Wednesday, July 19, 2017

#WTI #OIL Crack Spread Martingale: short 2 pairs @18.10

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
18.8604
7/19/2017 10:57 FUTURE SELL -1 TO OPEN /RBU7 17-Sep FUTURE 1.5712 1.5712 MKT
7/19/2017 10:57 FUTURE BUY 1 TO OPEN /CLU7 17-Sep FUTURE 47.13 47.13 MKT

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