类型品种配比06-1206-131:1-403-4101:12602661:1-293-3011:11551611:1-135.5-134.51:18079.51:1-96.5-90.51:141401:1-182.5-1861:152.551.51:1-26.4-22.41:110.46.81:1-46-461:1-156-1551:1-130#N/A2:15.3667465.2272022:14.9424084.8522072:14.7428674.6950782:51.4833011.4952452:51.5114371.531317联系人：陈敏华投资咨询号：Z0012670跨期RBRB05-RB10[-474,817]观望RB10-RB01[-405,623]黑色套利跟踪2019-06-13系人：张鹏程联系人：吕明执业资格证号：F3034110执业资格证号：F3051847手机/微信同号：17816854143电话：0571-28132639邮箱：zhangpengcheng@cindasc.com邮箱：lvming@cindasc.com正套减持HCHC05-HC10[-372,454]观望HC10-HC01[-116,410]正套减持策略组合历史区间操作建议JMJM05-JM09[-168.5,323.5]观望JM09-JM01[-228.5,122]观望II05-I09[-24.5,125]观望I09-I01[-32,86.5]观望ZCZC05-ZC09[-39.2,107]观望ZC09-ZC01[-121.8,51.4]观望JJ05-J09[-236,487.5]观望J09-J01[-228,267.5]观望观望HC10-RB10[-172,548]多卷螺价差现货HC-RB[-580,660]观望煤焦比J05/JM05[1.13,2.02]观望J09/JM09[1.16,2.30]观望观望螺矿比RB05/I05[3.73,8.72]观望RB10/I09[3.86,9.10]观望现货RB/I[3.33,9.17]跨品种卷螺价差HC05-RB05[-214,447]第1页，共14页06-1306-13现货价格期货价格基差405235265264052338267040523792260383034763543830333649438303637193862.9702161862.9647216862.9781.581142513656014251314.511114251405202200210010022001965.523522002151.549591582.49591566.824591589.225.31%黑色品种基差跟踪基差率螺纹RB2001基差14.90%RB2005基差19.80%RB1910基差6.84%焦煤JM2001基差4.40%JM2005基差8.41%JM1909基差1.42%铁矿I2001基差22.93%I2005基差33.37%I1909基差10.42%热卷HC2001基差10.18%HC2005基差14.81%HC1910基差动力煤ZC2001基差1.48%ZC2005基差4.27%ZC1909基差0.31%焦炭J2001基差4.76%J2005基差11.93%J1909基差2.25%第2页，共14页跨期套利跟踪：螺纹钢-150-75075150225300375450525600675元/吨螺纹钢跨期价差：RB10-RB01RB1410-RB1501RB1510-RB1601RB1610-RB1701RB1710-RB1801RB1810-RB1901RB1910-RB2001-150-75075150225300375450525600元/吨螺纹钢跨期价差：RB01-RB05RB1501-RB1505RB1601-RB1605RB1701-RB1705RB1801-RB1805RB1901-RB1905RB2001-RB2005-200-1000100200300400500元/吨螺纹钢跨期价差：RB05-RB10RB1405-RB1410RB1505-...
