【行情回顾】
　　卷螺主力合约夜盘高开震荡下行，上午开盘直线跳水，午后小幅反弹回升；最终螺纹2305合约价格收于4210元/吨，跌幅0.92%；热卷2305合约价格收于4325元/吨，跌幅0.53%。
　　【现货概述】
　　钢材现货价格整体下调，现货成交一般；其中上海螺纹HRB400E20MM价格4290元/吨(-20)，4.75上海热卷价格4340元/吨(-40)，钢银现货成交量247463吨(-94332)。
　　

研究报告全文：图表设置下载图片另存为PDF卷螺日报2023-03-07分享题目盘面价格出现调整关注需求恢复情况作者黑色研究中心摘要电话15993379356行情回顾邮箱卷螺主力合约夜盘高开震荡下行上午开盘直线跳水午后小wangbbhrrdqhcom幅反弹回升最终螺纹2305合约价格收于4210元吨跌幅从业资格号F03095193092热卷2305合约价格收于4325元吨跌幅053现货概述钢材现货价格整体下调现货成交一般其中上海螺纹HRB400E20MM价格4290元吨-20475上海热卷价格4340元吨-40钢银现货成交量247463吨-94332市场分析今日卷螺盘面价格震荡运行从基本面数据来看钢厂利润持续修复钢材产量继续回升目前短流程钢厂基本完成复产后续螺纹产量增幅或将缩小需求方面现货成交回暖表需继续恢复库存延续去化2月PMI超预期一二线城市商品房成交回升需求复苏预期加强成本方面矿难事件对煤焦价格逐渐减弱铁矿炒作行为关注提高但钢厂处于复产节奏中对原料需求存在一定支撑总体来说钢材基本面处于供需双增的局面下游施工逐渐进入旺季需求验证开启重点关注需求恢复成色地产利好政策短期行情或震荡运行策略建议暂时观望风险提示需求回升不及预期螺纹价格与价差结构类别指标名称2023-03-062023-03-03涨跌涨跌幅螺纹价格杭州43104350-40-092现货价格螺纹价格天津42304240-10-024螺纹价格广州4450443020045螺纹01合约价格40864145-59-142期货价格螺纹05合约价格42104272-62-145螺纹10合约价格41594215-56-133螺纹01合约基差204165392364基差螺纹05合约基差80384211053螺纹10合约基差1319536378901-05合约价差----跨期价差05-10合约价差5157-6-1053价格螺纹价格杭州元吨价格螺纹主力合约价格元吨20182019202020212022202320192020202120222023630063006000600057005700540054005100510048004800450042104500431042004200390039003600360033003300300001-0202-0603-1304-1805-2406-2808-0209-0610-1811-2212-201-0202-0603-1304-1805-2707-0108-0509-0910-2111-2512-3基差螺纹01合约基差元吨基差螺纹05合约基差元吨201920202021202220232017-20182018-20192019-20202020-20212021-20222022-202380011007001000600900500800400700300204600500200400100300020080-100100-2000-300-100-400-20002-0103-0404-0405-1006-1007-1108-1109-1110-1911-1912-2006-0107-0308-0409-0510-1411-1512-1701-1902-2003-2404-2基差螺纹10合约基差元吨跨期价差螺纹01-05合约价差元吨2017-20182018-20192019-20202020-20212021-20222018201920202021202220232022-20231400450120040010003503008002506002001504001001312005000-50-200-100-150-40011-0112-0401-0702-0903-1404-1705-2106-2307-2608-2809-306-0106-2107-1107-3108-2009-0909-2910-2611-1512-0512-25数据来源wind钢联跨期价差05-10合约价差元吨跨期价差螺纹10-01合约价差元吨2017-20182018-20192019-20202020-20212021-20222018201920202021202220232022-20234507004006003503005002504002003001501005120073501000-500-100-10011-0111-1912-0712-2501-1301-3102-1803-0803-2604-1402-0102-2403-1904-1205-0605-2906-2107-1408-0608-2909-21远期结构曲线螺纹3个月前螺纹远期结构2个月前螺纹远期结构1个月前螺纹远期结构最新螺纹远期结构4350430042504200415041004050400039503900385038003750370036502022-12-012023-03-012023-04-062023-06-012023-07-062023-09-012023-10-062023-12-012024-01-06远期结构评估螺纹历史评估螺纹远期结构10908070605040302010-01-02-03-04-052020-01-022020