Report Overview - The report is a daily spread report for all varieties dated July 18, 2025, providing data on various commodities and financial futures including their spot prices, futures prices, basis, basis rates, and historical quantiles [3]. Commodity Analysis Ferrous Metals - Silicon Iron (SF509): Spot price of 5482, futures price of 5628, basis of 146, basis rate of 2.66%, historical quantile of 76.40% [1]. - Silicon Manganese (SM509): Futures price of 5794, basis rate of 39.20%, basis rate of 1.31% [1]. - Rebar (RB2510): Spot price of 3220, futures price of 3133, basis of 87, basis rate of 2.78%, historical quantile of 45.40% [1]. - Hot - Rolled Coil (HC2510): Spot price of 3320, futures price of 3292, basis of 28, basis rate of 0.85%, historical quantile of 28.80% [1]. - Iron Ore (I2509): Spot price of 820, futures price of 786, basis of 34, basis rate of 4.41%, historical quantile of 30.30% [1]. - Coke (J2509): Spot price of 1518, futures price of 1392, basis of - 127, basis rate of - 8.35%, historical quantile of 23.50% [1]. - Coking Coal (JM2509): Spot price of 920, futures price of 919, basis of 1, basis rate of 0.16%, historical quantile of 14.70% [1]. Non - Ferrous Metals - Copper (CU2508): Spot price of 78020, futures price of 77840, basis of 180, basis rate of 0.23%, historical quantile of 61.87% [1]. - Aluminum (AL2509): Spot price of 20570, futures price of 20415, basis of 155, basis rate of 0.76%, historical quantile of 84.16% [1]. - Alumina (AO2509): Spot price of 3179, futures price of 3089, basis of 90, basis rate of 2.93%, historical quantile of 57.70% [1]. - Zinc (ZN2509): Spot price of 22130, futures price of 22040, basis of - 90, basis rate of - 0.41%, historical quantile of 20% [1]. - Tin (SN2508): Spot price of 261900, futures price of 261920, basis of - 20, basis rate of - 0.01%, historical quantile of 44.58% [1]. - Nickel (NISE08): Spot price of 119880, futures price of 119800, basis of 80, basis rate of 0.07%, historical quantile of 50.62% [1]. - Stainless Steel (SS2509): Spot price of 12920, futures price of 12730, basis of 190, basis rate of 1.49%, historical quantile of 43.56% [1]. Precious Metals - Gold (AU2510): Spot price of 770.9, futures price of 776.3, basis of - 5.4, basis rate of - 0.69%, historical quantile of 1.20% [1]. - Silver (AG2510): Spot price of 9123.0, futures price of 9166.0, basis of - 43.0, basis rate of - 0.47%, historical quantile of 9.80% [1]. Agricultural Products - Soybean Meal (M2509): Spot price of 3029.0, futures price of 2860, basis of 169.0, basis rate of 5.58%, historical quantile of 6.30% [1]. - Soybean Oil (Y2509): Spot price of 8150, futures price of 8072.0, basis of 78.0, basis rate of 0.97%, historical quantile of 7.20% [1]. - Palm Oil (P2509): Spot price of 8840, futures price of 8796.0, basis of 44.0, basis rate of 0.50%, historical quantile of 21.40% [1]. - Rapeseed Meal (RM509): Spot price of 2719.0, futures price of 2590, basis of 129.0, basis rate of 4.74%, historical quantile of 12.70% [1]. - Rapeseed Oil (O1509): Spot price of 9570, futures price of 9440.0, basis of 130.0, basis rate of 1.38%, historical quantile of 49.40% [1]. - Corn (C2509): Spot price of 2340, futures price of 2296.0, basis of 44.0, basis rate of 1.92%, historical quantile of 68.20% [1]. - Corn Starch (CS2509): Spot price of 2740, futures price of 2646.0, basis of 94.0, basis rate of 3.55%, historical quantile of 41.40% [1]. - Live Pigs (LH2509): Spot price of 14450, futures price of 14060.0, basis of 390.0, basis rate of 2.77%, historical quantile of 48.60% [1]. - Eggs (JD2509): Spot price of 3595.0, futures price of 2760, basis of 835.0, basis rate of 23.23%, historical quantile of 2.70% [1]. - Cotton (CF509): Spot price of 15316, futures price of 14250.0, basis of 1066.0, basis rate of 7.48%, historical quantile of 68.60% [1]. - Sugar (SR509): Spot price of 6120, futures