Simple Crack Spread

Exec Time Spread Side Qty Pos Effect Symbol Exp Type Net Price Order Type Crack
3/16/2020 7:22 FUTURE SELL -1 TO OPEN /CLK20 20-May FUTURE 29.83 MKT 0.3974
3/16/2020 7:22 FUTURE BUY 1 TO OPEN /RBK20 20-May FUTURE 0.7197 MKT
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1 comment:

  1. Al MorozoffMarch 16, 2020 at 11:02 AM

    +$1,100
    Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Type Crack
    3/16/2020 10:30 FUTURE SELL -1 TO CLOSE /RBK20 20-May FUTURE 0.7545 MKT 1.529
    3/16/2020 10:30 FUTURE BUY 1 TO CLOSE /CLK20 20-May FUTURE 30.16 MKT

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