Labels

Tuesday, June 21, 2016

Crack Spread +$280 after fees

CSC was a real  trouble. Luckily simple Crack Spread covered all losses.
Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price
6/21/2016 12:58 FUT CALENDAR SELL -2 TO CLOSE /RBQ6 16-Aug FUTURE 1.5936
BUY 2 TO CLOSE /RBU6 16-Sep FUTURE 1.5877
6/21/2016 12:58 FUTURE SELL -1 TO CLOSE /RBQ6 16-Aug FUTURE 1.5936
6/7/2016 11:47 FUTURE BUY 1 TO OPEN /RBQ6 16-Aug FUTURE 1.5941
5/25/2016 11:03 FUT CALENDAR BUY 1 TO OPEN /RBQ6 16-Aug FUTURE 1.634
SELL -1 TO OPEN /RBU6 16-Sep FUTURE 1.6127
5/25/2016 11:01 FUT CALENDAR BUY 1 TO OPEN /RBQ6 16-Aug FUTURE 1.6314
SELL -1 TO OPEN /RBU6 16-Sep FUTURE 1.6098
6/21/2016 12:58 FUT CALENDAR BUY 2 TO CLOSE /CLQ6 16-Aug FUTURE 49.34
SELL -2 TO CLOSE /CLU6 16-Sep FUTURE 49.9
6/21/2016 12:58 FUTURE BUY 1 TO CLOSE /CLQ6 16-Aug FUTURE 49.34
6/7/2016 11:47 FUTURE SELL -1 TO OPEN /CLQ6 16-Aug FUTURE 50.58
5/25/2016 11:03 FUT CALENDAR SELL -1 TO OPEN /CLQ6 16-Aug FUTURE 49.47
BUY 1 TO OPEN /CLU6 16-Sep FUTURE 49.82
5/25/2016 11:01 FUT CALENDAR SELL -1 TO OPEN /CLQ6 16-Aug FUTURE 49.34
BUY 1 TO OPEN /CLU6 16-Sep FUTURE 49.66

No comments:

Post a Comment