农产品日报（2026 年 1 月 30 日） 一、研究观点 | | 周四，生猪期货主力 2603 合约延续下跌，日收跌 0.93%，报收 11165 元/吨。卓 | | --- | --- | | | 创数据显示，昨日中国生猪日度均价 12.34 元/公斤，环比跌 0.22 元/公斤，基准 | | | 交割地河南市场生猪均价 12.7 元/公斤，环比跌 0.2 元/公斤，四川、广东、山东、 | | 生猪 | 辽宁不同程度下跌。养殖端出栏积极性提高，部分养殖场出栏计划完成滞后，供 震荡偏弱 | | | 应端集中增量，而需求端跟进乏力，供大于求带动猪价延续下滑。根据官方公布 | | | 数据，中长期来看，生猪产能去化趋势不变。关注产能去化进度，以及回调到位 | | | 后远月合约操作机会。 | 二、市场信息 据外媒报道，美国气象学家约翰·巴拉尼克撰文称，过去两个月，阿根廷中部和南部地区持续干旱，且干 旱范围广泛。如果出现长时间干旱，通常会伴随远高于正常水平的气温，这会进一步加剧作物的生长压力。 除了少数短暂的高温天气外，本生长季节的气温一直较为温和，这也是作物在 12 月底降雨开始减少之前 保持良好生长状况的主要 ...

光期研究 光期黑色：铁矿石基差及价差监测日报 2026 年 1 月 3 0 日 1 光大证券 2020 年 半 年 度 业 绩 E V E R B R I G H T S E C U R I T I E S 1.1 合约价差 | 期货合约 | 今日收盘价 | 上日收盘价 | 变化 | 合约价差 | 今日价差 | 上日价差 | 变化 | | --- | --- | --- | --- | --- | --- | --- | --- | | I05 | 798.5 | 783.0 | 15.5 | I05-I09 | 19.5 | 18.5 | 1.0 | | I09 | 779.0 | 764.5 | 14.5 | I09-I01 | 13.5 | 12.0 | 1.5 | | I01 | 765.5 | 752.5 | 13.0 | I01-I05 | -33.0 | -30.5 | -2.5 | 图表1：05-09合约价差（单位：元/吨） 图表2：09-01合约价差（单位：元/吨） -50 0 50 100 150 200 09 10 10 10 11 11 12 12 01 01 02 02 03 03 ...

1. Report Industry Investment Rating - Not provided in the content 2. Core Views of the Report - The steel market (including rebar and hot-rolled coils) is expected to be volatile and slightly strong. Rebar production has slightly increased, inventory accumulation has accelerated, and apparent demand has declined. However, the overall inventory pressure is not significant, and with the expectation of macro - policy easing, the market sentiment is boosted [1]. - The iron ore market is expected to be volatile. The supply side shows a slight increase in global shipments, while the demand side sees a decrease in molten iron production and continuous inventory accumulation in ports and steel mills [1]. - The coking coal and coke markets are expected to be volatile and slightly strong. For coking coal, supply is stable but may contract marginally, and demand has weakened. For coke, supply has decreased in some areas due to environmental policies, and demand from steel mills is mainly for on - demand procurement [1]. - The manganese silicon and silicon iron markets are expected to be volatile. The manganese silicon market is driven by cost expectations, with limited demand support and high inventory. The silicon iron market is pushed by sentiment, with weak cost support and a slight increase in inventory [1][3]. 3. Summary by Relevant Catalogs 3.1 Research Views Steel - Rebar: The rebar 2605 contract closed at 3157 yuan/ton, up 34 yuan/ton (1.09%) from the previous trading day, with an increase of 41,000 lots in positions. Spot prices rose, and national building materials trading volume was 72,900 tons. This week, national rebar production increased by 280 tons to 1.9983 million tons, social inventory increased by 232,800 tons to 3.264 million tons, factory inventory increased by 150 tons to 1.4913 million tons, and apparent demand decreased by 91,200 tons to 1.764 million tons [1]. Iron Ore - The iron ore futures main contract i2605 closed at 798.5 yuan/ton, up 15.5 yuan/ton (2%) from the previous trading day, with a trading volume of 310,000 lots and a decrease of 9,000 lots in positions. Australian shipments increased, Brazilian shipments were stable with a slight decline, and global shipments slightly rebounded. There were 5 new blast furnace overhauls and 7 blast furnace复产, and molten iron production decreased by 120 tons to 2.2798 million tons. Port and steel mill inventories continued to