Soy Crush 10-9-11 vs. 1-1-1

Discussion in 'Commodity Futures' started by stoic, May 30, 2014.

  1. stoic

    stoic

    The attached file is a good example as to why it's always best to trade the complex spreads in the proper ratios.
     
  2. bone

    bone

    I haven't personally traded the crush in a couple years. Looking at the CME website they list the current inter market SPAN margin ratios as 5:1:1 for all months/years with a credit of 90%. 5 beans vs 1 oil and 1 meal. Am I missing something ?

    I am always willing to learn something !
     
  3. stoic

    stoic

  4. bone

    bone

    Thanks, I'll put the exchange spread order book up on my trading screen and watch it. Gotta find some room....

    We've been doing primarily intramarket butterflies in the grains, and quite honestly I haven't been watching the crush in the ags but I will start.