化工品套利策略跟踪

《化工品套利策略跟踪》由会员上传分享，免费在线阅读，更多相关内容在行业资料-天天文库。

1、跨期套利跟踪：甲醇MA01-MA05300250200150100500-50-100-150-2009/1710/1711/171305-13091605-1609MA05-MA0912/171/172/171405-14091705-17093/174/171505-15091805-18097006005004003002001000-100-200-3005/176/177/178/179/1710/1711/1712/171/171401-14051501-15051601-16051701-17051801-1

2、8051901-1905MA09-MA01MA09基差10012005010000800-50600-100400-150200-2000若出现排版错误，可凭借下载记录，加微信535600147，获取PDF版本-250-200-300-4001/172/173/174/175/176/177/178/179/1710/1711/1712/171/172/173/174/175/176/177/178/171409-15011509-16011609-17011709-18011809-1901130914091509160

3、917091809若出现排版错误，可凭借下载记录，加微信535600147，获取PDF版本跨期套利跟踪：PTATA01-TA05TA05-TA0960030040020020010000-100-200-200-400-3005/176/177/178/179/1710/1711/1712/171/179/1710/1711/1712/171/172/173/174/175/11401-14051501-15051601-16051305-13091405-14091505-15091701-17051801-180519

4、01-19051605-16091705-17091805-1809TA09-TA01TA09基差600100080040060020040020000-200-200-400若出现排版错误，可凭借下载记录，加微信535600147，获取PDF版本-400-6001/172/173/174/175/176/177/178/179/1710/1711/1712/171/172/173/174/175/176/177/178/171409-15011709-18011509-16011809-19011609-17011309

5、14091509160917091809若出现排版错误，可凭借下载记录，加微信535600147，获取PDF版本跨期套利跟踪：LLLL01-LL05LL05-LL09150010008001100600700400300200-1000-200-5005/176/177/178/179/1710/1711/1712/171/17-4009/1710/1711/1712/171/172/173/174/175/11401-14051501-15051601-16051305-13091405-14091505-1509170

6、1-17051801-18051901-19051605-16091705-17091805-1809LL09-LL01LL09基差800250060020004001500200100005000-200若出现排版错误，可凭借下载记录，加微信535600147，获取PDF版本-500-4001/172/173/174/175/176/177/178/17-10009/1710/1711/1712/171/172/173/174/175/176/177/178/171409-15011509-16011609-170117

7、09-18011809-1901130914091509160917091809若出现排版错误，可凭借下载记录，加微信535600147，获取PDF版本跨期套利跟踪：PPPP01-PP05PP05-PP09200010001500800600100040050020000-200-5005/176/177/171501-15051801-18058/179/1710/171601-16051901-190511/1712/171/171701-1705-4009/1710/1711/171505-150912/171/17

8、2/173/171605-16091705-17094/175/11805-1809PP09-PP01PP09基差25001600200012001500800100040050000-500-4001/172/173/174/175/176/177/178/17-10009/1710/1711/171