price of 5828.0, basis of 292.0, basis rate of 5.01%, historical quantile of 56.10% [1]. - Apples (AP510): Spot price of 8600, futures price of 7835.0, basis of 765.0, basis rate of 9.76%, historical quantile of 60.00% [1]. - Red Dates (CJ601): Spot price of 10380.0, futures price of 8300, basis of 2080.0, basis rate of 20.04%, historical quantile of 11.40% [1]. Energy and Chemicals - Paraxylene (PX509): Spot price of 6861.0, futures price of 6742.0, basis of 119.0, basis rate of 1.77%, historical quantile of 60.30% [1]. - PTA (TA509): Spot price of 4730.0, futures price of 4714.0, basis of 16.0, basis rate of 0.34%, historical quantile of 56.80% [1]. - Ethylene Glycol (EG2509): Spot price of 4440.0, futures price of 4372.0, basis of 68.0, basis rate of 1.56%, historical quantile of 84.20% [1]. - Polyester Staple Fiber (PF509): Spot price of 6625.0, futures price of 6360.0, basis of 265.0, basis rate of 4.17%, historical quantile of 89.50% [1]. - Styrene (EB2508): Spot price of 7400.0, futures price of 7284.0, basis of 116.0, basis rate of 1.59%, historical quantile of 51.10% [1]. - Methanol (MA509): Spot price of 2387.5, futures price of 2373.0, basis of 14.5, basis rate of 0.61%, historical quantile of 49.10% [1]. - Urea (UR509): Spot price of 1800.0, futures price of 1743.0, basis of 57.0, basis rate of 3.27%, historical quantile of 29.70% [1]. - LLDPE (L2509): Spot price of 7200.0, futures price of 7215.0, basis of - 15.0, basis rate of - 0.21%, historical quantile of 16.20% [1]. - PP (PP2509): Spot price of 7105.0, futures price of 7020.0, basis of 85.0, basis rate of 1.21%, historical quantile of 44.80% [1]. - PVC (V2509): Spot price of 4955.0, futures price of 4840.0, basis of 115.0, basis rate of 2.32%, historical quantile of 47.80% [1]. - Caustic Soda (SH209): Spot price of 2625.0, futures price of 2484.0, basis of 141.0, basis rate of 5.68%, historical quantile of 71.10% [1]. - LPG (PG2508): Spot price of 4498.0, futures price of 4078.0, basis of 420.0, basis rate of 10.30%, historical quantile of 58.90% [1]. - Asphalt (BU2509): Spot price of 3820.0, futures price of 3628.0, basis of 192.0, basis rate of 5.29%, historical quantile of 81.90% [1]. - BR (BR2508): Spot price of 11700.0, futures price of 11570.0, basis of 130.0, basis rate of 1.12%, historical quantile of 41.40% [1]. - Glass (FG509): Spot price of 1092.0, futures price of 1084.0, basis of 8.0, basis rate of 0.74%, historical quantile of 61.34% [1]. - Soda Ash (SA509): Spot price of 1225.0, futures price of 1215.0, basis of 10.0, basis rate of 0.82%, historical quantile of 26.68% [1]. - Natural Rubber (RU2509): Spot price of 14665.0, futures price of 14550.0, basis of - 115.0, basis rate of 0.79%, historical quantile of 87.29% [1]. Financial Futures - IF2509.CFE: Spot price of 4011.8, futures price of 4034.5, basis of - 22.7, basis rate of - 0.57%, historical quantile of 44.00% [1]. - IH2509.CFE: Spot price of 2741.4, futures price of 2744.3, basis of - 2.9, basis rate of - 0.10%, historical quantile of 19.60% [1]. - IC2509.CFE: Spot price of 6082.5, futures price of 5978.0, basis of 104.5, basis rate of 1.75%, historical quantile of 2.20% [1]. - IM2509.CFE: Spot price of 6535.7, futures price of 6390.4, basis of 145.3, basis rate of 2.27%, historical quantile of 7.80% [1]. - TS2509: Spot price of 100.33, futures price of 102.44, basis of - 2.11, basis rate of - 2.09%, historical quantile of 21.00% [1]. - TF2509: Spot price of 100.96, futures price of 106.04, basis of - 5.08, basis rate of - 4.99%, historical quantile of 25.40% [1]. - T2509: Spot price of 101.20, futures price of 108.88, basis of - 7.68, basis rate of - 7.59%, historical quantile of 17.10% [1]. - TL2509: Spot price of 120.73, futures price of 136.48, basis of - 15.75, basis rate of - 13.04%, historical quantile of 43.00% [1].
全品种价差日报-20250718
Guang Fa Qi Huo·2025-07-18 01:47