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2023-03-01分享类别指标名称2023-03-012023-02-28涨跌涨跌幅螺纹现货折盘4270424030071量化研究中心价元吨螺纹01合约4091406031076元吨13083717906螺纹05合约4216417442101元吨hujkhrrdqhcom螺纹10合约4160412634082元吨螺纹01合约基179180-1-056差元吨螺纹螺纹05合约基5466-12-1818差元吨螺纹10合约基110114-4-351差元吨螺纹01合约基0040040-125差率螺纹05合约基001002-001-1876差率螺纹10合约基0030030-419差率类别指标名称2023-03-012023-02-28涨跌涨跌幅热轧现货折盘431042803007价元吨热轧01合约4173413538092元吨热轧05合约4304426044103元吨热轧10合约424341974611元吨热轧01合约基137145-8-552差元吨热轧热轧05合约基620-14-70差元吨热轧10合约基6783-16-1928差元吨热轧01合约基0030030-617差率热轧05合约基000-7021差率热轧10合约基0020020-1984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2023-03-012023-02-28涨跌涨跌幅铁矿现货折盘价元9740796755652067吨铁矿01合约元吨81580114175铁矿05合约元吨9085888520225铁矿09合约元吨8525836516191铁矿01合约基差元1590716655-748-45吨铁矿铁矿05合约基差元65577905-1348-1706吨铁矿09合约基差元1215713105-948-724吨铁矿01合约基差率016017-001-513铁矿05合约基差率007008-001-1762铁矿09合约基差率012014-002-786类别指标名称2023-03-012023-02-28涨跌涨跌幅焦煤现货折盘价元243642426410041吨焦煤01合约元吨17895178158045焦煤05合约元吨203352013520099焦煤09合约元吨187018628043焦煤01合约基差元646964492031吨焦煤焦煤05合约基差元40294129-10-242吨焦煤09合约基差元566456442035吨焦煤01合约基差率0270270-01焦煤05合约基差率0170170-282焦煤09合约基差率0230230-006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2023-03-012023-02-28涨跌涨跌幅焦炭现货折盘价元2810281000吨焦炭01合约元吨269052645455172焦炭05合约元吨296329015615212焦炭09合约元吨281352771542152焦炭01合约基差元1195165-455-2758吨焦炭焦炭05合约基差元-153-915-615-6721吨焦炭09合约基差元-35385-42-10909吨焦炭01合约基差率004006-002-2758焦炭05合约基差率-005-003-002-6721焦炭09合约基差率0001-001-10909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201920202021202220232016-20172017-20182018-20192019-20202020-2021500700400600300500400200300100200056100-1000-200-100-300-2005-25-266-187-118-48-279-2010-1311-611-2812-210-110-2111-1011-2812-161-111-292-173-63-244-28螺纹钢跨期价差RB10-RB01农历螺纹钢01合约基差农历201920202021202220232019202020212022202335080030070025060050020040015030017969200100100500-1000-200-50-300-400-1001-71-282-173-73-264-155-65-256-147-47-238-139-51-72-83-104-115-146-157-178-209-2310-2511-2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2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-2021140011001000120090010008007008006005006004004003001102005420010000-100-200-200-4006-16-297-288-279-2610-2411-2312-211-252-233-2210-111-612-101-202-243-295-46-97-148-219-26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201920202021202220232016-20172017-20182018-20192019-20202020-202150039045036033040030035027030024025021018020015015012010061905060300-505-25-256-167-87-298-229-1410-610-2711-1912-1010-110-2111-1011-2812-161-111-292-173-63-245-29热卷跨期价差HC10-HC01农历热卷01合约基差农历2019202020212022202320192020202120222023240700220600200180500160400140120300100702001378060100400200-1001-71-282-173-73-264-155-65-256-147-47-238-139-51-72-83-104-115-146-157-178-209-2310-2511-2热卷05合约基差农历热卷10合约基差农历2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-20211000100090090080080070070060060050050040040030030020020067100610000-100-100-200-2006-16-297-288-279-2610-2411-2312-211-252-233-2210-111-312-41-112-123-144-155-186-197-218-25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201920202021202220232016-20172017-20182018-20192019-20202020-2021140200120180100160801406012040100208056060-2040-4020-6005-25-266-187-118-48-279-2010-1311-611-2812-29-79-2910-1911-1011-3012-201-172-72-273-184-8铁矿跨期价差I09-I01农历铁矿01合约基差农历2019202020212022202320192020202120222023240600220550200500180450160400140350120300100802501590656037520040150201000501-111-302-173-53-224-94-265-156-26-197-77-248-131-71-272-173-83-284-185-105-306-207-118-28-239-15铁矿05合约基差农历铁矿09合约基差农历2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-20215505005004504504004003503503003002502502002001501215656556515010050100050-5005-16-47-68-79-910-1011-1212-131-202-213-239-110-211-412-51-132-143-164-175-196-207-22跨期价差与基差跟踪焦煤焦煤跨期价差JM01-JM05农历2016-20172017-20182018-20192019-20202020-20212019202020212022202360080050070040060030050016352004003001002000100-1000-200-100-200-300-300-4005-25-266-187-118-48-279-2010-1311-611-2812-29-79-3010-2111-1312-412-251-232-143-63-274-2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20192020202120222023201920202021202220231400600550120050010004506469400800350600300250400200200150805100050-2000-50-400-6001-111-302-173-53-224-94-265-156-26-197-77-248-131-71-272-173-83-284-185-105-306-207-118-28-239-15焦煤05合约基差农历焦煤09合约基差农历2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-20211800180016001600140014001200120010001000800800600402956644006002004000200-2000-400-200-600-400-800-6006-16-297-288-279-2610-2411-2312-211-252-233-229-110-511-1012-141-252-294-45-96-137-188-24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201920202021202220232016-20172017-20182018-20192019-20202020-202190080055050070045060040050035030040025014953002001502001001005000-50-100-100-2005-25-266-187-118-48-279-2010-1311-611-2812-29-79-3010-2111-1312-412-251-232-143-63-274-2焦炭跨期价差J09-J01农历焦炭01合约基差农历201920202021202220232019202020212022202316001100140010009001200800100070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