accumulate [1]. Coking Coal - The coking coal 2605 contract closed at 1165 yuan/ton, up 30.5 yuan/ton (2.69%), with a decrease of 21,423 lots in positions. The ex - factory price of low - sulfur main coking coal in Linfen, Shanxi decreased by 10 yuan to 1630 yuan/ton, and the price of Mongolian No. 5 raw coal at the Ganqimaodu Port increased by 7 yuan. Supply is stable but may contract marginally, and demand has weakened [1]. Coke - The coke 2605 contract closed at 1723 yuan/ton, up 39 yuan/ton (2.32%), with a decrease of 1708 lots in positions. The spot price of quasi - first - grade metallurgical coke at Rizhao Port increased by 20 yuan to 1470 yuan/ton. Some coke enterprises reduced production due to environmental policies, and steel mills' demand is mainly for on - demand procurement [1]. Manganese Silicon - On Thursday, the manganese silicon futures price fluctuated strongly, with the main contract closing at 5926 yuan/ton, up 2%. The main contract positions decreased by 12,587 lots to 362,400 lots. The market price in some areas increased by 50 yuan/ton. Cost is the main driver of the market, with limited demand support and high inventory [1][3]. Silicon Iron - On Thursday, the silicon iron futures price fluctuated strongly, with the main contract closing at 5736 yuan/ton, up 2.17%. The main contract positions decreased by 33,983 lots to 138,700 lots. The price in some areas increased. Production decreased slightly, demand is mainly for on - demand procurement before the festival, cost support is weak, and inventory increased slightly [3]. 3.2 Daily Data Monitoring - The report provides data on contract spreads, basis, and spot prices for various black commodities, including rebar, hot - rolled coils, iron ore, coke, coking coal, manganese silicon, and silicon iron, as well as profit data such as rebar's disk profit, long - process profit, and short - process profit [4]. 3.3 Chart Analysis - **3.3.1 Main Contract Prices**: The report presents historical price trends of main contracts for rebar, hot - rolled coils, iron ore, coke, coking coal, manganese silicon, and silicon iron from 2021 - 2026 [6][7][9][13]. - **3.3.2 Main Contract Basis**: It shows the historical basis trends of main contracts for various black commodities from 2021 - 2026 [16][17][19][21]. - **3.3.3 Inter - period Contract Spreads**: The report provides historical spread trends of inter - period contracts for various black commodities from 2021 - 2026 [24][25][26][31][32][34][36]. - **3.3.4 Inter - variety Contract Spreads**: It presents historical spread trends of inter - variety contracts for various black commodities from 2021 - 2026, such as the spread between hot - rolled coils and rebar, the ratio of rebar to iron ore, etc. [37][39][40]. - **3.3.5 Rebar Profits**: The report shows the historical profit trends of rebar's main contract disk profit, long - process profit, and short - process profit from 2021 - 2026 [42][46].

有色商品日报 有色商品日报（2026 年 1 月 30 日） 一、研究观点 | 品 种 | | 点评 | | --- | --- | --- | | | | 隔夜内外铜价冲高后快速回落，特别是 LME 铜盘中一度涨幅达到 10%，国内现货精炼 | | | | 铜进口亏损大幅收敛，窗口接近打开。宏观方面，美国总统特朗普表示，下周将宣布美 | | | | 联储主席人选，利率应比当前水平低两到三个百分点。美国联邦政府再次面临关门危险， | | | | 昨晚美参院关键投票未能推进拨款法案，但特朗普称接近达成协议避免政府关门。国内 | | | | 方面，有消息称，多家房地产企业已不再被监管部门要求每月上报"三道红线"相关数 | | | 据，有利于后续房地产市场平稳发展。库存方面，LME 库存增加 2150 吨至 176075 | 吨； | | 铜 | Comex 库存增加 2590 吨至 521757 吨；SHFE 铜仓单增加 3590 吨 151628 吨，BC | 铜维持 | | | 11141 | 吨。昨日内外铜价表现来看，突然的发力有贵金属热度的传导，也标志着铜价首 | | | 次突破每吨 1.4 | 万美元的 ...

