豆油-豆粕y1901-m1901跨品种套利

豆油与豆粕是属于相关性较强的两个品种。它们都是来自于大豆的压榨,是油厂大豆压榨的两个产品。众所周知,我们国家注重控制通胀,改善民生,而油脂与通胀水平密切相关。有鉴于此,豆油的价格在很大程度上受到制约。油厂从盈利或者保守的说从降低亏损的角度来说,挺豆粕价格的意愿和动力均较大,在很大程度上讲,豆油与豆粕是一个此消彼长的保持相对平衡的两个品种。一般情况下,沿海油厂的压榨大豆均是进口的转基因大豆,在做相关的风险管理的时候,通常会选择大豆的下游产品,即豆油与豆粕。综上所述,豆油与豆粕是属于相关性较强的两个品种。

y1901&m1901网格交易信息(最新比价:1.74)

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
y1901&m1901卖出平仓25032.0,2866.01:21.7561.7562018-12-14 09:34:23
y1901&m1901卖出平仓25068.0,2902.01:21.7461.7462018-12-13 09:27:31
y1901&m1901买入开仓45100.0,2923.01:21.7451.782018-12-11 21:00:45
y1901&m1901卖出平仓45390.0,2958.01:21.8221.7962018-12-03 09:00:10
y1901&m1901卖出平仓25438.0,3056.01:21.7791.782018-11-30 14:56:11
y1901&m1901买入开仓25376.0,3059.01:21.7571.762018-11-28 11:01:36
y1901&m1901卖出平仓25392.0,3029.01:21.781.782018-11-27 21:45:08
y1901&m1901买入开仓25410.0,3079.01:21.7571.762018-11-27 09:00:05
y1901&m1901买入开仓25426.0,3048.01:21.781.782018-11-26 22:34:34
y1901&m1901卖出平仓25410.0,3006.01:21.81.82018-11-26 21:28:02
y1901&m1901卖出平仓25412.0,3041.01:21.781.782018-11-26 13:35:04
y1901&m1901买入开仓25516.0,3116.01:21.771.772018-11-02 21:26:56
y1901&m1901卖出平仓25628.0,3145.01:21.791.792018-11-01 22:24:31
y1901&m1901卖出平仓25634.0,3183.01:21.771.772018-11-01 22:22:45
y1901&m1901卖出平仓25654.0,3229.01:21.7511.752018-11-01 22:19:50
y1901&m1901卖出平仓25640.0,3260.01:21.731.732018-11-01 09:29:56
y1901&m1901买入开仓25896.0,3438.01:21.7151.722018-10-08 09:53:39
y1901&m1901买入开仓25838.0,3355.01:21.741.742018-09-28 13:51:54
y1901&m1901买入开仓25854.0,3352.01:21.7461.762018-09-28 10:02:04
y1901&m1901买入开仓25868.0,3291.01:21.7831.82018-09-26 21:00:03
y1901&m1901买入开仓45872.0,3291.01:21.7841.822018-09-26 21:00:02
y1901&m1901卖出平仓25860.0,3118.01:21.8791.882018-09-04 09:36:28

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