研究报告全文：投资咨询业务资格证监许可20111778号运筹帷幄决胜千里期货品种套利数据日报2023年9月5日一动力煤商品动力煤元吨日期基差5月-1月9月-1月9月-5月20230904536000000202309014360000002023083133600000020230830206000000202308291360000001650700动力煤基差6001450500125040010503002008501006500450-100基差右动力煤现货价秦皇岛期货结算价活跃合约动力煤10020050动力煤价差1500-50100-10050-1500-200-250-505月-1月9月-1月9月-5月右wwwbcqhgscom1杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里二能源化工一能源商品商品能源基差元吨比价日期INT原油燃料油原油沥青20230904-1808-0175220230901--0172120230831-116134270171420230830-139628260170220230829-11141220201717900原油基差120800100807006060040500200400-20300-40200-60基差右原油现货价中国胜利期货收盘价活跃合约INE原油4500燃料油基差4003004000200350010030000-1002500-2002000-300基差右燃料油现货价FOB新加坡期货收盘价活跃合约燃料油022020比价018016014012010原油沥青wwwbcqhgscom2杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里二化工商品商品化工基差元吨日期天胶甲醇PTALLDPEPVCPP20230904--23786550-1320230901-1360-204630-130-5120230831-1180-24561125-51-4520230830-1255-485-15114-106-3620230829-1155-2788--1-商品化工跨期元吨跨期天胶甲醇PTALLDPEPVCPP乙二醇5月-1月-130-124-54-8028-411109月-1月-1370-5230-10-101-4-1649月-5月-1240728470-12937-274商品化工跨品种元吨日期LLDPE-PVCLLDPE-PPPP-PVCPP-3甲醇2023090419155671348832023090120595651494-292023083120406001440122023083020576051452452023082920506361414981550050030014500橡胶基差10013500-10012500-300-50011500-70010500-900-11009500-13008500-1500基差右上海国营全乳胶现货价期货收盘价活跃合约天然橡胶500600橡胶价差40002000-500-200-400-600-1000-800-1000-1500-1200-1400-2000-16005月-1月9月-1月9月-5月右wwwbcqhgscom3杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里35004003300甲醇基差35031003002900250270020025001502300100210050190001700-501500-100基差右华东地区甲醇现货价期货收盘价活跃合约甲醇150250甲醇价差100200501500100-5050-100-1500-200-50-250-1005月-1月9月-1月9月-5月右300300乙二醇价差100100-100-100-300-300-500-500-700-7009月-1月5月-1月9月-5月25002000价差150010005000-500-1000LLDPE-PVCLLDPE-PPPP-PVCPP-3甲醇wwwbcqhgscom4杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里7000PTA基差650065060005500450500025045004000503500-15030002500-350基差右CCFEI价格指数PTA内盘期货收盘价活跃合约PTA2000PTA价差2000150015001000100050050000-500-500-1000-10009月-1月9月-5月5月-1月右10000LLDPE基差1000950080060090004008500200800007500-2007000-400基差右华东地区LLDPE现货价期货收盘价活跃合约LLDPE500500300LLDPE价差300100100-100-100-300-300-500-500-700-700-900-9009月-1月9月-5月5月-1月右wwwbcqhgscom5杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里10000PVC基差50095004009000300850080002007500100700006500-10060005500-2005000-300基差右华东地区PVC现货价期货收盘价活跃合约PVC700600PVC价差5004003002001000-100-2005月-1月9月-1月9月-5月100006009500PP基差40090008500200800007500-2007000-40065006000-600基差右华东地区PP现货价期货收盘价活跃合约PP4001200PP价差80040000-400-800-400-12009月-1月9月-5月5月-1月右wwwbcqhgscom6杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里三黑色商品黑色基差元吨日期螺纹钢铁矿石焦炭焦煤20230904001591-1700-49020230901701472-132000202308314201328-580895202308305301474-42510652023082914016051501600商品黑色跨期元吨跨期螺纹钢5月-1月-55010月-1月-43010月-5月120铁矿石焦炭焦煤5月-1月-400-1010-11109月-1月750-1105-8509月-5月1150-95260商品黑色跨品种日期螺矿螺焦焦焦煤螺-热卷202309044461596114101-1470202309014471625614293-1570202308314411662214644-1400202308304481661714705-1570202308294541689514850-17006000螺纹钢基差500500040030040002003000100200001000-1000-200基差右HRB400现货价20mm上海期货收盘价活跃合约螺纹钢900螺纹钢价差900400400-100-100-600-600-1100-11005月-1月10月-1月10月-5月wwwbcqhgscom7杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里1000350900铁矿石基差3008007002506002005004001503001002005010000基差右澳大利亚PB粉矿现货价青岛港期货收盘价活跃合约铁矿石1200270铁矿石价差100022080017060012040070200200-30-200-80-400-13020184220187220191220194220197220201220204220214220217220221220224220227220231220234220237220181220207220211220181022020102202110220221025月-20191021月9月-1月9月-5月45004004000焦炭基差200350003000-2002500-40020001500-6001000-800500-10000-1200基差右准一级冶金焦现货价天津港期货收盘价活跃合约焦炭2000400焦炭价差300150020010001000500-100-2000-300-500-400-500-1000-6005月-1月9月-5月9月-1月wwwbcqhgscom8杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里40004003500焦煤基差200300002500-2002000-40015001000-600500-8000-1000基差右澳大利亚主焦煤现货价京唐港期货收盘价活跃合约焦煤12008001000焦煤价差6008004006002004000200-2000-200-400-400-600-600-800-800-1000-1000-12005月-1月9月-5月9月-1月2018122018722019122019422020122020722021422021722022122022422022722023122023422018422019722020422021122023722018102202110220221022020102201910224比价90228020187016601450121040螺焦焦焦煤螺矿右11001100900价差900700700500500300300100100-100-300-100-500-300-700-500-900201842201872201912201942201972202012202042202072202112202142202172202212202242202272202312202342202372201812螺-热卷线材-螺右20191022020102202110220221022018102wwwbcqhgscom9杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里四有色金属一国内市场商品有色国内基差元吨日期铜铝锌铅镍锡202309041080455300551640-42020230901560280150-255650-16020230831740180300-1101060-92020230830610245235-1301400-40020230829470235255452900-940800002500沪铜基差750002000150070000100065000500600000-50055000-100050000-1500基差右长江现货价格铜期货收盘价活跃合约阴极铜2500080023000沪铝基差600210004001900020017000015000-20013000-40011000-600基差右长江现货价格铝期货收盘价活跃合约铝17000300沪铅基差16500200160001550010015000014500-1001400013500-20013000-300基差右长江现货价格铅期货收盘价活跃合约铅wwwbcqhgscom10杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里300001500沪锌基差28000100050026000024000-50022000-100020000-150018000-2000基差右长江现货价格锌期货收盘价活跃合约锌36000030000310000沪镍基差250002600002000015000210000100001600005000110000060000-500010000-10000基差右长江现货价格镍期货收盘价活跃合约镍45000030000沪锡基差2500040000020000350000150001000030000050002500000-5000200000-10000150000-15000基差右长江现货价格锡期货收盘价活跃合约锡wwwbcqhgscom11杭州市求是路8号公元大厦东南裙楼1-5层运筹帷幄决胜千里二伦敦市场商品LM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