Wednesday, October 10, 2018

Long Simple Crack Spread


 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 Spread
11.6296
10/10/2018 11:16 FUTURE SELL -1 TO OPEN /CLZ18 18-Dec FUTURE 73.16 73.16 MKT
10/10/2018 11:16 FUTURE BUY 1 TO OPEN /RBZ18 18-Dec FUTURE 2.0188 2.0188 LMT

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