南华钢材策略周报：观点：反复拉扯

Z0020173F03112665 螺纹、热卷盘面信息 2024-07-05 2024-06-28 01 3644 3609 35 05 3718 3656 62 10 3553 3544 9 01 3776 3756 20 05 3804 3772 32 10 3759 3745 14 01-05 -74 -47 -27 05-10 165 112 53 10-01 -91 -65 -26 01-05 -28 -16 -12 05-10 45 27 18 10-01 -17 -11 -6 01 132 147 -15 05 86 116 -30 10 206 201 5 螺纹、热卷现货价格、基差 / 2024-07-05 2024-06-28 3663 3626 37 3520 3480 40 3620 3620 -10 3500 3480 20 3650 3650 0 3730 3720 10 3730 3720 10 3600 3590 10 01 -124 -129 5 05 -198 -176 -22 10 -33 -64 31 67 86 -19 01 -46 -36 -10 05 -74 -52 -22 10 -29 -25 -4 -19 5 -24 螺纹、热卷价差 / 2024-07-05 2024-06-28 - -120 -150 30 - 230 150 80 - 110 0 110 - 0 0 0 - 130 130 0 - 130 130 0 210 240 -30 120 120 0 -180 -150 -30 350 390 -40 490 480 10 热卷海外价格 2024-07-05 2024-06-28 FOB 527 525 2 FOB 550 550 0 FOB 600 600 0 FOB 580 570 10 FOB 545 545 0 CFR 543 540 3 CFR 560 560 0 CFR 665 665 0 CFR 547 547 0 钢材基本面 2024-07-05 2024-06-28 236.748 244.76 -8.012 211.34 213.36 -2.02 25.41 31.4 -5.99 227.62 223.23 4.39 98.6701 98.62 0.05 179.23 183.13 -3.9 21.55 23.25 -1.7 247 239.32 239.44 -0.12 255 46.5595 49.0805 -2.521 + 303.6486 306.576 -2.9274 + 0.5616 0.5657 -0.0041 931.8716 932.0608 -0.1892 955.98 965.13 -9.15 原料价格与利润 2024-07-05 2024-06-28 PB61.5%) 849 821 28 2040 2040 0 2480 2470 10 1920 1900 20 -273.29 -16.79 -347.87 -337.98 -9.89 -189.23 -25.14 -121.78 -71 -54 -2 -52 -281 -296 15 01 -57.1039 -27.0479 -30.056 05 30.8864 37.696 -6.8096 10 -135.9895 -93.6 -42.3895 01 -25.1039 19.9521 -45.056 05 16.8864 53.696 -36.8096 10 -29.9895 7.4 -37.3895 2024-07-05 2024-07-05 2024-07-05 2024-07-05 2024-07-05 2024-07-05 3903 3701 3538 15 -483 -281 -118 -23 15 3932 3797 3662 12 -382 -247 -112 7 36 3637 3543 3456 50 -137 -43 44 0 0 3767 3664 3549 29 -297 -194 -79 -13 11 3750 3591 3450 28 -290 -131 -79 2 69 3695 3566 8 -383 -265 -136 -4 77 2024-07-05 2024-06-28 01 /01 4.4 4.49 -0.09 05 /05 4.55 4.61 -0.06 10 /09 4.20 4.30 -0.09 01 /01 1.56 1.5 0.01 05 /05 1.578 1.56 0.02 10 /09 1.58 1.58 0.00 2024-07-05 2024-06-28 82.81 83.11 -0.3 89.08 89.13 -0.05 69.99 70.4 -0.41 49.03 51.37 -2.34 247 44.59 42.86 1.73 2024-07-04 2024-07-03 2024-06-27 117888 166451 104512 -48563 13376 19422 27457 16610 -8035 2812 38935 49960 33650 -11025 5285 5300 9860 4200 -4560 1100 10050 13350 8800 -3300 1250 6900 16300 7700 -9400 -800 7020 13450 6160 -6430 860 2024-07-05 2024-06-28 2024-07-05 2024-06-28 2024-07-05 2024-06-28 2024-07-05 2024-06-28 2024-07-05 2024-06-28 234.78 235.8 -1.02 236.748 244.76 -8.012 786.59 