Calendar spread trading

Discussion in 'Commodity Futures' started by Papa Lazarou, Mar 18, 2009.

  1. Also, by my count, the K/M spread has only closed below the current level of -1.83 on 10 days since 1983 or about 0.12% of the time.

    Eric
     
    #11     Mar 30, 2009
  2. bone

    bone

    I'malso somewhat bullish Rbob vs. HO spread a bit also.
     
    #12     Mar 30, 2009
  3. Thanks trader922, I always appreciate your stat work.


    Bone that Rbob:Ho spread has been wild as HELL. What a spread to trade though, loving it.
     
    #13     Mar 31, 2009
  4. bone

    bone

    Try the Rbob Calendar vs. the HO Calendar as well. Been trading that one for years with good effect.
     
    #14     Mar 31, 2009
  5. bone

    bone

    RBOB seasonality should start kicking in some point the next few weeks or so.

    Notice how we never really got out of contango during the current crude rally? Is that the commercials telling us they believe the rally to be short-lived?
     
    #15     Mar 31, 2009