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

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.
 
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 !
 
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.
 
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