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 |
Wednesday, September 19, 2018
Simple Crack Spread : long gas short oil
How to calculate and trade Simple Crack Spread using RBOB and WTI Futures.
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