黑色套利跟踪

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1、黑色品种基差跟踪06-13现货价格06-13期货价格基差基差率RB2001基差4052352652614.90%螺纹RB2005基差4052338267019.80%RB1910基差405237922606.84%HC2001基差HC2005基差HC1910基差38303830383034763336363735449419310.18%热卷14.81%5.31%I2001基差862.970216122.93%铁矿I2005基差862.9647216I1909基差862.9781.58110.42%JM2001基差JM2005基差JM1909基差14251425

2、142513651314.5140560111204.40%8.41%1.42%焦煤J2001基差220021001004.76%焦炭J2005基差22001965.523511.93%J1909基差22002151.5492.25%ZC2001基差ZC2005基差ZC1909基差591591591582.4566.8589.292421.48%4.27%0.31%动力煤33.37%跨期套利跟踪：螺纹钢第3页，共14页螺纹钢跨期价差：RB10-RB01元/吨RB1410-RB1501RB1510-RB1601RB1610-RB1701RB1710-RB1801R

3、B1810-RB1901RB1910-RB2001675600525450375300225150750-75-150螺纹钢跨期价差：RB01-RB05元/吨RB1501-RB1505RB1601-RB1605RB1701-RB1705RB1801-RB1805RB1901-RB1905RB2001-RB2005600525450375300225150750-75-150螺纹钢跨期价差：RB05-RB10元/吨RB1405-RB1410RB1505-RB1510RB1605-RB1610RB1705-RB1710RB1805-RB1810RB1905-RB19

4、105004003002001000-100-200螺纹钢10合约基差：上海HRB400元/吨RB1410RB1510RB1610RB171020mmRB1810RB1910165015001350120010509007506004503001500-150-300跨期套利跟踪：热卷第4页，共14页热卷夸期价差：HC10-HC01元/吨HC1410-HC1501HC1510-HC1601HC1610-HC1701HC1710-HC1801HC1810-HC1901HC1910-HC2001420360300240180120600-60-120热卷跨期价差：H

5、C01-HC05元/吨HC1501-HC1505HC1601-HC1605HC1701-HC1705HC1801-HC1805HC1901-HC1905HC2001-HC2005450375300225150750-75-150热卷跨期价差：HC05-HC10元/吨HC1505-HC1510HC1605-HC1610HC1705-HC1710HC1805-HC1810500450400350300250200150100500-50-100-150热卷10合约基差：上海Q235B4.75mm元/吨HC1410HC1510HC1610HC1710HC1810HC1

6、9107006005004003002001000-100-200跨期套利跟踪：铁矿石第5页，共14页铁矿跨期价差：I09-I01元/吨I1409-I1501I1509-I1601I1609-I1701I1709-I1801I1809-I1901I1909-I20019080706050403020100-10-20铁矿跨期价差：I01-I05元/吨I1501-I1505I1601-I1605I1701-I1705I1801-I1805I1901-I1905I2001-I2005120100806040200-20-40铁矿跨期价差：I05-I09元/吨I150

7、5-I1509I1605-I1609I1705-I1709100I1805-I1809I1905-I1909806040200-20铁矿09合约基差：青岛港61.5PB粉元/吨I1409I1509I1609I1709矿I1809I1909180160140120100806040200-20-40跨期套利跟踪：焦煤第6页，共14页焦煤跨期价差：JM09-JM01元/吨JM1409-JM1501JM1509-JM1601JM1609-JM1701JM1709-JM1801JM1809-JM1901JM1909-JM2001100806040200-20-40-60

8、-80焦煤跨期价差：JM