广发期货全品种价差日报-20250701

1. Report Title - The report is titled "Full Variety Spread Daily Report" [4] 2. Report Date - The report is dated July 1, 2025 [3] 3. Data Sources - The data sources include Wind, Mysteel, and the Research Institute of GF Futures [5] 4. Commodity Analysis Ferrous Metals - Silicon Iron (SF509): The spot price is 5344, the futures price is 5528, with a basis of 184 and a basis rate of 3.44% [1] - Silicon Manganese (SM509): The spot price is 5642, the futures price is 5820, with a basis of 178 and a basis rate of 3.15% [1] - Rebar (RB2510): The spot price is 2997, the futures price is 3130, with a basis of 133 and a basis rate of 4.44% [1] - Hot - Rolled Coil (HC2510): The spot price is 3123, the futures price is 3200, with a basis of 77 and a basis rate of 2.47% [1] - Iron Ore (I2509): The spot price is 716, the futures price is 759, with a basis of 43 and a basis rate of 6.06% [1] - Coke (J2509): The spot price is 1404, the futures price is 1284, with a basis of - 120 and a basis rate of - 8.52% [1] - Coking Coal (JM2509): The spot price is 855, the futures price is 836, with a basis of 11 and a basis rate of 1.33% [1] Non - Ferrous Metals - Copper (CU2508): The spot price is 79990, the futures price is 79870, with a basis of 120 and a basis rate of 0.15% [1] - Aluminum (AL2508): The spot price is 20780, the futures price is 20580, with a basis of 200 and a basis rate of 0.97% [1] - Alumina (AO2509): The spot price is 5985, the futures price is 3114, with a basis of 129 and a basis rate of 4.33% [1] - Zinc (ZN2508): The spot price is 22495, the futures price is 22420, with a basis of - 75 and a basis rate of - 0.33% [1] - Tin (SN2508): The spot price is 268110, the futures price is 267200, with a basis of - 910 and a basis rate of - 0.34% [1] - Nickel (NI2508): The spot price is 121200, the futures price is 120830, with a basis of 370 and a basis rate of 0.31% [1] - Stainless Steel (SS2508): The spot price is 12820, the futures price is 12610, with a basis of 210 and a basis rate of 1.67% [1] Chemicals - Carbonate Lithium (LC2509): The spot price is 62260, the futures price is 61300, with a basis of - 960 and a basis rate of - 1.54% [1] - Industrial Silicon (SI2509): The spot price is 8450, the futures price is 8060, with a basis of 390 and a basis rate of 4.84% [1] Precious Metals - Gold (AU2508): The spot price is 767.6, the futures price is 764.2, with a basis of - 3.4 and a basis rate of - 0.45% [1] - Silver (AG2508): The spot price is 8762.0, the futures price is 8728.0, with a basis of - 34.0 and a basis rate of - 0.39% [1] Agricultural Products - Soybean Meal (M2509): The spot price is 2961.0, the futures price is 2830, with a basis of - 131.0 and a basis rate of - 4.42% [1] - Soybean Oil (Y2509): The spot price is 8120, the futures price is 7984.0, with a basis of 136.0 and a basis rate of 1.70% [1] - Palm Oil (P2509): The spot price is 8450, the futures price is 8330.0, with a basis of 120.0 and a basis rate of 1.44% [1] - Rapeseed Meal (RM509): The spot price is 2572.0, the futures price is 2440, with a basis of - 132.0 and a basis rate of - 5.13% [1] - Rapeseed Oil (O1509): The spot price is 9560, the futures price is 9415.0, with a basis of 145.0 and a basis rate of 1.54% [1] - Corn (C2509): The spot price is 2380, the futures price is 2378.0, with a basis of 2.0 and a basis rate of 0.08% [1] - Corn Starch (CS2509): The spot price is 2750, the futures price is 2733.0, with a basis of 17.0 and a basis rate of 0.62% [1] - Live Pigs (LH2509): The spot price is 14950, the futures price is 13870.0, with a basis of 1080.0 and a basis rate of 7.79% [1] - Eggs (JD2508): The spot price is 3566.0, the futures price is 2640, with a basis of - 926.0 and a basis rate of - 25.97% [1] - Cotton (CF509): The spot price is 15117, the futures price is 13740.0, with a basis of 1377.0 and a basis rate of 10.02% [1] - Sugar (SR509): The spot price is 6150, the futures price is 5807.0, with a basis of 343.0 and a basis rate of 5.91% [1] - Apples (AP510): The spot price is 8600, the futures price is 7701.0, with a basis of 899.0 and a basis rate of 11.67% [1] - Red Dates (CJ509): The spot price is 9595.0, the futures price is 8300, with a basis of - 1295.0 and a basis rate of - 13.50% [1] Energy and Chemicals - Para - Xylene (PX509): The spot price is 7218.0, the futures price is 6796.0, with a basis of 422.0 and a basis rate of 6.22% [1] - PTA (TA509): The spot price is 5040.0, the futures price is 4798.0, with a basis of 242.0 and a basis rate of 5.04% [1] - Ethylene Glycol (EG2509): The spot price is 4330.0, the futures price is 4267.0, with a basis of 63.0 and a basis rate of 1.48% [1] - Polyester Fiber (PF508): The spot price is 6730.0, the futures price is 6542.0, with a basis of 188.0 and a basis rate of 2.87% [1] - Styrene (EB2508): The spot price is 7800.0, the futures price is 7287.0, with a basis of 513.0 and a basis rate of 7.04% [1] - Methanol (MA509): The spot price is 2790.0, the futures price is 2381.0, with a basis of 409.0 and a basis rate of 17.18% [1] - Urea (UR509): The spot price is 1800.0, the futures price is 1712.0, with a basis of 88.0 and a basis rate of 5.14% [1] - LLDPE (L2509): The spot price is 7315.0, the futures price is 7261.0, with a basis of 54.0 and a basis rate of 0.74% [1] - PP (PP2509): The spot price is 7200.0, the futures price is 7070.0, with a basis of 130.0 and a basis rate of 1.84% [1] - PVC (V2509): The spot price is 4889.0, the futures price is 4820.0, with a basis of - 69.0 and a basis rate of - 1.41% [1] - Caustic Soda (SH209): The spot price is 2438.0, the futures price is 2319.0, with a basis of 119.0 and a basis rate of 5.11% [1] - LPG (PG2508): The spot price is 4698.0, the futures price is 4222.0, with a basis of 476.0 and a basis rate of 11.27% [1] - Asphalt (BU2509): The spot price is 3805.0, the futures price is 3564.0, with a basis of 241.0 and a basis rate of 6.76% [1] - Butadiene Rubber (BR2508): The spot price is 11700.0, the futures price is 11250.0, with a basis of 450.0 and a basis rate of 4.00% [1] - Glass (FG509): The spot price is 1044.0, the futures price is 1006.0, with a basis of 38.0 and a basis rate of 3.64% [1] - Soda Ash (SA509): The spot price is 1210.0, the futures price is 1181.0, with a basis of 29.0 and a basis rate of 2.40% [1] - Natural Rubber (RU2509): The spot price is 13985.0, the futures price is 13950.0, with a basis of - 35.0 and a basis rate of - 0.25% [1] Financial Futures - Stock Index Futures: - IF2509.CFF: The spot price is 3936.1, the futures price is 3885.8, with a basis of - 50.3 and a basis rate of - 0.85% [1] - IH2509.CFE: The spot price is 2712.0, the futures price is 2689.0, with a basis of - 23.0 and a basis rate of - 0.85% [1] - IC2507.CFE: The spot price is 5915.4, the futures price is 5863.0, with a basis of - 52.4 and a basis rate of - 0.89% [1] - IM2509.CFE: The spot price is 6356.2, the futures price is 6148.6, with a basis of - 207.6 and a basis rate of - 3.38% [1] - Bond Futures: - 2 - Year Bond (TS2509): The spot price is 102.50, the futures price is 100.37, with a basis of - 0.03 and a basis rate of - 0.03% [1] - 5 - Year Bond (TF2509): The spot price is 106.15, the futures price is 101.07, with a basis of 0.07 and a basis rate of 0.00% [1] - 10 - Year Bond (T2509): The spot price is 108.90, the futures price is 101.28, with a basis of 0.07 and a basis rate of 0.07% [1] - 30 - Year Bond (TL2509): The spot price is 136.16, the futures price is 120.40, with a basis of 0.36 and a basis rate of 0.30% [1]