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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