Tuesday, June 26, 2018

#WTI #RBOB pair #trade : scaled in @15.91

 Q8 Oil - gasoline pair trade keeps swinging in a very violent fashion. In the morning I scaled out @18.11 and now I am back @15.91. Please remember that $1 of Crack Spread costs $1000 ( How to calculate and trade Simple Crack Spread using RBOB and WTI Futures. ).


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
6/26/2018 14:38 SINGLE SELL -1 TO OPEN /CLQ8 1/1000 AUG 18 /LOQ8 67 PUT 0.48 0.48 LMT
15.912
6/26/2018 14:28 FUTURE SELL -1 TO OPEN /CLQ8 18-Aug FUTURE 70.44 70.44 MKT
6/26/2018 14:28 FUTURE BUY 1 TO OPEN /RBQ8 18-Aug FUTURE 2.056 2.056 MKT

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