Jan9 CL - CB
trades + 3.2
- sell CLF9 / buy CBF9 at
Jan9 CL / NG
trades 13.1 ratio
Nov 10 - buy CLF9 / sell NGF9 at 8.75 ratio,
Jan9 CL / HO
trades 31 ratio
Aug 25 - sell CLX9 / buy HOX9 at 35.75 ratio, Sep 18 exit at 34
Jan9 CL / RB
trades 45 ratio
Nov 5 - sell CLF9 / buy RBF9 at 45.5 ratio,
Jan9 RB - HO
trades -.575
Nov 10 - Buy RBF9 / sell HOF9 at -.60
Jan9 NG / RB
trades 5.1 ratio
Sep15 - Buy NGX9 / sell RBX9 at 3.0 ratio, Oct 18 exit at 4.2 ratio
Jan9 NG / HO
trades 3.45 ratio
Sep15 - Buy NGX9 / sell HOX9 at 2.7 ratio , Oct 22 exit at 3.2
Jan9 GasOil / HO
trades 310 ratio
Sep19 - buy LFX9 / sell HOX9 at 311 ratio , Sep 29 exit at 3.27