Soybean Oil - Short Sep. '14 v Long Jan '15

Discussion in 'Commodity Futures' started by stoic, Mar 4, 2014.

  1. stoic

    stoic

    3/4/14

    Short Sep. 2014 BO @ 42.87

    Long Jan. 2015 BO @ 42.49
     
  2. Your chart is reversed: 3/4's settle is +.34

    edit: spelling
     
  3. stoic

    stoic

    Always Long - Short

    3/4 settle Sep. 43.32 v Jan. 43.01 = -.31
     
  4. stoic

    stoic

    5/30/14

    Close short Sep. 2014 BO @ 39.10 for + 3.77

    Close long Jan. 2015 BO @ 39.49 for - 3.00

    Points + .77 or $462 per spread.
     
  5. TraDaToR

    TraDaToR

    It's an intercrop spread. It is super dépendent on this year soybean crop... What was the basis for the trade?
     
  6. stoic

    stoic

    The Historical relationship between the two contract months.
     
  7. gmst

    gmst

    nice trade....how much was margin requirement for this spread?
     
  8. stoic

    stoic

    Initial $1265 maint $1150 per contract.

    Don't know if some brokers have lower on the spread, my experience is that online deep discount futures brokers rarely have the systems to calculate reduced margin on spreads. Since it's always best to have more than needed I really don't pay much attention.

    I'll admit that I entered the trade a little early. Based on the settle prices, at one time I had a $300 drawdown.
     
  9. gmst

    gmst

    It was a very nice trade, well planned and nicely executed.

    Do you specialize in crops and agri spreads or do you trade other stuff also?
     
  10. stoic

    stoic

    I track just about everything. In the agri's I've done well in the BOs and the Soy product spreads, but never played the soy crush. I have also done well in the energy sector, a few times in the full crack spread, but mostly in the HO vs. CL or RB (or HU) vs. CL. (play mostly when the crack is negative which is rare). Have had some good times in the feedlot spread. I think next year will be very interesting based on the cattle cycle. My trading in the Equity Index futures is limited to day-trading. In equities I mostly do covered calls either to exit or to augment dividends.

    Been trading since 1975 so by now I have about 10,000 spreadsheet files.
     
    #10     May 30, 2014