Report Summary Core View The report presents the spot prices, futures prices, basis, basis rates, historical quantiles, and spot references of various commodities across multiple sectors including ferrous metals, non - ferrous metals, precious metals, agricultural products, energy and chemical products, and financial futures [1]. Summary by Commodity Sectors Ferrous Metals - Silicon Iron (SF509): Spot price is 6028, futures price is 6008, basis is 20, basis rate is 0.33%, and historical quantile is 35.20% [1]. - Silicon Manganese (SM509): Spot price is 6070, futures price is 6116, basis is - 46, basis rate is - 0.75%, and historical quantile is 19.10% [1]. - Rebar (RB2510): Spot price is 3440, futures price is 3315, basis is 125, basis rate is 3.77%, and historical quantile is 57.30% [1]. - Hot - Rolled Coil (HC2510): Spot price is 3500, futures price is 3483, basis is 17, basis rate is 0.49%, and historical quantile is 24.30% [1]. - Iron Ore (I2509): Spot price is 823, futures price is 789, basis is 34, basis rate is 4.36%, and historical quantile is 30.50% [1]. - Coke (J2509): Spot price is 1570, futures price is 1677, basis is - 106, basis rate is - 6.34%, and historical quantile is 10.56% [1]. - Coking Coal (JM2509): Spot price is 1155, futures price is 1117, basis is 38, basis rate is 3.40%, and historical quantile is 36.60% [1]. Non - Ferrous Metals - Copper (CU2509): Spot price is 79285, futures price is 78930, basis is 355, basis rate is 0.45%, and historical quantile is 77.50% [1]. - Aluminum (AL2509): Spot price is 20670, futures price is 20625, basis is 45, basis rate is 0.22%, and historical quantile is 61.66% [1]. - Alumina (AO2509): Spot price is 3248, futures price is 3326, basis is - 78, basis rate is - 2.33%, and historical quantile is 20.26% [1]. - Zinc (ZN2509): Spot price is 22610, futures price is 22670, basis is - 60, basis rate is - 0.26%, and historical quantile is 37.50% [1]. - Tin (SN2509): Spot price is 268100, futures price is 267870, basis is 230, basis rate is 0.09%, and historical quantile is 54.37% [1]. - Nickel (NISE09): Spot price is 122350, futures price is 121720, basis is 630, basis rate is 0.52%, and historical quantile is 81.04% [1]. - Stainless Steel (SS2509): Spot price is 13120, futures price is 12920, basis is 200, basis rate is 1.55%, and historical quantile is 44.42% [1]. - Lithium Carbonate (LC2509): Spot price is 72950, futures price is 70600, basis is 2350, basis rate is 3.33%, and historical quantile is 79.29% [1]. - Industrial Silicon (SI2509): Spot price is 10000, futures price is 9285, basis is 715, basis rate is 7.70%, and historical quantile is 49.37% [1]. Precious Metals - Gold (AU2510): Spot price is 769.5, futures price is 773.8, basis is - 4.3, basis rate is - 0.56%, and historical quantile is 8.90% [1]. - Silver (AG2510): Spot price is 9166.0, futures price is 9192.0, basis is - 26.0, basis rate is - 0.28%, and historical quantile is 32.90% [1]. Agricultural Products - Soybean Meal (M2509): Spot price is 2880, futures price is 3010.0, basis is - 130.0, basis rate is - 4.32%, and historical quantile is 15.30% [1]. - Soybean Oil (Y2509): Spot price is 8330, futures price is 8240.0, basis is 90.0, basis rate is 1.09%, and historical quantile is 11.40% [1]. - Palm Oil (P2509): Spot price is 9010, futures price is 8982.0, basis is 28.0, basis rate is 0.31%, and historical quantile is 20.60% [1]. - Rapeseed Meal (RM509): Spot price is 2590, futures price is 2735.0, basis is - 145.0, basis rate is - 5.30%, and historical quantile is 7.60% [1]. - Rapeseed Oil (OI509): Spot price is 9696, futures price is 9621.0, basis is 69.0, basis rate is 0.72%, and historical quantile is 32.00% [1]. - Corn (C2509): Spot price is 2350, futures price is 2312.0, basis is 38.0, basis rate is 1.64%, and historical quantile is 65.70% [1]. - Corn Starch (CS2509): Spot price is 2800, futures price is 2683.0, basis is 117.0, basis rate is 4.36%, and historical quantile is 58.50% [1]. - Live Pigs (LH2509): Spot price is 13930, futures price is 14075.0, basis is - 145.0, basis rate is - 1.03%, and historical quantile is 40.20% [1]. - Eggs (JD2509): Spot price is 3040, futures price is 3570.0, basis is - 530.0, basis rate is 14.85%, and historical quantile is 6.30% [1]. - Cotton (CF509): Spot