Friday, April 28, 2017

WTI to RBOB Spread (Crack Spread)

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
15.471
4/28/2017 15:56 FUTURE SELL -1 TO OPEN /CLN7 17-Jul FUTURE 49.44 49.44 MKT
4/28/2017 15:56 FUTURE BUY 1 TO OPEN /RBN7 17-Jul FUTURE 1.5455 1.5455 MKT

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