全品种价差日报-20250513

Report Overview - The report is a daily spread report for all varieties, dated May 13, 2025, with data from Wind, Mysteel, and GF Futures Research Institute [3][4][5] Commodity Futures Data Ferrous Metals - Silicon Iron (SF507): Spot price 5636, futures price 5778, basis 142, basis rate 2.52%, historical quantile 77.30% [1] - Silicon Manganese (SM509): Spot price 5866, futures price 5850, basis -16, basis rate -0.27%, historical quantile 22.50% [1] - Rebar (RB2510): Spot price 3082, futures price 3220, basis 138, basis rate 4.48%, historical quantile 60.50% [1] - Hot - Rolled Coil (HC2510): Spot price 3220, futures price 3280, basis 60, basis rate 1.86%, historical quantile 43.70% [1] - Iron Ore (I2509): Spot price 719, futures price 790, basis 71, basis rate 9.96%, historical quantile 55.10% [1] - Coke (J2509): Spot price 1472, futures price 1490, basis 18, basis rate 1.24%, historical quantile 53.78% [1] - Coking Coal (JM2509): Spot price 890, futures price 1035, basis 146, basis rate 16.36%, historical quantile 67.10% [1] Non - Ferrous Metals - Copper (CU2506): Spot price 78275, futures price 78260, basis 15, basis rate 0.02%, historical quantile 42.91% [1] - Aluminum (AL2506): Spot price 19810, futures price 19910, basis -100, basis rate -0.50%, historical quantile 20.83% [1] - Zinc (ZN2506): Spot price 22650, futures price 22490, basis 160, basis rate 0.71%, historical quantile 71.25% [1] - Tin (SN2506): Spot price 263200, futures price 262800, basis -400, basis rate -0.15%, historical quantile 33.95% [1] - Stainless Steel (SS2507): Spot price 13320, futures price 12890, basis 430, basis rate 3.34%, historical quantile 83.94% [1] - Lithium Carbonate (LC2507): Spot price 64600, futures price 64040, basis 560, basis rate 0.87%, historical quantile 54.48% [1] - Industrial Silicon (SI2506): Spot price 9100, futures price 8320, basis 780, basis rate 9.38%, historical quantile 56.32% [1] Precious Metals - Gold (AU2508): Spot price 772.3, futures price 758.2, basis -14.1, basis rate -1.83%, historical quantile 0.00% [1] - Silver (AG2506): Spot price 8232.0, futures price 8124.0, basis -108.0, basis rate 0.20% [1] Agricultural Products - Soybean Meal (M2509): Spot price 3010, futures price 2908.0, basis 102.0, basis rate 3.51%, historical quantile 34.30% [1] - Soybean Oil (Y2509): Spot price 7814.0, futures price 7518.0, basis 296.0, basis rate 3.79%, historical quantile 37.90% [1] - Palm Oil (P2509): Spot price 8580, futures price 8024.0, basis 556.0, basis rate 6.93%, historical quantile 72.20% [1] - Rapeseed Meal (RM509): Spot price 2400, futures price 2544.0, basis -144.0, basis rate -5.66% [1] - Rapeseed Oil (OI509): Spot price 9400, futures price 9378.0, basis 22.0, basis rate 0.23%, historical quantile 15.50% [1] - Corn (C2507): Spot price 2320, futures price 2363.0, basis -43.0, basis rate -1.82%, historical quantile 25.20% [1] - Corn Starch (CS2507): Spot price 2730, futures price 2735.0, basis -5.0, basis rate -0.18%, historical quantile 10.30% [1] - Live Hogs (LH2509): Spot price 14980, futures price 13870.0, basis 1110.0, basis rate 8.00%, historical quantile 73.60% [1] - Eggs (JD2506): Spot price 3000, futures price 2927.0, basis 73.0, basis rate 2.49%, historical quantile 36.50% [1] - Cotton (CF509): Spot price 14085, futures price 13240.0, basis 845.0, basis rate 6.38%, historical quantile 42.10% [1] - Sugar (SR509): Spot price 6220, futures price 5885.0, basis 335.0, basis rate 5.69%, historical quantile 68.50% [1] - Apples (AP510): Spot