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Friday, August 25, 2017

#wti scaled out of short Oct 17 Crack Spread

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack Average
18.5416 17.3551
8/25/2017 9:42 FUTURE BUY 1 TO CLOSE /RBV7 17-Oct FUTURE 1.5748 1.5748 MKT
8/25/2017 9:42 FUTURE SELL -1 TO CLOSE /CLV7 17-Oct FUTURE 47.6 47.6 MKT
18.995
8/24/2017 18:13 FUTURE SELL -1 TO OPEN /RBV7 17-Oct FUTURE 1.5875 1.5875 MKT
8/24/2017 18:13 FUTURE BUY 1 TO OPEN /CLV7 17-Oct FUTURE 47.68 47.68 MKT
17.4564
8/24/2017 11:52 FUTURE SELL -1 TO OPEN /RBV7 17-Oct FUTURE 1.5442 1.5442 MKT
8/24/2017 11:52 FUTURE BUY 1 TO OPEN /CLV7 17-Oct FUTURE 47.4 47.4 MKT
16.8004
8/24/2017 9:55 FUTURE SELL -1 TO OPEN /RBV7 17-Oct FUTURE 1.5412 1.5412 MKT
8/24/2017 9:55 FUTURE BUY 1 TO OPEN /CLV7 17-Oct FUTURE 47.93 47.93 MKT

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