Thursday, September 15, 2016

Averaging Down Crack Spread @10.702

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Crack
11.657
9/16/2016 13:34 FUTURE BUY 1 TO OPEN /CLZ6 16-Dec FUTURE 44.35
9/16/2016 13:34 FUTURE SELL -1 TO OPEN /RBZ6 16-Dec FUTURE 1.3335



Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Crack
10.8914
9/15/2016 11:19 FUTURE SELL -1 TO OPEN /RBZ6 16-Dec FUTURE 1.3367
9/15/2016 11:16 FUTURE BUY 1 TO OPEN /CLZ6 16-Dec FUTURE 45.25
9.5566
9/14/2016 11:06 FUTURE SELL -1 TO OPEN /RBZ6 16-Dec FUTURE 1.3023
9/14/2016 11:06 FUTURE BUY 1 TO OPEN /CLZ6 16-Dec FUTURE 45.14

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