Group 1: Report Investment Rating - No information provided on the industry investment rating Group 2: Core Viewpoints - On January 29, industrial silicon fluctuated weakly, with the main contract 2605 closing at 8,925 yuan/ton, an intraday increase of 1.36%, and open interest increasing by 970 lots to 237,000 lots. The spot reference price of industrial silicon from Baichuan remained stable at 9,628 yuan/ton compared to the previous trading day. The price of the lowest deliverable product remained stable at 8,850 yuan/ton, and the spot shifted from a premium to a discount of 75 yuan/ton. Polysilicon also fluctuated weakly, with the main contract 2605 closing at 49,335 yuan/ton, an intraday decrease of 4.22%, and open interest increasing by 1,330 lots to 42,745 lots. The price of N-type recycled polysilicon material from Baichuan dropped to 52,500 yuan/ton, and the price of the lowest deliverable silicon material was 52,500 yuan/ton. The spot premium widened to 3,165 yuan/ton. [2] - In Sichuan, all furnaces have stopped operating. In Yunnan, low - load operation is maintained due to long - term contracts, and production cuts are also expected in the future. Large factories in Xinjiang plan to cut production by 50% by the end of the month. With the expected reduction in supply, the futures market is gradually recovering, and the supply of high - and low - grade products is diverging. The scale of production cuts by silicon material manufacturers continues to expand. The rush to export before the export tax - rebate window will advance demand, and the high inventory in the industry will dilute the intensity of restocking. In terms of rhythm, spot quotes are gradually losing support, with the near - term futures having support and the far - term futures under pressure. [2] Group 3: Summary by Directory 2. Daily Data Monitoring - **Industrial Silicon Futures**: The settlement price of the main contract increased from 8,760 yuan/ton on January 28 to 8,925 yuan/ton on January 29, a rise of 165 yuan/ton. The settlement price of the near - term contract increased from 8,670 yuan/ton to 8,835 yuan/ton, a rise of 165 yuan/ton. The spot prices of different grades and regions remained stable. The lowest deliverable product price remained at 8,850 yuan/ton, and the spot shifted from a premium of 90 yuan/ton to a discount of 75 yuan/ton, a decrease of 165 yuan/ton. [2][4] - **Polysilicon Futures**: The settlement price of the main contract decreased from 50,805 yuan/ton on January 28 to 49,335 yuan/ton on January 29, a drop of 1,470 yuan/ton. The settlement price of the near - term contract decreased from 50,220 yuan/ton to 48,445 yuan/ton, a drop of 1,775 yuan/ton. The spot prices of different types of polysilicon remained stable. The lowest deliverable product price was 52,500 yuan/ton, and the spot premium widened from 1,695 yuan/ton to 3,165 yuan/ton, an increase of 1,470 yuan/ton. [2][4] - **Organic Silicon**: The price of DMC in the East China market remained at 14,000 yuan/ton. Among the organic silicon products, the prices of raw rubber and 107 glue remained stable, while the price of dimethyl silicone oil increased from 14,500 yuan/ton to 15,500 yuan/ton, a rise of 1,000 yuan/ton. [4] - **Inventory**: For industrial silicon, the daily warehouse receipts increased by 384 to 13,655, the weekly inventory at GFE increased by 8,440 to 64,855 tons, and the total social inventory increased by 1,000 to 453,950 tons. For polysilicon, the daily warehouse receipts increased by 770 to 8,090, the weekly inventory at GFE increased by 69,000 tons to 205,500 tons, and the total social inventory increased by 9,000 tons to 330,000 tons. [4] 3. Chart Analysis 3.1 Industrial Silicon and Cost - Side Prices - The charts show the prices of different grades of industrial silicon, grade spreads, regional spreads, electricity prices, silica prices, and refined coal prices. [6][9][12] 3.2 Downstream Product Prices - The charts display the prices of DMC, organic silicon products, polysilicon, silicon wafers, battery cells, and components. [15][17][18] 3.3 Inventory - The charts present the futures inventory of industrial silicon and polysilicon, the weekly industry inventory of industrial silicon, and the weekly inventory changes of industrial silicon, polysilicon, and DMC. [20][21][24] 3.4 Cost - Profit - The charts show the average cost and profit levels of industrial silicon, the weekly cost - profit of industrial silicon, the processing industry profit of polysilicon, the cost - profit of DMC, and the cost - profit of aluminum alloys. [25][27][29]

