Crack Spread: What it is, How to Trade It
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- July 7, 2022
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WTI is quoted on the Chicago Mercantile Exchange for pickup in Cushing Oklahoma. This area is landlocked and therefore requires shipment via pipeline or rail. RBOB became the benchmark in the United States largely because of legislation banning gasoline with the chemical MTBE which was found in unleaded gas prior to legislation. MTBE was tied to the pollution of groundwater which threatened the health and safety of humans and wildlife. Since the legislation was introduced in the United States, RBOB futures has even become the new benchmark gasoline futures contract. The statistics for RBOB gasoline are not perfect due to the fact that production and consumption is measured by crude oil rather than gasoline itself.
Futures involve leverage, which can sink a whole account in days with relatively small moves. This requires refiners to substitute more expensive components into gasoline. In this guide to understanding RBOB gasoline as a commodity, we’ll explain why it’s valuable, how and where it’s made, which countries produce the most gasoline, and explain what drives its price. The spread between Brent and WTI has been as high at $28 per barrel and as low as -$3.6 per barrel. When the spread is elevated there is an incentive for US refiners to purchase WTI over Brent. Traders venturing into the futures market for the first time need to consider the inherent risks…
To create this quote, RBOB gasoline is converted into US dollars per barrel. This can be accomplished by multiplying RBOB gasoline by 42, which converts the cents per gallon quote into a US dollars per barrel quote. You can then subtract the price iq option broker review of Brent crude oil from the price of RBOB gasoline to derive the crack spread.
RBOB (Reformulated Blendstock for Oxygenate Blending)
Well, let me introduce you to the two of them (and their cousin). Seasonal patterns also emerge as a result of formulation requirements for gasoline. Environmental regulations in the United States, for example, require gasoline sold in the summer to be less susceptible to evaporation. Each of these products is recovered at different temperature points.
CBOB and RBOB
The map above illustrates a color-coded patchwork of different blends of reformulated gasoline, each one a specific cocktail for the climate. This map predates the complete phase-out of MTBE, but it still accurately depicts the wide variety of reformulation required at the local level. Ethanol needs to be mixed into gasoline at the local terminal racks, just before it’s delivered. The ethanol and gasoline are splash blended as the tanker truck fills before making the final trip to the gasoline station. From this point on in the supply chain, the corrosive nature of ethanol is not a concern.
Physical Properties of RBOB Gasoline
So, blending ethanol can be complicated during summer months, when people are looking for lower-RVP gasoline. Today, ethanol is used primarily as motor fuel vantage fx review and a fuel additive. Futures contracts aren’t as popular among individual investors as stocks and bonds because they are generally harder to analyze and trade.
Liquids and gases are separated into components by weight and boiling point. The lightest components, such as gasoline rise to the top while the heaviest components, such as residual oil, fall to the bottom. Light components include gasoline, which is condensed from a gas back into a liquid. If you are buying it, you expect that the crack spread will strengthen, meaning the refining margins are growing because crude oil prices are falling or demand for the refined products is growing. Of course, it is a bit of an oversimplification of the refining process as one barrel of oil doesn’t make exactly one barrel of gasoline and, again, different product mixes are dependent on the refinery.
Conventional Blendstock for Oxygenate Blending (CBOB) is a blendstock that’s combined with ethanol to get E10 gasoline. The blendstocks are a mix of components such as butane, reformate and FCC gasoline, which can be combined in different ways to reach needed specifications. To these blendstocks other liquids are added to make the substances that fuel our carpools, take us to grocery stores and get our families to their summer vacations. And, mostly, that final mixology does not happen at the refinery level. One of the earliest biotechnologies employed by man, the fermentation of sugar into ethanol, has been with us since prehistory.
Federal Reserve Economic Data
Each fraction has molecule chains of different lengths, and each of these chains has a different boiling point. An ongoing trade battle between the United States and China has magnified the impact of tariffs… Gasoline is one of the most widely known and used commodities in the world, primarily utilized for fuels.
- Each fraction has molecule chains of different lengths, and each of these chains has a different boiling point.
- To create this quote, RBOB gasoline is converted into US dollars per barrel.
- Lawrence has served as an expert witness in a number of high profile trials in US Federal and international courts.
- Fortunately, traders can evaluate refiners profits by analyzing the margins they produce.
- Another important factor to consider is that gasoline is heavily taxed in many jurisdictions.
- If the price of gas drops below $2.30, you would sell the futures at a loss but save money at the pump.
Internal combustion engines, like those found in automobiles, burn fuel in controlled processes. The higher the octane rating, the higher the compression rate, with a more efficient fuel capable of a higher output than those with a lower octane rating. This is the reason why some cars accept only certain kinds of fuel, and why there are price discrepancies among various gas options at the pump see also Three Mining Companies With Robust Yields. CARBOB is even more expensive, and is the main reason why California gasoline prices are typically higher than anywhere else in the country. Since ethanol may increase the NOx, other additives and formulations are needed to meet higher air quality standards in California, which has a lower NOx limit. RBOB stands for Reformulated Blendstock for Oxygenate Blending, a component that is used to create reformulated gasoline.
RBOB gasoline futures are listed on the Chicago Mercantile Exchange (CME) under the futures symbol RB. Although it does not receive as much investor interest as crude oil futures, the contract serves as an essential vehicle for market participants seeking to speculate and hedge in the gasoline market. A crack spread is the difference between the wholesale price of a refined petroleum product such as gasoline and the price of crude oil.
Even if you aren’t looking to trade the crack spread itself, it can act as a useful market signal on potential price moves in both the oil and refined product market. First, transportation of this fuel can be expensive, as can the refining process to turn crude into gasoline. The prices of RBOB are directly correlated with crude oil, meaning that they will exhibit significant volatility that may be an attractive trait for many traders. Secondly, investments in gasoline can also be used to hedge against inflation, or simply to make a play on our global addiction to fossil fuels. Gasoline is a global cloud team: solution for your business vital part of our everyday lives, and there is a strict need to consume no matter what economic conditions may be, making it an attractive investment during all kinds of markets. RBOB is a distillation of hydrocarbons from crude oil that is used to produce gasoline fuel.
RBOB gas contracts are traded on the Chicago Mercantile Exchange. You can get access to trading them through most brokerage firms and futures trading portals. There isn’t an easy way to invest directly in RBOB gas with stocks or bonds, but you can invest in energy sector stocks and bonds affected by the same economic forces.