-04-162020-07-282020-11-092021-02-192021-06-012021-09-062021-12-202022-04-012022-07-142022-10-262023-02-07数据来源wind钢联螺纹利润结构类别指标名称2023-03-062023-03-03涨跌涨跌幅现货利润螺纹利润-44579-480143435715螺纹01合约利润3236533905-154-454盘面利润螺纹05合约利润172117595-385-219螺纹10合约利润27492922-173-59201合约利润基差-76944-819194975607利润基差05合约利润基差-61789-6560938258210合约利润基差-72069-772345165669利润螺纹盘面利润利润长流程螺纹利润元吨01合约盘面利润05合约盘面利润10合约盘面利润2020202120222023270012002400100021008001800600150040012002009000600300-200-4457930-400-300-600-600-8002018-08-012019-06-252020-05-152021-04-022022-02-242023-01-01-0202-0503-1104-1605-2406-2808-0109-0410-1611-1912-23利润电炉钢利润华东元吨利润差螺纹长短流程利润差201820192020202120222023螺纹利润电炉钢利润华东利润差140014001200120010001000800800600600400200400020078816-2000-400-600-200-800-400-100001-0202-0603-1304-1805-2406-2808-0209-0610-1811-2212-22019-08-012020-04-202020-12-302021-09-132022-05-312023-02远期结构曲线螺纹利润3个月前螺纹远期结构2个月前螺纹远期结构1个月前螺纹远期结构最新螺纹远期结构350300250200150100500-50-1002022-12-012023-03-012023-04-062023-06-012023-07-062023-09-012023-10-062023-12-012024-01-06数据来源wind钢联热卷价格与价差结构类别指标名称2023-03-062023-03-03涨跌涨跌幅上海热卷价格----现货价格天津热卷价格----广州热卷价格----热卷01合约价格41914239-48-113期货价格热卷05合约价格43254371-46-105热卷10合约价格42544300-46-107热卷01合约基差149171-22-1287基差热卷05合约基差1539-24-6154热卷10合约基差86110-24-218201-05合约价差----跨期价差05-10合约价差717100价格热轧板卷上海元吨价格热卷主力合约价格元吨201820192020202120222023201920202021202220236900660066006300630060006000570057005400540051005100480043254800434045004500420042003900390036003600330033003000300001-0202-0603-1304-1805-2406-2808-0209-0610-1811-2212-201-0202-0603-1304-1805-2707-0108-0509-0910-2111-2512-3基差热卷01合约基差基差热卷05合约基差2018201920202021202220232017-20182018-20192019-20202020-20212021-20222022-202380010007009008006007005006004005004003003001492002001510010000-100-100-20002-0103-0504-0705-1006-1107-1308-1409-1510-2411-2512-206-0107-0308-0409-0510-1411-1512-1701-1902-2003-2404-2基差热卷10合约基差跨期价差热卷01-05合约价差2017-20182018-20192019-20202020-20212021-20222018201920202021202220232022-202310009003908003603307003006002705002404002103001802008615012010090060-10030-20011-0112-0401-0702-0903-1404-1705-2106-2307-2608-2809-306-0106-2107-1107-3108-2009-0909-2910-2611-1512-0512-25数据来源wind钢联跨期价差热卷05-10合约价差跨期价差热卷10-01合约价差2017-20182018-20192019-20202020-20212021-20222018201920202021202220232022-2023450450400400350350300300250250200200150150100711006350500011-0111-1812-0512-2201-0901-2602-1203-0103-1804-0404-2202-0102-2403-1904-1205-0605-2906-2107-1408-0608-2909