研究报告全文：图表设置下载图片另存为PDF跨期价差与基差跟踪煤焦钢矿2023-02-28分享类别指标名称2023-02-282023-02-27涨跌涨跌幅螺纹现货折盘42404260-20-047量化研究中心价元吨螺纹01合约40604070-10-025元吨13083717906螺纹05合约41744191-17-041元吨hujkhrrdqhcom螺纹10合约41264140-14-034元吨螺纹01合约基180190-10-526差元吨螺纹螺纹05合约基6669-3-435差元吨螺纹10合约基114120-6-5差元吨螺纹01合约基0040040-482差率螺纹05合约基0020020-39差率螺纹10合约基0030030-455差率类别指标名称2023-02-282023-02-27涨跌涨跌幅热轧现货折盘42804290-10-023价元吨热轧01合约41354149-14-034元吨热轧05合约42604277-17-04元吨热轧10合约41974216-19-045元吨热轧01合约基1451414284差元吨热轧热轧05合约基201375385差元吨热轧10合约基837491216差元吨热轧01合约基0030030308差率热轧05合约基0005421差率热轧10合约基00200201242差率数据来源WIND华融融达期货研究所跨期价差与基差跟踪煤焦钢矿类别指标名称2023-02-282023-02-27涨跌涨跌幅铁矿现货折盘价元9675598058-1303-133吨铁矿01合约元吨801802-1-012铁矿05合约元吨888588553034铁矿09合约元吨836583605006铁矿01合约基差元1665517858-1203-673吨铁矿铁矿05合约基差元79059508-1603-1685吨铁矿09合约基差元1310514458-1353-935吨铁矿01合约基差率017018-001-548铁矿05合约基差率00801-002-1573铁矿09合约基差率014015-001-813类别指标名称2023-02-282023-02-27涨跌涨跌幅焦煤现货折盘价元242642426400吨焦煤01合约元吨178151815-335-185焦煤05合约元吨201352064-505-245焦煤09合约元吨186218995-375-197焦煤01合约基差元64496114335548吨焦煤焦煤05合约基差元412936245051393吨焦煤09合约基差元56445269375712吨焦煤01合约基差率027025002548焦煤05合约基差率0170150021393焦煤09合约基差率023022001712数据来源WIND华融融达期货研究所跨期价差与基差跟踪煤焦钢矿类别指标名称2023-02-282023-02-27涨跌涨跌幅焦炭现货折盘价元2810281000吨焦炭01合约元吨264526945-495-184焦炭05合约元吨290152938-365-124焦炭09合约元吨277152795-235-084焦炭01合约基差元16511554954286吨焦炭焦炭05合约基差元-915-1283652852吨焦炭09合约基差元3851523515667吨焦炭01合约基差率0060040024286焦炭05合约基差率-003-0050022852焦炭09合约基差率001001015667跨期价差与基差跟踪螺纹钢螺纹钢跨期价差RB01-RB05农历螺纹钢跨期价差RB05-RB10农历201920202021202220232016-20172017-20182018-20192019-20202020-2021500700400600300500400200300100200010048-1000-200-100-300-2005-25-266-187-118-48-279-2010-1311-611-2812-210-110-2111-1011-2812-161-111-292-173-63-244-28螺纹钢跨期价差RB10-RB01农历螺纹钢01合约基差农历201920202021202220232019202020212022202335080030070025060050020040015030018020010066100500-1000-200-50-300-400-1001-71-282-173-73-264-155-65-256-147-47-238-139-51-72-83-104-115-146-157-178-209-2310-2511-2数据来源WIND华融融达期货研究所跨期价差与基差跟踪煤焦钢矿螺纹钢05合约基差农历螺纹钢10合约基差农历2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-2021140011001000120090010008007008006005006004004003001142006620010000-100-200-200-4006-16-297-288-279-2610-2411-2312-211-252-233-2210-111-612-101-202-243-295-46-97-148-219-26跨期价差与基差跟踪热轧热卷跨期价差HC01-HC05农历热卷跨期价差HC05-HC10农历201920202021202220232016-20172017-20182018-20192019-20202020-202150039045036033040030035027030024025021018020015015012010063905060300-505-25-256-167-87-298-229-1410-610-2711-1912-1010-110-2111-1011-2812-161-111-292-173-63-245-29热卷跨期价差HC10-HC01农历热卷01合约基差农历2019202020212022202320192020202120222023240700220600200180500160400140120300100200145806260100400200-1001-71-282-173-73-264-155-65-256-147-47-238-139-51-72-83-104-115-146-157-178-209-2310-2511-2热卷05合约基差农历热卷10合约基差农历2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-202110001000900900800800700700600600500500400400300300200200831002010000-100-100-200-2006-16-297-288-279-2610-2411-2312-211-252-233-2210-111-312-41-112-123-144-155-186-197-218-25数据来源WIND华融融达期货研究所跨期价差与基差跟踪煤焦钢矿跨期价差与基差跟踪铁矿铁矿跨期价差I01-I05农历铁矿跨期价差I05-I09农历201920202021202220232016-20172017-20182018-20192019-20202020-2021140200120180100160801406012040100208052060-2040-4020-6005-25-266-187-118-48-279-2010-1311-611-2812-29-79-2910-1911-1011-3012-201-172-72-273-184-8铁矿跨期价差I09-I01农历铁矿01合约基差农历2019202020212022202320192020202120222023240600220550200500180450160400140350120300100250801665536035520040150201000501-111-302-173-53-224-94-265-156-26-197-77-248-131-71-272-173-83-284-185-105-306-207-118-28-239-15铁矿05合约基差农历铁矿09合约基差农历2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-20215505005004504504004003503503003002502502002001501310537905315010050100050-5005-16-47-68-79-910-1011-1212-131-202-213-239-110-211-412-51-132-143-164-175-196-207-22跨期价差与基差跟踪焦煤焦煤跨期价差JM01-JM05农历2016-20172017-20182018-20192019-20202020-20212019202020212022202360080050070040060030050015152004003001002000100-1000-200-100-200-300-300-4005-25-266-187-118-48-279-2010-1311-611-2812-29-79-3010-2111-1312-412-251-232-143-63-274-2数据来源WIND华融融达期货研究所跨期价差与基差跟踪煤焦钢矿焦煤跨期价差JM09-JM01农历焦煤01合约基差农历20192020202120222023201920202021202220231400600550120050010004506449400800350600300250400200200150805100050-2000-50-400-6001-111-302-173-53-224-94-265-156-26-197-77-248-131-71-272-173-83-284-185-105-306-207-118-28-239-15焦煤05合约基差农历焦煤09合约基差农历2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-20211800180016001600140014001200120010001000800800600412956444006002004000200-2000-400-200-600-400-800-6006-16-297-288-279-2610-2411-2312-211-252-233-229-110-511-1012-141-252-294-45-96-137-188-24跨期价差与基差跟踪焦炭焦炭跨期价差J01-J05农历焦炭跨期价差J05-J09农历201920202021202220232016-20172017-20182018-20192019-20202020-20219008005505007004506004005003503004002503002001301502001001005000-50-100-100-2005-25-266-187-118-48-279-2010-1311-611-2812-29-79-3010-2111-1312-412-251-232-143-63-274-2焦炭跨期价差J09-J01农历焦炭01合约基差农历201920202021202220232019202020212022202316001100140010009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