豆粕-玉米m1905-c1905跨品种套利

豆粕的主要成分为蛋白质,大约85%的豆粕用于家禽和猪的饲养。在东北玉米主产区,玉米和大豆具体替代种植关系,农民常常根据大豆和玉米的比值关系来决定种植玉米或者大豆,从而影响到玉米和大豆的产量。豆粕和玉米作为饲料业的两大主要原料,其价格存在一定的相关性。

豆粕和玉米同时制作饲料的原料,属于相互替代产品,存在套利对冲基础。结合当前二者的实际情况来看,基本面迥异,存在阶段性的套利机会。

m1905&c1905网格交易信息(最新差价:-1076)

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
m1905&c1905卖出平仓22725.0,1921.01:2-1117-11162018-12-03 09:52:40
m1905&c1905卖出平仓22726.0,1929.01:2-1132-11322018-12-03 09:45:28
m1905&c1905卖出平仓42733.0,1936.01:2-1139-11642018-12-03 09:36:43
m1905&c1905卖出平仓22717.0,1949.01:2-1181-11802018-11-30 09:38:49
m1905&c1905买入开仓22663.0,1953.01:2-1243-12442018-11-26 14:47:59
m1905&c1905买入开仓22681.0,1954.01:2-1227-12282018-11-26 11:17:59
m1905&c1905买入开仓22697.0,1955.01:2-1213-12122018-11-26 11:15:58
m1905&c1905买入开仓22715.0,1955.01:2-1195-11962018-11-26 10:50:29
m1905&c1905买入开仓22740.0,1959.01:2-1178-11802018-11-26 09:33:06
m1905&c1905卖出平仓22827.0,1971.01:2-1115-11162018-11-16 09:00:43
m1905&c1905卖出平仓22813.0,1969.01:2-1125-11322018-11-16 09:00:05
m1905&c1905卖出平仓22781.0,1965.01:2-1149-11482018-11-15 14:59:49
m1905&c1905卖出平仓22773.0,1969.01:2-1165-11642018-11-15 14:06:33
m1905&c1905卖出平仓22778.0,1979.01:2-1180-11802018-11-15 11:19:12
m1905&c1905卖出平仓22777.0,1987.01:2-1197-11962018-11-14 10:08:23
m1905&c1905买入开仓42770.0,2016.01:2-1262-12442018-11-12 09:00:06
m1905&c1905买入开仓22766.0,1987.01:2-1208-12082018-11-02 09:27:37
m1905&c1905买入开仓22756.0,1973.01:2-1190-11922018-11-02 09:00:16
m1905&c1905买入开仓42861.0,1999.01:2-1137-11202018-10-29 14:58:54
m1905&c1905卖出平仓62929.0,1957.01:2-985-9902018-10-08 09:53:22
m1905&c1905卖出平仓62901.0,1954.01:2-1007-10102018-10-08 09:00:02
m1905&c1905卖出平仓32863.0,1947.01:2-1031-10302018-09-28 14:32:38

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