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2023-03-30分享类别指标名称2023-03-302023-03-29涨跌涨跌幅螺纹现货折盘4250424010024量化研究中心价元吨螺纹01合约404440431002元吨13083717906螺纹05合约4167415116039元吨hujkhrrdqhcom螺纹10合约412741189022元吨螺纹01合约基2061979457差元吨螺纹螺纹05合约基8389-6-674差元吨螺纹10合约基1231221082差元吨螺纹01合约基0050050432差率螺纹05合约基0020020-696差率螺纹10合约基0030030058差率类别指标名称2023-03-302023-03-29涨跌涨跌幅热轧现货折盘4330432010023价元吨热轧01合约4150413515036元吨热轧05合约427442713007元吨热轧10合约421742089021元吨热轧01合约基180185-5-27差元吨热轧热轧05合约基564971429差元吨热轧10合约基1131121089差元吨热轧01合约基0040040-293差率热轧05合约基00100101402差率热轧10合约基0030030066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2023-03-302023-03-29涨跌涨跌幅铁矿现货折盘价元980589729876078吨铁矿01合约元吨7825769135176铁矿05合约元吨9055890515168铁矿09合约元吨8255811514173铁矿01合约基差元1980820398-59-289吨铁矿铁矿05合约基差元75088248-74-898吨铁矿09合约基差元1550816148-64-397吨铁矿01合约基差率02021-001-365铁矿05合约基差率0080080-968铁矿09合约基差率016017-001-471类别指标名称2023-03-302023-03-29涨跌涨跌幅焦煤现货折盘价元2100210000吨焦煤01合约元吨16561649565039焦煤05合约元吨18335183251005焦煤09合约元吨173917185205119焦煤01合约基差元4444505-65-144吨焦煤焦煤05合约基差元26652675-1-037吨焦煤09合约基差元3613815-205-537吨焦煤01合约基差率0210210-144焦煤05合约基差率0130130-037焦煤09合约基差率017018-001-537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2023-03-302023-03-29涨跌涨跌幅焦炭现货折盘价元2810281000吨焦炭01合约元吨249452479155063焦炭05合约元吨26795267095036焦炭09合约元吨2597256928109焦炭01合约基差元3155331-155-468吨焦炭焦炭05合约基差元1305140-95-679吨焦炭09合约基差元213241-28-1162吨焦炭01合约基差率011012-001-468焦炭05合约基差率0050050-679焦炭09合约基差率008009-001-1162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201920202021202220232016-20172017-20182018-20192019-20202020-20215007004006003005004002003001002000100-1000-200-100-300-2005-25-266-187-118-48-279-2010-1311-611-2812-210-110-2211-1212-112-201-162-52-243-144-3螺纹钢跨期价差RB10-RB01农历螺纹钢01合约基差农历201920202021202220232019202020212022202335080030070025060050020040020615030075200100100500-1000-200-50-300-400-1001-71-282-173-73-264-155-65-256-147-47-238-139-51-72-83-104-115-146-157-178-209-2310-2511-2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2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-20211400110010001200900100080070080060050060040040030012220020010000-100-200-200-4006-16-297-288-279-2610-2411-2312-211-252-233-2210-111-612-101-202-243-295-46-97-148-219-26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201920202021202220232016-20172017-20182018-20192019-20202020-2021500390450360330400300350270300240250210180200150150120100905060300-505-25-256-167-87-298-229-1410-610-2711-1912-1010-110-2111-1011-2812-161-111-292-173-63-244-13热卷跨期价差HC10-HC01农历热卷01合约基差农历2019202020212022202320192020202120222023240700220600200180500160400140120300100185732008060100400200-1001-71-282-173-73-264-155-65-256-147-47-238-139-51-72-83-104-115-146-157-178-209-2310-2511-2热卷05合约基差农历热卷10合约基差农历2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-20211000100090090080080070070060060050050040040030030020020011210010000-100-100-200-2006-16-297-288-279-2610-2411-2312-211-252-233-2210-111-312-41-112-123-144-155-186-197-218-25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201920202021202220232016-20172017-20182018-20192019-20202020-2021140200120180100160801401206010040802060040-2020-400-60-205-25-266-187-118-48-279-2010-1311-611-2812-29-79-3010-2111-1312-412-251-232-143-63-274-18铁矿跨期价差I09-I01农历铁矿01合约基差农历201920202021202220232019202020212022202324060022055020050018045016040014035012030010020398802506042520040150201000501-111-302-173-53-224-94-265-156-26-197-77-248-131-71-272-173-83-284-185-105-306-207-118-28-239-15铁矿05合约基差农历铁矿09合约基差农历2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-202155050050045045040040035035030030025025020020015015010050100050-5005-16-47-68-79-910-1011-1212-131-202-213-239-110-211-412-51-132-143-164-175-196-207-22跨期价差与基差跟踪焦煤焦煤跨期价差JM01-JM05农历2016-20172017-20182018-20192019-20202020-2021201920202021202220236008005007004006003005002004003001002000100-1000-200-100-200-300-300-4005-25-266-187-118-48-279-2010-1311-611-2812-29-79-3010-2111-1312-412-251-232-143-63-274-18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2019202020212022202320192020202120222023180060055016005001400450120040035010003008002506004505200400150691002005000-50-200-4001-111-302-173-53-224-94-265-156-26-197-77-248-131-71-272-173-83-284-185-105-306-207-118-28-239-15焦煤05合约基差农历焦煤09合约基差农历2016-20172017-20182018-20192019-20202020-20212016-20172017-20182018-20192019-20202020-20212200220020002000180018001600160014001400120012001000100080080060060040040020020000-200-200-400-4006-16-297-288-279-2610-2411-2312-211-252-233-229-110-511-1012-141-252-294-45-96-137-188-24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201920202021202220232016-20172017-20182018-20192019-20202020-20219008005505007004506004005003503004002503002001502001001005000-50-100-100-2005-25-266-187-118-48-279-2010-1311-611-2812-29-79-3010-2111-1312-412-251-232-143-63-274-18焦炭跨期价差J09-J01农历焦炭01合约基差农历20192020202120222023201920202021202220231600110014001000900120080010007008006005006003314004003002009020010000-200-100-200-400-6001-111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