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全品种价差日报-20250808
Guang Fa Qi Huo·2025-08-08 02:11

Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report No explicit core view is presented in the given content. The report mainly provides price and related data of various futures and spot commodities. 3. Summary by Related Catalogs Ferrous Metals - Silicon Iron (SF509): The spot price is 5878, the futures price is 5834, the basis is 44, and the basis rate is 0.75%. The historical quantile is 63.40% [1]. - Silicon Manganese (SM509): The spot price is 6090, the futures price is 6064, the basis is 26, and the basis rate is 0.43% [1]. - Rebar (RB2510): The spot price is 3360, the futures price is 3231, the basis is 129, and the basis rate is 3.99%. The historical quantile is 58.60% [1]. - Hot - Rolled Coil (HC2510): The spot price is 3460, the futures price is 3440, the basis is 20, and the basis rate is 0.58%. The historical quantile is 25.20% [1]. - Iron Ore (I2509): The spot price is 793, the futures price has a 5.84% decrease in the converted price of 62.5% Brazilian mixed powder. The historical quantile is 26.50% [1]. - Coke (J2509): The spot price is 1668, the futures price is 1570, the basis is 97, and the basis rate is 6.19%. The historical quantile is 13.09% [1]. - Coking Coal (JM2601): The spot price is 1230, the futures price is 1134, the basis is 96, and the basis rate is 8.44%. The historical quantile is 14.40% [1]. Non - Ferrous Metals - Copper (CU2509): The spot price is 78500, the futures price is 78460, the basis is 40, and the basis rate is 0.05%. The historical quantile is 47.29% [1]. - Aluminum (AL2509): The spot price is 20750, the futures price is 20690, the basis is 60, and the basis rate is 0.29%. The historical quantile is 33.95% [1]. - Alumina (AO2509): The spot price is 3251, the futures price is 3211, the basis is 40, and the basis rate is 1.23%. The historical quantile is 42.29% [1]. - Zinc (ZN2509): The spot price is 22580, the futures price is 22440, the basis is 140, and the basis rate is 0.62%. The historical quantile is 19.16% [1]. - Tin (SN2509): The spot price is 267940, the futures price is 267200, the basis is 740, and the basis rate is 0.28%. The historical quantile is 25.00% [1]. - Nickel (NI2509): The spot price is 121850, the futures price is 121350, the basis is 500, and the basis rate is 0.41%. The historical quantile is 31.04% [1]. - Stainless Steel (SS2509): The spot price is 13220, the futures price is 13000, the basis is 220, and the basis rate is 1.69%. The historical quantile is 49.57% [1]. - Lithium Carbonate (LC2511): The spot price is 72300, the futures price is 71100, the basis is 1200, and the basis rate is 1.66%. The historical quantile is 31.71% [1]. - Industrial Silicon (SI2511): The spot price is 9250, the futures price is 8655, the basis and basis rate are not clearly presented. The historical quantile is 40.64% [1]. Precious Metals - Gold (AU2510): The spot price is 785.0, the futures price is 782.0, the basis is 3.0, and the basis rate is 0.38%. The historical quantile is 21.00% [1]. - Silver (AG2510): The spot price is 9258.0, the futures price is 9224.0, the basis is 34.0, and the basis rate is 0.37%. The historical quantile is 20.20% [1]. Agricultural Products - Soybean Meal (M2509): The spot price is 3031.0, the futures price is 2920, the basis is 111.0, and the basis rate is 3.66%. The historical quantile is 16.80% [1]. - Soybean Oil (Y2601): The spot price is 8500, the futures price is 8378.0, the basis is 122.0, and the basis rate is 1.46%. The historical quantile is 12.70% [1]. - Palm Oil (P2509): The spot price is 8960, the futures price is 8950.0, the basis is 10.0, and the basis rate is 0.11%. The historical quantile is 18.50% [1]. - Rapeseed Meal (RM509): The spot price is 2739.0, the futures price is 2590, the basis is 149.0, and the basis rate is 5.44%. The historical quantile is 7.00% [1]. - Rapeseed Oil (OI509): The spot price is 9580, the futures price is 9496.0, the basis is 84.0, and the basis rate is 0.88%. The historical quantile is 37.00% [1]. - Corn (C2509): The spot price is 2300, the futures price is 2267.0, the basis is 33.0, and the basis rate is 1.46%. The historical quantile is 63.10% [1]. - Corn Starch (CS2509): The spot price is 2750, the futures price is 2660.0, the basis is 90.0, and the basis rate is 3.38%. The historical quantile is 41.70% [1]. - Live Hogs (LH2501): The spot price is 13950, the futures price is 14100.0, the basis is - 150.0, and the basis rate is 1.06%. The historical quantile is 40.10% [1]. - Eggs (JD2509): The spot price is 3391.0, the futures price is 2870, the basis is 521.0, and the basis rate is 15.36%. The historical quantile is 6.40% [1]. - Cotton (CF509): The spot price is 15089, the futures price is 