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(其中沥青期货价格4089元/吨,高硫燃油期货价格4730元/吨);沥青-燃油价差跌至较低位置,沥青价格相对燃油被低估;后市价差或自低位回升,做多沥青-燃油套利策略或有盈利空间。据统计数据显示,自2019年以来,沥青—高硫燃油价差均值为530.88。价差处于1000以上概率为6.62%,处于200以下概率为13.25%。什么是沥青-燃油价差套利?沥青和高硫燃油都是原油加工后的下游产物。原油...

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