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全品种价差日报-20250821
Guang Fa Qi Huo·2025-08-21 05:24
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Summaries by Related Catalogs Ferrous Metals - Silicon Iron (SF51): The spot price is 5728, the futures price is 5622, the basis is 106, and the basis rate is 1.89% with a historical quantile of 70.60% [1] - Silicon Manganese (SM601): The spot price is 6020, the futures price is 5836, the basis is 184, and the basis rate is 3.15% with a historical quantile of 56.80% [1] - Rebar (RB2510): The spot price is 3402, the futures price is 3290, the basis is 112, and the basis rate is 5.04% with a historical quantile of 65.70% [1] - Hot - Rolled Coil (HC2510): The spot price is 3430, the futures price is 3402, the basis is 28, and the basis rate is 0.82% with a historical quantile of 29.10% [1] - Iron Ore (I2601): The spot price is 826, the futures price is 769, the basis is 57, and the basis rate is 7.35% with a historical quantile of 47.10% [1] - Coke (J2601): The spot price is 1678, the futures price is 1624, the basis is 54, and the basis rate is 3.21% with a historical quantile of 32.64% [1] - Coking Coal (JM2601): The spot price is 1175, the futures price is 1163, the basis is 12, and the basis rate is 1.03% with a historical quantile of 27.90% [1] Non - Ferrous Metals - Copper (CU2509): The spot price is 79100, the futures price is 78890, the basis is 210, and the basis rate is 0.27% with a historical quantile of 67.29% [1] - Aluminum (AL2510): The spot price is 20590, the futures price is 20545, the basis is 45, and the basis rate is 0.22% with a historical quantile of 63.12% [1] - Alumina (AO2601): The spot price is 3245, the futures price is 3120, the basis is 125, and the basis rate is 4.01% with a historical quantile of 66.07% [1] - Zinc (ZN2510): The spot price is 22205, the futures price is 22130, the basis is 75, and the basis rate is 0.34% with a historical quantile of 33.95% [1] - Tin (SN2509): The spot price is 268090, the futures price is 266200, the basis is 1890, and the basis rate is 0.70% with a historical quantile of 10.41% [1] - Nickel (NI2510): The spot price is 120825, the futures price is 120330, the basis is 495, and the basis rate is 0.41% with a historical quantile of 80.00% [1] - Stainless Steel (SS2510): The spot price is 13270, the futures price is 12885, the basis is 385, and the basis rate is 2.99% with a historical quantile of 77.68% [1] - Lithium Carbonate (LC2511): The spot price is 87540, the futures price is 85700, the basis is 1840, and the basis rate is 2.10% with a historical quantile of 27.31% [1] - Industrial Silicon (212511): The spot price is 9250, the futures price is 8390, the basis is 860, and the basis rate is 10.25% with a historical quantile of 57.57% [1] Precious Metals - Gold (AU2510): The spot price is 772.7, the futures price is 769.8, the basis is 2.9, and the basis rate is 0.37% with a historical quantile of 24.00% [1] - Silver (AG2510): The spot price is 9042.0, the futures price is 9022.0, the basis is 20.0, and the basis rate is 0.22% with a historical quantile of 42.80% [1] Agricultural Products - Soybean Meal (M2601): The spot price is 3160.0, the futures price is 2980, the basis is 180.0, and the basis rate is 5.70% with a historical quantile of 4.20% [1] - Soybean Oil (Y2601): The spot price is 8500, the futures price is 8414.0, the basis is 86.0, and the basis rate is 1.02% with a historical quantile of 10.70% [1] - Palm Oil (P2601): The spot price is 9554.0, the futures price is 9500, the basis is 54.0, and the basis rate is 0.57% with a historical quantile of 7.50% [1] - Rapeseed Meal (RM601): The spot price is 2627.0, the futures price is 2610, the basis is 17.0, and the basis rate is 0.65% with a historical quantile of 44.50% [1] - Rapeseed Oil (Ol601): The spot price is 9950, the futures price is 9828.0, the basis is 122.0, and the basis rate is 1.24% with a historical quantile of 49.40% [1] - Corn (C2511): The spot price is 2260, the futures price is 2170.0, the basis is 90.0, and the basis rate is 4.15% with a historical quantile of 86.80% [1] - Corn Starch (CS2511): The spot price is 2730, the futures price is 2489.0, the basis is 241.0, and the basis rate is 9.68% with a historical quantile of 94.60% [1] - Live Hogs (H251): The spot price is 13850, the futures price is 13775.0, the basis is 75.0, and the basis rate is 0.54% with a historical quantile of 44.00% [1] - Eggs (JD2510): The spot price is 3310, the futures price is 3072.0, the basis is 238.0, and the basis rate is 7.75% with a historical quantile of 51.20% [1] - Cotton (CF601): The spot price is 15080, the futures price is 14055.0, the basis is 