Labels

Friday, June 22, 2018

#WTI #RBOB Simple #Crack Spread Pair #Trade

 How to calculate and trade Simple Crack Spread using RBOB and WTI Futures. 

Friday, June 22, 2018
Scaled in @17.4; tis a berry painful trade. I Feel Like I'm Taking Crazy Pills

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
17.431
6/22/2018 11:31 FUTURE SELL -1 TO OPEN /CLQ8 18-Aug FUTURE 68.06 68.06 MKT
6/22/2018 11:31 FUTURE BUY 1 TO OPEN /RBQ8 18-Aug FUTURE 2.0355 2.0355 MKT


Wednesday, June 20, 2018

The U.S.  gasoline price decreased.  Let us wait for a summer spike in gasoline price and try to do some scalping at the same time.

Scaled in @18.71


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack_Spread
18.7126
6/20/2018 12:18 FUTURE SELL -1 TO OPEN /CLQ8 18-Aug FUTURE 65.51 65.51 MKT
6/20/2018 12:18 FUTURE BUY 1 TO OPEN /RBQ8 18-Aug FUTURE 2.0053 2.0053 LMT

Monday, June 18, 2018

Scaled out @20.27 for $100 ;  the basis is @20.87 now.

Exec TimeSpreadSideQtyPos EffectSymbolExpStrikeTypePriceNet PriceOrder TypeCrack_spread
20.2728
6/18/2018 10:23
FUTUREBUY
1
TO CLOSE/CLQ8
18-Aug
FUTURE
64.92
64.92
MKT
6/18/2018 10:23
FUTURESELL
-1
TO CLOSE/RBQ8
18-Aug
FUTURE
2.0284
2.0284
LMT

Friday, June 15, 2018

Scaled in @20.17.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack_Spread
20.1696
6/15/2018 10:46 FUTURE BUY 1 TO OPEN /RBQ8 18-Aug FUTURE 2.0338 2.0338 MKT
6/15/2018 10:46 FUTURE SELL -1 TO OPEN /CLQ8 18-Aug FUTURE 65.25 65.25 MKT


Thursday, June 14, 2018

In line with my expectation, Q8 Crack spread is cheaper today. Having a long position here is a good idea as at summer seasons this pair is prone to sudden spikes.


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack_Spread
20.968
6/14/2018 11:05 FUTURE BUY 1 TO OPEN /RBQ8 18-Aug FUTURE 2.079 2.079 MKT
6/14/2018 11:05 FUTURE SELL -1 TO OPEN /CLQ8 18-Aug FUTURE 66.35 66.35 MKT

No comments:

Post a Comment