Synthetic BF corn spread of the decade...?

Discussion in 'Commodity Futures' started by zfl, Jun 29, 2012.

  1. zfl


    Been following the ZCZ13-ZCZ12 spread and noticed on that the heaviest volume spread currently is ZCU12-ZCZ12. I put them together as a (synthetic) butterfly ZCU12-ZCZ12+ZCZ13 and notice a much smoother yet higher profit range spread. I've traded the ladder half wing since the "top" with great success so far...greatly considering adding the other wing for even more profit. Am I crazy?

    Hopefully we can get some feedback before open of market on Sunday.