研究报告全文：图表设置下载图片另存为PDF聚烯烃日报2023-3-24分享基差走强现货成交一般聚烯烃弱势震荡作者风云能化团期货市场周四L2305开8054最高8085最低7995结算8042跌68持仓减少4951手PP2305联系方式开7554最高7596最低7505结算7548跌30持仓减少18994手日盘期价冲高回落收阴技术面来看PP05均线系统呈现空头排列MACD8139绿柱手机号18691579830缩短两线在0轴下方粘合向上下行动力减弱短期支撑位7500压力位7700L05均线系统来看5日均线拐头向上对价格形成支撑其余均线仍存邮箱liusshrrdqhcom压力MACD8139绿柱缩短两线在0轴下方收敛向上下行动力减弱短期支撑位7900压力位8150现货市场1周四华东市场PP拉丝价格报7530-7650元吨华北线性主流报价8150-8200元吨基差PP05华东40L05华北1472周四两油库存755万吨去库05万吨PE线性膜料排产比364PE管材排产137低压中空77停车比例111PP拉丝排产比3336低熔共聚994停车8833期货盘面弱势震荡终端刚需拿货买气不足观望居多市场整体成交较弱综合分析现货市场整体成交仍旧一般聚烯烃期现货基差再次走强短期在宏观因素落地后期货盘面震荡持稳等待新的驱动因素预计短期区间震荡下跌空间有限操作建议短期L05处于7900-8150区间PP05短期处于7400-7600区间聚烯烃日报2023-3-24聚丙烯整体开工率聚丙烯开工率拉丝2017201820192020202120222023201720182019202020212022202398469644949219424092389036883431468632843028822680247822762001-0202-0503-1104-1405-1906-2207-2608-2910-0911-1212-1601-0202-0603-1304-1705-2306-2708-0109-0510-1711-2112-26聚丙烯加权利润元吨近一年不同工艺制PP生产利润元吨2017201820192020202120222023西北煤原油石脑油外采丙烯外采丙烷450025004000200035001500300010002500500200001500-5001000500-10000-419306-1500-500-2000-1000-2500-1500-300001-0302-0703-1404-1805-2406-2808-0209-0610-1811-2212-22022-03-182022-06-022022-08-102022-10-252022-12-302023-03塑料开工率整体塑料开工率LLDPE201720182019202020212022202320172018201920202021202220231005098489646949014449242904038388388684368234803278307628742601-0202-0503-1104-1405-1906-2207-2608-2910-0911-1212-1601-0202-0503-1104-1405-1906-2207-2608-2910-0911-1212-16综合制PE利润元吨近一年不同原料生产PE利润元吨2017201820192020202120222023西北煤外采乙烯原油石脑油综合利润4500250040002000350030001500250010002000500150001000292227500-5000-1000-500-1500-1000-1500-2000-2000-250001-0202-0603-1304-1705-2306-2708-0109-0510-1711-2112-262022-03-182022-06-062022-08-122022-10-282023-01-062023-0聚烯烃日报2023-3-24塑料05合约基差元吨塑料05月交割收盘价元吨201720182019202020212022202320172018201920202021202220231000100080080060060040040013713720020000-200-200-400-400-600-600-800-80002-0103-0504-0605-0906-1007-1208-1309-1410-2311-2412-2602-0103-0504-0605-0906-1007-1208-1309-1410-2311-2412-26塑料05月交割持仓量手聚丙烯05月交割持仓量手2017201820192020202120222023201720182019202020212022202345000055000050269850000040000034420645000035000040000030000035000025000030000020000025000015000020000015000010000010000050000500000002-0103-0604-0805-1206-1407-1708-1909-2110-3112-0302-0103-0604-0805-1206-1407-1708-1909-2110-3112-03聚丙烯05合约基差元吨聚丙烯05月交割收盘价元吨20172018201920202021202220232017201820192020202120222023700550000502698600500000500450000400400000300200350000100203000000250000-100200000-200150000-300-400100000-50050000-600002-0103-0504-0605-0906-1007-1208-1309-1410-2311-2412-2602-0103-0604-0805-1206-1407-1708-1909-2110-3112-03聚乙烯LLDPE仓单数量手聚丙烯注册仓单量手20172018201920202021202220232017201820192020202120222023120001100011000100001000090009000800080007000700060006000500050004000400030003000200020001174100010000001-0202-0603-1304-2205-2807-0208-0609-1010-2211-2612-301-0202-0603-1304-2005-2606-3008-0409-0810-2011-2412-2聚烯烃日报2023-3-24塑料05-09合约价差元吨聚丙烯05-09合约价差元吨201720182019202020212022202320172018201920202021202220233002501100100020090015080010061700506005000400-50300-10020033-1501000-200-100-25002-0102-1202-2303-0603-1703-2804-0804-1904-3005-1202-0102-1202-2303-0603-1703-2804-0804-1904-3005-12PVC-L价差05合约元吨塑料聚丙烯05合约价差元吨2013-20142014-20152015-20162016-20172017-2018塑料聚丙烯01合约价差元吨聚丙烯价差2018-20192019-20202020-20212021-20222022-20233000700200060050010004000300200-1000-1958100-20000-3000-100-4000-200-300-5000-400-6000-50006-0107-0308-0409-0510-1411-1512-1701-1902-2003-2404-252021-08-162021-12-082022-03-312022-07-222022-11-142023-03-PP-3MA价差05合约元吨两油石化库存万吨2016-20172017-20182018-20192019-20202020-2021201920202021202220232021-20222022-2023300017027001602400150210014018001301500120120011090010060090755300-4180070-30060-60050-9004006-0107-0308-0409-0510-1411-1512-1701-1902-2003-2404-2501-0202-0503-1104-1505-2306-2607-3009-0210-1311-1612-20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