•     点击排行
  •   
  • (图)天胶晨讯(20090210)
  • 时间: 2009-02-10 11:15:22    作者:    来源: 张芳芳(上海久恒期货 高级分析师)    点击:
  • 声明:本文为特约供稿,任何网站、媒体或个人未经“中橡商务网”许可,不得部分或全部转载、使用,违者必究!

     

    周一,沪胶继续走高。主力905合约开盘价13535,最高价13865,收盘涨275 元至13780/吨,成交、持仓同步放量。

    当日外盘走势:本日东京橡胶受日元的贬值影响小幅高开后,因外部材料没有较大变化,在143-145之间窄幅震荡。成交量不多,市场观望气氛依旧浓厚。0907基准合约以高于前日0.4日元的144.5日元报收。 

    当日中橡网电子成交情况如下:海南市场5#乳标无成交,挂单均价14500,挂单378吨,云南市场5#标胶无成交,挂单均价14500,挂单120吨。

    当日东南亚现货报价稳中小幅回落,SICOM市场2月交货的泰国3号烟片胶FOB报价至1500美元/吨左右,2月交货的马来西亚近月船期的标胶SMR20报价至1325美元/吨。

    题材面继续不明朗,近期盘面的走势取决于资金的博弈,国内外现货价差继续扩大。

     

     

     

     

     

     

    重要行业数据汇总

    目录:1、东京市场(TOCOM2、新加坡市场(SICOM3、国内沪胶与垦区现货市场 4、上海库存 5、产区天气动态 6、合成橡胶报价 7、比价关系

     

    1、东京市场

    1、东京市场当日基金持仓动向

    日期

    冈地

    冈藤

    三井(ASTF)

    三菱

    向日葵

    可内滋

    CSJL(瑞士投资公司)

    Marubeni

    总持仓

    200923

    1773

    -1464

    2085

    0

    -2683

    1227

    -31

    1354

    -2162

    28462

    200924

    2186

    -1196

    2144

    0

    -2405

    1206

    -180

    1388

    -2206

    29136

    200925

    1081

    -937

    2262

    0

    -2194

    1171

    -225

    1433

    -2228

    29928

    200926

    830

    -393

    2485

    0

    -2892

    1295

    -580

    1551

    -2168

    29671

    200929

    1169

    -397

    2212

    0

    -2854

    1297

    -550

    1435

    -2296

    29488

    附上持仓图表(三大做多基金为三菱、NWEG和瑞士投资公司的总和)

    数据来源:TOCOM网站

    3、日本冈地株式会社东京橡胶评论  090210 早间

    纽约黄金大幅下挫跌破900美元,原油也跌破40美元心理支撑线,日元汇率变动不大。预计本日东京橡胶低开后横盘震荡的可能性较高。0907基准合约波动范围大概在142150日元左右。截止到昨日为止,基金净持多仓为305手,胶市总持仓29,488手(中国计算方法58,976手)。

    【昨日新加坡市场】

    3号烟片胶2月合约价格为150.0美分,比前日跌1.0美分。

    20号标胶11月合约价格为132.5美分,比前日跌0.5美分。

    文章来源:冈地株式会社

     

     

