How to calculate and trade Simple Crack Spread using RBOB and WTI Futures.
Friday, June 22, 2018
Scaled in @17.4; tis a berry painful trade. I Feel Like I'm Taking Crazy Pills
Wednesday, June 20, 2018
The U.S. gasoline price decreased. Let us wait for a summer spike in gasoline price and try to do some scalping at the same time.
Scaled in @18.71
Monday, June 18, 2018
Scaled out @20.27 for $100 ; the basis is @20.87 now.
Friday, June 15, 2018
Scaled in @20.17.
Friday, June 22, 2018
Scaled in @17.4; tis a berry painful trade. I Feel Like I'm Taking Crazy Pills
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 17.431 | ||||||||||||
| 6/22/2018 11:31 | FUTURE | SELL | -1 | TO OPEN | /CLQ8 | 18-Aug | FUTURE | 68.06 | 68.06 | MKT | ||
| 6/22/2018 11:31 | FUTURE | BUY | 1 | TO OPEN | /RBQ8 | 18-Aug | FUTURE | 2.0355 | 2.0355 | MKT |
Wednesday, June 20, 2018
The U.S. gasoline price decreased. Let us wait for a summer spike in gasoline price and try to do some scalping at the same time.
Scaled in @18.71
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack_Spread |
| 18.7126 | ||||||||||||
| 6/20/2018 12:18 | FUTURE | SELL | -1 | TO OPEN | /CLQ8 | 18-Aug | FUTURE | 65.51 | 65.51 | MKT | ||
| 6/20/2018 12:18 | FUTURE | BUY | 1 | TO OPEN | /RBQ8 | 18-Aug | FUTURE | 2.0053 | 2.0053 | LMT |
Monday, June 18, 2018
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack_spread |
| 20.2728 | ||||||||||||
6/18/2018 10:23 | FUTURE | BUY | 1 | TO CLOSE | /CLQ8 | 18-Aug | FUTURE | 64.92 | 64.92 | MKT | ||
6/18/2018 10:23 | FUTURE | SELL | -1 | TO CLOSE | /RBQ8 | 18-Aug | FUTURE | 2.0284 | 2.0284 | LMT |
Friday, June 15, 2018
Scaled in @20.17.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack_Spread | |
| 20.1696 | |||||||||||||
| 6/15/2018 10:46 | FUTURE | BUY | 1 | TO OPEN | /RBQ8 | 18-Aug | FUTURE | 2.0338 | 2.0338 | MKT | |||
| 6/15/2018 10:46 | FUTURE | SELL | -1 | TO OPEN | /CLQ8 | 18-Aug | FUTURE | 65.25 | 65.25 | MKT | |||
Thursday, June 14, 2018
In line with my expectation, Q8 Crack spread is cheaper today. Having a long position here is a good idea as at summer seasons this pair is prone to sudden spikes.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack_Spread |
| 20.968 | ||||||||||||
| 6/14/2018 11:05 | FUTURE | BUY | 1 | TO OPEN | /RBQ8 | 18-Aug | FUTURE | 2.079 | 2.079 | MKT | ||
| 6/14/2018 11:05 | FUTURE | SELL | -1 | TO OPEN | /CLQ8 | 18-Aug | FUTURE | 66.35 | 66.35 | MKT |
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