全品种价差日报-20250729

Report Summary 1) Report Industry Investment Rating There is no information about the report industry investment rating in the provided content. 2) Core Viewpoint of the Report There is no clear core viewpoint presented in the given content. It mainly provides a comprehensive list of various commodity futures and their corresponding spot prices, futures prices, basis, basis rates, historical quantiles, and spot references. 3) Summary by Categories Metals - Iron Ore (12509): Spot price not clear, futures price 813, basis 27, basis rate 3.39%, historical quantile not provided, reference: 62.5% BRBF (Vale) at Rizhao Port [1] - Coke (J2509): No data provided [1] - Coking Coal (JM2509): Spot price 1260, futures price 1101, basis 160, basis rate 14.49%, historical quantile 69.30%, reference: S1.3 G75 Main Coking Coal (Meng 5) at Shaheyi [1] - Copper (CU2509): Spot price 79075, futures price 79000, basis 75, basis rate 0.09%, historical quantile 50.20%, reference: SMM 1 Electrolytic Copper Average Price [1] - Aluminum (AL2509): Spot price 20660, futures price 20615, basis 45, basis rate 0.22%, historical quantile 61.87%, reference: SMM A00 Aluminum Average Price [1] - Zinc (ZN2509): No data provided [1] - Tin (SN2509): Spot price 268800, futures price 267880, basis 920, basis rate 0.34%, historical quantile 71.66%, reference: SMM 1 Tin Average Price [1] - Gold (AU2510): Spot price 771.6, futures price 774.8, basis -3.2, basis rate -0.41%, historical quantile 18.60%, reference: Shanghai Gold Exchange Gold Spot AU (T+D) [1] - Silver (AG2510): Spot price 9186.0, futures price 9212.0, basis -26.0, basis rate -0.28%, historical quantile 32.70%, reference: Shanghai Gold Exchange Silver Spot AG (T+D) [1] - Alumina (AO2509): Spot price 3244, futures price 3243, basis not clear, basis rate 0.03%, historical quantile 33.48%, reference: SMM Alumina Index Average Price [1] - Nickel (NISE09): Spot price 122500, futures price 121620, basis 880, basis rate 0.72%, historical quantile 85.62%, reference: SMM 1 Imported Nickel Average Price [1] - Stainless Steel (SS2509): Spot price 13070, futures price 12840, basis 230, basis rate 1.79%, historical quantile 44.42%, reference: 304/2B:21240C: Wuxi Hongwang (Including Trimming Fee) [1] - Silicon Iron (SF509): Spot price 5878, futures price 5840, basis 38, basis rate 0.65%, historical quantile 63.00%, reference: Converted Price: 72 Silicon Iron Qualified Blocks: Inner Mongolia - Tianjin Warehouse Receipt [1] - Silicon Manganese (SM509): Spot price 5970, futures price 6028, basis -58, basis rate -0.96%, historical quantile 17.80%, reference: Converted Price: 6517 Silicon Manganese: Inner Mongolia - Hubei Warehouse Receipt [1] - Rebar (RB2510): Spot price 3390, futures price 3248, basis 142, basis rate 4.37%, reference: HRB400 20mm: Shanghai [1] - Hot Rolled Coil (HC2510): Spot price 3440, futures price 3397, basis 43, basis rate 1.27%, reference: Q235B: 4.75mm: Shanghai [1] Chemicals and Energy - Carbonate Lithium (LC2509): Spot price 73900, futures price 73120, basis 780, basis rate 1.07%, historical quantile 62.77%, reference: SMM Battery - Grade Carbonate Lithium Average Price [1] - Industrial Silicon (SI2509): Spot price 9950, futures price 8915, basis 1035, basis rate 11.61%, reference: SMM Annual Flux 215530 Average Price [1] - PTA (TA509): Spot price 4800.0, futures price 4812.0, basis -12.0, basis rate -0.29%, historical