国际原油现货和期货的几个问题请教 - 未名空间MITBBS历史存档

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国际原油现货和期货的几个问题请教

国际原油现货和期货的几个问题请教# Stock

a*32010-03-29 07:03

1 楼

WTI在NYMEX已经到了80.74(五月合约),而BRENT和DUBAI期货却在78,美国的是轻质油,按
理提炼成
本低,为啥欧洲的原油期货反而便宜?
WTI原油现货在80.2,如果考虑利率资金成本和运输费用,WTI期货应该高出WTI原油现货
供1-2美元,为
啥现在WTI期货和现货价差这么小?
原油期货的长短仓COT报告里(WTI CRUDE OIL FINANCIAL)现在SWAP DEALER里的持仓是
不是过
去NON-COMMERCIAL的持仓? 看样子多头占优势

l*r2010-03-29 07:03

2 楼

Remember the huge contango back in 2009?
Guess those banks are dumping their holdings.
Not only the spread between spot price and near-term contract is very small,
even the spread between near-term and mid-term is very small.

a*32010-03-29 07:03

3 楼

Thank you very much.

small,

【在 l*******r 的大作中提到】

: Remember the huge contango back in 2009?
: Guess those banks are dumping their holdings.
: Not only the spread between spot price and near-term contract is very small,
: even the spread between near-term and mid-term is very small.

J*y2010-03-29 07:03

4 楼

co-ask ...

【在 a*****3 的大作中提到】

: WTI在NYMEX已经到了80.74(五月合约),而BRENT和DUBAI期货却在78,美国的是轻质油,按
: 理提炼成
: 本低,为啥欧洲的原油期货反而便宜?
: WTI原油现货在80.2,如果考虑利率资金成本和运输费用,WTI期货应该高出WTI原油现货
: 供1-2美元,为
: 啥现在WTI期货和现货价差这么小?
: 原油期货的长短仓COT报告里(WTI CRUDE OIL FINANCIAL)现在SWAP DEALER里的持仓是
: 不是过
: 去NON-COMMERCIAL的持仓? 看样子多头占优势

J*y2010-03-29 07:03

5 楼

why are the banks dumping their holdings?

small,

【在 l*******r 的大作中提到】

J*y2010-03-29 07:03

6 楼

co-ask ...

【在 a*****3 的大作中提到】