Group 1: Report Industry Investment Rating - No information provided Group 2: Core Viewpoints of the Report - The cotton market shows that on Thursday, ICE U.S. cotton dropped 0.42% to 63.46 cents per pound, while the main contract of Zhengzhou cotton rose 1.05% to 14,910 yuan per ton, with the main - contract positions decreasing by 18,141 lots to 805,100 lots. The spot price index of cotton 3128B was 15,880 yuan per ton, up 145 yuan from the previous day. Internationally, the Fed's January interest - rate meeting had no change, and the market saw Powell's statement as dovish, but it had little impact on U.S. cotton prices. Domestically, Zhengzhou cotton rose with reduced positions. The textile enterprises' pre - holiday stocking was limited, and their raw material inventory was at a medium - to - high level. With the Spring Festival approaching, demand was weakly boosted. The current cotton inventory was at a high level this year, and imported cotton increased, so the supply was abundant. The cotton price is expected to be range - bound before the holiday and promising in the long - term [2]. - For the sugar market, the European Commission proposed to suspend duty - free sugar imports to relieve pressure on sugar producers. In the 2024/25 sugar - crushing season, the EU's raw sugar imports reached 587,000 tons, a 19% increase year - on - year, about 95% from Brazil; refined sugar imports were 155,000 tons, a 5% increase, about 43% from Brazil. The spot prices of Guangxi and Yunnan sugar - making groups increased. Raw sugar is in the production - realization stage in the Northern Hemisphere, lacking a trending market. Recently, due to the general rise of commodities, sugar prices rebounded significantly. If the May contract rebounds to around 5,300 yuan per ton, pay attention to enterprises' hedging intentions; in the medium - term, focus on the arbitrage opportunities between the May and September contracts [2]. Group 3: Summary of Each Section 1. Daily Data Monitoring - For cotton, the 3 - 5 spread was 55 yuan, down 70 yuan; the main - contract basis was 1193 yuan, up 200 yuan. The spot price in Xinjiang was 15,832 yuan per ton, up 214 yuan, and the national price was 16,103 yuan per ton, up 170 yuan [3]. - For sugar, the 3 - 5 spread was 9 yuan, up 6 yuan; the main - contract basis was 93 yuan, down 30 yuan. The spot price in Nanning was 5,320 yuan per ton, up 50 yuan, and in Liuzhou was 5,350 yuan per ton, up 40 yuan [3]. 2. Market Information - On January 29, the number of cotton futures warehouse receipts was 10,243, an increase of 34 from the previous trading day, and the effective forecast was 1072 [4]. - On January 29, the arrival prices of cotton in different domestic regions were: 15,832 yuan per ton in Xinjiang, 16,145 yuan per ton in Henan, 16,165 yuan per ton in Shandong, and 16,225 yuan per ton in Zhejiang [4]. - On January 29, the comprehensive load of yarn was 47.4, down 0.1 from the previous day; the comprehensive inventory of yarn was 24.3, down 0.2; the comprehensive load of staple - fiber cloth was 50.5, unchanged; the comprehensive inventory of staple - fiber cloth was 32.3, unchanged [4]. - On January 29, the spot price of sugar in Nanning was 5,320 yuan per ton, up 50 yuan from the previous trading day; in Liuzhou, it was 5,350 yuan per ton, up 40 yuan [4]. - On January 29, the number of sugar futures warehouse receipts was 14,119, up 404 yuan per ton from the previous trading day, and the effective forecast was 89 [5]. 3. Chart Analysis - The report provides multiple charts including cotton's main - contract closing price, main - contract basis, 3 - 5 spread, 1% tariff - quota internal - external spread, warehouse receipts and effective forecasts, and China's cotton price index; as well as sugar's main - contract closing price, main - contract basis, 3 - 5 spread, and warehouse receipts and effective forecasts [7][11][14][17]. 4. Research Team Introduction - Zhang Xiaojin is the director of resource - product research at Everbright Futures Research Institute, focusing on the sugar industry. She has won many titles such as "Best Agricultural Product Analyst" and "Senior Senior Analyst of Sugar at Zhengzhou Commodity Exchange" [19]. - Zhang Linglu is an analyst at Everbright Futures Research Institute, responsible for futures varieties like urea and soda - ash glass. She has won many awards including "Senior Senior Analyst of Soda - ash at Zhengzhou Commodity Exchange" [20]. - Sun Chengzhen is an analyst at Everbright Futures Research Institute, mainly engaged in the fundamental research of varieties such as cotton and cotton yarn. He has won titles like "Senior Analyst of Textile Products at Zhengzhou Commodity Exchange" [21].

