全品种价差日报-20250613

Report Date - The report is dated June 13, 2025 [4] 2. Data Sources - The data sources include Wind, Mysteel, and the Research Institute of GF Futures [5] 3. Commodity Analysis Ferrous Metals - Silicon Iron (SF509): The basis is 262, the basis rate is 5.07%, and the historical quantile is 87.10%. The spot price is 5428, and the futures price is 5166 [1] - Silicon Manganese (SM509): The basis is 244, the basis rate is 4.50%, and the historical quantile is 62.80%. The spot price is 5670, and the futures price is 5426 [1] - Rebar (RB2510): The basis is 122, the basis rate is 4.11%, and the historical quantile is 55.70%. The spot price is 3090, and the futures price is 2968 [1] - Hot - Rolled Coil (HC2510): The basis is 100, the basis rate is 3.25%, and the historical quantile is 56.30%. The spot price is 3180, and the futures price is 3080 [1] - Iron Ore (I2509): The basis is 29, the basis rate is 7.79%, and the historical quantile is 45.10%. The spot price is 759, and the futures price is 704 [1] - Coke (J2509): The basis is 28, the basis rate is 2.16%, and the historical quantile is 60.09%. The spot price is 1357, and the futures price is 1329 [1] - Coking Coal (JM2509): The basis is 61, the basis rate is 8.02%, and the historical quantile is 38.00%. The spot price is 828, and the futures price is 767 [1] Non - Ferrous Metals - Copper (CU2507): The basis is 465, the basis rate is 0.59%, and the historical quantile is 81.45%. The spot price is 78610, and the futures price is 79075 [1] - Aluminum (AL2507): The basis is 255, the basis rate is 1.25%, and the historical quantile is 92.29%. The spot price is 20395, and the futures price is 20650 [1] - Alumina (AO2509): The basis is 365, the basis rate is 12.61%, and the historical quantile is 89.42%. The spot price is 3260, and the futures price is 2895 [1] - Zinc (ZN2507): The basis is 155, the basis rate is 0.70%, and the historical quantile is 69.37%. The spot price is 22240, and the futures price is 22085 [1] - Tin (SN2507): The basis is 150, the basis rate is 0.06%, and the historical quantile is 51.45%. The spot price is 265300, and the futures price is 265150 [1] - Nickel (NI2507): The basis is 1000, the basis rate is 0.83%, and the historical quantile is 82.29%. The spot price is 121000, and the futures price is 120000 [1] - Stainless Steel (SS2508): The basis is 385, the basis rate is 3.06%, and the historical quantile is 78.75%. The spot price is 12970, and the futures price is 12585 [1] - Lithium Carbonate (LC2507): The basis is 210, the basis rate is 0.35%, and the historical quantile is 49.55%. The spot price is 60650, and the futures price is 60440 [1] - Industrial Silicon (SI2507): The basis is - 695, the basis rate is - 9.32%, and the historical quantile is 48.48%. The spot price is 7455, and the futures price is 8150 [1] Precious Metals - Gold (AU2508): The basis is - 4.8, the basis rate is - 0.61%, and the historical quantile is 5.00%. The spot price is 785.2, and the futures price is 780.4 [1] - Silver (AG2508): The basis is - 49, the basis rate is - 0.56%, and the historical quantile is 6.10%. The spot price is 8819, and the futures price is 8770 [1] Agricultural Products - Soybean Meal (M2509): The basis is - 219, the basis rate is - 7.18%, and the historical quantile is 0.10%. The spot price is 2830, and the futures price is 3049 [1] - Soybean Oil (Y2509): The basis is 182, the basis rate is 2.37%, and the historical quantile is 23.70%. The spot price is 7870, and the futures price is 7688 [1] - Palm Oil (P2509): The basis is 330, the basis rate is 4.12%, and the historical quantile is 64.10%. The spot price is 8340, and the futures price is 8010 [1] - Rapeseed Meal (RM509): The basis is - 134, the basis rate is - 5.01%, and the historical quantile is 10.30%. The spot price is 2540, and the futures price is 2674 [1] - Rapeseed Oil (O1509): The basis is 172, the basis rate is 1.87%, and the historical quantile is 56.40%. The spot price is 9350, and the futures price is 9178 [1] - Corn (C2507): The basis is 18, the basis rate is 0.76%, and the historical quantile is 57.20%. The spot price is 2390, and the futures price is 2372 [1] - Corn Starch (CS2507): The basis is - 10, the basis rate is - 0.37%, and the historical quantile is 9.60%. The spot price is 2710, and the futures price is 2700 [1] - Live Hogs (LH2509): The basis is 300, the basis rate is 2.18%, and the historical quantile is 49.10%. The spot price is 14050, and the futures price is 13750 [1] - Eggs (JD2508): The basis is - 959, the basis rate is - 27.49%, and the historical quantile is 0.10%. The spot price is 2530, and the futures price is 3489 [1] - Cotton (CF509): The basis is 1272, the basis rate is 9.41%, and the historical quantile is 88.30%. The spot