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全品种价差日报-20250721
Guang Fa Qi Huo·2025-07-21 03:28

Report Summary 1. Report Industry Investment Rating No information provided. 2. Report's Core View No information provided. 3. Summary by Categories Ferrous Metals - Silicon Iron (SF509): Spot price is 5508, futures price is 5628, with a basis of 96 and a basis rate of 1.65%, and a historical quantile of 5900 [1]. - Silicon Manganese (SM509): Spot price information not fully clear, futures price not shown, basis rate is 43.00% [1]. - Rebar (RB2510): Spot price is 3250, futures price is 3147, with a basis of 103 and a basis rate of 50.30%, and a historical quantile of 3340 [1]. - Hot - Rolled Coil (HC2510): Spot price is 3340, futures price is 3310, with a basis of 30 [1]. - Iron Ore (I2509): Spot price is 829, futures price is 785, with a basis of 36.80% and a historical quantile of 1392 [1]. - Coke (J2509): Spot price is 1518, with a basis rate of 23.97% [1]. - Coking Coal (JM2509): Spot price is 940, futures price is 926, with a basis of 14 and a basis rate of 18.90% [1]. Non - Ferrous Metals - Copper (CU2508): Spot price is 78660, futures price is 78410, with a basis of 250 and a basis rate of 0.32%, and a historical quantile of 68.12% [1]. - Aluminum (AL2509): Spot price is 20700, futures price is 20510, with a basis of 190 and a basis rate of 88.95% [1]. - Alumina (AO2509): Spot price is 3185, futures price is 3133, with a basis rate of 1.66% and a historical quantile of 46.69% [1]. - Zinc (ZN2509): Spot price is 22295, futures price is 22250, with a basis of - 45 and a basis rate of - 0.20%, and a historical quantile of 39.37% [1]. - Tin (SN2508): Spot price is 265500, futures price is 264540, with a basis of 860 and a basis rate of 0.36%, and a historical quantile of 73.12% [1]. - Nickel (MISE08): Spot price is 120800, futures price is 120500, with a basis of 300 and a basis rate of 0.25%, and a historical quantile of 68.75% [1]. - Stainless Steel (22509): Spot price is 12970, futures price is 12725, with a basis of 245 and a basis rate of 1.93%, and a historical quantile of 54.50% [1]. - Lithium Carbonate (LC2509): Spot price is 69960, futures price is 66650, with a basis of - 3310 and a basis rate of - 4.73%, and a historical quantile of 12.55% [1]. - Industrial Silicon (SI2509): Spot price is 9350, futures price is 8602, with a basis rate of 7.53% and a historical quantile of 44.20% [1]. Precious Metals - Gold (AU2510): Spot price is 777.0, futures price is 773.4, with a basis of - 3.6 and a basis rate of - 0.47%, and a historical quantile of 14.00% [1]. - Silver (AG2510): Spot price is 9273.0, futures price is 9211.0, with a basis of - 62.0 and a basis rate of - 0.67%, and a historical quantile of 1.40% [1]. Agricultural Products - Soybean Meal (M2509): Spot price is 3056.0, futures price is 2890, with a basis of - 166.0 and a basis rate of - 5.43%, and a historical quantile of 7.90% [1]. - Soybean Oil (Y2509): Spot price is 8220, futures price is 8160.0, with a basis of 60.0 and a basis rate of 0.74%, and a historical quantile of 4.20% [1]. - Palm Oil (P2509): Spot price is 8964.0, futures price is 8960, with a basis of - 4.0 and a basis rate of - 0.04%, and a historical quantile of 15.50% [1]. - Rapeseed Meal (RM509): Spot price is 2722.0, futures price is 2600, with a basis of - 122.0 and a basis rate of - 4.48%, and a historical quantile of 14.90% [1]. - Rapeseed Oil (O1509): Spot price is 9670, futures price is 9586.0, with a basis of 84.0 and a basis rate of 0.88%, and a historical quantile of 36.20% [1]. - Corn (C2509): Spot price is 2350, futures price is 2314.0, with a basis of 36.0 and a basis rate of 1.56%, and a historical quantile of 64.20% [1]. - Corn Starch (CS2509): Spot price is 2740, futures price is 2658.0, with a basis of 82.0 and a basis rate of 3.09%, and a historical quantile of 37.00% [1]. - Live Hogs (H2509): Spot price is 14400, futures price is 14135.0, with a basis of 265.0 and a basis rate of 1.87%, and a historical quantile of 46.40% [1]. - Eggs (JD2509): Spot price is 3595.0, futures price is 2870, with a basis of - 725.0 and a basis rate of - 20.17%, and a historical quantile of 3.80% [1]. - Cotton (CF509): Spot price is 15424, futures price is 14270.0, with a basis of 1154.0 and a basis rate of 