豆粕m1901-m1905跨期套利

豆粕是大豆在提取豆油之后的副产品,因其富含蛋白质,主要作为家禽和猪的饲料。作为大豆下游产品,其价格与大豆价格相关度很高,同时因同为大豆下游产品,在压榨利润一定的情况下,豆油的价格变化对豆粕的价格也有一定的影响。作为饲料,其价格受养殖业的需求情况影响很大。某些突发因素,如禽流感等流行性畜禽疾病也会对豆粕价格造成剧烈的短期波动。国家政策、宏观经济环境等也会对豆粕价格有影响。

m1901&m1905网格交易信息(最新差价:211)

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
m1901&m1905买入平仓13268.0,2816.01:1452450.42018-11-01 09:28:59
m1901&m1905买入平仓13287.0,2828.01:1459458.42018-11-01 09:25:49
m1901&m1905买入平仓13295.0,2828.01:1467466.42018-10-30 14:19:46
m1901&m1905买入平仓13326.0,2851.01:1475474.42018-10-29 22:11:43
m1901&m1905卖出开仓23345.0,2861.01:14844762018-10-29 14:58:56
m1901&m1905卖出开仓23344.0,2861.01:14834602018-10-29 14:58:54
m1901&m1905买入平仓13342.0,2891.01:1451450.42018-10-29 09:21:13
m1901&m1905买入平仓13362.0,2903.01:1459458.42018-10-29 09:14:46
m1901&m1905买入平仓13378.0,2912.01:1466466.42018-10-29 09:02:07
m1901&m1905买入平仓13390.0,2915.01:1475474.42018-10-29 09:01:13
m1901&m1905卖出开仓13390.0,2906.01:14844842018-10-26 14:06:49
m1901&m1905买入平仓13373.0,2898.01:1475474.42018-10-26 13:39:10
m1901&m1905卖出开仓13387.0,2903.01:14844842018-10-25 22:29:38
m1901&m1905卖出开仓13386.0,2910.01:14764762018-10-25 22:15:21
m1901&m1905买入平仓13374.0,2906.01:1468466.42018-10-25 21:38:02
m1901&m1905买入平仓13383.0,2908.01:1475474.42018-10-25 21:32:51
m1901&m1905卖出开仓13385.0,2902.01:14834842018-10-23 21:53:57
m1901&m1905卖出开仓13373.0,2897.01:14764762018-10-23 14:47:47
m1901&m1905卖出开仓13380.0,2913.01:14674682018-10-23 10:38:31
m1901&m1905买入平仓13367.0,2908.01:1459458.42018-10-22 23:18:49
m1901&m1905买入平仓13376.0,2909.01:1467466.42018-10-22 14:30:30
m1901&m1905买入平仓13383.0,2908.01:1475474.42018-10-22 10:45:05

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