Report Information - Report Title: All-variety Spread Daily Report [2] - Report Date: June 10, 2025 [2] - Data Sources: Wind, Mysteel, GF Futures Research Institute [3] Core Data Ferrous Metals - Silicon Iron (SF509): Futures price is 5528, spot price is 5174, basis is 354, basis rate is 6.84%, historical quantile is 92.30% [1] - Silicon Manganese (SM509): Futures price is 5720, spot price is 5552, basis is 168, basis rate is 3.03% [1] - Rebar (RB2510): Futures price is 2981, spot price is 3110, basis is -129, basis rate is -4.33%, historical quantile is 58.30% [1] - Hot Rolled Coil (HC2510): Futures price is 300E, spot price is 3200, basis is -105, basis rate is -3.39%, historical quantile is 57.90% [1] - Iron Ore (I2509): Futures price is 758, spot price is 703, basis is 55, basis rate is 7.79%, historical quantile is 45.10% [1] - Coke (J2509): Futures price is 1347, spot price is 1339, basis is 8, basis rate is 0.59%, historical quantile is 50.31% [1] - Coking Coal (JM2509): Futures price is 838, spot price is 780, basis is 58, basis rate is 7.44%, historical quantile is 36.10% [1] Non-ferrous Metals - Copper (CU2507): Futures price is 78910, spot price is 78875, basis is -35, basis rate is -0.04%, historical quantile is 36.66% [1] - Aluminum (AL2507): Futures price is 20210, spot price is 20025, basis is 185, basis rate is 0.92%, historical quantile is 87.50% [1] - Zinc (ZN2507): Futures price is 22520, spot price is 21910, basis is 610, basis rate is 2.78%, historical quantile is 98.75% [1] - Tin (SN2507): Futures price is 263900, spot price is 263740, basis is 160, basis rate is 0.06%, historical quantile is 52.08% [1] - Nickel (NI2507): Futures price is 122710, spot price is 122700, basis is -10, basis rate is -0.01%, historical quantile is 52.70% [1] - Stainless Steel (SS2507): Futures price is 13170, spot price is 12640, basis is 530, basis rate is 4.19%, historical quantile is 90.98% [1] - Lithium Carbonate (LC2507): Futures price is 60700, spot price is 60550, basis is 150, basis rate is -0.74%, historical quantile is 40.48% [1] - Industrial Silicon (SI2507): Futures price is 8150, spot price is 7475, basis is 675, basis rate is 9.03%, historical quantile is 48.12% [1] Precious Metals - Gold (AU2508): Futures price is 739.8, spot price is 735.4, basis is -4.4, basis rate is -0.60%, historical quantile is 7.40% [1] - Silver (AG2508): Futures price is 8008.0, spot price is 7967.0, basis is -41.0, basis rate is -0.51%, historical quantile is 9.80% [1] Agricultural Products - Soybean Meal (M2509): Futures price is 3019.0, spot price is 2840, basis is -179.0, basis rate is -5.93%, historical quantile is 27.00% [1] - Soybean Oil (Y2509): Futures price is 7970, spot price is 7766.0, basis is 204.0, basis rate is 2.63% [1] - Palm Oil (P2509): Futures price is 8580, spot price is 8182.0, basis is 398.0, basis rate is 4.86%, historical quantile is 66.00% [1] - Rapeseed Meal (RM509): Futures price is 2614.0, spot price is 2490, basis is -124.0, basis rate is -4.74%, historical quantile is 12.90% [1] - Rapeseed Oil (OI509): Futures price is 9360, spot price is 9182.0, basis is 178.0, basis rate is 1.94%, historical quantile is 57.10% [1] - Corn (C2507): Futures price is 2357.0, spot price is 2350, basis is -7.0, basis rate is -0.30%, historical quantile is 43.50% [1] - Corn Starch (CS2507): Futures price is 2700, spot price is 2687.0, basis is 13.0, basis rate is 0.48%, historical quantile is 13.80% [1] - Live Hogs (LH2509): Futures price is 13880, spot price is 13475.0, basis is 405.0, basis rate is 3.01%, historical quantile is 51.60% [1] - Eggs (JD2507): Futures price is 2837.0, spot price is 2650, basis is -187.0, basis rate is -6.59%, historical quantile is 15.50% [1] - Cotton (CF509): Futures price is 14485, spot price is 13495.0, basis is 990.0, basis rate is 7.34%, historical quantile is 60.10% [1] - Sugar (SR509): Futures price is 6170, spot price is 