-21远期结构曲线热卷3个月前热轧远期结构2个月前热轧远期结构1个月前热轧远期结构最新热轧远期结构43504300425042004150410040504000395039003850380037502022-12-012023-03-012023-04-062023-06-012023-07-062023-09-012023-10-062023-12-012024-01-06远期结构评估热卷历史评估热轧远期结构10908070605040302010-012020-08-202020-11-122021-01-282021-04-222021-07-132021-09-292021-12-212022-03-152022-06-072022-08-222022-11-142023-02-06数据来源wind钢联热卷利润结构类别指标名称2023-03-062023-03-03涨跌涨跌幅现货利润热轧利润-48579-530144435837热轧01合约利润4286543305-44-102盘面利润热轧05合约利润2871274951215442热轧10合约利润36993772-73-19401合约利润基差-91444-963194875506利润基差05合约利润基差-77289-80509322410合约利润基差-85569-907345165569利润热轧盘面利润利润长流程热卷利润元吨01合约盘面利润05合约盘面利润10合约盘面利润201820192020202120222023140024001200220020001000180080016006001400400120010002008000600-200-485793400-4002000-600-8002020-08-202021-02-192021-08-122022-02-142022-08-082023-02-01-0202-0603-1304-1805-2406-2808-0209-0610-1811-2212-2远期结构曲线热轧利润3个月前热轧远期结构2个月前热轧远期结构1个月前热轧远期结构最新热轧远期结构4504003503002502001501005002022-12-012023-03-012023-04-062023-06-012023-07-062023-09-012023-10-062023-12-012024-01-06数据来源wind钢联卷螺持仓详情类别指标名称2023-03-062023-03-03涨跌涨跌幅RB01M23663218131850848螺纹持仓量RB05M19618141981344-19530-099RB10M42675741574611011265HC01M46664019647161热轧持仓量HC05M857452876209-18757-214HC10M1386801329205760433持仓螺纹2305净多单持仓量持仓热卷2305净多单持仓量净多量增加减少净多量增加减少华泰期货773982620中信期货512374524浙商期货67217-2709华泰期货47650-3129五矿期货498625598中金期货30213-586中信期货46542-13752浙商期货231514291一德期货4478019017宝城期货40470949中金财富17914-1788大地期货30362-414海证期货17597-2605广发期货29190-1854广发期货16390-95山金期货26908-645瑞银期货1443748东兴期货26620511海通期货14119-1030方正中期184806628国投安信12776-1973中泰期货170068449东证期货107122732五矿期货1633614光大期货8793-32东证期货12922624银河期货4501-7436兴证期货1098-6610020000400006000080000100000100002000030000400005000060000持仓螺纹2305净空单持仓量持仓热卷2305净空单持仓量净空量增加减少净空量增加减少国泰君安1459224763国贸期货4883957申万期货458766652东海期货1073243931国泰君安38786-6676申万期货681685458物产中大26232-2283国贸期货59938-1092瑞达期货22659-1290国投安信537034741永安期货22219-531银河期货181392365瑞达期货43015-2030国富期货16433-119中辉期货382786751南华期货14962129永安期货3431213630宝城期货12010-1626海证期货235461499一德期货11106-39光大期货84341006物产中大4795-6392方正中期5516966南华期货4357-3635中泰期货42649100300006000090000120000150000180000100002000030000400005000060000数据来源wind钢联免责声明本分析报告由华融融达期货股份有限公司提供仅作为所服务的特定企业与机构一般用途而准备未经许可任何机构和个人不得以任何形式翻版复制发布及分发本报告的全部或部分内容给其它任何人士如引用发布须注明出处华融融达期货股份有限公司且不得对本报告进行有悖原意的引用删节和修改本报告引用的信息和数据均来自于公开资料及其它合法渠道力求报告内容引用资料和数据的客观公正尽可能保证可靠准确和完整但并不保证报告所述信息的准确性和完整性本报告所提供的信息仅供参考不作为投资决策的依据客户应自主做出期货交易决策独立承担期货交易后果本报告由华融融达数据分析家httpsdthrrdqhcom动态研报生成器生成