Report Summary 1. Report Industry Investment Rating No information provided. 2. Core View of the Report No information provided. 3. Summary by Related Categories Ferrous Metals - Silicon iron (SF509): Spot price is 5794, futures price is 5828, with a basis of -34 and a basis rate of -0.07%. The historical quantile is 62.40% [1]. - Silicon manganese (SM509): Spot price is 6070, futures price is 6074, with a basis of -4 and a basis rate of -0.07%. The historical quantile is 24.30% [1]. - Rebar (RB2510): Spot price is 3360, futures price is 3470, with a basis of -110 and a basis rate of -3.17%. The historical quantile is 4.28% [1]. - Hot - rolled coil (HC2510): Spot price is 3451, futures price is 3470, with a basis of -19 and a basis rate of -0.55%. The historical quantile is 25.00% [1]. - Iron ore (I2601): Spot price is 795, futures price is 844, with a basis of -49 and a basis rate of -5.87%. The historical quantile is 6.14% [1]. - Coke (J2601): Spot price is 1635, futures price is 1737, with a basis of -102 and a basis rate of -5.87%. The historical quantile is 12.30% [1]. - Coking coal (JM2601): Spot price is 1191, futures price is 1245, with a basis of -54 and a basis rate of -4.34%. The historical quantile is 17.10% [1]. Non - ferrous Metals - Copper (CU2509): Spot price is 79475, futures price is 79380, with a basis of 95 and a basis rate of 0.12%. The historical quantile is 54.79% [1]. - Aluminum (AL2509): Spot price is 20790, futures price is 20760, with a basis of 30 and a basis rate of 0.14%. The historical quantile is 45.20% [1]. - Alumina (AO2601): Spot price is 3248, futures price is 3230, with a basis of 18 and a basis rate of 0.56%. The historical quantile is 35.02% [1]. - Zinc (ZN2509): Spot price is 22600, futures price is 22490, with a basis of 110 and a basis rate of 0.49%. The historical quantile is 25.62% [1]. - Tin (SN2509): Spot price is 270200, futures price is 269820, with a basis of 380 and a basis rate of 0.14%. The historical quantile is 59.58% [1]. - Nickel (NI2509): Spot price is 123150, futures price is 122340, with a basis of 810 and a basis rate of 0.66%. The historical quantile is 86.25% [1]. - Stainless steel (SS2510): Spot price is 13420, futures price is 13130, with a basis of 290 and a basis rate of 2.21%. The historical quantile is 62.44% [1]. - Lithium carbonate (LC2511): Spot price is 85100, futures price is 81000, with a basis of 4100 and a basis rate of 5.05%. The historical quantile is 10.57% [1]. - Industrial silicon (SI2511): Spot price is 9400, futures price is 8600, with a basis of 800 and a basis rate of 9.30%. The historical quantile is 54.90% [1]. Precious Metals - Gold (AU2510): Spot price is 777.7, futures price is 774.7, with a basis of 3 and a basis rate of 0.39%. The historical quantile is 20.90% [1]. - Silver (AG2510): Spot price is 9300, futures price is 9278, with a basis of 22 and a basis rate of 0.24%. The historical quantile is 39.20% [1]. Agricultural Products - Soybean meal (M2601): Spot price is 3163, futures price is 3000, with a basis of 163 and a basis rate of 5.43%. The historical quantile is 10.30% [1]. - Soybean oil (Y2601): Spot price is 8680, futures price is 8576, with a basis of 104 and a basis rate of 1.21%. The historical quantile is 16.20% [1]. - Palm oil (P2601): Spot price is 9480, futures price is 9424, with a basis of 56 and a basis rate of 0.59%. The historical quantile is 26.60% [1]. - Rapeseed meal (RM509): Spot price is 2723, futures price is 2620, with a basis of 103 and a basis rate of 3.78%. The historical quantile is 22.80% [1]. - Rapeseed oil (OI601): Spot price is 10200, futures price is 10064, with a basis of 136 and a basis rate of 1.35%. The historical quantile is 53.70% [1]. - Corn (C2509): Spot price is 2300, futures price is 2279, with a basis of 21 and a basis rate of 0.92%. The historical quantile is 58.10% [1]. - Corn starch (CS2509): Spot price is 2730, futures price is 2651, with a basis of 79 and a basis rate of 2.98%. The historical quantile is 36.50% [1]. - Live pigs (H2511): Spot price is 14045, futures price is 13900, with a basis of -145 and a basis rate of -1.03%. The historical quantile is 40.10% [1]. - Eggs (JD2510): Spot price is 3277, futures price is 3090, with a basis of 187 and a basis rate of 5.71%. The historical quantile is 18.40% [1]. - Cotton (CF601): Spot price is 15057, futures price is 14130, with a basis of 927 and a basis rate of 6.56%. The historical