Wednesday, September 19, 2018

Simple Crack Spread : long gas short oil

 How to calculate and trade Simple Crack Spread using RBOB and WTI Futures. 


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack_Spread
13.714
9/19/2018 11:08 FUTURE SELL -1 TO OPEN /CLX8 18-Nov FUTURE 70.58 70.58 MKT
9/19/2018 11:08 FUTURE BUY 1 TO OPEN /RBX8 18-Nov FUTURE 2.007 2.007 LMT

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