Monday, July 2, 2018

#WTI #RBOB pair #trade : scaled in @14.58

 How to calculate and trade Simple Crack Spread using gasoline (RBOB) and Texas Oil (WTI) Futures.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
14.5802
7/2/2018 12:21 FUTURE SELL -1 TO OPEN /CLQ8 18-Aug FUTURE 73.96 73.96 MKT
7/2/2018 12:21 FUTURE BUY 1 TO OPEN /RBQ8 18-Aug FUTURE 2.1081 2.1081 LMT

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