price is 15343, futures price is 13755.0, basis is 1588.0, basis rate is 11.54%, and historical quantile is 94.90% [1]. - Sugar (SR509): Spot price is 6120, futures price is 5804.0, basis is 316.0, basis rate is 5.44%, and historical quantile is 59.00% [1]. - Apples (AP510): Spot price is 8600, futures price is 7915.0, basis is 685.0, basis rate is 8.65%, and historical quantile is 53.40% [1]. - Jujubes (CJ601): Spot price is 8300, futures price is 10805.0, basis is - 2505.0, basis rate is - 23.18%, and historical quantile is 5.20% [1]. Energy and Chemical Products - Para - Xylene (PX509): Spot price is 7122.7, futures price is 6984.0, basis is 138.7, basis rate is 1.99%, and historical quantile is 64.00% [1]. - PTA (TA509): Spot price is 4850.0, futures price is 4856.0, basis is - 6.0, basis rate is - 0.12%, and historical quantile is 49.20% [1]. - Ethylene Glycol (EG2509): Spot price is 4515.0, futures price is 4450.0, basis is 65.0, basis rate is 1.46%, and historical quantile is 83.40% [1]. - Polyester Staple Fiber (PF509): Spot price is 6615.0, futures price is 6500.0, basis is 115.0, basis rate is 1.77%, and historical quantile is 72.10% [1]. - Styrene (EB2509): Spot price is 7415.0, futures price is 7387.0, basis is 28.0, basis rate is 0.38%, and historical quantile is 32.80% [1]. - Methanol (MA509): Spot price is 2405.0, futures price is 2419.0, basis is - 14.0, basis rate is - 0.58%, and historical quantile is 25.20% [1]. - Urea (UR509): Spot price is 1770.0, futures price is 1742.0, basis is 28.0, basis rate is 1.61%, and historical quantile is 19.30% [1]. - LLDPE (L2509): Spot price is 7350.0, futures price is 7387.0, basis is - 37.0, basis rate is - 0.50%, and historical quantile is 11.10% [1]. - PP (PP2509): Spot price is 7160.0, futures price is 7145.0, basis is 15.0, basis rate is 0.21%, and historical quantile is 27.20% [1]. - PVC (V2509): Spot price is 5060.0, futures price is 5159.0, basis is - 99.0, basis rate is - 1.92%, and historical quantile is 54.60% [1]. - Caustic Soda (SH509): Spot price is 2593.8, futures price is 2613.0, basis is - 19.3, basis rate is - 0.74%, and historical quantile is 46.40% [1]. - LPG (PG2509): Spot price is 4448.0, futures price is 4052.0, basis is 396.0, basis rate is 9.77%, and historical quantile is 56.70% [1]. - Asphalt (BU2509): Spot price is 3785.0, futures price is 3650.0, basis is 135.0, basis rate is 3.70%, and historical quantile is 76.00% [1]. - Butadiene Rubber (BR2509): Spot price is 12100.0, futures price is 11775.0, basis is 325.0, basis rate is 2.76%, and historical quantile is 61.90% [1]. - Glass (FG509): Spot price is 1176.0, futures price is 1191.0, basis is - 15.0, basis rate is - 1.28%, and historical quantile is 60.71% [1]. - Soda Ash (SA509): Spot price is 1301.0, futures price is 1311.0, basis is - 10.0, basis rate is - 0.77%, and historical quantile is 26.89% [1]. - Natural Rubber (RU2509): Spot price is 15000.0, futures price is 14945.0, basis is 55.0, basis rate is 0.37%, and historical quantile is 97.91% [1]. Financial Futures - Stock Index Futures: - IF2509.CFE: Spot price is 4151.2, futures price is 4136.4, basis is - 14.8, basis rate is - 0.36%, and historical quantile is 28.70% [1]. - IH2509.CFE: Spot price is 2819.4, futures price is 2820.0, basis is 0.6, basis rate is 0.02%, and historical quantile is 61.40% [1]. - IC2509.CFE: Spot price is 6314.7, futures price is 6215.4, basis is - 99.3, basis rate is - 1.60%, and historical quantile is 2.70% [1]. - IM2509.CFE: Spot price is 6718.5, futures price is 6604.2, basis is - 114.3, basis rate is - 1.73%, and historical quantile is 11.00% [1]. - Bond Futures: - 2 - year Bond (TS2509): Spot price is 100.26, futures price is 102.34, basis is 0.01, basis rate is 0.01%, and historical quantile is 27.60% [1]. - 5 - year Bond (TF2509): Spot price is 100.62, futures price is 105.64, basis is 0.03, basis rate is 0.03%, and historical quantile is 31.80% [1]. - 10 - year Bond (T2509): Spot price is 106.91, futures price is 108.31, basis is 0.16, basis rate is 0.15%, and historical quantile is 35.50% [1]. - 30 - year Bond (TL2509): Spot price is 134.07, futures price is 118.44, basis is 0.48, basis rate is 0.41%, and historical quantile is 72.10% [1].
全品种价差日报-20250731
Guang Fa Qi Huo·2025-07-31 03:14