Wednesday, December 5, 2018

Long F19 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 Crack
7.4396
12/5/2018 9:36 FUTURE SELL -1 TO OPEN /CLF19 19-Jan FUTURE 53.62 53.62 MKT
12/5/2018 9:36 FUTURE BUY 1 TO OPEN /RBF19 19-Jan FUTURE 1.4538 1.4538 MKT

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