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2023-03-07分享类别指标名称2023-03-072023-03-06涨跌涨跌幅螺纹现货折盘432042903007量化研究中心价元吨螺纹01合约4120408634083元吨13083717906螺纹05合约424842103809元吨hujkhrrdqhcom螺纹10合约4192415933079元吨螺纹01合约基200204-4-196差元吨螺纹螺纹05合约基7280-8-10差元吨螺纹10合约基128131-3-229差元吨螺纹01合约基0050050-264差率螺纹05合约基0020020-1062差率螺纹10合约基0030030-297差率类别指标名称2023-03-072023-03-06涨跌涨跌幅热轧现货折盘4370434030069价元吨热轧01合约4210419119045元吨热轧05合约4343432518042元吨热轧10合约4277425423054元吨热轧01合约基16014911738差元吨热轧热轧05合约基27151280差元吨热轧10合约基93867814差元吨热轧01合约基004003001665差率热轧05合约基00100017876差率热轧10合约基002002074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2023-03-072023-03-06涨跌涨跌幅铁矿现货折盘价元9816697298868089吨铁矿01合约元吨817581057086铁矿05合约元吨9095897125139铁矿09合约元吨854584559106铁矿01合约基差元1641616248168104吨铁矿铁矿05合约基差元72167598-382-502吨铁矿09合约基差元1271612748-032-025吨铁矿01合约基差率0170170014铁矿05合约基差率007008-001-586铁矿09合约基差率0130130-113类别指标名称2023-03-072023-03-06涨跌涨跌幅焦煤现货折盘价元243642436400吨焦煤01合约元吨17701775-5-028焦煤05合约元吨197351980-65-033焦煤09合约元吨185051854-35-019焦煤01合约基差元666466145076吨焦煤焦煤05合约基差元4629456465142吨焦煤09合约基差元585958243506吨焦煤01合约基差率0270270076焦煤05合约基差率0190190142焦煤09合约基差率024024006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2023-03-072023-03-06涨跌涨跌幅焦炭现货折盘价元2810281000吨焦炭01合约元吨26765266975028焦炭05合约元吨291252926-135-046焦炭09合约元吨278027935-135-048焦炭01合约基差元1335141-75-532吨焦炭焦炭05合约基差元-1025-1161351164吨焦炭09合约基差元301651358182吨焦炭01合约基差率0050050-532焦炭05合约基差率-004-00401164焦炭09合约基差率00100108182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201920202021202220232016-20172017-20182018-20192019-20202020-2021500700400600300500400200300100200051100-1000-200-100-300-2005-25-266-187-118-48-279-2010-1311-611-2812-210-110-2111-1011-2812-161-111-292-173-63-244-28螺纹钢跨期价差RB10-RB01农历螺纹钢01合约基差农历201920202021202220232019202020212022202335080030070025060050020040020015030073200100100500-1000-200-50-300-400-1001-71-282-173-73-264-155-65-256-147-47-238-139-51-72-83-104-115-146-157-178-209-2310-2511-2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2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-2021140011001000120090010008007008006005006004004003001312007220010000-100-200-200-4006-16-297-288-279-2610-2411-2312-211-252-233-2210-111-612-101-202-243-295-46-97-148-219-26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201920202021202220232016-20172017-20182018-20192019-20202020-202150039045036033040030035027030024025021018020015015071120100905060300-505-25-256-167-87-298-229-1410-610-2711-1912-1010-110-2111-1011-2812-161-111-292-173-63-245-29热卷跨期价差HC10-HC01农历热卷01合约基差农历2019202020212022202320192020202120222023240700220600200180500160400140120300100200149806360100400200-1001-71-282-173-73-264-155-65-256-147-47-238-139-51-72-83-104-115-146-157-178-209-2310-2511-2热卷05合约基差农历热卷10合约基差农历2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-202110001000900900800800700700600600500500400400300300200200861001510000-100-100-200-2006-16-297-288-279-2610-2411-2312-211-252-233-2210-111-312-41-112-123-144-155-186-197-218-25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201920202021202220232016-20172017-20182018-20192019-20202020-20211402001201801001608014060120401002080515060-2040-4020-6005-25-266-187-118-48-279-2010-1311-611-2812-29-79-2910-1911-1011-3012-201-172-72-273-184-8铁矿跨期价差I09-I01农历铁矿01合约基差农历20192020202120222023201920202021202220232406002205502005001804501604001403501203001002508016248603520040150201000501-111-302-173-53-224-94-265-156-26-197-77-248-131-71-272-173-83-284-185-105-306-207-118-28-239-15铁矿05合约基差农历铁矿09合约基差农历2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-202155050050045045040040035035030030025025020020015012748759815010050100050-5005-16-47-68-79-910-1011-1212-131-202-213-239-110-211-412-51-132-143-164-175-196-207-22跨期价差与基差跟踪焦煤焦煤跨期价差JM01-JM05农历2016-20172017-20182018-20192019-20202020-2021201920202021202220236008005007004006003005002001264003001002000100-1000-200-100-200-300-300-4005-25-266-187-118-48-279-2010-1311-611-2812-29-79-3010-2111-1312-412-251-232-143-63-274-2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2019202020212022202320192020202120222023140060055012005001000450661440080035060030025040020020015079100050-2000-50-400-6001-111-302-173-53-224-94-265-156-26-197-77-248-131-71-272-173-83-284-185-105-306-207-118-28-239-15焦煤05合约基差农历焦煤09合约基差农历2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-20211800180016001600140014001200120010001000800456480058246004006002004000200-2000-400-200-600-400-800-6006-16-297-288-279-2610-2411-2312-211-252-233-229-110-511-1012-141-252-294-45-96-137-188-24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201920202021202220232016-20172017-20182018-20192019-20202020-202190080055050070045060040050035030040025030020013251502001001005000-50-100-100-2005-25-266-187-118-48-279-2010-1311-611-2812-29-79-3010-2111-1312-412-251-232-143-63-274-2焦炭跨期价差J09-J01农历焦炭01合约基差农历2019202020212022202320192020202120222023160011001400100090012008001000700800600500600400400141300124520020010000-20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