Update: DJI - SP500 Pair Trade #2

The DJI - SP500 pair trade #2 was rolled to the new expiration.  Z19 cycle ended with $200 loss.

Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Order Type Spread
12/13/2019 12:27 FUTURE SELL -2 TO OPEN /MESH20 20-Mar FUTURE 3172.25 MKT 17897.5
12/13/2019 12:27 FUTURE BUY 2 TO CLOSE /MESZ19 19-Dec FUTURE 3169 MKT
12/13/2019 12:27 FUTURE SELL -2 TO CLOSE /MYMZ19 19-Dec FUTURE 28139 MKT
12/13/2019 12:27 FUTURE BUY 2 TO OPEN /MYMH20 20-Mar FUTURE 28143 MKT
11/27/2019 12:43 FUTURE BUY 2 TO OPEN /MYMZ19 19-Dec FUTURE 28101 MKT
11/27/2019 12:43 FUTURE SELL -2 TO OPEN /MESZ19 19-Dec FUTURE 3148 MKT 16895

1 comment:

  1. -$50, Flat DJI - SP500 Pair Trade #2
    https://www.pair.trading/2020/03/50-flat-dji-sp500-pair-trade-2.html

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