沥青-甲醇bu1906-MA905跨品种套利

沥青和甲醇同属化工品,有不同的波动属性,存在跨品种套利机会。

bu1906&MA905网格交易信息(最新差价:1101)

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
bu1906&MA905卖出开仓13374.0,2382.01:19929902019-03-28 14:56:40
bu1906&MA905卖出开仓13376.0,2436.01:19409402019-03-27 14:54:02
bu1906&MA905卖出开仓13380.0,2469.01:19119102019-03-27 10:00:07
bu1906&MA905卖出开仓13358.0,2476.01:18828802019-03-26 21:57:19
bu1906&MA905买入平仓13292.0,2472.01:18208202019-03-25 09:49:15
bu1906&MA905买入平仓13304.0,2464.01:18408402019-03-25 09:12:40
bu1906&MA905买入平仓13354.0,2495.01:18598602019-03-21 14:09:06
bu1906&MA905卖出开仓23390.0,2509.01:18818802019-03-18 09:28:57
bu1906&MA905卖出开仓23390.0,2536.01:18548402019-03-15 14:43:04
bu1906&MA905卖出开仓23384.0,2583.01:18018002019-03-13 21:09:14
bu1906&MA905卖出开仓23352.0,2583.01:17697602019-03-12 09:03:13
bu1906&MA905卖出开仓23292.0,2572.01:17207202019-03-11 14:16:06
bu1906&MA905买入平仓23244.0,2565.01:16796802019-03-08 09:15:08
bu1906&MA905卖出开仓23328.0,2604.01:17247202019-03-07 13:30:35
bu1906&MA905买入平仓23310.0,2633.01:16776802019-03-06 22:55:46
bu1906&MA905买入平仓23370.0,2662.01:17087102019-03-04 21:00:57
bu1906&MA905买入平仓23408.0,2658.01:17507502019-03-04 10:59:05
bu1906&MA905买入平仓23398.0,2616.01:17827802019-03-04 09:01:53
bu1906&MA905卖出开仓23442.0,2621.01:18218202019-03-01 22:28:10
bu1906&MA905买入平仓23404.0,2624.01:17807802019-03-01 14:24:23
bu1906&MA905卖出开仓23396.0,2573.01:18238202019-03-01 13:45:44
bu1906&MA905卖出开仓23342.0,2561.01:17817802019-03-01 13:31:48

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