price is 14792, and the futures price is 13520 [1] - Sugar (SR509): The basis is 483, the basis rate is 8.55%, and the historical quantile is 85.70%. The spot price is 6130, and the futures price is 5647 [1] - Apples (AP510): The basis is 1024, the basis rate is 13.52%, and the historical quantile is 72.50%. The spot price is 8600, and the futures price is 7576 [1] - Red Dates (CJ509): The basis is - 615, the basis rate is - 6.90%, and the historical quantile is 68.90%. The spot price is 8915, and the futures price is 8300 [1] Energy and Chemicals - Para - Xylene (PX509): The basis is 172.7, the basis rate is 2.64%, and the historical quantile is 77.80%. The spot price is 6708.7, and the futures price is 6536 [1] - PTA (TA509): The basis is 230, the basis rate is 4.98%, and the historical quantile is 83.40%. The spot price is 4850, and the futures price is 4620 [1] - Ethylene Glycol (EG2509): The basis is 136, the basis rate is 3.21%, and the historical quantile is 92.80%. The spot price is 4370, and the futures price is 4234 [1] - Polyester Staple Fiber (PF507): The basis is 148, the basis rate is 2.33%, and the historical quantile is 78.30%. The spot price is 6510, and the futures price is 6362 [1] - Styrene (EB2507): The basis is 407, the basis rate is 5.54%, and the historical quantile is 84.80%. The spot price is 7760, and the futures price is 7353 [1] - Methanol (MA509): The basis is 92, the basis rate is 4.02%, and the historical quantile is 74.20%. The spot price is 2382, and the futures price is 2290 [1] - Urea (UR509): The basis is 94, the basis rate is 5.71%, and the historical quantile is 40.60%. The spot price is 1740, and the futures price is 1646 [1] - LLDPE (L2509): The basis is 58, the basis rate is 0.81%, and the historical quantile is 34.20%. The spot price is 7175, and the futures price is 7117 [1] - PP (PP2509): The basis is 161, the basis rate is 2.31%, and the historical quantile is 62.20%. The spot price is 7130, and the futures price is 6969 [1] - PVC (V2509): The basis is - 106, the basis rate is - 2.20%, and the historical quantile is 51.60%. The spot price is 4826, and the futures price is 4720 [1] - Caustic Soda (SH209): The basis is 417.8, the basis rate is 18.16%, and the historical quantile is 87.50%. The spot price is 2718.8, and the futures price is 2301 [1] - LPG (PG2507): The basis is 457, the basis rate is 11.04%, and the historical quantile is 63.60%. The spot price is 4598, and the futures price is 4141 [1] - Asphalt (BU2509): The basis is 193, the basis rate is 5.47%, and the historical quantile is 82.90%. The spot price is 3720, and the futures price is 3527 [1] - BR (BR2507): The basis is 565, the basis rate is 5.12%, and the historical quantile is 82.40%. The spot price is 11600, and the futures price is 11035 [1] - Glass (FG509): The basis is 981, the basis rate is 4.94%, and the historical quantile is 80.67%. The spot price is 1032, and the futures price is 981 [1] - Soda Ash (SA509): The basis is 45, the basis rate is 3.69%, and the historical quantile is 44.74%. The spot price is 1220, and the futures price is 1175 [1] - Natural Rubber (RU2509): The basis is 265, the basis rate is 1.91%, and the historical quantile is 99.58%. The spot price is 13850, and the futures price is 13585 [1] Financial Futures - CSI 300 Index Futures (IF2506): The basis is - 8.6, the basis rate is - 0.22%, and the historical quantile is 38.10%. The spot price is 3892.2, and the futures price is 3883.6 [1] - SSE 50 Index Futures (IH2506): The basis is - 9.1, the basis rate is - 0.34%, and the historical quantile is 24.60%. The spot price is 2691.3, and the futures price is 2682.2 [1] - CSI 500 Index Futures (IC2506): The basis is - 19.9, the basis rate is - 0.34%, and the historical quantile is 53.90%. The spot price is 5799.9, and the futures price is 5780 [1] - CSI 1000 Index Futures (IM2506): The basis is - 35.4, the basis rate is - 0.58%, and the historical quantile is 36.80%. The spot price is 6192.2, and the futures price is 6156.8 [1] - 2 - Year Treasury Bond Futures (TS2509): The basis is - 0.06, the basis rate is - 0.06%, and the historical quantile is 12.30%. The spot price is 102.44, and the futures price is 100.29 [1] - 5 - Year Treasury Bond Futures (TF2509): The basis is - 0.01, the basis rate is - 0.01%, and the historical quantile is 25.50%. The spot price is 101.05, and the futures price is 106.14 [1] - 10 - Year Treasury Bond Futures (T2509): The basis is 0.21, the basis rate is 0.19%, and the historical quantile is 42.00%. The spot price is 109, and the futures price is 107.64 [1] - 30 - Year Treasury Bond Futures (TL2509): The basis is 0.4, the basis rate is 0.33%, and the historical quantile is 57.10%. The spot price is 136.28, and the futures price is 120.47 [1]