沥青-甲醇bu1912-MA001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。

bu1912&MA001网格交易信息(最新差价:1109)

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
bu1912&MA001买入平仓23162.0,2221.01:1941992.52019-08-02 09:00:06
bu1912&MA001买入平仓23162.0,2221.01:19411052.52019-08-02 09:00:05
bu1912&MA001买入平仓13324.0,2241.01:110831082.52019-08-01 09:35:12
bu1912&MA001卖出开仓23384.0,2192.01:1119211502019-07-26 13:30:02
bu1912&MA001卖出开仓13338.0,2225.01:1111311202019-07-26 09:00:03
bu1912&MA001卖出开仓23336.0,2242.01:1109410602019-07-25 10:30:12
bu1912&MA001买入平仓13436.0,2603.01:1833837.52019-05-21 21:08:04
bu1912&MA001买入平仓13466.0,2598.01:1868867.52019-05-21 14:24:14
bu1912&MA001买入平仓13472.0,2576.01:1896897.52019-05-17 22:39:02
bu1912&MA001买入平仓13380.0,2454.01:1926927.52019-05-14 11:05:28
bu1912&MA001买入平仓13476.0,2519.01:1957957.52019-05-09 11:11:50
bu1912&MA001买入平仓13522.0,2534.01:1988987.52019-05-08 14:00:01
bu1912&MA001买入平仓13546.0,2528.01:110181017.52019-05-07 21:05:12
bu1912&MA001买入平仓13510.0,2462.01:110481047.52019-05-06 09:01:12
bu1912&MA001卖出开仓13662.0,2528.01:1113411302019-04-25 22:50:39
bu1912&MA001卖出开仓23652.0,2534.01:1111810702019-04-25 21:14:58
bu1912&MA001卖出开仓13540.0,2559.01:19819802019-04-22 10:51:04
bu1912&MA001卖出开仓13512.0,2560.01:19529502019-04-22 09:05:10
bu1912&MA001卖出开仓13438.0,2517.01:19219202019-04-19 14:57:15
bu1912&MA001卖出开仓13412.0,2510.01:19028902019-04-19 14:47:03
bu1912&MA001卖出开仓13408.0,2558.01:18508502019-04-17 09:10:06
bu1912&MA001买入平仓13430.0,2641.01:17897902019-04-09 13:51:54

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