Report Summary Core View The report presents the basis, spot prices, futures prices, basis rates, and historical quantiles of various commodities and financial futures on June 11, 2025, covering multiple sectors such as ferrous metals, non - ferrous metals, precious metals, agricultural products, energy and chemicals, and stock index futures [1]. Summary by Category Ferrous Metals - Silicon Iron (SF509): Spot price is 5528, futures price is 5174, basis is 354, basis rate is 6.84%, and historical quantile is 92.20% [1]. - Silicon Manganese (SM509): Spot price is 5700, futures price is 5542, basis is 158, basis rate is 2.85%, and historical quantile is 51.70% [1]. - Rebar (RB2510): Spot price is 3190, futures price is 3110, basis is 80, basis rate is 2.57%, and historical quantile is 59.60% [1]. - Hot - Rolled Coil (HC2510): Spot price is 3089, futures price is 3033, basis is 56, basis rate is 1.85%, and historical quantile is 56.70% [1]. - Iron Ore (I2509): Spot price (converted price of 62.5% Brazilian mixed powder) is 753, futures price is 745, basis is 8, basis rate is 1.07%, and historical quantile is 45.30% [1]. - Coke (J2509): Spot price (converted price of quasi - first - grade metallurgical coke) is 1357, futures price is 1349, basis is 8, basis rate is 0.60%, and historical quantile is 50.63% [1]. - Coking Coal (JM2509): Spot price (converted price of S1.3 G75 main coking coal) is 838, futures price is 785, basis is 53, basis rate is 6.75%, and historical quantile is 34.50% [1]. Non - Ferrous Metals - Copper (CU2507): Spot price is 79275, futures price is 78880, basis is 395, basis rate is 0.50%, and historical quantile is 77.70% [1]. - Aluminum (AL2507): Spot price is 20160, futures price is 19980, basis is 180, basis rate is 0.90%, and historical quantile is 86.66% [1]. - Alumina (AO2509): Spot price is 3262, futures price is 2886, basis is 376, basis rate is 13.04%, and historical quantile is 90.74% [1]. - Zinc (ZN2507): Spot price is 22090, futures price is 21845, basis is 245, basis rate is 1.12%, and historical quantile is 80.62% [1]. - Tin (SN2507): Spot price is 264800, futures price is 263420, basis is 1380, basis rate is 0.52%, and historical quantile is 82.29% [1]. - Nickel (NISE07): Spot price is 121600, futures price is 121390, basis is 210, basis rate is 0.17%, and historical quantile is 63.54% [1]. - Stainless Steel (SS2508): Spot price is 12870, futures price is 12460, basis is 410, basis rate is 3.29%, and historical quantile is 80.90% [1]. Precious Metals - Gold (AU2508): Spot price is 775.1, futures price is 772.8, basis is - 2.2, basis rate is - 0.29%, and historical quantile is 36.20% [1]. - Silver (AG2508): Spot price is 8887.0, futures price is 8882.0, basis is 5.0, basis rate is 0.06%, and historical quantile is 74.30% [1]. Agricultural Products - Soybean Meal (M2509): Spot price is 3031.0, futures price is 2830, basis is 201.0, basis rate is 7.10%, and historical quantile is 79.60% [1]. - Soybean Oil (Y2509): Spot price is 7960, futures price is 7758.0, basis is 202.0, basis rate is 2.60%, and historical quantile is 26.70% [1]. - Palm Oil (P2509): Spot price is 8490, futures price is 8116.0, basis is 374.0, basis rate is 4.61%, and historical quantile is 65.50% [1]. - Rapeseed Meal (RM509): Spot price is 2629.0, futures price is 2500, basis is 129.0, basis rate is 5.16%, and historical quantile is 11.90% [1]. - Rapeseed Oil (O1509): Spot price is 9380, futures price is 9188.0, basis is 192.0, basis rate is 2.09%, and historical quantile is 59.80% [1]. - Corn (C2507): Spot price is 2380, futures price is 2379.0, basis is 1.0, basis rate is 0.04%, and historical quantile is 48.20% [1]. - Corn Starch (CS2507): Spot price is 2711.0, futures price is 2700, basis is - 11.0, basis rate is - 0.41%, and historical quantile is 9.20% [1]. - Live Hogs (LH2509): Spot price is 14050, futures price is 13595.0, basis is 455.0, basis rate is 3.35%, and historical quantile is 52.30% [1]. - Eggs (JD2507): Spot price is 2833.0, futures price is 2650, basis is 183.0, basis rate is 6.46%, and historical quantile is 15.90% [1]. - Cotton (CF509): Spot price is 14644, futures price is 13520.0, basis is 1124.0, basis rate is 8.31%, and historical quantile