1025.0, and the basis rate is 7.29% with a historical quantile of 62.50% [1] - Sugar (SR601): The spot price is 6030, the futures price is 5676.0, the basis is 354.0, and the basis rate is 6.24% with a historical quantile of 6.65% [1] - Apples (AP510): The spot price is 8600, the futures price is 8064.0, the basis is 536.0, and the basis rate is 6.24% with a historical quantile of 42.00% [1] - Jujubes (CJ601): The spot price is 11530.0, the futures price is 8300, the basis is 3230.0, and the basis rate is 28.01% with a historical quantile of 3.00% [1] Energy and Chemicals - Paraxylene (PX511): The spot price is 6894.8, the futures price is 6844.0, the basis is 50.8, and the basis rate is 0.74% with a historical quantile of 40.20% [1] - PTA (TA601): The spot price is 4778.0, the futures price is 4705.0, the basis is 73.0, and the basis rate is 1.53% with a historical quantile of 25.40% [1] - Ethylene Glycol (EG2601): The spot price is 4515.0, the futures price is 4477.0, the basis is 38.0, and the basis rate is 0.85% with a historical quantile of 72.90% [1] - Polyester Staple Fiber (PF510): The spot price is 6504.0, the futures price is 6490.0, the basis is 14.0, and the basis rate is 0.22% with a historical quantile of 40.20% [1] - Styrene (EB2510): The spot price is 7285.0, the futures price is 7275.0, the basis is 10.0, and the basis rate is 0.14% with a historical quantile of 24.80% [1] - Methanol (MA601): The spot price is 2424.0, the futures price is 2300.0, the basis is 124.0, and the basis rate is 5.12% with a historical quantile of 7.40% [1] - Urea (UR601): The spot price is 1776.0, the futures price is 1770.0, the basis is - 6.0, and the basis rate is 0.34% with a historical quantile of 10.70% [1] - LLDPE (L2601): The spot price is 7347.0, the futures price is 7255.0, the basis is 92.0, and the basis rate is 1.25% with a historical quantile of 4.00% [1] - PP (PP2601): The spot price is 7056.0, the futures price is 7050.0, the basis is 6.0, and the basis rate is 0.09% with a historical quantile of 21.60% [1] - PVC (V2601): The spot price is 5008.0, the futures price is 4720.0, the basis is 288.0, and the basis rate is 5.75% with a historical quantile of 8.70% [1] - Caustic Soda (SH601): The spot price is 2655.0, the futures price is 2625.0, the basis is 30.0, and the basis rate is 1.13% with a historical quantile of 43.60% [1] - LPG (PG2510): The spot price is 4478.0, the futures price is 4354.0, the basis is 124.0, and the basis rate is 2.85% with a historical quantile of 37.80% [1] - Asphalt (BU2510): The spot price is 3530.0, the futures price is 3454.0, the basis is 76.0, and the basis rate is 2.20% with a historical quantile of 66.80% [1] - Butadiene Rubber (BR2510): The spot price is 11900.0, the futures price is 11715.0, the basis is 185.0, and the basis rate is 1.58% with a historical quantile of 49.60% [1] - Glass (FG601): The spot price is 1162.0, the futures price is 1072.0, the basis is 90.0, and the basis rate is 8.40% with a historical quantile of 34.03% [1] - Soda Ash (SA601): The spot price is 1209.0, the futures price is 1309.0, the basis is - 100.0, and the basis rate is 8.27% with a historical quantile of 5.88% [1] - Natural Rubber (RU2601): The spot price is 15675.0, the futures price is 14600.0, the basis is 1075.0, and the basis rate is 7.36% with a historical quantile of 23.75% [1] Stock Index Futures - IF2509.CFF: The spot price is 4271.4, the futures price is 4270.0, the basis is - 1.4, and the basis rate is 0.03% with a historical quantile of 58.30% [1] - IH2509.CFE: The spot price is 2851.2, the futures price is 2847.0, the basis is 4.2, and the basis rate is 0.15% with a historical quantile of 80.70% [1] - IC2509.CFE: The spot price is 6728.1, the futures price is 6695.2, the basis is - 32.9, and the basis rate is 0.49% with a historical quantile of 37.40% [1] - IM2509.CFE: The spot price is 7305.5, the futures price is 7276.0, the basis is - 29.5, and the basis rate is 0.40% with a historical quantile of 46.90% [1] Treasury Bond Futures - 2 - Year Treasury Bond (TS2509): The spot price is 102.32, the futures price is 100.26, the basis is 0.02, and the basis rate is 0.02% with a historical quantile of 34.10% [1] - 5 - Year Treasury Bond (TF2509): The spot price is 105.45, the futures price is 100.48, the basis is 0.06, and the basis rate is 0.06% with a historical quantile of 36.80% [1] - 10 - Year Treasury Bond (T2509): The spot price is 107.94, the futures price is 100.37, the basis is 0.05, and the basis rate is 0.05% with a historical quantile of 21.70% [1] - 30 - Year Treasury Bond (TL2509): The spot price is 131.12, the futures price is 116.24, the basis is 0.01, and the basis rate is