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Old 08-09-2007, 05:16 AM
TheEconomist TheEconomist is offline
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There was a small condition, in the brackets:

If only one of the contracts, no gain.

The two contracts create arbitrage opportunities, as the WTI fluctuates around CL. If only one of them, that can be used only for standard directional trading, so no gain. I sweared to myself I'm not gonna ever trade directionally again!

Last edited by TheEconomist; 08-09-2007 at 05:25 AM.
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