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MRCI's Seasonal Spread Review

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MRCI's Seasonal Spread Review - Sample

Trading spreads can involve certain difficulties. Not all seasonal spreads published by MRCI are recognized and granted reduced margins by the relevant exchange(s). Even if recognized by the exchanges, others may not be accepted by all brokerage or clearing firms or by floor brokers. Few, if any, brokerage firms or floor brokers will accept single orders for equity spreads. Market liquidity or conditions may also limit the types of spread orders accepted by floor brokers.

Be aware of possible anomalies. View the locations below for current information related to exchange-recognized spreads and minimum margins. Spreads not recognized by the exchange, and even some that are, may require placing a separate order to enter or exit each side of the spread position.
CME
Margins
CBOT
Margins
ICE
Margins
NYMEX
Margins
MGE
Margins
KCBT
Margins

MRCI encourages all traders to employ appropriate money-management techniques at all times. Report Seasonal Spread Review or Spread Action Report Problem
HELPFUL HINTS......
1. CLICK the 4 digit strategy number to see detailed analysis including daily, weekly and monthly charts.
2. CLICK the individual market position under the Spread column to view an interactive daily chart for that contract.
3. CLICK the last price value each contract for a daily chart with volume for that contract.
4. MRCI neither receives nor provides GLOBEX/electronic Live Cattle(CME) prices. The symbols HE and LE refer to Lean Hogs(CME).
Seasonal Spread Review - as of June 21, 2019
 
 

Sprd

Status
Entry
Date
Entry
Prices
Entry
Spread
Exit
Date
Last
Prices
Last
Spread
Last
Equity
Best
Equity
Worst
Equity
Win
Pct
Win
Yrs
Tot
Yrs
Hist
Avg
4985 Long CZ9
Short CU9
Open 4/22 382.50
371.00
11.50 7/26 453.50
447.50
6.00 -275 13 -313 100 15 15 423
4987 Long USU9
Short TYU9
Open 4/29 146~100
123~205
22~215 7/8 154~190
127~165
27~025 4406 4984   80 12 15 1049
4998 Long NGJ0
Short NGV9
Open 5/21 2.600
2.681
-0.081 7/10 2.384
2.182
0.202 2830 2830 -80 87 13 15 1774
4999 Long EDU1
Short EDU9
Open 5/22 97.975
97.555
0.420 8/16 98.395
98.015
0.380 -100 250 -175 87 13 15 419
5000 Long CLH0
Short CLU9
Open 5/23 56.82
57.99
-1.17 8/8 56.25
57.50
-1.25 -80 1170 -80 87 13 15 953
5001 Long HEN9
Short HEQ9
Open 5/28 85.700
87.350
-1.650 7/9 76.250
77.900
-1.650 0 1400   87 13 15 1034
5005 Long CZ9
Short CU9
Open 6/3 441.75
433.75
8.00 8/8 453.50
447.50
6.00 -100 138 -138 93 14 15 540
5007 Long HEN9
Short HEZ9
Closed 6/10 86.200
79.380
6.820 6/21 76.250
72.380
3.870 -1180 872 -1180 100 15 15 917
5008 Long GCQ9
Short 2 PLV9
Open 6/10 1329.3
810.8
51850 6/25 1400.1
815.7
58440 6590 6780 -710 87 13 15 2555
5009 Long USU9
Short TYU9
Open 6/12 153~190
126~315
26~195 8/29 154~190
127~165
27~025 469 1047   93 14 15 2083
5010 Long SFU9
Short BPU9
Open 6/17 100.95
125.91
47494 6/28 103.14
127.85
49019 1525 1525 -300 93 14 15 1106
5011 Long NGK0
Short NGZ9
Open 6/17 2.477
2.668
-0.191 7/9 2.372
2.479
-0.107 840 840   100 15 15 2179
5012 Long FCU9
Short LCG0
Open 6/18 137.600
115.480
22608 7/5 134.050
113.385
21671 -937 78 -937 87 13 15 1189
5013 Long WU9
Short CU9
Open 6/19 526.75
446.25
80.50 7/5 530.75
447.50
83.25 138 138 -175 87 13 15 1043
5014 Long RBV9
Short HOV9
Open 6/20 160.13
190.95
-30.82 8/1 163.41
193.70
-30.29 223 223   87 13 15 2037
5015 Long EDZ0
Short EDZ9
Open 6/21 98.445
98.115
0.330 8/30 98.445
98.115
0.330 0     100 15 15 451
Open Equity Total 14348.10  

SEASONAL TENDENCIES ARE A COMPOSITE OF SOME OF THE MORE CONSISTENT COMMODITY FUTURES SEASONALS THAT HAVE OCCURRED OVER THE PAST 15 YEARS. THERE ARE USUALLY UNDERLYING FUNDAMENTAL CIRCUMSTANCES THAT OCCUR ANNUALLY THAT TEND TO CAUSE THE FUTURES MARKETS TO REACT IN A SIMILAR DIRECTIONAL MANNER DURING A CERTAIN CALENDAR PERIOD OF THE YEAR. EVEN IF A SEASONAL TENDENCY OCCURS IN THE FUTURE, IT MAY NOT RESULT IN A PROFITABLE TRANSACTION AS FEES, AND THE TIMING OF THE ENTRY AND LIQUIDATION MAY IMPACT ON THE RESULTS. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT HAS IN THE PAST OR WILL IN THE FUTURE ACHIEVE PROFITS UTILIZING THESE STRATEGIES. NO REPRESENTATION IS BEING MADE THAT PRICE PATTERNS WILL RECUR IN THE FUTURE. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. RESULTS NOT ADJUSTED FOR COMMISSION AND SLIPPAGE.

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