784.62 1.97 200.78 206.38 -5.6 585.81 578.24 7.57 317.7 324.66 -6.96 326.29 321.85 4.44 421.39 412.8 8.59 90.35 90 0.35 331.04 322.8 8.24 98.02 93.37 4.65 94.43 99.93 -5.5 162.64 166.23 -3.59 79.18 82.66 -3.48 83.46 83.57 -0.11 83.8 86.36 -2.56 85.52 86.2 -0.68 188.62 186.9 1.72 40.87 41.02 -0.15 236.62 235.02 1.6 157.54 158.19 -0.65 154.93 157.98 -3.05 220.75 223.36 -2.61 78.34 81.14 -2.8 142.41 142.22 0.19 891.84 898.3801 -6.5401 897.9181 910.72 -12.8019 1779.99 1773.9101 6.0799 489.52 501.2 -11.68 1290.47 1272.7101 17.7599 螺纹、热卷盘面价格 / 4200 4100 4000 3900 3800 3700 3600 3500 3400 3300 : RB01M.SHFffiRB05M.SHFffiRB10M.SHFffi 23/0423/0823/1224/04 , / 4200 4100 4000 3900 3800 3700 3600 3500 3400 : HC01M.SHFffiHC05M.SHFffi HC10M.SHFffi 23/0423/0823/1224/04 , 螺纹、热卷现货价格 / 5000 4750 4500 4250 4000 3750 3500 : 螺e:HRB400E:Ф20:ffi:1螺e:HRB400E:Ф20:ffi:螺e:HRB400E:Ф20:ffi:螺e:HRB400E:Ф20:ffi:螺e:HRB400E:Ф20:ffi: 22/0622/1223/0623/1224/06 / 4300 4200 4100 4000 3900 3800 3700 3600 : :4.75mm:ffi:(B) :4.75mm:ffi:$(B) :4.75mm:ffi:(B) :4.75mm:ffi:¾ł(B) :4.75mm:ffi:(B) :4.75mm:ffi:(B) :4.75mm:ffi:1(B) 01/3102/2903/3104/3005/3106/30 螺纹、热卷主力收盘价与持仓量 RBZL.SHFîRBZL.SHFffi(ð) / 4200 HCZL.SHFffi(ð)HCZL.SHFî / 4200 2400000 2200000 2000000 1800000 1600000 1400000 1200000 1000000 800000 :, 02/2904/30 4100 4000 3900 3800 3700 3600 3500 3400 3300 06/30 1100000 1000000 900000 800000 700000 600000 500000 400000 :, 4150 4100 4050 4000 3950 3900 3850 3800 3750 3700 3650 06/30 02/2904/303600 螺纹持仓量与仓单数量 螺纹01仓量螺纹05仓量 2500000 2000000 1500000 1000000 500000 02/29 04/30 06/30 08/31 10/310 06/30 08/31 10/31 12/31 02/28 04/30 : , : , 0 20202021202220232024 2500000 2000000 1500000 1000000 500000 20202021202220232024 螺纹10仓量 仓单数量:螺纹钢 3000000 2500000 2000000 1500000 1000000 500000 2021202220232024 200000 160000 120000 80000 40000 20202021202220232024 10/3112/3102/2904/3006/3008/31 :, 002/2904/3006/3008/3110/31 :, 热卷持仓量与仓单数量 HC01M.SHF仓量HC10M.SHF仓量 1250000 1000000 750000 500000 250000 02/29 04/30 06/30 08/31 10/310 10/31 12/31 02/29 04/30 06/30 08/31 : , : , 0 20202021202220232024 1250000 1000000 750000 500000 250000 2021202220232024 HC05M.SHF仓量 热卷仓单 1250000 1000000 750000 500000 250000 0 :, 21052205230524052024 06/3008/3110/3112/3102/28 500000 400000 300000 200000 100000 0 :, 20202021202220232024 02/2904/3006/3008/3110/31 / 4500 IepW:$IepW:IepW:№ ffi(Rę):螺e 4400 4300 4200 4100 4000 3900 3800 3700 3600 3500 3400 3300 23/0223/0423/0623/0823/1023/1224/0224/0424/06 :wind 螺纹基差 0