Thursday, May 16, 2019

Silver - Gold spread

fixed

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
5/16/2019 13:31 FUTURE SELL -2 TO CLOSE /GCM19 19-Jun FUTURE 1286.2 1286.2 LMT 17480
5/16/2019 11:15 FUTURE BUY 1 TO OPEN /GCM19 19-Jun FUTURE 1287.1 1287.1 MKT
5/16/2019 11:15 FUTURE BUY 2 TO OPEN /SIN19 19-Jul FUTURE 14.61 14.61 LMT


Gold/Silver ratio is 88.   I am in 2/SI -/GC spread which in USD reads 10,000*/SI - 100*/GC.

Trading this pair was described in details in "anatomy of silver gold pair trade".

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
5/16/2019 11:15 FUTURE BUY 1 TO OPEN /GCM19 19-Jun FUTURE 1287.1 1287.1 MKT 17390
5/16/2019 11:15 FUTURE BUY 2 TO OPEN /SIN19 19-Jul FUTURE 14.61 14.61 LMT
5/16/2019 11:00 FUTURE BUY 1 TO OPEN /ESM19 19-Jun FUTURE 2887.75 2887.75 MKT

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