| 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 |
Showing posts with label RBOB_WTI. Show all posts
Showing posts with label RBOB_WTI. Show all posts
Simple Crack Spread
$200 Win, F20 Simple Crack Spread
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Type | Price | Order Type | CrackSpread |
| 12/6/2019 11:27 | FUTURE | BUY | 1 | TO CLOSE | /CLF20 | 20-Jan | FUTURE | 58.99 | MKT | 9.9068 |
| 12/6/2019 11:27 | FUTURE | SELL | -1 | TO CLOSE | /RBF20 | 20-Jan | FUTURE | 1.6404 | MKT |
The entry was posted here.
F20 Simple Crack Spread
Long RBOB short WTI it is.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | CrackSpread |
| 12/3/2019 12:58 | FUTURE | SELL | -1 | TO OPEN | /CLF20 | 20-Jan | FUTURE | 56.19 | 56.19 | MKT | 9.6996 | |
| 12/3/2019 12:58 | FUTURE | BUY | 1 | TO OPEN | /RBF20 | 20-Jan | FUTURE | 1.5688 | 1.5688 | MKT |
+$350, flat RBOB WTI spread.
Trade entry.
Trade exit.
follow@al_morozoff
Trade exit.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Order Type | Spread |
| 7/4/2019 9:42 | FUTURE | SELL | -1 | TO CLOSE | /CLQ19 | 19-Aug | FUTURE | 56.99 | MKT | 22.936 | |
| 7/4/2019 9:42 | FUTURE | BUY | 1 | TO CLOSE | /RBQ19 | 19-Aug | FUTURE | 1.903 | LMT |
follow@al_morozoff
Short RBOB long WTI spread.
Short Simple Crack Spread:
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Order Type | Spread |
| 7/3/2019 11:59 | FUTURE | SELL | -1 | TO OPEN | /RBQ19 | 19-Aug | FUTURE | 1.9 | LMT | 23.3 | |
| 7/3/2019 11:59 | FUTURE | BUY | 1 | TO OPEN | /CLQ19 | 19-Aug | FUTURE | 56.5 | MKT |
10X, Flat
-$800, have closed RBOB-WTI trade. So far up 2%.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 8.5112 | ||||||||||||
| 2/14/2019 10:41 | FUTURE | BUY | 1 | TO CLOSE | /CLH19 | 19-Mar | FUTURE | 53.59 | 53.59 | MKT | ||
| 2/14/2019 10:41 | FUTURE | SELL | -1 | TO CLOSE | /RBH19 | 19-Mar | FUTURE | 1.4786 | 1.4786 | MKT |
+$400, /CL naked put
The entry was posted live @the.trading & @Alexander Morozoff
10X Challenge
10X Challenge
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 1/30/2019 11:25 | SINGLE | BUY | 1 | TO CLOSE | /CLH19 1/1000 MAR 19 | /LOH19 | 48 | PUT | 0.11 | 0.11 | LMT |
/CL put to hedge crack spread position
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 1/28/2019 11:30 | SINGLE | SELL | -1 | TO OPEN | /CLH19 1/1000 MAR 19 | /LOH19 | 48 | PUT | 0.52 | 0.52 | LMT |
+$200, /CL puts , 10X
The entry was posted live @the.trading & @Alexander Morozoff
10X Challenge
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 1/18/2019 10:45 | SINGLE | BUY | 1 | TO CLOSE | /CLH19 1/1000 MAR 19 | /LOH19 | 44.5 | PUT | 0.1 | 0.1 | LMT |
10X Challenge
Crack Spread Update, 10X
Crack breakeven @9.30
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 1/15/2019 10:50 | SINGLE | SELL | -1 | TO OPEN | /CLH19 1/1000 MAR 19 | /LOH19 | 44.5 | PUT | 0.31 | 0.31 | LMT |
| 1/15/2019 10:49 | FUT CALENDAR | SELL | -1 | TO CLOSE | /RBG19 | 19-Feb | FUTURE | 1.3997 | -0.0165 | LMT | |
| BUY | 1 | TO OPEN | /RBH19 | 19-Mar | FUTURE | 1.4162 | DEBIT | ||||
| 1/15/2019 10:49 | FUT CALENDAR | BUY | 1 | TO CLOSE | /CLG19 | 19-Feb | FUTURE | 51.92 | -0.27 | LMT | |
| SELL | -1 | TO OPEN | /CLH19 | 19-Mar | FUTURE | 52.19 | CREDIT |
2019 Simple Crack Spread #1
10X Challenge #1.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 8.8494 | ||||||||||||
| 1/4/2019 15:03 | FUTURE | SELL | -1 | TO OPEN | /CLG19 | 19-Feb | FUTURE | 48.09 | 48.09 | MKT | ||
| 1/4/2019 15:03 | FUTURE | BUY | 1 | TO OPEN | /RBG19 | 19-Feb | FUTURE | 1.3557 | 1.3557 | MKT |
+$550, flat WTI-RBOOB F19 pair trade
The trade was posted live @tfo_medved
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 |
| 8.0308 | ||||||||||||
| 12/5/2018 11:16 | FUTURE | BUY | 1 | TO CLOSE | /CLF19 | 19-Jan | FUTURE | 54.02 | 54.02 | MKT | ||
| 12/5/2018 11:16 | FUTURE | SELL | -1 | TO CLOSE | /RBF19 | 19-Jan | FUTURE | 1.4774 | 1.4774 | LMT |
Long F19 Simple Crack Spread
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 |
| 7.4396 | ||||||||||||
| 12/5/2018 9:36 | FUTURE | SELL | -1 | TO OPEN | /CLF19 | 19-Jan | FUTURE | 53.62 | 53.62 | MKT | ||
| 12/5/2018 9:36 | FUTURE | BUY | 1 | TO OPEN | /RBF19 | 19-Jan | FUTURE | 1.4538 | 1.4538 | MKT |
+$300, Long F19 Simple Crack Spread @7.29
this trade was posted live @tfo_medved.