碳酸锂日报 碳酸锂日报（2026 年 1 月 30 日） 一、研究观点 点 评 请务必阅读正文之后的免责条款部分 EVERBRIGHT FUTURES 1 二、日度数据监测 | | | 锂电产业链产品价格 | | | | | | --- | --- | --- | --- | --- | --- | --- | | | | 指 标 | 单 位 | 2026-01-29 | 2026-01-28 | 涨 跌 | | | 期 货 | 主力合约收盘价 | 元/吨 | 164820 | 166280 | -1460 | | | | 连续合约收盘价 | 元/吨 | 162140 | 166000 | -3860 | | | | 锂辉石精矿(6%,CIF中国) | 美元/吨 | 2168 | 2190 | -22 | | | | 锂云母（Li2O:1.5%-2.0%） | 元/吨 | 3305 | 3330 | -25 | | | 锂 矿 | 锂云母（Li2O:2.0%-2.5%） | 元/吨 | 5125 | 5165 | -40 | | | | 磷锂铝石（Li2O:6%-7%） | 元/吨 | 15700 | 159 ...

Group 1: Report Industry Investment Rating - All three varieties (urea, soda ash, and glass) are rated as having a wide - range oscillation outlook [1] Group 2: Report's Core View - Urea futures prices are expected to maintain a high - level oscillation in the range of 1800 - 1850 yuan/ton in the short term, with potential pressure from seasonal demand decline and enterprise inventory accumulation. The market is in a state of fundamental game, and the upward momentum is insufficient [1] - Soda ash futures prices will continue the wide - range oscillation trend. Although the macro and commodity market sentiment provides some support, the weak fundamentals and high inventory accumulation expectation before the Spring Festival will put pressure on the prices [1] - Glass futures prices will mainly show a wide - range oscillation in the short term. The approaching Spring Festival may lead to demand decline, inventory accumulation, and weakening spot trading, but the macro and overall commodity market trends may bring some positive effects [1] Group 3: Summary According to Related Catalogs Research View - **Urea**: On Thursday, the urea futures price was firm and oscillating, with the main 05 contract closing at 1817 yuan/ton, a slight increase of 0.33%. The supply is expected to rise further, while the demand sentiment is falling. The enterprise inventory decreased by 0.12% this week, which is beneficial for manufacturers to maintain prices [1] - **Soda ash**: On Thursday, the soda ash futures price was strongly oscillating, with the main 05 contract closing at 1224 yuan/ton, a 2.6% increase. The industry's new production capacity is stable, the operating rate decreased by 2.23% to 84.19%, and the weekly output increased by 1.47% to 78.31 tons. The enterprise inventory increased by 1.52% to 154.42 tons [1] - **Glass**: On Thursday, the glass futures price was firm and oscillating, with the main 05 contract closing at 1087 yuan/ton, a 1.78% increase. The supply is stable, the demand is differentiating, and the enterprise inventory decreased by 1.22% this week, which is conducive to manufacturers' price - holding and market procurement sentiment [1] Market Information - **Urea**: On January 29, the urea futures warehouse receipts were 12,699, unchanged from the previous trading day, with 325 valid forecasts. The daily output was 211,100 tons, unchanged from the previous workday and 163,000 tons more than the same period last year. The opening rate was 89.66%, a 2.65 - percentage - point increase year - on - year. The enterprise inventory on January 28 was 944,900 tons, a 0.12% decrease week - on - week [4][5] - **Soda ash & Glass**: On January 29, the soda ash futures warehouse receipts were 1,539, unchanged from the previous trading day, with 2,266 valid forecasts; the glass futures warehouse receipts were 0, unchanged. The soda ash industry's operating rate was 84.19%, a 2.23% decrease week - on - week; the output was 783,100 tons, a 1.47% increase week - on - week. The soda ash manufacturer's inventory was 1,544,200 tons, a 1.52% increase week - on - week. The average price of the float glass market was 1,107 