is 78.50% [1]. - Sugar (SR509): Spot price is 6170, futures price is 5717.0, basis is 453.0, basis rate is 7.92%, and historical quantile is 82.60% [1]. - Apples (AP510): Spot price is 8600, futures price is 7523.0, basis is 1077.0, basis rate is 14.32%, and historical quantile is 74.80% [1]. - Red Dates (CJ509): Spot price is 8995.0, futures price is 8300, basis is - 695.0, basis rate is - 7.73%, and historical quantile is 65.50% [1]. Energy and Chemicals - Para - Xylene (PX509): Spot price is 6777.2, futures price is 6502.0, basis is 275.2, basis rate is 4.23%, and historical quantile is 93.30% [1]. - PTA (TA509): Spot price is 4865.0, futures price is 4612.0, basis is 253.0, basis rate is 5.49%, and historical quantile is 84.30% [1]. - Ethylene Glycol (EG2509): Spot price is 4365.0, futures price is 4269.0, basis is 96.0, basis rate is 2.25%, and historical quantile is 89.90% [1]. - Polyester Staple Fiber (PF507): Spot price is 6500.0, futures price is 6358.0, basis is 142.0, basis rate is 2.23%, and historical quantile is 77.40% [1]. - Styrene (EB2507): Spot price is 7505.0, futures price is 7346.0, basis is 159.0, basis rate is 2.16%, and historical quantile is 58.90% [1]. - Methanol (MA509): Spot price is 2380.0, futures price is 2276.0, basis is 104.0, basis rate is 4.57%, and historical quantile is 79.30% [1]. - Urea (UR509): Spot price is 1760.0, futures price is 1678.0, basis is 82.0, basis rate is 4.89%, and historical quantile is 37.00% [1]. - LLDPE (L2509): Spot price is 7175.0, futures price is 7106.0, basis is 69.0, basis rate is 0.97%, and historical quantile is 38.20% [1]. - PP (PP2509): Spot price is 7130.0, futures price is 6941.0, basis is 189.0, basis rate is 2.72%, and historical quantile is 67.80% [1]. - PVC (V2509): Spot price is 4810.0, futures price is 4700.0, basis is 110.0, basis rate is 2.29%, and historical quantile is 49.90% [1]. - Caustic Soda (SH509): Spot price is 2750.0, futures price is 2324.0, basis is 426.0, basis rate is 18.33%, and historical quantile is 88.20% [1]. - LPG (PG2507): Spot price is 4548.0, futures price is 4119.0, basis is 429.0, basis rate is 10.42%, and historical quantile is 61.10% [1]. - Asphalt (BU2509): Spot price is 3710.0, futures price is 3483.0, basis is 227.0, basis rate is 6.52%, and historical quantile is 85.40% [1]. - Butadiene Rubber (BR2507): Spot price is 11600.0, futures price is 11230.0, basis is 370.0, basis rate is 3.29%, and historical quantile is 68.30% [1]. - Glass (FG509): Spot price is 1032.0, futures price is 995.0, basis is 37.0, basis rate is 3.59%, and historical quantile is 76.00% [1]. - Soda Ash (SA509): Spot price is 1254.0, futures price is 1208.0, basis is 46.0, basis rate is 3.67%, and historical quantile is 44.84% [1]. - Natural Rubber (RU2509): Spot price is 13850.0, futures price is 13805.0, basis is 45.0, basis rate is 0.32%, and historical quantile is 97.95% [1]. Stock Index Futures - IF2506.CFE: Spot price (implied) is 3865.5, futures price is 3841.0, basis is - 24.5, basis rate is - 0.64%, and historical quantile is 11.90% [1]. - IH2506.CFE: Spot price (implied) is 2676.4, futures price is 2660.0, basis is - 16.4, basis rate is - 0.62%, and historical quantile is 30.20% [1]. - IC2506.CFE: Spot price (implied) is 5758.0, futures price is 5718.2, basis is - 39.8, basis rate is - 0.70%, and historical quantile is 10.00% [1]. - IM2506.CFE: Spot price (implied) is 6161.7, futures price is 6113.8, basis is - 47.9, basis rate is - 0.78%, and historical quantile is 26.00% [1]. - TS2509: Spot price (implied) is 102.44, futures price is 100.28, basis is - 0.07, basis rate is - 0.07%, and historical quantile is 24.30% [1]. - TF2509: Spot price (implied) is 106.12, futures price is 101.02, basis is - 0.02, basis rate is - 0.02%, and historical quantile is 40.70% [1]. - T2509: Spot price (implied) is 108.98, futures price is 107.61, basis is 0.20, basis rate is 0.19%, and historical quantile is 55.20% [1]. - TL2509: Spot price (implied) is 135.91, futures price is 120.16, basis is 0.39, basis rate is 0.32%, and historical quantile is 55.20% [1]. Industry Investment Rating No industry investment rating is provided in the report.
全品种价差日报-20250611
Guang Fa Qi Huo·2025-06-11 03:28