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想问下各位网友套利策略跟踪

2025-7-2
想问下各位网友套利策略跟踪
套利策略跟踪本周卷螺差持续收缩。数据来源:wind、宏源期货研究所1410/09合约螺矿比9.008.007.006.005.004.003.001011121rb2210/I220923rb2310/I2309456789rb2410/I2409rb2510/I250910/09合约卷矿比9.008.007.006.005.004.003.001011121HC2210/I220923HC2310/I2309456HC2410/I240978HC2510/I25099螺纹10月盘面利润14001000600200-2 00101112123456789102022202320242025热卷10月盘面利润18001300800300-2 001011121234567891020222023202420254003002001000-100-20010月卷螺差101112123456789102210合约2310合约2410合约2510合约01合约卷螺差6004002000-200-40012345678910111212201合约2301合约2401合约2501合约2601合约