Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
14.5802 | ||||||||||||
7/2/2018 12:21 | FUTURE | SELL | -1 | TO OPEN | /CLQ8 | 18-Aug | FUTURE | 73.96 | 73.96 | MKT | ||
7/2/2018 12:21 | FUTURE | BUY | 1 | TO OPEN | /RBQ8 | 18-Aug | FUTURE | 2.1081 | 2.1081 | LMT |
Monday, July 2, 2018
#WTI #RBOB pair #trade : scaled in @14.58
How to calculate and trade Simple Crack Spread using gasoline (RBOB) and Texas Oil (WTI) Futures.
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