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 |
Update: DJI - SP500 Pair Trade #2
The DJI - SP500 pair trade #2 was rolled to the new expiration. Z19 cycle ended with $200 loss.
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-$50, Flat DJI - SP500 Pair Trade #2
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