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全品种价差日报-20250911
Guang Fa Qi Huo·2025-09-11 01:50

Report Summary 1. Report Industry Investment Rating - Not provided in the given content. 2. Core View of the Report - The report presents the spot prices, futures prices, basis, basis rates, and historical quantiles of various commodities on September 11, 2025, including ferrous metals, non - ferrous metals, precious metals, agricultural products, and energy chemicals, as well as stock index futures and bond futures [1]. 3. Summary by Related Catalogs Ferrous Metals - Silicon Iron (SF51): Spot price is 5688, futures price is 5628, basis is 60, basis rate is 1.07%, and historical quantile is 64.00% [1]. - Silicon Manganese (SM601): Spot price is 5950, futures price is 5854, basis is 96, basis rate is 1.64%, and historical quantile is 43.20% [1]. - Rebar (RB2601): Spot price is 3230, futures price is 3109, basis is 121, basis rate is 3.89%, and historical quantile is 55.70% [1]. - Hot - Rolled Coil (HC2601): Spot price is 3380, futures price is 3342, basis is 38, basis rate is 1.14%, and historical quantile is 34.60% [1]. - Iron Ore (I2601): Spot price is 844, futures price is 805, basis is 39, basis rate is 4.82%, and historical quantile is 33.70% [1]. - Coke (J2601): Spot price is 1603, futures price is 1581, basis is 22, basis rate is 1.4%, and historical quantile is 46.21% [1]. - Coking Coal (JM2601): Spot price is 1117, futures price is 1114, basis is 3, basis rate is 0.27%, and historical quantile is 23.40% [1]. Non - Ferrous Metals - Copper (CU2510): Spot price is 79790, futures price is 79745, basis is 45, basis rate is 0.06%, and historical quantile is 36.87% [1]. - Aluminum (AL2510): Spot price is 20790, futures price is 20750, basis is 40, basis rate is 0.19%, and historical quantile is 40.41% [1]. - Alumina (AO2601): Spot price is 3090, futures price is 2933, basis is 157, basis rate is 5.36%, and historical quantile is 69.60% [1]. - Zinc (ZN2510): Spot price is 22215, futures price is 22020, basis is 195, basis rate is 0.88%, and historical quantile is 12.50% [1]. - Tin (SN2510): Spot price is 270430, futures price is 270100, basis is 330, basis rate is 0.12%, and historical quantile is 37.70% [1]. - Nickel (NI2510): Spot price is 120850, futures price is 120750, basis is 100, basis rate is 0.08%, and historical quantile is 50.00% [1]. - Stainless Steel (SS2511): Spot price is 13320, futures price is 12915, basis is 405, basis rate is 3.14%, and historical quantile is 79.82% [1]. - Industrial Silicon (212511): Spot price is 9100, futures price is 8665, basis is 435, basis rate is 5.02%, and historical quantile is 31.37% [1]. Precious Metals - Gold (AU2510): Spot price is 833.4, futures price is 829.7, basis is 3.7, basis rate is 0.44%, and historical quantile is 14.20% [1]. - Silver (AG2510): Spot price is 9796.0, futures price is 9784.0, basis is 12.0, basis rate is 0.12%, and historical quantile is 61.10% [1]. Agricultural Products - Soybean Meal (M2601): Spot price is 2980, futures price is 3066.0, basis is - 86.0, basis rate is 2.11%, and historical quantile is 22.60% [1]. - Soybean Oil (Y2601): Spot price is 8430, futures price is 8256.0, basis is 174.0, basis rate is 31.30%, and historical quantile is 3.04% [1]. - Palm Oil (P2601): Spot price is 9250, futures price is 9244.0, basis is 6.0, basis rate is 0.06%, and historical quantile is 20.60% [1]. - Rapeseed Meal (RM601): Spot price is 2533.0, futures price is 2610, basis is - 77.0, basis rate is 3.04%, and historical quantile is 60.90% [1]. - Rapeseed Oil (Ol601): Spot price is 10030, futures price is 9770.0, basis is 260.0, basis rate is 2.66%, and historical quantile is 75.00% [1]. - Corn (C2511): Spot price is 2310, futures price is 2197.0, basis is 113.0, basis rate is 5.14%, and historical quantile is 92.40% [1]. - Corn Starch (CS2511): Spot price is 2600, futures price is 2488.0, basis is 112.0, basis rate is 4.50%, and historical quantile is 56.30% [1]. - Live Pigs (H251): Spot price is 13550, futures price is 13315.0, basis is 235.0, basis rate is 1.76%, and historical quantile is 46.40% [1]. - Eggs (JD2511): Spot price is 3330, futures price is 3020.0, basis is 310.0, basis rate is 