13670.0, the basis is 1419.0, and the basis rate is 9.24%. The historical quantile is 10.38% [1]. - Sugar (SR601): The spot price is 6030, the futures price is 5585.0, the basis is 445.0, and the basis rate is 7.97%. The historical quantile is 67.70% [1]. - Apples (AP510): The spot price is 8280, the futures price is 7940.0, the basis is 340.0, and the basis rate is 4.28%. The historical quantile is 36.20% [1]. - Red Dates (CJ601): The spot price is 8300, the futures price is 11115.0, the basis is - 2815.0, and the basis rate is 25.33%. The historical quantile is 4.50% [1]. Energy and Chemicals - Para - Xylene (PX509): The spot price is 6907.5, the futures price is 6756.0, the basis is 151.5, and the basis rate is 2.24%. The historical quantile is 66.10% [1]. - PTA (TA509): The spot price is 4688.0, the futures price is 4675.0, the basis is 13.0, and the basis rate is 0.28%. The historical quantile is 47.00% [1]. - Ethylene Glycol (EG2509): The spot price is 4465.0, the futures price is 4396.0, the basis is 69.0, and the basis rate is 1.57%. The historical quantile is 84.50% [1]. - Polyester Staple Fiber (PF510): The spot price is 6490.0, the futures price is 6392.0, the basis is 98.0, and the basis rate is 1.53%. The historical quantile is 68.50% [1]. - Styrene (EB2509): The spot price is 7345.0, the futures price is 7296.0, the basis is 49.0, and the basis rate is 0.67%. The historical quantile is 36.90% [1]. - Methanol (MA509): The spot price is 2388.0, the futures price is 2382.5, the basis is 5.5, and the basis rate is 0.23%. The historical quantile is 32.70% [1]. - Urea (UR509): The spot price is 1780.0, the futures price is 1737.0, the basis is 43.0, and the basis rate is 2.48%. The historical quantile is 24.60% [1]. - LLDPE (L2509): The spot price is 7300.0, the futures price is 7297.0, the basis is 3.0, and the basis rate is 0.04%. The historical quantile is 21.30% [1]. - PP (PP2509): The spot price is 7120.0, the futures price is 7075.0, the basis is 45.0, and the basis rate is 0.64%. The historical quantile is 35.00% [1]. - PVC (V2509): The spot price is 5046.0, the futures price is 4910.0, the basis is 136.0, and the basis rate is 2.70%. The historical quantile is 41.60% [1]. - Caustic Soda (SH509): The spot price is 2500.0, the futures price is 2413.0, the basis is 87.0, and the basis rate is 3.61%. The historical quantile is 64.80% [1]. - LPG (PG2509): The spot price is 4348.0, the futures price is 3823.0, the basis is 525.0, and the basis rate is 13.73%. The historical quantile is 70.00% [1]. - Asphalt (BU2510): The spot price is 3760.0, the futures price is 3528.0, the basis is 232.0, and the basis rate is 6.58%. The historical quantile is 84.60% [1]. - Butadiene Rubber (BR2509): The spot price is 11535.0, the futures price is 11500.0, the basis is 35.0, and the basis rate is 0.30%. The historical quantile is not clearly presented [1]. - Glass (FG509): The spot price is 1104.0, the futures price is 1076.0, the basis is 28.0, and the basis rate is 2.54%. The historical quantile is 72.05% [1]. - Soda Ash (SA601): The spot price is 1357.0, the futures price is 1257.0, the basis is 100.0, and the basis rate is 7.96%. The historical quantile is 4.41% [1]. - Natural Rubber (RU2601): The spot price is 15525.0, the futures price is 14400.0, the basis is 1125.0, and the basis rate is not clearly presented. The historical quantile is 20.41% [1]. Financial Futures - Stock Index Futures: - IF2509.CFF: The spot price is 4114.7, the futures price is 4092.6, the basis is 22.1, and the basis rate is 0.54%. The historical quantile is 20.10% [1]. - IH2509.CFE: The spot price is 2798.3, the futures price is 2797.8, the basis is 0.5, and the basis rate is 0.02%. The historical quantile is 55.20% [1]. - IC2509.CFE: The spot price is 6337.5, the futures price is 6226.4, the basis is 111.1, and the basis rate is 1.79%. The historical quantile is 1.70% [1]. - IM2509.CFE: The spot price is 6862.1, the futures price is 6750.0, the basis is 112.1, and the basis rate is 1.66%. The historical quantile is 11.50% [1]. - Treasury Bond Futures: - 2 - Year Treasury Bond (TS2509): The spot price is 102.37, the futures price is 100.30, the basis is 0.01, and the basis rate is 0.01%. The historical quantile is 30.40% [1]. - 5 - Year Treasury Bond (TF2509): The spot price is 105.82, the futures price is 101.01, the basis is 0.05, and the basis rate is 0.04%. The historical quantile is 33.50% [1]. - 10 - Year Treasury Bond (T2509): The spot price is 108.61, the futures price is not clearly presented, the basis is 0.07, and the basis rate is 0.06%. The historical quantile is 23.80% [1]. - 30 - Year Treasury Bond (TL2509): The spot price is 134.87, the futures price is 119.34, the basis is 0.27, and the basis rate is 0.22%. The historical quantile is 35.40% [1].