How to calculate and trade Simple Crack Spread using RBOB and WTI Futures.
11/8/2018
Flat, +$300
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 7.9672 | ||||||||||||
| 11/8/2018 9:54 | FUTURE | BUY | 1 | TO CLOSE | /CLF19 | 19-Jan | FUTURE | 61.19 | 61.19 | MKT | ||
| 11/8/2018 9:54 | FUTURE | SELL | -1 | TO CLOSE | /RBF19 | 19-Jan | FUTURE | 1.6466 | 1.6466 | LMT |
11/7/2018
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 7.63 | ||||||||||||
| 11/7/2018 10:34 | FUTURE | SELL | -1 | TO OPEN | /CLF19 | 19-Jan | FUTURE | 62.3 | 62.3 | MKT | ||
| 11/7/2018 10:34 | FUTURE | BUY | 1 | TO OPEN | /RBF19 | 19-Jan | FUTURE | 1.6652 | 1.665 | LMT |
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