豆一-豆二a1901-a1905-b1901-b1905碟式套利

大豆是重要的植物蛋白来源,广泛用于食品、压榨豆油、豆粕用于饲料,使用量大,近几年尤其随着中国大豆消费量的增加,消费增加的趋势仍在延续。豆一豆二同属大豆,豆一合约的交割标准是非转基因大豆,豆二则包含全球各地的大豆,包括转基因和非转基因的。二者有不同的基本面和应用领域,因此存在套利的可能。

a1901&a1905&b1901&b1905网格交易信息(最新差价:-368)

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
a1901&a1905&b1901&b1905卖出平仓13318.0,3551.0,3235.0,3094.01:1-374-3762018-12-03 09:37:26
a1901&a1905&b1901&b1905卖出平仓13343.0,3557.0,3261.0,3087.01:1-388-3882018-11-30 21:17:54
a1901&a1905&b1901&b1905卖出平仓13321.0,3557.0,3251.0,3087.01:1-400-4002018-11-29 09:32:49
a1901&a1905&b1901&b1905买入开仓13405.0,3615.0,3303.0,3089.01:1-424-4242018-11-26 10:51:04
a1901&a1905&b1901&b1905卖出平仓13382.0,3602.0,3293.0,3113.01:1-400-4002018-11-23 13:57:33
a1901&a1905&b1901&b1905卖出平仓13400.0,3632.0,3344.0,3163.01:1-413-4122018-11-23 09:14:28
a1901&a1905&b1901&b1905买入开仓13410.0,3642.0,3363.0,3160.01:1-435-4362018-11-22 21:31:26
a1901&a1905&b1901&b1905买入开仓13434.0,3661.0,3367.0,3170.01:1-424-4242018-11-21 09:23:07
a1901&a1905&b1901&b1905买入开仓13427.0,3651.0,3354.0,3166.01:1-412-4122018-11-20 10:38:07
a1901&a1905&b1901&b1905买入开仓13410.0,3640.0,3332.0,3162.01:1-400-4002018-11-20 10:10:55
a1901&a1905&b1901&b1905卖出平仓13459.0,3669.0,3324.0,3157.01:1-377-3762018-11-14 09:08:46
a1901&a1905&b1901&b1905卖出平仓13454.0,3664.0,3327.0,3149.01:1-388-3882018-11-14 09:06:08
a1901&a1905&b1901&b1905卖出平仓13468.0,3685.0,3344.0,3161.01:1-400-4002018-11-13 23:21:07
a1901&a1905&b1901&b1905卖出平仓13472.0,3692.0,3353.0,3163.01:1-410-4122018-11-13 23:17:56
a1901&a1905&b1901&b1905买入开仓13511.0,3714.0,3391.0,3155.01:1-439-4362018-11-12 11:03:03
a1901&a1905&b1901&b1905卖出平仓13474.0,3676.0,3398.0,3188.01:1-412-4122018-11-06 10:08:41
a1901&a1905&b1901&b1905买入开仓13486.0,3684.0,3421.0,3193.01:1-426-4262018-11-05 09:03:57
a1901&a1905&b1901&b1905买入开仓13475.0,3681.0,3401.0,3193.01:1-414-4142018-11-02 21:34:43
a1901&a1905&b1901&b1905卖出平仓13429.0,3635.0,3342.0,3158.01:1-390-3902018-11-02 14:17:49
a1901&a1905&b1901&b1905卖出平仓13413.0,3630.0,3341.0,3156.01:1-402-4022018-11-02 14:03:38
a1901&a1905&b1901&b1905买入开仓13705.0,3803.0,3635.0,3308.01:1-425-4262018-10-24 14:52:25
a1901&a1905&b1901&b1905卖出平仓13718.0,3814.0,3617.0,3311.01:1-402-4022018-10-22 09:36:41

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