| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 7.6004 | ||||||||||||
| 11/9/2018 11:35 | FUTURE | BUY | 1 | TO CLOSE | /CLF19 | 19-Jan | FUTURE | 60.28 | 60.28 | MKT | ||
| 11/9/2018 11:35 | FUTURE | SELL | -1 | TO CLOSE | /RBF19 | 19-Jan | FUTURE | 1.6162 | 1.6162 | LMT |
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 |
| 7.287 | ||||||||||||
| 11/9/2018 10:16 | FUTURE | SELL | -1 | TO OPEN | /CLF19 | 19-Jan | FUTURE | 60.06 | 60.06 | MKT | ||
| 11/9/2018 10:16 | FUTURE | BUY | 1 | TO OPEN | /RBF19 | 19-Jan | FUTURE | 1.6035 | 1.6035 | LMT |
No comments:
Post a Comment