化工跨期套利跟踪

跨期数据跟踪 联系人：韩冰冰20日前10日前5日前昨日今日11月16日11月30日12月7日12月13日12月14日MA1-MA552-72-43-39-45MA5-MA974-171-21-21TA1-TA5190184344372276TA5-TA91121650112134L1-L5370475470550550L5-L914070165175205PP1-PP5459397487480483PP5-PP9253152238232240V1-V5145250175195205V5-V96020307575BU1-BU5-132-13252116112BU5-BU9106114-54-108-112RU1-RU5-150-280-275-300-285RU5-RU9-135-280-250-250-260联系人：徐林投资咨询号：Z0012867从业资格号：F3047762电话：0571-28132638化工跨期套利跟踪建议近一个月走势图策略组合跨期观望观望5-9正套5-9正套 跨品种据跟踪 联系人：韩冰冰20日前10日前5日前昨日今日11月16日11月30日12月7日12月13日12月14日PP-3MA现货17101630187519001810PP-3MA 1月11221773157716471644PP-3MA 5月819116096110501026PP-3MA 9月788957726755723PE-PP 现货-65050-200100100PE-PP 1月-41631-12512377PE-PP 5月-327-47-1085310PE-PP 9月-21435-3511045TA / BU 现货1.831.902.132.212.26TA1月/BU12月2.022.062.432.442.42TA5月/BU6月2.032.082.262.212.22TA9月/BU9月2.012.092.252.162.17建议投资咨询号：Z0012867从业资格号：F3047762跨品种近一个月走势图策略组合化工跨品种套利跟踪联系人：徐林电话：0571-28132638 基差数据跟踪 品种现货价格主力基差幅度价差结构PP煤9050.00545.006.6%PP9100.00595.007.2%沥青2950.00158.005.9%甲醇2430.00(63.00)-2.5%PTA6665.00461.007.6%PVC6600.00295.004.7%PE煤9150.00635.007.6%PE9200.00685.008.2%橡胶10500(795.00)-6.9%2018年12月14日基差图 -300-200-1000100200元/吨甲醇9-1价差1409-5011509-6011609-7011709-8011809-901套利跟踪：甲醇 -600-400-2000200400600元/吨甲醇01基差15011601170118011901-400-2000200400600元/吨甲醇05基差15051605170518051905-600-400-20002004006008001000元/吨甲醇09基差141516171819-200-1000100200300400元/吨甲醇5-9价差1405-091505-091605-091705-091805-091905-09-300-200-1000100200300400500600700元/吨甲醇1-5价差1501-5051601-6051701-7051801-8051901-905 套利跟踪：PTA -5000500100015002000元/吨PTA9-1价差1409-5011509-6011609-7011709-8011809-901-1000-50005001000150020002500元/吨PTA05基差15051605170518051905-1000-5000500100015002000元/吨PTA 01基差15011601170118011901-400-20002004006008001000元/吨PTA09基差140915091609170918091909-2000200400600元/吨PTA1-5价差1501-5051601-6051701-7051801-8051901-905-200-1000100200元/吨PTA5-9价差1405-091505-091605-091705-091805-091905-09 套利跟踪：PE -400-20002004006008001000元/吨PE9-1价差1409-5011509-6011609-7011709-8011809-901-1000-500050010001500元/吨PE01基差M1501M1601M1701M1801M1901-1000-500050010001500元/吨PE05基差M1505M1605M1705M1805M1905-1000-50005001000150020002500元/吨LL09基差140915091609170918091909-400-2000200400600800100012001400元/吨PE1-5价差1501-5051601-6051701-7051801-8051901-905-400-20002004006008001000元/吨LL5-9价差1405-091505-091605-091705-091805-091905-09 套利跟踪：PP -30003006009001200元/吨PP9-1价差1409-5011509-6011609-7011709-8011809-901-600-3000300600900120015001800元/吨PP01基差15011601170118011901-600-3000300600900120015001800元/吨PP05基差15051605170518051905-1000-50005001000150020002500元/吨PP09基差140915091609170918091909-50005001000150020002500元/吨PP1-5价差1501-5051601-6051701-7051801-8051901-905-400-200020040060080010001200元/吨PP5-9价差1405-091505-091605-091705-091805-091905-09 套利跟踪：PVC -200-1000100200300400500元/吨PVC9-1价差1409-5011509-6011609-7011709-8011809-901-400-20002004006008001000元/吨PVC01基差15011601170118011901-500050010001500元/吨PVC05基差15051605170518051905-5000500100015002000元/吨PVC09基差140915091609-400-2000200400600元/吨PVC5-9价差1405-091505-091605-091705-091805-091905-09-400-2000200400600800元/吨PVC1-5价差1501-5051601-6051701-7051801-8051901-905 套利跟踪：沥青 -800-600-400-2000200400600元/吨沥青12基差14121512161217121812-300-200-1000100200300400元/吨沥青9-12价差1409-121509-121609-121709-121809-12-400-300-200-1000100200300400元/吨沥青12-6价差1412-5061512-6061612-7061712-8061812-906-800-600-400-2000200400600元/吨沥青06基差15061606170618061906-1000-50005001000元/吨沥青09基差140915091609170918091909-600-500-400-300-200-1000100200元/吨沥青6-9价差1506-091606-091706-091806-091906-1909 套利跟踪：橡胶 -3500-3000-2500-2000-1500-1000-5000元/吨橡胶9-1价差1409-5011509-6011609-7011709-8011809-901-4200-3400-2600-1800-1000-200元/吨橡胶01基差15011601170118011901-4200-3400-2600-1800-1000-200600元/吨橡胶05基差15051605170518051905-5000-4000-3000-2000-100001000元/吨橡胶09基差140915091609170918091909-1000-500050010001500元/吨橡胶1-5价差1501-5051601-6051701-7051801-8051901-905-1000-50005001000元/吨橡胶5-9价差1405-091505-091605-091705-091805-091905-09 跨品种：PP-3MA -800-3002007001200170022002700元/吨PP-3MA 1月15011601170118011901-50005001000150020002500元/吨PP-3MA 5月15051605170518051905010002000300040005000元/吨PP-3MA 9月140915091609170918091909-3000-2000-1000010002000300040005000元/吨PP-3MA 现货1516171819 跨品种：塑料-PP -2000-10000100020003000元/吨塑料-PP 现货1516171819-1500-1000-50005001000150020002500元/吨塑料-PP 1月15011601170118011901-1000-500050010001500200025003000元/吨塑料-PP 5月15051605170518051905-1000-50005001000150020002500元/吨塑料-PP 9月140915091609170918091909 跨品种：PTA/沥青 11.522.533.5元/吨PTA/沥青现货151617181911.522.53元/吨PTA5月/沥青6月1505160517051805190511.522.53元/吨PTA/沥青9月14091509160911.522.53元/吨PTA1月/沥青12月15011601170118011901 跨品种：PP-PVC 500100015002000250030003500400045005000元/吨PP-PVC 1月1501160117011801190150010001500200025003000350040004500元/吨PP-PVC 5月150516051705180519050100020003000400050006000元/吨PP-PVC 9月140915090100020003000400050006000元/吨PP-PVC 现货1516171819 跨品种：塑料-PVC 10001500200025003000350040004500500055006000元/吨塑料-PVC 现货15161718191500200025003000350040004500500055006000元/吨塑料-PVC 1月15011601170118011901150020002500300035004000450050005500元/吨塑料-PVC 5月1505160