Group 1: Metals Ferrous Metals - For silicon iron (SF509), the basis is -288, the basis rate is -4.67%, the spot price is 5878, the futures price is 6166, and the historical quantile is 46.00% [1] - For silicon manganese (SM509), the basis is -444, the basis rate is -6.92%, the spot price is 5970, the futures price is 6414, and the historical quantile is 1.80% [1] - For rebar (RB2510), the basis is 74, the basis rate is 2.21%, the spot price is 3430, the futures price is 3356, and the historical quantile is 42.80% [1] - For hot - rolled coil (HC2510), the basis is -7, the basis rate is -0.20%, the spot price is 3500, the futures price is 3507, and the historical quantile is 15.00% [1] - For iron ore (I2509), the basis is 22, the basis rate is 2.73%, the spot price is 824, the futures price is 803, and the historical quantile is 20.70% [1] - For coke (J2509), the basis is -214, the basis rate is -12.14%, the spot price is 1549, the futures price is 1763, and the historical quantile is 2.52% [1] - For coking coal (JM2509), the basis is -84, the basis rate is -6.67%, the spot price is 1175, the futures price is 1259, and the historical quantile is 2.30% [1] Non - ferrous Metals - For copper (CU2509), the basis is 125, the basis rate is 0.25%, the spot price is 79450, the futures price is 79250, and the historical quantile is 64.37% [1] - For aluminum (AL2509), the basis is 20, the basis rate is 0.10%, the spot price is 20780, the futures price is 20760, and the historical quantile is 56.87% [1] - For alumina (AO2509), the basis is -182, the basis rate is -5.30%, the spot price is 3428, the futures price is 3246, and the historical quantile is 7.04% [1] - For zinc (ZN2509), the basis is -185, the basis rate is -0.81%, the spot price is 22885, the futures price is 22700, and the historical quantile is 12.08% [1] - For tin (SN2509), the basis is -530, the basis rate is -0.20%, the spot price is 271630, the futures price is 271100, and the historical quantile is 30.00% [1] - For nickel (NISE09), the basis is -310, the basis rate is -0.25%, the spot price is 124360, the futures price is 124050, and the historical quantile is 40.00% [1] - For stainless steel (SS2509), the basis is 190, the basis rate is 1.49%, the spot price is 12920, the futures price is 12730, and the historical quantile is 44.42% [1] - For lithium carbonate (LC2509), the basis is -7620, the basis rate is -9.46%, the spot price is 80520, the futures price is 72900, and the historical quantile is 3.74% [1] - For industrial silicon (SI2509), the basis is 375, the basis rate is 3.86%, the spot price is 10100, the futures price is 9725, and the historical quantile is 30.65% [1] Precious Metals - For gold (AU2510), the basis is -3.7, the basis rate is -0.48%, the spot price is 777.3, the futures price is 773.6, and the historical quantile is 13.50% [1] - For silver (AG2510), the basis is -20.0, the basis rate is -0.21%, the spot price is 9372.0, the futures price is 9392.0, and the historical quantile is 41.60% [1] Group 2: Agricultural Products - For soybean meal (M2509), the basis is -161.0, the basis rate is -5.33%, the spot price is 2860, the futures price is 3021.0, and the historical quantile is 10.40% [1] - For soybean oil (Y2509), the basis is 24.0, the basis rate is 0.81%, the spot price is 8210, the futures price is 8144.0, and the historical quantile is 5.30% [1] - For palm oil (P2509), the basis is 19.90%, the basis rate is 0.27%, the spot price is 8960, the futures price is 8936.0, and the historical quantile is 35.80% [1] - For rapeseed meal (RM509), the basis is -105.0, the basis rate is -3.93%, the spot price is 2570, the futures price is 2675.0, and the historical quantile is 20.00% [1] - For rapeseed oil (OI509), the basis is 83.0, the basis rate is 0.88%, the spot price is 9540, the futures price is 9457.0, and the historical quantile is 35.80% [1] - For corn (C2509), the basis is 49.0, the basis rate is 2.12%, the spot price is 2360, the futures price is 2311.0, and the historical quantile is 71.10% [1] - For corn starch (CS2509), the basis is 75.0, the basis rate is 2.81%, the spot price is 2740, the futures price is 2665.0, and the historical quantile is 34.40% [1] - For live pigs (H2509), the basis is -185.0, the basis rate is -1.29%, the spot price is 14200, the futures price is 14385.0, and the historical quantile is 39.50% [1] - For eggs (JD2509), the basis is -408.0, the basis rate is -11.25%, the spot price is 3220, the futures price is 3628.0, and the historical quantile is 9.40% [1] - For cotton (CF509), the basis is 1249.0, the basis