豆油-豆粕y1909-y2001-m1909-m2001蝶式套利

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。

y1909&y2001&m1909&m2001网格交易信息(最新差价:-131)

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
y1909&y2001&m1909&m2001卖出平仓16034.0,6146.0,2950.0,2944.01:2-118-118.52019-08-13 11:05:33
y1909&y2001&m1909&m2001卖出平仓15898.0,6022.0,2908.0,2902.01:2-130-128.52019-08-09 10:03:31
y1909&y2001&m1909&m2001卖出平仓15912.0,6042.0,2895.0,2887.01:2-138-138.52019-08-08 22:58:18
y1909&y2001&m1909&m2001买入开仓15542.0,5702.0,2836.0,2831.01:2-165-1662019-08-02 09:01:02
y1909&y2001&m1909&m2001买入开仓15536.0,5698.0,2827.0,2828.01:2-161-1562019-08-02 09:00:53
y1909&y2001&m1909&m2001买入开仓15522.0,5686.0,2774.0,2789.01:2-149-1462019-08-01 21:00:12
y1909&y2001&m1909&m2001买入开仓15554.0,5706.0,2799.0,2816.01:2-135-1362019-07-31 21:00:02
y1909&y2001&m1909&m2001买入开仓15546.0,5702.0,2814.0,2840.01:2-130-1262019-07-25 10:33:03
y1909&y2001&m1909&m2001卖出平仓15460.0,5628.0,2742.0,2814.01:2-96-962019-07-09 09:09:06
y1909&y2001&m1909&m2001卖出平仓15422.0,5592.0,2786.0,2850.01:2-106-1062019-07-05 21:44:35
y1909&y2001&m1909&m2001买入开仓15386.0,5550.0,2919.0,2947.01:2-136-1362019-06-24 14:26:28
y1909&y2001&m1909&m2001卖出平仓15458.0,5602.0,2864.0,2902.01:2-106-1062019-06-10 14:01:16
y1909&y2001&m1909&m2001买入开仓15398.0,5554.0,2925.0,2945.01:2-136-1362019-06-03 11:12:24
y1909&y2001&m1909&m2001卖出平仓15512.0,5666.0,2931.0,2979.01:2-106-1062019-05-30 21:44:16
y1909&y2001&m1909&m2001卖出平仓15510.0,5662.0,2923.0,2959.01:2-116-1162019-05-30 21:20:28
y1909&y2001&m1909&m2001买入开仓15386.0,5532.0,2846.0,2845.01:2-147-1462019-05-28 14:06:30
y1909&y2001&m1909&m2001买入开仓25476.0,5622.0,2728.0,2734.01:2-140-1262019-05-17 21:42:10
y1909&y2001&m1909&m2001买入开仓15396.0,5546.0,2626.0,2676.01:2-100-1002019-05-08 21:03:29
y1909&y2001&m1909&m2001买入开仓15356.0,5510.0,2599.0,2662.01:2-91-902019-05-06 09:20:27
y1909&y2001&m1909&m2001买入开仓15324.0,5470.0,2603.0,2669.01:2-80-802019-05-06 09:05:38

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