10.26%, and historical quantile is 56.40% [1]. - Cotton (CF601): Spot price is 15210, futures price is 13855.0, basis is 1355.0, basis rate is 9.78%, and historical quantile is 89.20% [1]. - Sugar (SR601): Spot price is 5970, futures price is 5535.0, basis is 435.0, basis rate is 7.86%, and historical quantile is 78.00% [1]. - Apples (AP601): Spot price is 8600, futures price is 8130.0, basis is 470.0, basis rate is 5.78%, and historical quantile is 38.70% [1]. - Red Dates (CJ601): Spot price is 8300, futures price is 11035.0, basis is - 2735.0, basis rate is - 24.78%, and historical quantile is 7.40% [1]. Energy Chemicals - Para - Xylene (PX511): Spot price is 6863.7, futures price is 6770.0, basis is 93.7, basis rate is 1.38%, and historical quantile is 51.20% [1]. - PTA (TA601): Spot price is 4698.0, futures price is 4630.0, basis is 68.0, basis rate is 2.69%, and historical quantile is 27.50% [1]. - Ethylene Glycol (EG2601): Spot price is 4435.0, futures price is 4319.0, basis is 116.0, basis rate is 91.60% [1]. - Polyester Staple Fiber (PF511): Spot price is 6470.0, futures price is 6364.0, basis is 106.0, basis rate is 1.67%, and historical quantile is 70.30% [1]. - Styrene (EB2510): Spot price is 7110.0, futures price is 7065.0, basis is 45.0, basis rate is 0.64%, and historical quantile is 36.80% [1]. - Methanol (MA601): Spot price is 2407.0, futures price is 2290.0, basis is 117.0, basis rate is 4.86%, and historical quantile is 9.40% [1]. - Urea (UR601): Spot price is 1670.0, futures price is 1669.0, basis is 1.0, basis rate is 0.06%, and historical quantile is 13.10% [1]. - LLDPE (L2601): Spot price is 7226.0, futures price is 7220.0, basis is 6.0, basis rate is 0.08%, and historical quantile is 19.90% [1]. - PP (PP2601): Spot price is 6948.0, futures price is 6900.0, basis is 48.0, basis rate is 4.26%, and historical quantile is 12.80% [1]. - PVC (V2601): Spot price is 4857.0, futures price is 4650.0, basis is 207.0, basis rate is 5.54%, and historical quantile is 26.50% [1]. - Caustic Soda (SH601): Spot price is 2718.8, futures price is 2576.0, basis is 142.8, basis rate is 8.82%, and historical quantile is 73.00% [1]. - LPG (PG2510): Spot price is 4498.0, futures price is 4462.0, basis is 36.0, basis rate is 0.81%, and historical quantile is 33.00% [1]. - Asphalt (BU2511): Spot price is 3540.0, futures price is 3450.0, basis is 90.0, basis rate is 2.61%, and historical quantile is 69.80% [1]. - Butadiene Rubber (BR2510): Spot price is 11900.0, futures price is 11720.0, basis is 180.0, basis rate is 1.54%, and historical quantile is 48.60% [1]. - Glass (FG601): Spot price is 1281.0, futures price is 1186.0, basis is 95.0, basis rate is 8.01%, and historical quantile is 34.87% [1]. - Soda Ash (SA601): Spot price is 1281.0, futures price is 1186.0, basis is 95.0, basis rate is 8.01%, and historical quantile is 34.09% [1]. - Natural Rubber (RU2601): Spot price is 15980.0, futures price is 15050.0, basis is 930.0, basis rate is 6.18%, and historical quantile is 34.09% [1]. Stock Index Futures and Bond Futures - IF2509.CFF: Spot price is 4445.4, futures price is 4432.4, basis is - 13.0, basis rate is 0.29%, and historical quantile is 47.70% [1]. - IH2509.CFE: Spot price is 2939.6, futures price is 2937.8, basis is - 1.8, basis rate is 0.06%, and historical quantile is 9.00% [1]. - IC2509.CFE: Spot price is 6932.1, futures price is 6863.4, basis is - 68.7, basis rate is 1.00%, and historical quantile is 18.70% [1]. - IM2509.CFE: Spot price is 7230.2, futures price is 7151.0, basis is - 79.2, basis rate is 1.11%, and historical quantile is 20.30% [1]. - 2 - Year Treasury Bond (TS2512): Spot price is 102.35, futures price is 99.92, basis is 0.02, basis rate is 0.02%, and historical quantile is 28.60% [1]. - 5 - Year Treasury Bond (TF2512): Spot price is 107.51, futures price is 105.45, basis is 0.42, basis rate is 0.39%, and historical quantile is 64.30% [1]. - 10 - Year Treasury Bond (T2512): Spot price is 129.97, futures price is 114.87, basis is 0.50, basis rate is 0.43%, and historical quantile is 73.10% [1]. - 30 - Year Treasury Bond (TL2512): Spot price is 129.97, futures price is 114.87, basis is 0.50, basis rate is 0.43%, and historical quantile is 73.10% [1].