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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