20190319: multi-empty glue, black concussion operation

Volume and price: today's steel mine concussion strong operation, bifocal concussion weaker, the trend is more differentiated. Specifically, RB1905 rose 7 yuan / ton from yesterday's close to close at 3788 yuan / ton, while HC1905 rose 2 yuan / ton to close at 3699 yuan / ton. I1905 rose 3.5 yuan / ton from yesterday to close at 636 yuan / ton, while J1905 fell 4 yuan / ton from yesterday to close at 1964 yuan / ton. In terms of position data, the number of RB1905 transactions increased by 34800 to 2.14 million, while that of I1905 decreased by 3284 to 1.17 million. In terms of capital flows, the net inflow of funds from RB1905 today was 132 million yuan. I1905 net inflow of capital was 16.1 million yuan.

Disclaimer: this information comes from a statistical arbitrage model based on historical data, and all conclusions are based on reliable and publicly available information. The SMM quantification team is not responsible for any losses that may be caused by all information. We recommend that investors independently evaluate specific investments and strategies. Investors are also encouraged to seek advice from professional financial advisers. This information does not provide a tailored investment strategy.