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Tuesday, June 12, 2018

Q8 Simple #Crack #Spread : long #Gas short #Oil pair #trade

 "Crack Spread" is the difference between the cost of the oil products such as heating oil, gasoline and the cost of oil from which these products were cracked. Here there is an explanation of how to calculate and trade this pair using RBOB and WTI futures.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Order Type Crack_Spread
21.5238
6/12/2018 10:38 FUTURE SELL -1 TO OPEN /CLQ8 18-Aug FUTURE 66.42 MKT
6/12/2018 10:38 FUTURE BUY 1 TO OPEN /RBQ8 18-Aug FUTURE 2.0939 MKT

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