全品种价差日报-2025-03-27

Report Summary 1. Report Industry Investment Rating - Not provided in the given content. 2. Core View of the Report - Not provided in the given content. 3. Summary by Related Catalogs Metals and Minerals - Ferroalloys: For silicon - iron (SF505), the spot price is 78, the futures price is 6020, and the basis rate is 1.30%. For silicon - manganese (SM505), the spot price is 74, the futures price is 6146, and the basis rate is 1.20% [1]. - Steel and Related Products: For rebar (RB2505), the spot price is 3260, the futures price is 3209, and the basis rate is 1.59%. For hot - rolled coil (HC2505), the spot price is 3380, the futures price is 3386, and the basis rate is - 0.18% [1]. - Iron Ore and Coking Coal: For iron ore (I2505), the spot price is 808, the futures price is 780, and the basis rate is 3.63%. For coke (J2505), the spot price is 1616, the futures price is 1531, and the basis rate is - 5.25%. For coking coal (JM2505), the spot price is 1068, the futures price is 1026, and the basis rate is 4.14% [1]. Non - Ferrous Metals - Copper and Aluminum: For copper (CU2505), the spot price is 82655, the futures price is 82000, and the basis rate is 0.80%. For aluminum (AL2505), the spot price is 20670, the futures price is 20720, and the basis rate is - 0.24% [1]. - Other Non - Ferrous Metals: For zinc (ZN2505), the spot price is 24155, the futures price is 24030, and the basis rate is - 0.52%. For tin (SN2505), the spot price is 278200, the futures price is 277650, and the basis rate is 0.20% [1]. Precious Metals - Gold and Silver: For gold (AU2506), the spot price is 707.4, the futures price is 709.0, and the basis rate is - 0.23%. For silver (AG2506), the spot price is 8366.0, the futures price is 8334.0, and the basis rate is - 0.38% [1]. Agricultural Products - Grains and Oils: For soybean meal (M2505), the spot price is 3090, the futures price is 2820, and the basis rate is 9.57%. For soybean oil (Y2505), the spot price is 8100, the futures price is 7882, and the basis rate is 2.77%. For palm oil (P2505), the spot price is 8846, the futures price is 9400, and the basis rate is - 6.26% [1]. - Other Agricultural Products: For cotton (CF505), the spot price is 14573, the futures price is 13635, and the basis rate is 6.88%. For sugar (SR505), the spot price is 6210, the futures price is 6098, and the basis rate is 1.84% [1]. Energy and Chemicals - Petrochemicals: For paraxylene (PX505), the spot price is 7108, the futures price is 6928, and the basis rate is 2.60%. For PTA (TA505), the spot price is 4910, the futures price is 4926, and the basis rate is - 0.32% [1]. - Other Chemicals: For ethylene glycol (EG2505), the spot price is 4525, the futures price is 4487, and the basis rate is 0.85%. For styrene (EB2505), the spot price is 7920, the futures price is 7762, and the basis rate is 2.04% [1]. Financial Products - Stock Index Futures: For CSI 300 (IF2506), the spot price is 3891.8, the futures price is 3919.4, and the basis rate is - 0.71%. For SSE 50 (IH2506), the spot price is 2677.3, the futures price is 2676.0, and the basis rate is - 0.05% [1]. - Bond Futures: For 2 - year bond (TS2506), the spot price is 99.23, the futures price is 102.44, and the basis rate is - 0.32%. For 5 - year bond (TF2506), the spot price is 101.08, the futures price is 105.54, and the basis rate is - 0.09% [1].