原油市场日报：利比亚产出消息面清淡布伦特再陷震荡,关注原油需求淡季WTI弱势何时开启

1 原油市场日报 利比亚产出消息面清淡布伦特再陷震荡， 关注原油需求淡季WTI弱势何时开启 昨日收盘 日涨跌幅 2014/2/13 周涨跌幅 2014/1/21 月涨跌幅 原油期货报价 NYMEX WTI 102.75 -0.09% 100.05 2.70% 94.80 8.39% ICE Brent 110.30 -0.15% 108.52 1.64% 106.05 4.01% DME Oman 107.00 -0.23% 105.55 1.37% 103.00 3.88% 原油现货报价 WTI库欣 102.92 -0.38% 100.35 2.56% 94.99 8.35% WTI米兰德 93.42 -1.47% 95.60 -2.28% 91.24 2.39% 路易斯安那州低硫轻质原油（LLS） 108.07 -0.31% 106.10 1.86% 107.24 0.77% Mars 103.17 -1.94% 103.20 -0.03% 104.24 -1.03% 贝肯 98.42 -0.39% 96.35 2.15% 92.69 6.18% 鹰堡 99.50 -0.25% 97.00 2.58% 91.75 8.45% 加拿大西部精选原油（WCS） 78.42 0.46% 75.85 3.39% 76.99 1.86% Dated BFOE 110.48 -0.09% 109.24 1.14% 108.29 2.02% OPEC一篮子原油参考价 107.15 0.00% 105.27 1.79% 105.26 1.80% 阿曼原油 106.78 -0.12% 104.64 2.05% 103.69 2.98% 迪拜Fatech原油 106.78 -0.12% 104.64 2.05% 103.55 3.12% 相关金融资产报价 S&P500 1839.78 0.60% 1829.83 0.54% 1843.80 -0.22% Euro Stoxx 50 3121.59 0.03% 3097.95 0.76% 3153.08 -1.00% 富时100 6812.99 0.24% 6659.42 2.31% 6834.26 -0.31% 德国DAX 9618.85 -0.43% 9596.77 0.23% 9730.12 -1.14% 法国CAC40 4355.49 0.33% 4312.80 0.99% 4323.87 0.73% 美元指数 80.29 0.18% 80.32 -0.05% 81.10 -1.00% 2014年2月21日 星期五 国投中谷期货研究部 能源团队 +86 (10) 5874 7615 2 0.000.010.020.030.040.050.06NYMEX 天然气/NYMEX WTI数据来源：Bloomberg，国投期货(10.00)(5.00)0.005.0010.0015.0020.00WTI&BRENT跨期价差NYMEX WTI 1st-13thICE BRENT 1st-13th数据来源：Bloomberg，国投期货1.5021.5041.5061.5081.50101.50121.50(50.00)(40.00)(30.00)(20.00)(10.00)0.0010.0020.0030.0040.00WTI现货基差WCSLLSWTI MidlandMars贝肯鹰堡WTI数据来源：Bloomberg，国投期货美元/桶数据来源：Bloomberg，国投期货-3-2-10123450.0060.0070.0080.0090.00100.00110.00120.00130.00布伦特现货基差Brentdated BFOE数据来源：Bloomberg，国投期货单位：美元/桶(6.00)(4.00)(2.00)0.002.004.006.008.00(10.00)(5.00)0.005.0010.0015.0020.00原油期货跨期价差NYMEX WTI 1st-13thICE BRENT 1st-13thDME OMAN 1st-2nd(右)数据来源：Bloomberg，国投期货1.5021.5041.5061.5081.50101.50121.50(50.00)(40.00)(30.00)(20.00)(10.00)0.0010.0020.0030.0040.00WTI现货基差WCSLLSWTI MidlandMars贝肯鹰堡WTI数据来源：Bloomberg，国投期货美元/桶数据来源：Bloomberg，国投期货(8.00)(6.00)(4.00)(2.00)0.002.004.0050.0070.0090.00110.00130.00150.00布伦特现货基差Brentdated BFOE迪拜Fatech数据来源：Bloomberg，国投期货单位：美元/桶1.5021.5041.5061.5081.50101.50121.5030.0050.0070.0090.00110.00130.00150.00WTI期现货价格WCSLLSWTI MidlandMars贝肯鹰堡WTI数据来源：Bloomberg，国投期货美元/桶数据来源：Bloomberg，国投期货70.0080.0090.00100.00110.00120.00130.00布伦特期现货价格Brentdated BFOE数据来源：Bloomberg，国投期货单位：美元/桶70.0080.0090.00100.00110.00120.00130.00布伦特期现货价格Brentdated