Wednesday, September 14, 2016

Let us trade: Short SP500 vs. Long WTI, Short Crack Spread

Short SP500 vs. Long WTI
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price
9/14/2016 11:09 SINGLE SELL -1 TO OPEN /ESZ6 1/50 OCT 16 (EOM) /EWV6 2200 CALL 9
9/14/2016 11:03 SINGLE SELL -1 TO OPEN /CLF7 1/1000 JAN 17 /LOF7 32.5 PUT 0.33

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

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