rate is 8.81%, the spot price is 15419, the futures price is 14170.0, and the historical quantile is 86.10% [1] - For sugar (SR509), the basis is 244.0, the basis rate is 4.15%, the spot price is 6120, the futures price is 5876.0, and the historical quantile is 50.50% [1] Group 3: Energy and Chemicals - For paraxylene (PX509), the basis is 132.6, the basis rate is 1.88%, the spot price is 7194.6, the futures price is 7062.0, and the historical quantile is 62.70% [1] - For PTA (TA509), the basis is -31.0, the basis rate is -0.63%, the spot price is 4936.0, the futures price is 4905.0, and the historical quantile is 41.20% [1] - For ethylene glycol (EG2509), the basis is 50.0, the basis rate is 1.10%, the spot price is 4595.0, the futures price is 4545.0, and the historical quantile is 79.70% [1] - For polyester staple fiber (PF509), the basis is 49.0, the basis rate is 0.74%, the spot price is 6655.0, the futures price is 6606.0, and the historical quantile is 58.30% [1] - For styrene (EB2509), the basis is -47.0, the basis rate is -0.62%, the spot price is 7540.0, the futures price is 7587.0, and the historical quantile is 18.60% [1] - For methanol (MA509), the basis is -36.5, the basis rate is -1.45%, the spot price is 2519.0, the futures price is 2482.5, and the historical quantile is 13.40% [1] - For urea (UR509), the basis is -13.0, the basis rate is -0.72%, the spot price is 1803.0, the futures price is 1790.0, and the historical quantile is 8.70% [1] - For LLDPE (L2509), the basis is -116.0, the basis rate is -1.56%, the spot price is 7456.0, the futures price is 7340.0, and the historical quantile is 2.20% [1] - For PP (PP2509), the basis is -55.0, the basis rate is -0.76%, the spot price is 7221.0, the futures price is 7166.0, and the historical quantile is 11.40% [1] - For PVC (V2509), the basis is -283.0, the basis rate is -5.27%, the spot price is 5373.0, the futures price is 5090.0, and the historical quantile is 9.60% [1] - For caustic soda (SH209), the basis is -43.3, the basis rate is -1.64%, the spot price is 2637.0, the futures price is 2593.8, and the historical quantile is 42.30% [1] - For LPG (PG2509), the basis is 401.0, the basis rate is 9.91%, the spot price is 4448.0, the futures price is 4047.0, and the historical quantile is 57.30% [1] - For asphalt (BU2509), the basis is 170.0, the basis rate is 4.70%, the spot price is 3785.0, the futures price is 3615.0, and the historical quantile is 79.30% [1] - For butadiene rubber (BR2509), the basis is -215.0, the basis rate is -1.73%, the spot price is 12415.0, the futures price is 12200.0, and the historical quantile is 11.00% [1] - For glass (FG509), the basis is -150.0, the basis rate is -12.38%, the spot price is 1362.0, the futures price is 1212.0, and the historical quantile is 12.60% [1] - For soda ash (SA509), the basis is -10.0, the basis rate is -0.70%, the spot price is 1440.0, the futures price is 1430.0, and the historical quantile is 26.68% [1] - For natural rubber (RU2509), the basis is -235.0, the basis rate is -1.53%, the spot price is 15585.0, the futures price is 15350.0, and the historical quantile is 82.29% [1] Group 4: Financial Futures - For stock index futures: - For IF2509.CFE, the basis is -11.2, the basis rate is -0.27%, the spot price is 4127.2, the futures price is 4116.0, and the historical quantile is 34.10% [1] - For IH2509.CFE, the basis is 1.3, the basis rate is 0.05%, the spot price is 2796.8, the futures price is 2795.5, and the historical quantile is 65.30% [1] - For IC2509.CFE, the basis is -83.6, the basis rate is -1.34%, the spot price is 6299.6, the futures price is 6216.0, and the historical quantile is 4.90% [1] - For IM2509.CFE, the basis is -100.8, the basis rate is -1.53%, the spot price is 6706.6, the futures price is 6605.8, and the historical quantile is 12.40% [1] - For bond futures: - For 2 - year bond (TS2509), the basis is 0.02, the basis rate is 0.02%, the spot price is 102.33, the futures price is 100.25, and the historical quantile is 30.80% [1] - For 5 - year bond (TF2509), the basis is 0.07, the basis rate is 0.06%, the spot price is 105.59, the futures price is 100.61, and the historical quantile is 36.60% [1] - For 10 - year bond (T2509), the basis is 0.13, the basis rate is 0.12%, the spot price is 108.20, the futures price is 100.68, and the historical quantile is 31.10% [1] - For 30 - year bond (TL2509), the basis is 0.50, the basis rate is 0.42%, the spot price is 133.73, the futures price is 118.12, and the historical quantile is 74.40% [1]
全品种价差日报-20250728
Guang Fa Qi Huo·2025-07-28 12:28