20230913-冠通期货-重要商品主力价差套利表现_6页_2mb

This report, dated September 13, 2023, analyzes key commodity futures price differences and trends based on available data. It covers major categories such as black metals (e.g., hot-rolled coil and rebar), energy and chemicals (e.g., plastic, PVC), and agricultural products (e.g.,豆油 and 棕榈油).

The main focus includes:

• Price Differences: Key spreads like the卷螺差 (hot-rolled coil and rebar price difference) show values around -1031, indicating negative trends. Other spreads, such as豆棕价差 (soybean oil and palm oil price difference), have percentages like 72% of historical levels.
• Historical Percentile Data: Various spreads are ranked against their five-year history. For example, plastic spread is at approximately 53%, while卷螺差 is at 72% in the near year, suggesting some are near multi-year lows or highs.
• Trend Analysis: Charts and data indicate that certain spreads, like low-sulfur fuel oil and high-sulfur fuel oil differences, show negative values (-11891), signaling bearish sentiment. Trend vs. historical percentiles highlight fluctuations, with some spreads like沥青原油价差 (asphalt and crude oil difference) at historical percentiles around 5%, implying low levels.

Disclaimer: The data originates from public sources and should be used for reference only, not as investment advice.