全品种价差日报-20250903

Report Overview - The report is a daily basis difference report for all varieties dated September 3, 2025, covering black, non - ferrous, precious metal, agricultural, energy - chemical, and financial sectors [1][3] Black Series - Iron Alloys: For silicon iron (SF511), the spot price is 5628, the futures price is 5628, the basis rate is 69.40%, and the historical quantile is 69.40%. For silicon manganese (SM601), the spot price is 5950, the futures price is 5744, the basis rate is 3.5998%, and the historical quantile is 60.40% [1] - Steel and Raw Materials: The spot price of rebar (RB2601) is 3240, the futures price is 3117, the basis rate is 3.95%, and the historical quantile is 56.30%. The spot price of hot - rolled coil (HC2601) is 3350, the futures price is 3298, the basis rate is 1.58%, and the historical quantile is 40.20%. The spot price of iron ore (I2601) is 826, the futures price is 772, the basis rate is 7.00%, and the historical quantile is 45.30% [1] - Coking Products: The spot price of coke (J2601) is 1603, the futures price is 1597, the basis rate is 0.38%, and the historical quantile is 59.46%. The spot price of coking coal (JM2601) is 1114, the futures price is 1113, the basis rate is 0.13%, and the historical quantile is 24.50% [1] Non - Ferrous Series - Copper: The spot price of copper (CU2510) is 80160, the futures price is 79660, the basis rate is 0.63%, and the historical quantile is 88.12% [1] - Aluminum and Alumina: The spot price of aluminum (AL2510) is 20710, the futures price is 20720, the basis rate is - 0.05%, and the historical quantile is 52.08%. The spot price of alumina (AQ2601) is 3196, the futures price is 3022, the basis rate is 5.74%, and the historical quantile is 73.56% [1] - Other Non - Ferrous Metals: Zinc, tin, nickel, stainless steel, lithium carbonate, and TVG+ also have their respective spot and futures prices, basis rates, and historical quantiles provided [1] Precious Metal Series - Gold and Silver: The spot price of gold (AU2510) is 799.8, the futures price is 804.3, the basis rate is - 0.5696%, and the historical quantile is 7.30%. The spot price of silver (AG2510) is 9800.0, the futures price is 9824.0, the basis rate is - 0.24%, and the historical quantile is 35.70% [1] Agricultural Series - Oilseeds and Oils: For soybean meal (M2601), the spot price is 3000, the futures price is 3050.0, the basis rate is - 1.64%, and the historical quantile is 26.70%. For soybean oil (Y2601), the spot price is 8500, the futures price is 0.9568, the basis rate is 1.72%, and the historical quantile is 26.70%. Other agricultural products such as palm oil, rapeseed meal, rapeseed oil, etc. also have relevant data presented [1] Energy - Chemical Series - Petrochemicals: For paraxylene (PX511), the spot price is 6931.9, the futures price is 6834.0, the basis rate is 1.43%, and the historical quantile is 17.30%. For PTA (TA601), the spot price is 4720.0, the futures price is 4756.0, the basis rate is - 0.76%, and the historical quantile is 39.40%. Other energy - chemical products' spot and futures data are also provided [1] Financial Series - Stock Index Futures: For IF2509 CEE, the spot price is 4490.5, the futures price is 4481.2, the basis rate is - 0.21%, and the historical quantile is 37.80%. For IH2509 CFE, IC2509 CFE, and IM2509 CFE, relevant basis and historical quantile data are given [1] - Bond Futures: For 2 - year bond (TS2512), 5 - year bond (TF2512), 10 - year bond (T2512), and 30 - year bond (TL2512), their spot and futures prices, basis, and historical quantiles are presented, with conversion factors provided for calculation [1][4]