BFOE数据来源：Bloomberg，国投期货单位：美元/桶(6.00)(4.00)(2.00)0.002.004.006.008.00(10.00)(5.00)0.005.0010.0015.0020.00原油期货跨期价差NYMEX WTI 1st-13thICE BRENT 1st-13thDME OMAN 1st-2nd(右)数据来源：Bloomberg，国投期货(1.00)(0.50)0.000.501.001.502.002.50(10.00)(5.00)0.005.0010.0015.0020.00原油期货跨期价差NYMEX WTI 1st-13thICE BRENT 1st-13thDME OMAN 1st-2nd(右)数据来源：Bloomberg，国投期货(1.00)(0.50)0.000.501.001.502.002.50(10.00)(5.00)0.005.0010.0015.0020.00原油期货跨期价差NYMEX WTI 1st-13thICE BRENT 1st-13thDME OMAN 1st-2nd(右)数据来源：Bloomberg，国投期货(6.00)(4.00)(2.00)0.002.004.006.008.00(10.00)(5.00)0.005.0010.0015.0020.00原油期货跨期价差NYMEX WTI 1st-13thICE BRENT 1st-13thDME OMAN 1st-2nd(右)数据来源：Bloomberg，国投期货(1.00)(0.50)0.000.501.001.502.002.50(10.00)(5.00)0.005.0010.0015.0020.00原油期货跨期价差NYMEX WTI 1st-13thICE BRENT 1st-13thDME OMAN 1st-2nd(右)数据来源：Bloomberg，国投期货(1.00)(0.50)0.000.501.001.502.002.50(10.00)(5.00)0.005.0010.0015.0020.00原油期货跨期价差NYMEX WTI 1st-13thICE BRENT 1st-13thDME OMAN 1st-2nd(右)数据来源：Bloomberg，国投期货(6.00)(4.00)(2.00)0.002.004.006.008.00(10.00)(5.00)0.005.0010.0015.0020.00原油期货跨期价差NYMEX WTI 1st-13thICE BRENT 1st-13thDME OMAN 1st-2nd(右)数据来源：Bloomberg，国投期货70.0080.0090.00100.00110.00120.00130.00原油期货走势NYMEX WTIICE BRENTDME OMAN数据来源：Bloomberg，国投期货单位：美元/桶(30.00)(25.00)(20.00)(15.00)(10.00)(5.00)0.00NYMEX WTI-ICE BRENT数据来源：Bloomberg，国投期货美元/桶(4.00)(2.00)0.002.004.006.008.0010.0012.00ICE BRENT-DME OMAN数据来源：Bloomberg，国投期货美元/桶(6.00)(4.00)(2.00)0.002.004.006.008.00(10.00)(5.00)0.005.0010.0015.0020.00原油期货跨期价差NYMEX WTI 1st-13thICE BRENT 1st-13thDME OMAN 1st-2nd(右)数据来源：Bloomberg，国投期货(6.00)(4.00)(2.00)0.002.004.006.008.00(10.00)(5.00)0.005.0010.0015.0020.00原油期货跨期价差NYMEX WTI 1st-13thICE BRENT 1st-13thDME OMAN 1st-2nd(右)数据来源：Bloomberg，国投期货1.5021.5041.5061.5081.50101.50121.50(50.00)(40.00)(30.00)(20.00)(10.00)0.0010.0020.0030.0040.00WTI现货基差WCSLLSWTI MidlandMars贝肯鹰堡WTI数据来源：Bloomberg，国投期货美元/桶数据来源：Bloomberg，国投期货(8.00)(6.00)(4.00)(2.00)0.002.004.0050.0070.0090.00110.00130.00150.00布伦特现货基差Brentdated BFOE迪拜Fatech数据来源：Bloomberg，国投期货单位：美元/桶1.5021.5041.5061.5081.50101.50121.5030.0050.0070.0090.00110.00130.00150.00WTI期现货价格WCSLLSWTI MidlandMars贝肯鹰堡WTI数据来源：Bloomberg，国投期货美元/桶数据来源：Bloomberg，国投期货70.0080.0090.00100.00110.00120.00130.00布伦特期现货价格Brentdated BFOE数据来源：Bloomberg，国投期货单位：美元/桶 3 宏观驱动因素 美Markit制造业PMI意外向好，美元短期或震荡上行 昨日欧元区和美国公布的2月PMI初值均出乎市场预料，投资者原本预期欧元区2月经济增长动能将继续小幅提高，美国则受异常天气影响经济活动继续放缓，但实际数据却恰好相反，数据显示，2月欧元区经济增长动能小幅下降，但仍处于扩张区间，美国2月Markit制造业升至2010年5月以来的高位56.7，详细数值见下表： 欧美2月PMI数值概览 经济指标 实际值 预期值 前值 法国服务业PMI初值 46.9 49.4 48.9 法国制造业P