5734.0, basis is 436.0, basis rate is 7.60%, historical quantile is 80.20% [1] - Apples (AP510): Futures price is 8600, spot price is 7486.0, basis is 1114.0, basis rate is 14.88%, historical quantile is 75.60% [1] - Red Dates (CJ509): Futures price is 8910.0, spot price is 8300, basis is -610.0, basis rate is -6.85%, historical quantile is 69.20% [1] Energy and Chemicals - Paraxylene (PX509): Futures price is 7063.7, spot price is 6788.0, basis is 275.7, basis rate is 4.06%, historical quantile is 93.90% [1] - PTA (TA509): Futures price is 4980.0, spot price is 4814.0, basis is 166.0, basis rate is 3.45%, historical quantile is 79.40% [1] - Ethylene Glycol (EG2509): Futures price is 4510.0, spot price is 4359.0, basis is 151.0, basis rate is 3.46%, historical quantile is 94.10% [1] - Polyester Staple Fiber (PF507): Futures price is 6530.0, spot price is 6500.0, basis is 30.0, basis rate is 0.46%, historical quantile is 55.50% [1] - Styrene (EB2507): Futures price is 7790.0, spot price is 7226.0, basis is 564.0, basis rate is 7.81%, historical quantile is 91.90% [1] - Methanol (MA509): Futures price is 2235.0, spot price is 2218.0, basis is 17.0, basis rate is 0.77%, historical quantile is 51.00% [1] - Urea (UR509): Futures price is 1880.0, spot price is 1784.0, basis is 96.0, basis rate is 5.38%, historical quantile is 41.60% [1] - LLDPE (L2509): Futures price is 7125.0, spot price is 7025.0, basis is 100.0, basis rate is 1.42%, historical quantile is 47.30% [1] - PP (PP2509): Futures price is 7135.0, spot price is 6918.0, basis is 217.0, basis rate is 3.14%, historical quantile is 72.80% [1] - PVC (V2509): Futures price is 4744.0, spot price is 4650.0, basis is -94.0, basis rate is -1.98%, historical quantile is 55.20% [1] - Caustic Soda (SH209): Futures price is 2750.0, spot price is 2479.0, basis is 271.0, basis rate is 10.93%, historical quantile is 83.10% [1] - LPG (PG2507): Futures price is 4698.0, spot price is 4120.0, basis is 578.0, basis rate is 14.03%, historical quantile is 73.40% [1] - Asphalt (BU2509): Futures price is 3640.0, spot price is 3514.0, basis is 126.0, basis rate is 3.59%, historical quantile is 77.50% [1] - Butadiene Rubber (BR2507): Futures price is 11700.0, spot price is 11345.0, basis is 355.0, basis rate is 3.13%, historical quantile is 67.10% [1] - Glass (FG509): Futures price is 1036.0, spot price is 1006.0, basis is 30.0, basis rate is 2.90%, historical quantile is 73.26% [1] - Soda Ash (SA509): Futures price is 1252.0, spot price is 1202.0, basis is 50.0, basis rate is 3.99%, historical quantile is 44.84% [1] - Natural Rubber (RU2509): Futures price is 13725.0, spot price is 13650.0, basis is -75.0, basis rate is -0.55%, historical quantile is 93.75% [1] Financial Futures - CSI 300 (IF2506): Futures price is 3885.2, spot price is 3867.8, basis is 17.4, basis rate is 0.45%, historical quantile is 24.40% [1] - SSE 50 (IH2506): Futures price is 2686.8, spot price is 2676.6, basis is 10.2, basis rate is 0.38% [1] - CSI 500 (IC2506): Futures price is 5805.7, spot price is 5766.4, basis is 39.3, basis rate is 0.68%, historical quantile is 30.70% [1] - CSI 1000 (IM2506): Futures price is 6219.0, spot price is 6167.8, basis is 51.2, basis rate is 0.83%, historical quantile is 24.30% [1] - 2-year Treasury Bond (TS2509): Futures price is 102.44, spot price is 100.28, basis is -2.16, basis rate is -2.11%, historical quantile is 10.80% [1] - 5-year Treasury Bond (TF2509): Futures price is 106.12, spot price is 101.02, basis is -5.1, basis rate is -4.81%, historical quantile is 23.60% [1] - 10-year Treasury Bond (T2509): Futures price is 108.98, spot price is 99.63, basis is -9.35, basis rate is -8.58%, historical quantile is 10.70% [1] - 30-year Treasury Bond (TL2509): Futures price is 135.79, spot price is 120.07, basis is -15.72, basis rate is -13.09%, historical quantile is 52.60% [1]
全品种价差日报-20250610
Guang Fa Qi Huo·2025-06-10 07:05