研究报告全文：图表设置下载图片另存为PDF黑色数据报告2023-03-26分享现货黑色产业最新7天前30天前量化研究所450042003900360033001308371790630002700240021001800邮箱15001200900现货基准现货基准现货基准现货基准现货基准螺纹基本面强弱热轧基本面强弱铁矿基本面强弱焦炭基本面强弱焦煤基本面强弱hujkhrrdqhcom基差率黑色产业主力合约最新7天前30天前02018016014012010080060040020-002-004基差率M基差率M基差率M基差率M基差率M螺纹基差热轧基差铁矿基差焦炭基差焦煤基差库存分析黑色产业最新7天前30天前040302010-01-02-03-04-05库存分析库存分析库存分析焦炭库存分析库存分析社会社会港口焦企焦企螺纹基本面强弱热轧基本面强弱铁矿基本面强弱焦炭基本面强弱焦煤基本面强弱数据对比黑色产业链利润螺纹焦炭焦煤螺纹利润钢材利润焦炭利润山西焦炭利润焦煤内煤焦煤利润2700240021001800150012009006003000-300-6002016-01-042016-12-082017-11-142018-10-172019-09-182020-08-252021-07-302022-07-06数据来源钢联Wind黑色数据报告螺纹远期结构曲线螺纹元吨月最新螺纹远期结构1个月前螺纹远期结构2个月前螺纹远期结构3个月前螺纹远期结构415041004050400039503900385038003750370036502022-12-012023-03-012023-05-012023-06-242023-08-012023-09-242023-11-012023-12-242024-02-24现货上海螺纹元吨农历螺纹价格曲线元吨201820192020202120222023最新7天前30天前6300440060004350570043005400425051004200480041504500421041004200405039004000360039503300螺纹成本电炉螺纹成本RB05MRB10MRB01M1-72-123-164-215-267-28-69-1110-1511-2012-24华东基差螺纹主力合约元吨农历基差螺纹01合约元吨农历20182019202020212022202320182019202020212022202390080080070070060060050050040040023330030010320020010010000-100-100-200-200-300-300-400-4001-72-123-164-215-267-28-69-1110-1511-2012-241-72-123-164-215-267-28-69-1110-1511-2012-24基差螺纹05合约元吨农历基差螺纹10合约元吨农历201820192020202120222023201820192020202120222023110014001000120090080010007006008005004006003001034002001501002000-1000-200-300-200-4001-72-123-164-215-267-28-69-1110-1511-2012-241-72-123-164-215-267-28-69-1110-1511-2012-24数据来源钢联Wind黑色数据报告螺纹利润螺纹长流程元吨农历利润电炉华东元吨农历20182019202020212022202320182019202020212022202314001400120012001000100080080060060040040020068337546840200-2000-400-200-600-4001-72-123-164-215-267-28-69-1110-1511-2012-241-72-123-164-215-267-28-69-1110-1511-2012-24利润内贸北材南下元吨20182019202020212022202310009008007006005004003002001000-90-100-200-3001-72-123-164-215-267-28-69-1110-1511-2012-24库存螺纹厂库社库35市万吨公历201820192020202120222023220020001800160014001117271200100080060040001-0102-0203-0804-1005-1806-2508-0209-0910-1611-2312-3库存螺纹社库35市万吨公历库存螺纹钢厂万吨公历20182019202020212022202320182019202020212022202315008001400750130070012006501100600100083757550900500800450700400600350279750030040025030020020015001-0102-0203-0804-1005-1806-2508-0209-0910-1611-2312-301-0102-0103-0304-0305-1006-1507-2208-2710-0211-0812-14数据来源钢联Wind黑色数据报告热卷远期结构曲线热卷元吨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4300425042004150410040504000395039003850380037502022-12-012023-03-012023-05-012023-06-242023-08-012023-09-242023-11-012023-12-242024-02-24热卷价格曲线元吨现货热卷上海元吨农历最新7天前30天前20182019202020212022202343806900660043506300432060004290570054004260510042304800430042004500420041703900414036004110330040803000热轧成本HC05MHC10MHC01M1-72-123-164-215-267-28-69-1110-1511-2012-24基差热卷主力合约元吨农历基差热卷01合约元吨农历201820192020202120222023201820192020202120222023700800600700500600400500300400200300209100472000100-1000-200-10001-0202-0503-1104-1505-2006-2307-2708-3010-1011-1312-171-72-123-164-215-267-28-69-1110-1511-2012-24基差热卷05合约元吨农历基差热卷10合约元吨农历201820192020202120222023201820192020202120222023100010009009008008007007006006005005004004003003001362002004710010000-100-100-200-2001-72-123-164-215-267-28-69-1110-1511-2012-241-72-123-164-215-267-28-69-1110-1511-2012-24数据来源钢联Wind黑色数据报告热卷钢材利润热轧元吨农历2018201920202021202220231400120010008006004001083372000-200-4001-72-123-164-215-267-28-69-1110-1511-2012-24价差热卷冷卷元吨农历价差冷卷镀锌元吨农历20182019202020212022202320182019202020212022202314001300-501200-1001100-1501000-200-250-330900-300800-350700-400600470-450500-500400-550-600300-6502001-72-123-164-215-267-28-69-1110-1511-2012-241-72-123-164-215-267-28-69-1110-1511-2012-24库存热卷厂库社库33市万吨2018201920202021202220236005705405104804504203903603339833030027024001-0102-0103-0504-0605-1306-1807-2408-3010-0511-1112-17社会库存热卷万吨农历库存热卷厂库万吨20182019202020212022202320182019202020212022202342020039019018036017033016015030014027024953130120240110210100844590180801507001-0102-0103-0504-0605-1306-1807-2408-2910-0411-0912-1601-0102-0103-0304-0305-1006-1507-2208-2710-0211-0812-14数据来源钢联Wind黑色数据报告铁矿石远期结构曲线铁矿大连元吨最新铁矿远期结构1个月前铁矿远期结构2个月前铁矿远期结构3个月前铁矿远期结构9209008808608408208007807607407207002022-12-012023-03-012023-05-012023-06-242023-08-012023-09-242023-11-012023-12-242024-02-24现货铁矿日照PB元吨公历铁矿石价格曲线元吨201820192020202120222023最新7天前30天前17001020160099015009601400130093012009001100870100086890084080081070078060050075040061p5PB粉61p金布巴粉61p麦克粉I05MI09MI01M01-0202-0603-1304-1805-2406-2808-0209-0610-1811-2212-27日照港元干吨日照港元干吨日照港元干吨基差铁矿金布巴主力合约元吨公历基差铁矿金布巴01合约元吨公历20192020202120222023201820192020202120222023500600550450500400450350400300350300250250186752002001501507175100100505000-5001-0202-0503-1104-1505-2306-2607-3009-0210-1311-1612-2001-0202-0503-1104-1505-2006-2307-2708-3010-1011-1312-17基差铁矿金布巴05合约元吨公历基差铁矿金布巴09合约元吨公历201820192020202120222023201820192020202120222023500550450500400450350400300350300250250200147752001501507175100100505000-50-50-10001-0202-0503-1104-1505-2006-2307-2708-3010-1011-1312-1701-0202-0503-1104-1505-2006-2307-2708-3010-1011-1312-17数据来源钢联Wind黑色数据报告铁矿石利润铁矿进口PB粉元吨公历利润铁矿进口金布巴元吨公历20182019202020212022202320182019202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