Wednesday, December 5, 2018

+$550, flat WTI-RBOOB F19 pair trade

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
8.0308
12/5/2018 11:16 FUTURE BUY 1 TO CLOSE /CLF19 19-Jan FUTURE 54.02 54.02 MKT
12/5/2018 11:16 FUTURE SELL -1 TO CLOSE /RBF19 19-Jan FUTURE 1.4774 1.4774 LMT

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