yuan/ton, a 4 - yuan increase day - on - day; the daily output was 151,000 tons, stable day - on - day. The total inventory of float glass sample enterprises was 52,564,000 heavy boxes, a 1.22% decrease month - on - month and a 21.24% increase year - on - year [7][8] Chart Analysis - The section presents multiple charts including the closing prices, basis, trading volume and open interest, price spreads, and spot price trends of urea and soda ash, as well as the futures price spreads of urea - methanol and glass - soda ash [10][12][14][18][20][22] Research Team Introduction - The research team consists of Zhang Xiaojin, Zhang Linglu, and Sun Chengzhen, who are responsible for different research areas and have rich research experience and many awards [25]

光大期货能化商品日报 光大期货能化商品日报（2026 年 1 月 30 日） 一、研究观点 | 品种 | 点评 | 观点 | | --- | --- | --- | | | 周四油价大幅上涨，其中 WTI 3 月合约收盘上涨 2.21 美元至 65.42 | | | | 美元/桶，涨幅 3.50%。布伦特 3 月合约收盘上涨 2.31 美元至 70.71 | | | | 美元/桶，涨幅 3.38%。SC2603 以 480.9 元/桶收盘，上涨 13.9 元 | | | | /桶，涨幅为 2.98%。消息方面，一名美国官员表示，美国海军又 | | | | 一艘驱逐舰已抵达中东地区。该官员表示，驱逐舰已于过去 48 小 | | | | 时内抵达该地区。至此，美国在中东地区的驱逐舰数量增至六艘， | | | | 此外还有一艘航空母舰和三艘其他濒海战斗舰。周日 OPEC 会议 | | | 原油 | 将召开，OPEC+代表透露，该机构仍让实施暂停增产计划。沙特 | 震荡 | | | 阿拉伯和俄罗斯为首的八个成员国将于周日举行在线会议，审议 | | | | 3 月份的供应政策，这是本季度产量冻结期的最后一个月。重大 | ...

Group 1: Index Trends - On January 29, the Shanghai Composite Index rose 0.16% to close at 4157.98 points with a trading volume of 1485.795 billion yuan; the Shenzhen Component Index fell 0.3% to close at 14300.08 points with a trading volume of 1744.213 billion yuan [1] - The CSI 1000 Index fell 0.8% with a trading volume of 677.736 billion yuan, opening at 8380.61, closing at 8332.21, with a daily high of 8463.12 and a low of 8308.82 [1] - The CSI 500 Index fell 0.97% with a trading volume of 666.257 billion yuan, opening at 8584.68, closing at 8517.84, with a daily high of 8658.94 and a low of 8503.09 [1] - The SSE 50 Index rose 1.65% with a trading volume of 294.888 billion yuan, opening at 3074.49, closing at 3110.91, with a daily high of 3122.14 and a low of 3048.41 [1] - The CSI 300 Index rose 0.76% with a trading volume of 917.966 billion yuan, opening at 4733.09, closing at 4753.87, with a daily high of 4770.96 and a low of 4696.05 [1] Group 2: Impact of Sector Movements on Indexes - The CSI 1000 dropped 67.58 points from the previous close. Media and other sectors significantly pulled the index up, while Machinery, Power Equipment, and Electronics sectors dragged it down [3] - The CSI 500 dropped 83.32 points from the previous close. Media and other sectors significantly pulled the index up, while National Defense and Military Industry, Power Equipment, and Electronics sectors dragged it down [3] - The CSI 300 rose 35.88 points from the previous close. Food and Beverage, Non - Banking Finance, and Non - Ferrous Metals sectors significantly pulled the index up, while the Electronics sector dragged it down [3] - The SSE 50 rose 50.35 points from the previous close. Food and Beverage, Non - Banking Finance, and Non - Ferrous Metals sectors significantly pulled the index up, while the Electronics sector dragged it down [3] Group 3: Stock Index Futures Basis and Annualized Opening Costs - For IM contracts, the average daily basis for IM00 was 12.65, IM01 was -7.34, IM02 was -135.96, and IM03 was -294.03 [13] - For IC contracts, the average daily basis for IC00 was 18.85, IC01 was 16.11, IC02 was -30.7, and IC03 was -124.86 [13] - For IF contracts, the average daily basis for IF00 was 10.9, IF01 was 16.46, IF02 was 1.63, and IF03 was -44.08 [13] - For IH contracts, the average daily basis for IH00 was 6.1, IH01 was 10.77, IH02 was 13.81, and IH03 was -11.75 [13]