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 |
| 7.6004 | ||||||||||||
| 11/9/2018 11:35 | FUTURE | BUY | 1 | TO CLOSE | /CLF19 | 19-Jan | FUTURE | 60.28 | 60.28 | MKT | ||
| 11/9/2018 11:35 | FUTURE | SELL | -1 | TO CLOSE | /RBF19 | 19-Jan | FUTURE | 1.6162 | 1.6162 | LMT |
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 |
| 7.287 | ||||||||||||
| 11/9/2018 10:16 | FUTURE | SELL | -1 | TO OPEN | /CLF19 | 19-Jan | FUTURE | 60.06 | 60.06 | MKT | ||
| 11/9/2018 10:16 | FUTURE | BUY | 1 | TO OPEN | /RBF19 | 19-Jan | FUTURE | 1.6035 | 1.6035 | LMT |
+$300, Flat Long F19 Simple Crack Spread
This trade was posted live @tfo_medved.
How to calculate and trade Simple Crack Spread using RBOB and WTI Futures.
11/8/2018
Flat, +$300
11/7/2018
How to calculate and trade Simple Crack Spread using RBOB and WTI Futures.
11/8/2018
Flat, +$300
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 7.9672 | ||||||||||||
| 11/8/2018 9:54 | FUTURE | BUY | 1 | TO CLOSE | /CLF19 | 19-Jan | FUTURE | 61.19 | 61.19 | MKT | ||
| 11/8/2018 9:54 | FUTURE | SELL | -1 | TO CLOSE | /RBF19 | 19-Jan | FUTURE | 1.6466 | 1.6466 | LMT |
11/7/2018
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 7.63 | ||||||||||||
| 11/7/2018 10:34 | FUTURE | SELL | -1 | TO OPEN | /CLF19 | 19-Jan | FUTURE | 62.3 | 62.3 | MKT | ||
| 11/7/2018 10:34 | FUTURE | BUY | 1 | TO OPEN | /RBF19 | 19-Jan | FUTURE | 1.6652 | 1.665 | LMT |
+$110, Long Z18 simple crack spread
10/29/18
Flat, the trade was posted live @tfo_medved.
How to calculate and trade Simple Crack Spread using RBOB and WTI Futures.
10/26/18
10/24/18
Flat, the trade was posted live @tfo_medved.
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 |
| 9.355 | ||||||||||||
| 10/29/2018 10:42 | FUTURE | BUY | 1 | TO CLOSE | /CLZ18 | 18-Dec | FUTURE | 66.98 | 66.98 | MKT | ||
| 10/29/2018 10:42 | FUTURE | SELL | -1 | TO CLOSE | /RBZ18 | 18-Dec | FUTURE | 1.8173 | 1.8175 | LMT | ||
| 10/29/2018 8:33 | SINGLE | BUY | 1 | TO CLOSE | /CLZ18 1/1000 DEC 18 | /LOZ18 | 63 | PUT | 0.32 | 0.32 | LMT |
10/26/18
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 10/26/2018 10:25 | SINGLE | SELL | -1 | TO OPEN | /CLZ18 1/1000 DEC 18 | /LOZ18 | 63 | PUT | 0.43 | 0.43 | LMT |
10/24/18
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 9.3308 | ||||||||||||
| 10/24/2018 15:25 | FUTURE | SELL | -1 | TO OPEN | /CLZ18 | 18-Dec | FUTURE | 66.37 | 66.37 | MKT | ||
| 10/24/2018 15:25 | FUTURE | BUY | 1 | TO OPEN | /RBZ18 | 18-Dec | FUTURE | 1.8024 | 1.8024 | LMT |
+$400, Long Crack Spread
The trade was posted live @tfo_medved
10/16/2018
Flat , P/L +$400
10/12/2018
/CLZ18 future was replaced by ATM put.
Current P/L: realized +$420; pending -$990.
When a pair trade goes wrong.
10/11/2018
10/16/2018
Flat , P/L +$400
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 10/16/2018 10:25 | FUTURE | SELL | -1 | TO CLOSE | /RBZ18 | 18-Dec | FUTURE | 1.9582 | 1.9582 | MKT | |
| 10/16/2018 10:25 | SINGLE | BUY | 1 | TO CLOSE | /CLZ18 1/1000 DEC 18 | /LOZ18 | 70.5 | CALL | 2.73 | 2.73 | LMT |
10/12/2018
/CLZ18 future was replaced by ATM put.
Current P/L: realized +$420; pending -$990.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type |
| 10/12/2018 10:51 | FUTURE | BUY | 1 | TO CLOSE | /CLZ18 | 18-Dec | FUTURE | 71.11 | 71.11 | MKT | |
| 10/12/2018 10:26 | SINGLE | SELL | -1 | TO OPEN | /CLZ18 1/1000 DEC 18 | /LOZ18 | 70.5 | CALL | 2.53 | 2.53 | LMT |
When a pair trade goes wrong.
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Spread |
| 10.5538 | ||||||||||||
| 10/11/2018 12:26 | FUTURE | SELL | -1 | TO OPEN | /CLZ18 | 18-Dec | FUTURE | 71.51 | 71.51 | MKT | ||
| 10/11/2018 12:26 | FUTURE | BUY | 1 | TO OPEN | /RBZ18 | 18-Dec | FUTURE | 1.9539 | 1.9539 | LMT |
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