    2、新加坡市场

    090209  3号烟片与20号马来西亚标胶交易情况

    Contract

    Contract

    Previous

    High

    Low

    Close

    Volume

    Open

    Name

    Month

    Settlement

    Interest

    20FOB 

    Mar 09 

    132.50 

    133.00 

    132.50 

    132.50 

    94 

    1461 

    20FOB 

    Apr 09 

    136.00 

    136.00 

    135.10 

    136.00 

    190 

    2205 

    20FOB 

    May 09 

    0.00 

    0.00 

    0.00 

    136.50 

    2273 

    20FOB 

    Jun 09 

    0.00 

    0.00 

    0.00 

    136.50 

    2277 

    20FOB 

    Jul 09 

    137.00 

    137.00 

    137.00 

    137.00 

    32 

    2070 

    20FOB 

    Aug 09 

    137.50 

    137.50 

    137.50 

    137.50 

    10 

    774 

    20FOB 

    Sep 09 

    137.50 

    137.50 

    137.50 

    137.50 

    10 

    716 

    20FOB 

    Oct 09 

    0.00 

    0.00 

    0.00 

    139.50 

    1063 

    20FOB 

    Nov 09 

    0.00 

    0.00 

    0.00 

    139.50 

    1093 

    20FOB 

    Dec 09 

    0.00 

    0.00 

    0.00 

    139.50 

    1141 

    20FOB 

    Jan 10 

    0.00 

    0.00 

    0.00 

    139.50 

    120 

    20FOB 

    Feb 10 

    0.00 

    0.00 

    0.00 

    139.50 

    120 

    RSS3 

    Mar 09 

    150.00 

    150.00 

    150.00 

    150.00 

    40 

    620 

    RSS3 

    Apr 09 

    152.00 

    152.50 

    152.00 

    152.00 

    60 

    1035 

    RSS3 

    May 09 

    0.00 

    0.00 

    0.00 

    153.50 

    886 

    RSS3 

    Jun 09 

    0.00 

    0.00 

    0.00 

    153.50 

    963 

    RSS3 

    Jul 09 

    0.00 

    0.00 

    0.00 

    153.50 

    522 

    RSS3 

    Aug 09 

    0.00 

    0.00 

    0.00 

    153.00 

    254 

    RSS3 

    Sep 09 

    0.00 

    0.00 

    0.00 

    152.00 

    106 

    RSS3 

    Oct 09 

    0.00 

    0.00 

    0.00 

    152.00 

    818 

    RSS3 

    Nov 09 

    0.00 

    0.00 

    0.00 

    152.00 

    818 

    RSS3 

    Dec 09 

    152.00 

    152.00 

    152.00 

    152.00 

    80 

    1098 

    RSS3 

    Jan 10 

    152.00 

    152.00 

    152.00 

    152.00 

    40 

    360 

    RSS3 

    Feb 10 

    152.00 

    152.00 

    152.00 

    152.00 

    40 

    240 

    数据来源:SICOM网站

    1、  进口成本核算

    计算公式:进口成本=RSS3/SMR20 FOB价格*关税*增殖税*汇率+运杂费

    名称

    RSS33月)

    SMR203月)

    RSS35月)

    SMR205月)

    RSS37

    月)

    SMR207月)

    报价

    美元/

    1500

    1325

    1535

    1365

    1535

    1370

    关税

    (/)

    20%

    0关税

    20%

    0关税

    20%

    0关税

    增值税

    单位:%

    17

    17

    17

    17

    17

    17

    汇率

    68312

    68312

    6.8254

    6.8254

    6. 8196

    6. 8196

    运杂费

    /

    200

    200

    200

    200

    200

    200

    进口成本

    14587

    10790

    14910

    11101

    14897

    11131

    注:近期进口人民汇率采用的是人民银行当日公布的中间价,357月采用外汇交易中心远期掉期报价。

     

    3、国内沪胶与垦区现货市场

    1、垦区现货

    日期

    产品代码/名称

    成交量

    平均价

    最高价

    最低价

    涨跌幅

    2009-2-9

    CNR/浓缩乳胶

    15

    9550

    9550

    9550

    -4.5

    2009-2-9

    SCR 5/5#标胶

    无成交

     

     

     

     

    2009-2-9

    SCR5(R)/5#乳标

    无成交

     

     

     

     

    附:海南市场与云南市场标一成交价与量图片

    4、沪胶库存

    附上海期货交易所天然橡胶总库存与仓单走势图

    库存日报

    5、产区天气动态

    泰国天气预报

    7-day Forecast 

    For period of Feb 8, 2009 - Feb 14, 2009

    Weather Forecast  The high pressure area from China over upper Thailand and will weaken and the prevailing southerly and southeasterly winds over Central, eastern and southern Thailand. These cause morning dense fog in many places while morning cool in the North and Northeast and isolated light rain. During 8-10 Feb, 2009, another surge of high pressure areas from China will extend to cover northeastern and northern Thailand and the South China Sea. 1-2oC drop and widely scattered rain are likely in the areas. During Feb 12-16, 2009, westerly trough will moving over the North, causes increasing rain and drop in temperature.Warning   During the period, all forms of transport should beware of accident due to poor visibility. 

    Northern Part  Morning fog and thick patches in many places. Isolated light rain. Cold in the upper portion and cool elsewhere, minimum temperature 14-21oC. Cold to very cold in the high mountain, minimum temperature 5-10°C. Light wind 6-12 km/hr. During 12-14 Feb, widely scattered shower. 

    Northeastern Part  Cool, minimum temperature 16-22oC with morning fog and thick patches in some places. Cold in the high mountain, minimum temperature 9-12°C. Easterly winds 10-30 km/hr. During 8-10 Feb, 1-2oC drop with morning light fog and isolated to widely scattered shower. Easterly wind 15-30 km./hr. 

    Central Part  Cool in the upper portion, minimum temperature 20-23oC. Morning fog with thick patches in some places. Isolated light rains mostly in the lower portion. Southeasterly winds 10-25 km/hr. 

    Eastern Part  Cool in the upper portion, minimum temperature 20-23oC. Morning fog with thick patches in some places. Isolated to widely scattered rains mostly along the coastal areas. During 8-10 Feb, widely scattered thundershowers. Southerly and Southeasterly winds 10-30 km/hr. Wave height below 1 meter. 

    Southern Part (East Coast)  Morning fog and thick patches in some places. Cool, minimum temperature 20-23 oC. Isolated to widely scattered thundershowers mostly in the lower portion during 11-14 Feb. Upper portion Nakhon Si Thammarat northward. Easterly winds 15-30 km/hr. Wave height about 1 meter. Lower portion Songkhla southward, easterly and southeasterly winds 15-35 km/hr. Wave height 1-2 meters. 

    Southern Part (West Coast)  Morning fog and thick patches in some places. Cool, minimum temperature 20-23 oC. Isolated light rain. Easterly wind 10-30 km./hr. Wave height less than 1 meter. 

    Metropolitan  Morning fog, minimum temperature 20-23oC. Isolated to widely scattered light rains. During 8-10 Feb, widely scattered showers. Southeasterly winds 10-25 km/hr. 

    Time Issued : Feb 8, 2009

     

    6、合成橡胶报价

    7、比价关系

    SICOM 3号烟片和马来西亚20标胶的价格走势图

    数据来源:SICOM

    20号马标进口成本与垦区标一价格走势图

    数据来源:中橡网和SICOM

    注:TOCOM采用的是3号烟片的报价,SICOM采用的是20号标胶的报价,SHFE为现货连续合约