万达期货农产品套利日报

2010-8-11万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/A10093890382169.0085.780.47%-313287A1101/A10113922389032.0087.736.48%-361188A1103/A11013988392266.0096.468.43%-361188A1105/A11034023398835.00100.434.86%-131266A1107/A11054035402312.00103.911.55%-169203A1109-A110740084035(27.00)105.8-25.52%-424146A1111-A11094020400812.00115.210.42%-313287A1201-A1111402040200.00119.70.00%-313287A1101/A100939223821101.00150.1667.26%-361188A1105/A110140233922101.00162.262.26%-662201A1109-A110540084023(15.00)148.9-10.08%-509330A1201-A11094020400812.00177.66.76%-509330大连商品交易所豆油（元/吨）Y1009/Y10087802NANANANA-10821334Y1011/Y10097868780266.00165.339.92%-1236530Y1012/Y10117960786892.00113.481.12%-5561974Y1101/Y10128052796092.00120.376.50%-2220594Y1103/Y110181968052144.00197.273.02%-11661128Y1105/Y110381668196(30.00)195.8-15.32%-11581030Y1107/Y11058210816644.00206.421.32%-1048748Y1101/Y100980527802250.00318.978.39%-766726Y1105/Y110181668052114.00325.934.98%-1264336大连商品交易所豆粕（元/吨）M1009/M10083168NANANANA-356177M1011/M100931483168(20.00)68.6-29.14%-421110M1012/M101131163148(32.00)42.8-74.68%-458226M1101/M101230993116(17.00)36.4-46.76%-623135M1103/M110130473099(52.00)66.8-77.84%-538274M1105/M110329973047(50.00)83.2-60.10%-438250M1107/M11053013299716.0089.817.81%-194328M1101/M100930993168(69.00)119.9-57.57%-529229M1105/M110129973099(102.00)137.3-74.31%-775322大连商品交易所棕榈油（元/吨）P1009/P10086984NANANANA-400980P1010/P100971706984186.00108.5171.47%-1662320P1011/P101070007170(170.00)91.5-185.82%-560500P1012/P101171567000156.00113.1137.93%-15102986P1101/P101270567156(100.00)100.3-99.66%-31681798P1102/P110172087056152.00122.1124.54%-3290746P1103/P11027252720844.00115.238.21%-3224334P1104/P1103725672524.00115.33.47%-6003046P1105/P11047280725624.00122.219.64%-30001248P1106/P110571767280(104.00)123.7-84.07%-10463310P1107/P11067220717644.00132.633.19%-944776P1101/P10097056698472.00284.525.31%-766726P1105/P110172807056224.00218.1102.69%-200292大连商品交易所玉米（元/吨）C1011/C100919732007(34.0)59.69-56.96%-4489C1101/C101119581973(15.00)58.24-25.76%-6394C1103/C1101196419586.0060.649.89%-5377C1105/C11031988196424.0067.8735.36%-42174C1107/C1105199519887.069.810.03%-20119C1101/C100919642007(43.0)105.1-40.90%-73178C1105/C11011988195830.00113.126.52%-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 2010-8-11万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/WS1009241123921951.8036.68%-135109WS1101/WS1011244724113656.8963.28%-3110WS1103/WS1101245624479.0057.0415.78%2124WS1105/WS1103250024564463.5369.26%3159WS1107/WS110524432500-5759.65-95.55%4189WS1109/WS1107251824437572.8103.09%4189WS1111/WS1109252325185.0066.77.50%5109WS1201/WS1111253425231170.415.62%-3110WS1101/WS100924472518-7189.6-79.25%-84165推荐反向郑州商品交易所硬麦（元/吨）WT1011/WT10092129192820161.193.28-202148WT1101/WT1011215021292143.0148.83%-202148WT1103/WT110121462150-441.77-9.58%-202148WT1105/WT1103NA2146NANANA-168125WT1107/WT11052150NANANANA-18098郑州商品交易所菜油（元/吨）RO011/RO00986848520164153.05107.15%-1272384RO101/RO0118740868456149.4237.48%-1006598RO103/RO10188928740152169.0690%-760362RO105/RO10388308892-62160.81-39%-12202238RO107/RO1058882883052174.1130%-890414RO101/RO00987408520220268.8781.82%-1154488RO105/RO1018830874090273.0432.96%-1452410郑州商品交易所早籼稻（元/吨）ER1011-ER10092127207552.0059.387.66%432ER1101-ER10112174212747.0060.677.56%1118ER1103-ER11012189217415.0059.425.25%1118ER1105-ER11032240218951.0067.375.77%-860ER1107-ER1105224522405.0062.58.01%-2128ER1101-ER10092174207599.00104.494.80%78164郑州商品交易所棉花（元/吨）CF1011/CF10091703018570(1540.00)463.5-332.29%-2075365推荐反向CF1101/CF10111688017030(150.00)259.2-57.86%-925980推荐反向CF1103/CF11011706516880185.00269.868.57%-260500CF1105/CF11031729017065225.00291.777.14%-615850CF1107/CF11051743517290145.00316.645.80%-615850CF1101/CF10091688018570(1690.00)669.0-252.61%-24351325推荐反向郑州商品交易所白糖（元/吨）SR1011/SR100954685360108.00126.185.67%-243128SR1101/SR100952895360(71.00)166.8-42.56%-427582SR1103/SR11015302528814.00109.812.75%-154193SR1105/SR11015384528896.00193.549.60%-214301SR1109/SR11055470538486.00144.159.68%-11