8.09%, and a historical quantile of 79.10% [1]. - Sugar (SR509): Spot price is 6120, futures price is 5826.0, with a basis of 294.0 and a basis rate of 5.05%, and a historical quantile of 56.40% [1]. - Apples (AP510): Spot price is 8600, futures price is 717.0, with a basis rate of 9.10%, and a historical quantile of 56.70% [1]. - Red Dates (CJ601): Spot price is 10350.0, futures price is 8300, with a basis of - 2050.0 and a basis rate of - 19.81%, and a historical quantile of 12.00% [1]. Energy and Chemicals - Para - Xylene (PX509): Spot price is 6914.0, futures price is 6810.0, with a basis of 104.0 and a basis rate of 1.53%, and a historical quantile of 56.90% [1]. - PTA (TA509): Spot price is 4760.0, futures price is 4744.0, with a basis of 16.0 and a basis rate of 0.34%, and a historical quantile of 56.80% [1]. - Ethylene Glycol (EG2509): Spot price is 4435.0, futures price is 4376.0, with a basis of 59.0 and a basis rate of 1.35%, and a historical quantile of 81.90% [1]. - Styrene (EB2508): Spot price is 7440.0, futures price is 7347.0, with a basis of 93.0 and a basis rate of 1.27%, and a historical quantile of 46.00% [1]. - Methanol (MA509): Spot price is 2385.0, futures price is 2365.0, with a basis of 20.0 and a basis rate of 0.85%, and a historical quantile of 51.50% [1]. - Urea (UR509): Spot price is 1810.0, futures price is 1745.0, with a basis of 65.0 and a basis rate of 3.72%, and a historical quantile of 33.00% [1]. - LLDPE (L2509): Spot price is 7216.0, futures price is 7200.0, with a basis of - 16.0 and a basis rate of - 0.22%, and a historical quantile of 15.90% [1]. - PP (PP2509): Spot price is 7077.0, futures price is 7013.0, with a basis of 64.0 and a basis rate of 0.91%, and a historical quantile of 39.40% [1]. - PVC (V2509): Spot price is 4937.0, futures price is 4840.0, with a basis of 97.0 and a basis rate of 6.32%, and a historical quantile of 55.30% [1]. - Caustic Soda (SH209): Spot price is 2625.0, futures price is 2469.0, with a basis of 156.0 and a basis rate of 71.80% [1]. - LPG (PG2508): Spot price is 4498.0, futures price is 4053.0, with a basis of 445.0 and a basis rate of 10.98%, and a historical quantile of 62.30% [1]. - Asphalt (BU2509): Spot price is 3820.0, futures price is 3655.0, with a basis of 165.0 and a basis rate of 4.51%, and a historical quantile of 79.30% [1]. - Butadiene Rubber (BR2508): Spot price is 11720.0, futures price is 11700.0, with a basis of - 20.0 and a basis rate of - 0.17%, and a historical quantile of 27.10% [1]. - Glass (FG509): Spot price is 1084.0, futures price is 1081.0, with a basis of 3.0 and a basis rate of 0.28%, and a historical quantile of 64.49% [1]. - Soda Ash (SA509): Spot price is 1216.0, futures price is 1206.0, with a basis of - 10.0 and a basis rate of - 0.83%, and a historical quantile of 26.68% [1]. - Natural Rubber (RU2509): Spot price is 14810.0, futures price is 14800.0, with a basis of - 10.0 and a basis rate of - 0.07%, and a historical quantile of 94.37% [1]. Financial Futures - IF2509.CFE: Spot price is 4041.8, futures price is 4058.5, with a basis of - 16.7 and a basis rate of - 0.41%, and a historical quantile of 25.90% [1]. - IH2509.CFE: Spot price is 2767.0, futures price is 2764.5, with a basis of 2.5 and a basis rate of 0.09%, and a historical quantile of 72.20% [1]. - IC2509.CFE: Spot price is 6099.6, futures price is 6000.8, with a basis of - 98.8 and a basis rate of - 1.65%, and a historical quantile of 2.80% [1]. - IM2509.CFE: Spot price is 6552.1, futures price is 6413.6, with a basis of - 138.5 and a basis rate of - 2.16%, and a historical quantile of 8.20% [1]. - 2 - Year Treasury Bonds (TS2509): Spot price is 102.43, futures price is 100.35, with a basis of 0.00 and a basis rate of 0.00%, and a historical quantile of 26.70% [1]. - 5 - Year Treasury Bonds (TF2509): Spot price is 106.01, futures price is 100.95, with a basis of 0.07 and a basis rate of 0.07%, and a historical quantile of 28.40% [1]. - 10 - Year Treasury Bonds (T2509): Spot price is 108.81, futures price is 101.20, with a basis of 0.19 and a basis rate of 0.19%, and a historical quantile of 24.10% [1]. - 30 - Year Treasury Bonds (TL2509): Spot price is 136.17, futures price is 120.53, with a basis of 0.22 and a basis rate of 0.22%, and a historical quantile of 31.10% [1].