quantile 47.10%, reference: Market Price (Middle Price): Purified Terephthalic Acid (PTA): East China Region [1] - Ethylene Glycol (EG2509): Spot price 4500.0, futures price 4436.0, basis 64.0, basis rate 1.44%, historical quantile 83.00%, reference: Market Price (Middle Price): Ethylene Glycol (MEG): East China Region [1] - Polyester Staple Fiber (PF509): Spot price 6610.0, futures price 6482.0, basis 128.0, basis rate 1.97%, historical quantile 73.60%, reference: Market Price (Mainstream Price): Polyester Staple Fiber (1.4D*38mm (Direct Spinning)): East China Market [1] - Styrene (EB2509): Spot price 7370.0, futures price 7358.0, basis 12.0, basis rate 0.16%, historical quantile 28.90%, reference: China: East China: Market Price (Spot Benchmark Price): Styrene [1] - LLDPE (L2509): Spot price 7340.0, futures price 7335.0, basis 5.0, basis rate 0.07%, historical quantile 21.10%, reference: Duty - Paid Self - Pick - up Price (Middle Price): Linear Low - Density Polyethylene LLDPE (Film Grade): Shandong [1] - PP (PP2509): Spot price 7165.0, futures price 7130.0, basis 35.0, basis rate 0.49%, historical quantile 31.40%, reference: Duty - Paid Self - Pick - up Price (Middle Price): Polypropylene PP (Drawing Grade, Melt Index 2 - 4): Zhejiang [1] - Caustic Soda (SH509): Spot price 2593.8, futures price 2593.0, basis 0.8, basis rate 0.03%, historical quantile 48.00%, reference: Market Price (Mainstream Price) Caustic Soda (32% Ion - Membrane Caustic Soda): Shandong Market: Converted to 100% [1] - LPG (PG2509): Spot price 4448.0, futures price 3992.0, basis 456.0, basis rate 11.42%, historical quantile 62.90%, reference: Market Price: Liquefied Petroleum Gas: Guangzhou Region [1] - Asphalt (BU2509): Spot price 3775.0, futures price 3569.0, basis 206.0, basis rate 5.77%, historical quantile 82.70%, reference: Market Price (Mainstream Price): Asphalt (Heavy - Traffic Asphalt): Shandong Region [1] - Butadiene Rubber (BR2509): No data provided [1] - Glass (FG509): Spot price 1200.0, futures price 1223.0, basis -23.0, basis rate -1.98%, historical quantile 57.77%, reference: Float Glass: 5mm: Large Plate: Market Price: Shahe: Shahe Great Wall Glass (Daily) [1] - Soda Ash (SA509): Spot price 1320.0, futures price 1316.0, basis 4.0, basis rate 0.30%, historical quantile 33.61%, reference: Soda Ash: Heavy - Duty: Market Price: Shahe (Daily) [1] - Urea (UR509): Spot price 1780.0, futures price 1738.0, basis 42.0, basis rate 2.42%, historical quantile 24.00%, reference: Market Price (Mainstream Price): Urea (Small Granules): Shandong Region [1] - Methanol (MA509): Spot price 2392.5, futures price 2404.0, basis -11.5, basis rate -0.48%, historical quantile 27.30%, reference: China: Jiangsu Taicang: Market Price (Spot Benchmark Price): Methanol [1] - PVC (V2509): Spot price 5100.0, futures price 5149.0, basis -49.0, basis rate -0.99%, historical quantile 67.80%, reference: China: Changzhou Market: Market Price (Mainstream Price): Polyvinyl Chloride (SG - 5) [1] - Butadiene Rubber (BR9000): Spot price 12100.0, futures price 11955.0, basis 145.0, basis rate 1.21%, historical quantile 44.10%, reference: China: Distribution Price: Butadiene Rubber (Daqing, BR9000): PetroChina East China [1] - Natural Rubber (RU2509): Spot price 15100.0, futures price 15065.0, basis 35.0, basis rate 0.23%, historical quantile 96.87%, reference: Shanghai Market Price: Natural Rubber (Yunnan State - Owned Full - Latex) [1] Agricultural Products - Rapeseed Meal (RM509): Spot price 2540, futures price 2660.0, basis -120.0, historical quantile 15.90%, reference: Guangdong Zhanjiang Factory Price: Common Rapeseed Meal [1] - Rapeseed Oil (O1509): Spot price 9490, futures price 9406.0, basis 84.0, basis rate 0.89%, historical quantile 36.50%, reference: Jiangsu: Nantong: Factory Price: Fourth - Grade Rapeseed Oil [1] - Corn (C2509): Spot price 2350, futures price 2319.0, basis 31.0, basis rate 1.34%, historical quantile 63.30%, reference: FOB Price: Corn: Xizhou Port [1] - Corn Starch (CS2509): Some data missing, reference: Jilin: Changchun: Factory Price: Corn Starch [1] - Live Hogs (LH2509): Spot price 14080, futures price 14125.0, basis -45.0, basis rate -0.32%, historical quantile 41.30%, reference: Henan Factory Price: Live Hogs (External Ternary) [1] - Eggs (JD2509): Spot price 3040, futures price 3576.0, basis -536.0, basis rate -14.99%, historical quantile 5.90%, reference: Hebei: Shijiazhuang: Average Price: Eggs [1] - Cotton (CF509): Spot price 15473, futures price 14075.0, basis 1398.0, basis rate 9.93%, reference: Xinjiang: Factory - Arrival Price: Cotton: 3128B [1] - Apples (AP510): Spot price 8600, futures price 8052.0, basis 548.0, basis rate 6.81%, historical quantile 43.40%, reference: Apples: Delivery Theoretical Price (Daily/Steel Union) [1] - Jujubes (CJ601): Spot price 8300, futures price 10695.0, basis -2395.0, basis rate -22.39%, historical quantile 6.50%, reference: Grey Jujubes: First - Grade: Wholesale Price: Hebei (Steel Union) [1] - Soybean Meal (M2509): Spot price 2860, futures price 2990.0, basis -130.0, basis rate -4.35%, historical quantile 15.30%, reference: Jiangsu·Zhangjiagang: Factory Price: Common Protein Soybean Meal [1] - Soybean Oil (Y2509): Spot price 8180, futures price 8120.0, basis 60.0, basis rate 0.74%, historical quantile 4.30%, reference: Jiangsu: Zhangjiagang: Factory Price: Fourth - Grade Soybean Oil [1] - Palm Oil (P2509): Spot price 8940, futures price 8946.0, basis -6.0, basis rate -0.07%, historical quantile 15.20%, reference: Delivery Price: Palm Oil: Huangpu Port [1] - Sugar (SR509): Spot price 6120, futures price 5845.0, basis 275.0, basis rate 4.70%, historical quantile 53.80%, reference: Spot Price: White Sugar: Liuzhou Platform [1] - Paraxylene (PX509): Spot price 7018.2, futures price 6890.0, basis 128.2, basis rate 1.86%, historical quantile 61.40%, reference: China Main Port: Spot Price (CFR): Paraxylene: Converted to RMB [1] Financial Futures - IF2509.CFF: Spot price 4135.8, futures price 4122.0, basis -13.8, basis rate -0.34%, historical quantile 30.10% [1] - IC2509.CFE: Some data missing [1] - IM2509.CFE: Spot price 6730.0, futures price 6602.0, basis -128.0, basis rate -1.94%, historical quantile 9.60% [1] - 2 - Year Treasury Bond (TS2509): Spot price 100.27, futures price 102.36, basis 0.00, historical quantile 25.50%, conversion factor 0.9796 [1] - 10 - Year Treasury Bond (T2509): Spot price 100.79, futures price 108.40, basis 0.05, basis rate 0.04%, historical quantile 20.80%, conversion factor provided [1] - 5 - Year Treasury Bond (TF2509): Spot price 100.71, futures price 105.72, basis 0.04, basis rate 0.04%, historical quantile 32.50%, conversion factor 0.9522 [1] - 30 - Year Treasury Bond (TL2509): Spot price 134.26, futures price 118.80, basis 0.26, basis rate 0.22%, historical quantile 35.20%, conversion factor 1.12