Wednesday, October 24, 2018

+$110, Long Z18 simple crack spread

10/29/18
Flat, the trade was posted live @tfo_medved.
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
9.355
10/29/2018 10:42 FUTURE BUY 1 TO CLOSE /CLZ18 18-Dec FUTURE 66.98 66.98 MKT
10/29/2018 10:42 FUTURE SELL -1 TO CLOSE /RBZ18 18-Dec FUTURE 1.8173 1.8175 LMT
10/29/2018 8:33 SINGLE BUY 1 TO CLOSE /CLZ18 1/1000 DEC 18 /LOZ18 63 PUT 0.32 0.32 LMT





10/26/18


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
10/26/2018 10:25 SINGLE SELL -1 TO OPEN /CLZ18 1/1000 DEC 18 /LOZ18 63 PUT 0.43 0.43 LMT



10/24/18

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
9.3308
10/24/2018 15:25 FUTURE SELL -1 TO OPEN /CLZ18 18-Dec FUTURE 66.37 66.37 MKT
10/24/2018 15:25 FUTURE BUY 1 TO OPEN /RBZ18 18-Dec FUTURE 1.8024 1.8024 LMT

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