菜油-棕榈油OI909-OI001-p1909-p2001蝶式套利

菜籽油和棕榈油是油脂类两种重要的产品,在日常的消费和使用中具有很强的替代性,在期货交易中表现为紧密的相关性,同涨同跌趋势非常明显。与此同时,两者价格又受到各自特定因素的影响。一方面,棕榈油的使用受到季节性的一些限制;另一方面,两者在供给上也存在一些差别。这些因素造成菜籽油和棕榈油价格间价差的波动。这种变化为投资者进行菜籽油和棕榈油间的跨品种套利提供了机会。

OI909&OI001&p1909&p2001网格交易信息(最新差价:-23)

套利组合 交易方向 数量 价格 配比 成交差价 预期差价 交易时间
OI909&OI001&p1909&p2001买入平仓16957.0,6989.0,4246.0,4412.01:11341322019-07-23 14:12:40
OI909&OI001&p1909&p2001买入平仓16928.0,6967.0,4216.0,4402.01:11471482019-07-22 21:12:59
OI909&OI001&p1909&p2001买入平仓16934.0,6967.0,4202.0,4400.01:11651642019-07-22 09:45:33
OI909&OI001&p1909&p2001卖出开仓16908.0,6904.0,4284.0,4492.01:12122122019-06-25 21:05:45
OI909&OI001&p1909&p2001卖出开仓16890.0,6894.0,4296.0,4498.01:11981962019-06-24 21:34:11
OI909&OI001&p1909&p2001买入平仓16976.0,7030.0,4360.0,4562.01:11481482019-06-19 09:23:13
OI909&OI001&p1909&p2001买入平仓17027.0,7059.0,4360.0,4554.01:11621642019-06-18 22:06:49
OI909&OI001&p1909&p2001买入平仓17077.0,7091.0,4366.0,4560.01:11801802019-06-18 22:03:33
OI909&OI001&p1909&p2001卖出开仓17037.0,6967.0,4434.0,4592.01:12282282019-05-31 21:19:59
OI909&OI001&p1909&p2001买入平仓17074.0,7028.0,4470.0,4604.01:11801802019-05-29 09:04:32
OI909&OI001&p1909&p2001买入平仓17044.0,6998.0,4424.0,4574.01:11961962019-05-28 21:22:47
OI909&OI001&p1909&p2001买入平仓17057.0,6998.0,4398.0,4550.01:12112122019-05-28 14:00:25
OI909&OI001&p1909&p2001买入平仓17077.0,7013.0,4392.0,4556.01:12282282019-05-27 21:20:49
OI909&OI001&p1909&p2001卖出开仓16886.0,6820.0,4432.0,4620.01:12542562019-05-08 14:26:23
OI909&OI001&p1909&p2001卖出开仓16839.0,6786.0,4388.0,4574.01:12392402019-05-06 13:30:07
OI909&OI001&p1909&p2001卖出开仓16841.0,6801.0,4436.0,4620.01:12242242019-05-06 09:18:27
OI909&OI001&p1909&p2001卖出开仓16799.0,6786.0,4416.0,4610.01:12072082019-05-06 09:12:56
OI909&OI001&p1909&p2001卖出开仓16788.0,6772.0,4378.0,4558.01:11961922019-05-06 09:05:01
OI909&OI001&p1909&p2001卖出开仓26814.0,6802.0,4488.0,4648.01:11721602019-04-29 22:30:21

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