研究报告全文：运筹帷幄决胜千里期货品种套利数据日报一动力煤商品动力煤元吨日期基差5月-1月9月-1月9月-5月20230208-00000020230207-00000020230206-00000020230203-00000020230202-00000018509001650动力煤基差8007001450600125050010504003008502006501004500基差右动力煤现货价秦皇岛期货结算价活跃合约动力煤150200100动力煤价差150500100-5050-100-1500-200-50-250-300-1005月-1月9月-1月9月-5月右wwwbcqhgscom1杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里二能源化工一能源商品商品能源基差元吨比价日期INT原油燃料油原油沥青20230208--01388202302072703-1285401363202302062377-1412401392202302031767-1735501386202302022009-1093001389900原油基差120800100807006060040500200400-20300-40200-60基差右原油现货价中国胜利期货收盘价活跃合约INE原油5000燃料油基差40045003002004000100350003000-1002500-2002000-300基差右燃料油现货价FOB新加坡期货收盘价活跃合约燃料油022020比价018016014012010原油沥青wwwbcqhgscom2杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里二化工商品商品化工基差元吨日期天胶甲醇PTALLDPEPVCPP20230208-5007561322612920230207-56562-311415011220230206-585555-60953018320230203-53555-58218913720230202-4158532-9969商品化工跨期元吨跨期天胶甲醇PTALLDPEPVCPP乙二醇5月-1月-895-13850-3-2-1599月-1月-950-51-222329-3-709月-5月-55-50-60-2732-189商品化工跨品种元吨日期LLDPE-PVCLLDPE-PPPP-PVCPP-3甲醇2023020819592781681-702023020719542751679-1162023020619902971693-902023020320743201754-472023020221242901834-861650050015500橡胶基差30010014500-10013500-30012500-50011500-700-90010500-11009500-13008500-1500基差右上海国营全乳胶现货价期货收盘价活跃合约天然橡胶1000600橡胶价差40050020000-200-400-500-600-1000-800-1000-1500-1200-1400-2000-16005月-1月9月-1月9月-5月右wwwbcqhgscom3杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里45004004000甲醇基差3002003500100300002500-1002000-2001500-300基差右华东地区甲醇现货价期货收盘价活跃合约甲醇200250150甲醇价差20010015050100050-500-100-50-150-100-200-150-250-2005月-1月9月-1月9月-5月右300300乙二醇价差100100-100-100-300-300-500-500-700-7009月-1月5月-1月9月-5月25002000价差150010005000-500-1000LLDPE-PVCLLDPE-PPPP-PVCPP-3甲醇wwwbcqhgscom4杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里7000PTA基差650065060005500450500025045004000503500-15030002500-350基差右CCFEI价格指数PTA内盘期货收盘价活跃合约PTA2000PTA价差2000150015001000100050050000-500-500-1000-10009月-1月9月-5月5月-1月右10500LLDPE基差1000100008006009500400900020085000-2008000-4007500-6007000-800基差右华东地区LLDPE现货价期货收盘价活跃合约LLDPE500500300LLDPE价差300100100-100-100-300-300-500-500-700-700-900-9009月-1月9月-5月5月-1月右wwwbcqhgscom5杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里17000PVC基差2000150001500130001000110005009000700005000-500基差右华东地区PVC现货价期货收盘价活跃合约PVC800PVC价差6004002000-200-4005月-1月9月-1月9月-5月1100060010500PP基差400100002009500900008500-2008000-4007500-60070006500-8006000-1000基差右华东地区PP现货价期货收盘价活跃合约PP4001200PP价差80040000-400-800-400-12009月-1月9月-5月5月-1月右wwwbcqhgscom6杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里三黑色商品黑色基差元吨日期螺纹钢铁矿石焦炭焦煤202302081783914-79355965202302072256101160061152023020621529035556045202302031989881530628020230202273711646406395商品黑色跨期元吨跨期螺纹钢5月-1月90010月-1月52010月-5月-380铁矿石焦炭焦煤5月-1月695208514859月-1月3159805109月-5月-380-1105-975商品黑色跨品种日期螺矿螺焦焦焦煤螺-热卷202302084781451615153-710202302074781461115040-510202302064741470015007-460202302034751470815215-290202302024801472015251-1507000螺纹钢基差120060001000500080060040004003000200200001000-2000-400基差右HRB400现货价20mm上海期货收盘价活跃合约螺纹钢900螺纹钢价差900400400-100-100-600-600-1100-11005月-1月10月-1月10月-5月wwwbcqhgscom7杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里18006001600铁矿石基差50014001200400100030080060020040010020000基差右澳大利亚PB粉矿现货价青岛港期货收盘价活跃合约铁矿石1200270铁矿石价差100022080017060012040070200200-30-200-80-400-130201812201842201872201912201942201972202012202042202072202112202142202172202212202242202272202312201910220201022021102202210220181025月-1月9月-1月9月-5月500020004500焦炭基差4000150035001000300025005002000150001000-5005000-1000基差右准一级冶金焦现货价天津港期货收盘价活跃合约焦炭2000400焦炭价差300150020010001000500-100-2000-300-500-400-500-1000-6005月-1月9月-5月9月-1月wwwbcqhgscom8杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里450025004000焦煤基差20003500300015002500100020001500500100005000-500基差右澳大利亚主焦煤现货价京唐港期货收盘价活跃合约焦煤1500800焦煤价差600100040050020000-200-400-500-600-1000-800-1000-1500-12005月-1月9月-5月9月-1月2018422018722019122019422019722020122020422020722021422022122022722023122018122021122021722022422018102201910220201022022102202110224比价90228020187016601450121040螺焦焦焦煤螺矿右11001100900价差900700700500500300300100100-100-300-100-500-300-700-500-900201812201842201872201972202012202072202112202142202172202272202312201942202042202212202242201912螺-热卷线材-螺右20181022020102202110220221022019102wwwbcqhgscom9杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里四有色金属一国内市场商品有色国内基差元吨日期铜铝锌铅镍锡20230208-370-13040-206780-292020230207-320-9545-607300-65020230206-120-310-105-854290-76020230203-430-225-55-255740-180020230202200-9525-9011020780800003000沪铜基差2500750002000700001500100065000500600000-50055000-100050000-1500基差右长江现货价格铜期货收盘价活跃合约阴极铜2700080025000沪铝基差600230004002100020019000017000-20015000-40013000-60011000-800基差右长江现货价格铝期货收盘价活跃合约铝1700040016500沪铅基差30016000200155001001500001450014000-10013500-20013000-300基差右长江现货价格铅期货收盘价活跃合约铅wwwbcqhgscom10杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里300001500沪锌基差28000100050026000024000-50022000-100020000-150018000-2000基差右长江现货价格锌期货收盘价活跃合约锌36000030000310000沪镍基差250002600002000015000210000100001600005000110000060000-500010000-10000基差右长江现货价格镍期货收盘价活跃合约镍45000030000沪锡基差2500040000020000350000150001000030000050002500000-5000200000-10000150000-15000基差右长江现货价格锡期货收盘价活跃合约锡wwwbcqhgscom11杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里二伦敦市场商品LME有色日期铜铝锌铅镍锡20230208LME升贴水-2875-388535011450-19800-9300沪伦比7637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