光期黑色：铁矿石基差及价差监测日报-20250606

Report Overview - The report is the "Iron Ore Basis and Spread Monitoring Daily Report" by Guangda Futures, dated June 6, 2025 [1] 1. Contract Spreads - The closing prices of I05, I09, and I01 contracts are 646.5, 701.0, and 665.0 respectively, with changes of -1.5, -3.5, and -1.0 compared to the previous day [3] - The spreads of I05 - I09, I09 - I01, and I01 - I05 are -54.5, 36.0, and 18.5 respectively, with changes of 2.0, -2.5, and 0.5 compared to the previous day [3] 2. Basis 2.1 Basis Data - For various iron ore varieties such as Carajás fines, BRBF, Newman fines, etc., the report provides today's price, previous day's price, change, delivery cost, today's basis, previous day's basis, and basis change [6] 2.2 Basis Charts - The report presents basis charts for different types of iron ore including Brazilian fines, Australian medium - grade fines, Australian low - grade fines, and domestic ores [8][9][10] 3. Variety Spreads 3.1 Variety Spread Data - The report shows the spreads between different iron ore varieties such as PB lump - PB fines, Newman lump - Newman fines, Carajás fines - Newman fines, etc., along with their changes compared to the previous day [13] 3.2 Variety Spread Charts - The report includes charts for block - fines spreads, high - medium grade fines spreads, medium - low grade fines spreads, etc. [14][17][18] 4. Exchange Rule Adjustments - The Dalian Commodity Exchange has made adjustments to the deliverable brands and brand premiums of iron ore futures, including adding new deliverable varieties and adjusting the brand premiums of existing varieties [11] - The adjusted rules apply to contracts from I2312 onwards, and the exchange will handle the registration of standard warehouse receipts according to the new rules starting from the first trading day after the last delivery day of the I2311 contract [12] 5. Research Team Introduction - The black research team of Guangda Futures includes Qiu Yuecheng, Zhang Xiaojin, Liu Xi, and Zhang Chunjie, each with their own professional experience and qualifications [25]