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Seasonal Trades

  #281 (permalink)
Experience: Intermediate
Platform: Sierra, TT
Broker: N/A
Trading: Spread Researcher and crypto degen
Posts: 654 since May 2013
Thanks Given: 545
Thanks Received: 360

TUT spread: Unfortunately its been sometime and have forgotten the math but yes they are net yield from previous settle. These are ICS spreads and you can see the different ratios here ( Another thing thats difficult on these is holding overnight since u need to track the previous settle and today's change to see how much P/L unless your platform shows it.
Here is the DOM from TT on the TUT. If you are going to trade all these from an ease of use and margin, you should think whether IB is the right choice.

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