万达期货农产品套利日报

2010-8-9万达期货农产品套利日报 万达期货农产品套利日报远月价近月价最新价差持仓成本价差/持仓成本最低价差最高价差评级套利方向大连商品交易所大豆（元/吨）A1011/A10093916385561.0085.471.47%-313287A1101/A10113970391654.0090.859.49%-361188A1103/A11014025397055.0096.057.31%-361188A1105/A11034069402544.00102.243.05%-131266A1107/A110540514069(18.00)101.3-17.77%-169203A1109-A1107405940518.00110.57.24%-424146A1111-A110940514059(8.00)113.9-7.02%-313287A1201-A11114070405119.00122.815.47%-313287A1101/A100939703855115.00152.6675.33%-361188A1105/A11014069397099.00163.360.64%-662201A1109-A110540594069(10.00)150.7-6.64%-509330A1201-A11094070405911.00179.16.14%-509330大连商品交易所豆油（元/吨）Y1009/Y10087898NANANANA-10821334Y1011/Y100979987898100.00171.158.45%-1236530Y1012/Y10118020799822.00106.320.69%-5561974Y1101/Y101281468020126.00125.3100.56%-2220594Y1103/Y110182648146118.00195.660.33%-11661128Y1105/Y11038286826422.00200.110.99%-11581030Y1107/Y110582328286(54.00)202.4-26.68%-1048748Y1101/Y100981467898248.00321.077.25%-766726Y1105/Y110182868146140.00332.042.16%-1264336大连商品交易所豆粕（元/吨）M1009/M10083188NANANANA-356177M1011/M100931623188(26.00)69.0-37.67%-421110M1012/M101131503162(12.00)43.2-27.79%-458226M1101/M101231213150(29.00)36.8-78.90%-623135M1103/M110130983121(23.00)67.3-34.15%-538274M1105/M110330393098(59.00)84.2-70.11%-438250M1107/M11053052303913.0090.414.38%-194328M1101/M100931213188(67.00)120.4-55.64%-529229M1105/M110130393121(82.00)138.0-59.40%-775322大连商品交易所棕榈油（元/吨）P1009/P10087078NANANANA-400980P1010/P100972107078132.00103.0128.12%-1662320P1011/P101071287210(82.00)92.3-88.87%-560500P1012/P10117216712888.00106.582.61%-15102986P1101/P101271847216(32.00)101.4-31.57%-31681798P1102/P110172927184108.00118.491.20%-3290746P1103/P11027358729266.00118.955.49%-3224334P1104/P110372207358(138.00)115.8-119.20%-6003046P1105/P110473887220168.00139.2120.72%-30001248P1106/P110573627388(26.00)125.7-20.69%-10463310P1107/P11067378736216.00131.912.13%-944776P1101/P100971847078106.00290.736.47%-766726P1105/P110173887184204.00217.493.82%-200292大连商品交易所玉米（元/吨）C1011/C100919782013(35.0)59.87-58.46%-4489C1101/C101119701978(8.00)58.43-13.69%-6394C1103/C1101197619706.0060.929.85%-5377C1105/C11032007197631.0069.0144.92%-42174C1107/C1105200820071.069.51.44%-20119C1101/C100919762013(37.0)105.4-35.11%-73178C1105/C11012007197037.00114.432.36%-2161万达期货有限公司（总部） 总部市场部门 地址：郑州市郑东新区商务内环路27号楼 交易一部：0371-69106665 市场二部： 0371-69106616 2单元3层 交易二部：0371-65613575 市场三部： 0371-69106606 电话：0371-69106666 市场一部：0371-69106602 金融事业部：0371-69106595 乌鲁木齐营业部 长春营业部 地址：乌鲁木齐市新华北路90号金谷大厦七层 地址：长春市西安大路1688号新润天国际1807-1808室 电话：0991-6555111 0991-2306626 电话：0431-87069517 全疆免长途费客服电话：4006876999 上海营业部 大连营业部 地址：上海浦东新区松林路300号期货大厦 地址：大连市沙河口区会展路18号大连商品交易所东区 2803室 317室 电话：021-68400611 021-68400622 电话：0411-84806755 021-68402159 021-68402159 北京营业部 广州营业部 地址：北京市西城区德外大街123号德胜尚城 地址：广州市天河北路189号中国市长大厦1606室 G座2层 电话：010-59321087 电话：020-87550687 南宁营业部 温州营业部 地址：广西南宁市金湖路地王国际商会中心 地址：温州市人民东路浦发大楼2层 36层1室 电话：0771-5539418 电话：0577-88896360 昆明营业部 武汉营业部 地址：昆明市三市街6号柏联广场9楼 地址：武汉市江汉区台北一路26号环亚大厦B座1401室 909-910号 电话：0871-3613876 电话：027-85740699 兰州营业部 地址：兰州市城关区张掖路1号保利大厦14楼 1401、1402室 电话：0931-8461999 万达期货北京研究中心1 2010-8-9万达期货农产品套利日报远月价近月价最新价差持仓成本价差/持仓成本最低价差最高价差评级套利方向郑州商品交易所强麦（元/吨）WS1011/WS1009241623952152.1440.27%-135109WS1101/WS1011245724164157.6171.17%-3110WS1103/WS11012469245712.0057.6120.83%2124WS1105/WS1103250724693863.0960.23%3159WS1107/WS110524502507-5759.84-95.26%4189WS1109/WS1107252124507172.597.97%4189WS1111/WS1109252725216.0066.98.97%5109WS1201/WS111125292527269.52.88%-3110WS1101/WS1009245723956294.665.54%-84165郑州商品交易所硬麦（元/吨）WT1011/WT10092145198116457.532.85-202148WT1101/WT1011215521451041.9523.84%-202148WT1103/WT110121522155-341.86-7.17%-202148WT1105/WT110321572152544.490.11-168125WT1107/WT110521792157NANANA-18098郑州商品交易所菜油（元/吨）RO011/RO00988008668132151.1987.31%-1272384RO101/RO0118854880054150.9035.79%-1006598RO103/RO1018920885466160.7441%-760362RO105/RO1038952892032165.4419%-12202238RO107/RO10590528952100181.9155%-890414RO101/RO00988548668186268.1369.37%-1154488RO105/RO1018952885498276.8435.40%-1452410郑州商品交易所早籼稻（元/吨）ER1011-ER10092138208058.0060.196.43%432ER1101-ER10112188213850.0061.281.74%1118ER1103-ER11012204218816.0059.826.76%1118ER1105-ER11032261220457.0068.383.44%-860ER1107-ER1105226822617.0063.111.09%-2128ER1101-ER100921882080108.00105.7102.19%78164郑州商品交易所棉花（元/吨）CF1011/CF10091690018440(1540.00)462.5-332.96%-2075365推荐反向CF1101/CF10111673016900(170.00)258.1-65.86%-925980推荐反向CF1103/CF11011689016730160.00265.660.23%-260500CF1105/CF11031705016890160.00282.456.66%-615850CF1107/CF11051715517050105.00308.933.99%-615850关注反向CF1101/CF10091673018440(1710.00)666.8-256.44%-24351325推荐反向郑州商品交易所白糖（元/吨）SR1011/SR10095448536583.00122.867.60%-243128SR1101/SR100953225365(43.00)167.3-25.71%-427582SR1103/SR11015332532210.00110.09.09%-154193SR1105/SR11015412532290.00193.746.45%-214301SR1109/SR11055492541280.00144.055.55%-1