Report Overview - The report is titled "Guangda Futures Black: Iron Ore Basis and Spread Monitoring Daily Report" dated August 12, 2025, focusing on iron ore futures and related price data [1] 1. Futures Contract Prices and Spreads 1.1 Futures Contract Prices - The closing price of I05 is 768.0 yuan/ton, up 15.0 yuan from the previous day; I09 is 796.5 yuan/ton, up 6.5 yuan; I01 is 789.0 yuan/ton, up 15.5 yuan [3] 1.2 Futures Contract Spreads - The spread of I05 - I09 is -28.5 yuan/ton, up 8.5 yuan; I09 - I01 is 7.5 yuan/ton, down 9.0 yuan; I01 - I05 is 21.0 yuan/ton, up 0.5 yuan [3] 2. Basis Data 2.1 Basis Data Table - For various iron ore varieties, such as Carajás fines (Kafen), its price is 879 yuan/ton today, up 6.0 yuan from the previous day, with a basis of 40 yuan/ton, unchanged from the previous day. Other varieties like BRBF, Newman fines also have corresponding price and basis changes [6] 2.2 Basis Policy Changes - Since December 2, the main iron ore contract is I2205. The number of deliverable varieties has increased by 4, including Bengang concentrate, IOC6, KUMBA, and Ukrainian concentrate, with brand premiums of 0. The brand premiums of existing varieties have been adjusted, and the quality differences and premiums of substitutes have been modified [11] 3. Variety Spreads 3.1 Variety Spread Data - The spread of PB lump - PB fines is 142.0 yuan/ton, down 6.0 yuan; PB fines - FMG mixed fines is 70.0 yuan/ton, down 3.0 yuan. There are also spreads and changes for other variety combinations [13] 4. Research Team Introduction - The black research team includes Qiu Yuecheng, Zhang Xiaojin, Liu Xi, and Zhang Chunjie, each with rich experience and professional titles in the iron ore and related industries [24]
光期黑色：铁矿石基差及价差监测日报-20250812
Guang Da Qi Huo·2025-08-12 09:34