quantile is 48.70% [1]. - Sugar (SR601): Spot price is 6030, futures price is 5657, with a basis of 373 and a basis rate of 6.59%. The historical quantile is 69.20% [1]. - Apples (AP510): Spot price is 8600, futures price is 8158, with a basis of 442 and a basis rate of 5.42%. The historical quantile is 37.90% [1]. - Jujubes (CJ601): Spot price is 11410, futures price is 8300, with a basis of 3110 and a basis rate of 27.26%. The historical quantile is 3.70% [1]. Energy and Chemicals - Paraxylene (PX511): Spot price is 6842.2, futures price is 6720, with a basis of 122.2 and a basis rate of 1.82%. The historical quantile is 58.80% [1]. - PTA (TA509): Spot price is 4692, futures price is 4690, with a basis of 2 and a basis rate of 0.04%. The historical quantile is 51.20% [1]. - Ethylene glycol (EG2509): Spot price is 4485, futures price is 4406, with a basis of 79 and a basis rate of 1.79%. The historical quantile is 87.60% [1]. - Polyester staple fiber (PF510): Spot price is 6495, futures price is 6414, with a basis of 81 and a basis rate of 1.26%. The historical quantile is 65.40% [1]. - Styrene (EB2509): Spot price is 7345, futures price is 7297, with a basis of 48 and a basis rate of 0.66%. The historical quantile is 36.70% [1]. - Methanol (MA509): Spot price is 2375, futures price is 2375, with a basis of 0 and a basis rate of 0%. The historical quantile is 52.40% [1]. - Urea (UR601): Spot price is 1730, futures price is 1726, with a basis of 4 and a basis rate of 0.23%. The historical quantile is 12.60% [1]. - LLDPE (L2509): Spot price is 7313, futures price is 7300, with a basis of 13 and a basis rate of 0.18%. The historical quantile is 17.60% [1]. - PP (PP2601): Spot price is 7107, futures price is 7080, with a basis of 27 and a basis rate of 0.38%. The historical quantile is 17.00% [1]. - PVC (V2509): Spot price is 5016, futures price is 4910, with a basis of 106 and a basis rate of 2.11%. The historical quantile is 52.00% [1]. - Caustic soda (SH509): Spot price is 2500, futures price is 2481, with a basis of 19 and a basis rate of 0.77%. The historical quantile is 50.40% [1]. - LPG (PG2509): Spot price is 4298, futures price is 3828, with a basis of 470 and a basis rate of 12.28%. The historical quantile is 63.90% [1]. - Asphalt (BU2510): Spot price is 3640, futures price is 3503, with a basis of 137 and a basis rate of 3.91%. The historical quantile is 75.60% [1]. - Butadiene rubber (BR2509): Spot price is 11750, futures price is 11700, with a basis of 50 and a basis rate of 0.43%. The historical quantile is 24.60% [1]. - Glass (FG601): Spot price is 1214, futures price is 1088, with a basis of 126 and a basis rate of 11.58%. The historical quantile is 19.95% [1]. - Soda ash (SA601): Spot price is 1383, futures price is 1266, with a basis of 117 and a basis rate of 8.46%. The historical quantile is 3.78% [1]. - Natural rubber (RU2601): Spot price is 15800, futures price is 14800, with a basis of 1000 and a basis rate of 6.76%. The historical quantile is 31.04% [1]. Financial Futures - Stock index futures IF2509.CFF: Spot price is 4176.6, futures price is 4170.8, with a basis of -5.8 and a basis rate of -0.14%. The historical quantile is 46.80% [1]. - Stock index futures IH2509.CFE: Spot price is 2818.8, futures price is 2813, with a basis of 5.8 and a basis rate of 0.21%. The historical quantile is 86.90% [1]. - Stock index futures IC2509.CFE: Spot price is 6508.1, futures price is 6451.8, with a basis of -56.3 and a basis rate of -0.87%. The historical quantile is 15.30% [1]. - Stock index futures IM2509.CFE: Spot price is 7064.3, futures price is 7001.8, with a basis of -62.5 and a basis rate of -0.89%. The historical quantile is 23.80% [1]. - 2 - year bond futures (TS2509): Spot price is 100.30, futures price is 102.37, with a basis of -2.07 and a basis rate of -2.06%. The historical quantile is 32.10% [1]. - 5 - year bond futures (TF2509): Spot price is 100.79, futures price is 105.75, with a basis of -4.96 and a basis rate of -4.69%. The historical quantile is 30.80% [1]. - 10 - year bond futures (T2509): Spot price is 100.72, futures price is 108.46, with a basis of -7.74 and a basis rate of -7.12%. The historical quantile is 14.40% [1]. - 30 - year bond futures (TL2509): Spot price is 133.55, futures price is 118.31, with a basis of 15.24 and a basis rate of 12.88%. The historical quantile is 14.60% [1].
全品种价差日报-20250814
Guang Fa Qi Huo·2025-08-14 03:20