price 8000, futures price 7837.0, basis 163.0, basis rate 2.08%, historical quantile 40.60% [1] - Red Dates (CJ509): Spot price 9045.0, futures price 8300, basis -745.0, basis rate -8.24%, historical quantile 64.90% [1] Energy and Chemicals - Para - Xylene (PX509): Spot price 6654.0, futures price 6556.2, basis -97.8, basis rate -1.47%, historical quantile 14.50% [1] - PTA (TA509): Spot price 4850.0, futures price 4710.0, basis 140.0, basis rate 2.97%, historical quantile 78.20% [1] - Ethylene Glycol (EG2509): Spot price 4305.0, futures price 4302.0, basis 3.0, basis rate 0.07%, historical quantile 65.30% [1] - Polyester Staple Fiber (PF506): Spot price 6454.0, futures price 6420.0, basis 34.0, basis rate 0.53%, historical quantile 37.30% [1] - Styrene (EB2506): Spot price 7335.0, futures price 7320.0, basis 15.0, basis rate 0.20%, historical quantile 30.30% [1] - Methanol (MA509): Spot price 2422.0, futures price 2270.0, basis 152.0, basis rate 6.70%, historical quantile 91.30% [1] - Urea (UR509): Spot price 1970.0, futures price 1897.0, basis 73.0, basis rate 3.85%, historical quantile 34.50% [1] - LLDPE (L2509): Spot price 7280.0, futures price 7090.0, basis 190.0, basis rate 2.68%, historical quantile 67.70% [1] - PP (PP2509): Spot price 7250.0, futures price 7030.0, basis 220.0, basis rate 3.13%, historical quantile 73.80% [1] - PVC (V2509): Spot price 4660.0, futures price 4836.0, basis -176.0, basis rate -3.64%, historical quantile 33.70% [1] - Caustic Soda (SH209): Spot price 2593.8, futures price 2545.0, basis 48.8, basis rate 1.92%, historical quantile 59.50% [1] - LPG (PG2506): Spot price 5048.0, futures price 4359.0, basis 689.0, basis rate 15.81%, historical quantile 82.20% [1] - Asphalt (BU2506): Spot price 3585.0, futures price 3481.0, basis 104.0, basis rate 2.99%, historical quantile 75.20% [1] - Butadiene Rubber (BR2506): Spot price 11820.0, futures price 11700.0, basis -120.0, basis rate -1.02%, historical quantile 19.10% [1] - Glass (FG509): Spot price 1104.0, futures price 1045.0, basis 59.0, basis rate 5.34%, historical quantile 79.36% [1] - Soda Ash (SA509): Spot price 1330.0, futures price 1318.0, basis 12.0, basis rate 0.90%, historical quantile 31.78% [1] - Natural Rubber (RU2509): Spot price 15025.0, futures price 14650.0, basis -375.0, basis rate -2.56% [1] Financial Futures - Stock Index Futures - CSI 300 (IF2506): Spot price 3890.6, futures price 3853.0, basis -37.6, basis rate -0.98%, historical quantile 7.80% [1] - SSE 50 (IH2506): Spot price 2702.6, futures price 2686.6, basis 16.0, basis rate 0.60%, historical quantile 12.00% [1] - CSI 500 (IC2506): Spot price 5793.7, futures price 5688.0, basis 105.7, basis rate 2.90%, historical quantile -1.86% [1] - CSI 1000 (IM2506): Spot price 6167.5, futures price 6037.0, basis 130.5, basis rate 5.40%, historical quantile -2.16% [1] - Treasury Bond Futures - 2 - Year Treasury Bond (TS2506): Spot price 102.32, futures price 99.38, basis -0.06, basis rate -0.06%, historical quantile 10.60%, conversion factor 0.9719 [1] - 5 - Year Treasury Bond (TF2506): Spot price 105.97, futures price 101.56, basis -0.02, basis rate -0.02%, historical quantile 23.70%, conversion factor 0.9587 [1] - 10 - Year Treasury Bond (T2506): Spot price 108.68, futures price 99.03, basis -0.08, basis rate -0.08%, historical quantile 9.10%, conversion factor 0.9120 [1] - 30 - Year Treasury Bond (TL2506): Spot price 135.84, futures price 119.15, basis -0.32, basis rate -0.27%, historical quantile 0.00%, conversion factor 1.1427 [1]