cycle. Also, I have sold puts according to the plan outlined in the "When a pair trade goes wrong " post. As a reminder, the rolling P/L is at about -$6000; the realized profit from the closed hedges against this position is about $5300.
The previous trades were posted live in this thread.
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