全品种价差日报-20250815

Group 1: Metals and Minerals - 72-silicon ferrosilicon qualified block in Inner Mongolia - Tianjin warehouse receipt has a conversion price of 5744, with a futures price of 5828 and a basis rate of 1.46% [1] - 6517-silicon manganese in Inner Mongolia - Hubei warehouse receipt has a futures price of 6070, a spot price of 6050, and a basis rate of 0.33% [1] - HRB400 20mm rebar in Shanghai has a futures price of 3189, and Q235B 4.75mm hot - rolled coil in Shanghai has a futures price of 3432 [1] - 62.5% Brazilian mixed powder (BRBF) from Vale at Rizhao Port has a conversion price, with a futures price change of - 4.22% [1] - Quasi - first - grade metallurgical coke A13, S0.7, CSR60, MT7 at Rizhao Port has a futures price change and historical quantile data [1] - S1.3 G75 main coking coal (Meng 5) at Shaheyi has a futures price of 1191, a spot price of 1214, and a basis rate of - 1.89% [1] - Copper (CU2509) has a futures price of 79435, a spot price of 78950, and a basis rate of 0.61% [1] - Aluminum (AL2509) has a futures price of 20715, a spot price of 20710, and a basis rate of - 0.02% [1] - Zinc (ZN2509) has a futures price of 22480, a spot price of 22440, and a basis rate of - 0.18% [1] - Tin (SN2509) has a high historical quantile of 87.70% [1] - Nickel (NISE09) has a futures price of 121200, a spot price of 122700, and a basis rate of 1.24% [1] - Stainless steel (SS2510) has a futures price of 13025, a spot price of 13370, and a basis rate of 2.65% [1] - Alumina (AO2601) has a futures price of 3240, a spot price of 3248, and a basis rate of 0.25% [1] Group 2: Agricultural Products - Soybean meal (M2601) has a futures price of 2990, a spot price of 3157, and a basis rate of 7.50% [1] - Soybean oil (Y2601) has a futures price of 8520, a spot price of 8610, and a basis rate of 1.06% [1] - Palm oil (P2601) has a futures price of 9368, a spot price of 9370, and a basis rate of 0.02% [1] - Rapeseed meal (RM509) has a futures price of 2686, a spot price of 2540, and a basis rate of - 5.44% [1] - Rapeseed oil (Ol601) has a futures price of 9840, a spot price of 9940, and a basis rate of 1.02% [1] - Corn (C2509) has a futures price of 2281, a spot price of 2320, and a basis rate of 1.71% [1] - Corn starch (CS2509) has a futures price of 2648, a spot price of 2730, and a basis rate of 3.10% [1] - Live pigs (H251) have a futures price of 13900, and the spot price is the same, with a basis rate of 0.00% [1] - Eggs (JD2510) have a futures price of 3090, a spot price of 3189, and a basis rate of - 3.10% [1] - Cotton (CF601) has a futures price of 15060, a spot price of 14155, and a basis rate of 6.39% [1] - Sugar (SR601) has a futures price of 5659, a spot price of 6040, and a basis rate of 6.73% [1] - Apples (AP510) have a futures price of 8600, and the spot price is related to the delivery theoretical price [1] - Red dates (CJ601) have a futures price of 8300, a spot price of 11460, and a basis rate of - 27.57% [1] Group 3: Energy and Chemicals - Para - xylene (PX511) has a futures price of 6614, a spot price of 6775.2, and a basis rate of 2.44% [1] - PTA (TA601) has a futures price of 4640, a spot price of 4630, and a basis rate of - 0.22% [1] - Ethylene glycol (EG2509) has a futures price of 4367, a spot price of 4450, and a basis rate of 1.90% [1] - Polyester staple fiber (PF510) has a futures price of 6338, a spot price of 6475, and a basis rate of 2.16% [1] - Styrene (EB2509) has a futures price of 7238, a spot price of 7345, and a basis rate of 1.48% [1] - Methanol (MA601) has a futures price of 2340, a spot price of 2350, and a basis rate of 0.43% [1] - Urea (UR601) has a futures price of 1726, a spot price of 1720, and a basis rate of - 0.35% [1] - LLDPE (L2601) has a futures price of 7287, a spot price of 7300, and a basis rate of 0.18% [1] - PP (PP2601) has a futures price of 7085, a spot price of 7080, and a basis rate of - 0.07% [1] - PVC (V2509) has a futures price of 4970, a spot price of 4900, and a basis rate of - 1.41% [1] - Caustic soda (SH509) has a futures price of 2530, a spot price of 2562.5, and a basis rate of 1.28% [1] - LPG (PG2509) has a futures price of 3858, a spot price of 440, and a basis rate of 11.40% [1] - Asphalt (BU2510) has a futures price of 3472, a spot price of 3640, and a basis rate of 4.84% [1] - Butadiene rubber (BR2509) has a futures price of 11645, a spot price of 11800, and a basis rate of 1.33% [1] - Glass (FG601) has relevant price and basis data [1] - Soda ash (SA601) has a futures price of 1284, a spot price of 1400, and a basis rate of - 9.03% [1] - Natural rubber (RU2601) has a futures price of 15635, a spot price of 14800, and a basis rate of - 5.64% [1] Group 4: Financial Futures - IF2509.CFF has a futures price of 4173.3, a spot price of 4163.8, and a basis rate of - 0.23% [1] - IH2509.CFE has relevant price and basis data [1] - IC2509.CFE has a futures price of 6380.2, a spot price of 6429.8, and a basis rate of - 0.78% [1] - IM2509.CFE has a futures price of 6929.2, a spot price of 6976.5, and a basis rate of - 0.68% [1] - 2 - year Treasury bond (TS2509) has a futures price of 102.35, a spot price (adjusted) of 100.29, and a basis rate calculation related to the conversion factor [1] - 5 - year Treasury bond (TF2509) has a futures price of 105.69, a spot price (adjusted) of 100.67, and a basis rate calculation related to the conversion factor [1] - 10 - year Treasury bond (T2509) has a futures price of 108.35, a spot price (adjusted) of 100.73, and a basis rate calculation related to the conversion factor [1] - 30 - year Treasury bond (TL2509) has a futures price of 117.82, a spot price of 133.02, and a basis rate calculation related to the conversion factor [1]