全品种价差日报-20250915

Report Information - Report Title: All-variety Spread Daily Report [2] - Date: September 15, 2025 [2] - Data Sources: Wind, Mysteel, GF Futures Research Institute [3] Industry Investment Rating - Not provided Core View - Not provided Summary by Commodity Categories Ferrous Metals - Silicon Iron (SF51): Spot price 5658, futures price 5608, basis 50, basis rate 0.89%, historical quantile 62.90% [1] - Silicon Manganese (SM601): Spot price 5920, futures price 5832, basis 88, basis rate 1.51%, historical quantile 41.50% [1] - Rebar (RB2601): Spot price 3400, futures price 3364, basis 36, basis rate 1.07%, historical quantile 33.60% [1] - Hot Rolled Coil (HC2601): Spot price 3364, basis rate 33.10% [1] - Iron Ore (I2601): Spot price 1626, futures price 1570, basis -55, basis rate -3.4%, historical quantile 31.54% [1] - Coke (J2601): Spot price 1626, futures price 1570, basis -55, basis rate -3.4%, historical quantile 31.54% [1] - Coking Coal (JM2601): Spot price 1145, futures price 1099, basis -46, basis rate -3.98%, historical quantile 15.80% [1] Non-ferrous Metals - Copper (CU2510): Spot price 81060, futures price 80755, basis 305, basis rate 0.38%, historical quantile 18.33% [1] - Aluminum (AL2510): Spot price 21120, futures price 21020, basis -100, basis rate -0.47%, historical quantile 20.83% [1] - Alumina (AO2601): Spot price 2914, futures price 3077, basis -163, basis rate -5.61%, historical quantile 70.70% [1] - Zinc (ZN2510): Spot price 22305, futures price 22160, basis -145, basis rate -0.65%, historical quantile 20.62% [1] - Tin (SN2510): Spot price 250, futures price 250, basis 0, basis rate -0.02%, historical quantile 45.41% [1] - Nickel (NI2510): Spot price 122050, futures price 121980, basis 70, basis rate 0.06%, historical quantile 58.54% [1] - Stainless Steel (SS2511): Spot price 13320, futures price 12950, basis 370, basis rate 2.86%, historical quantile 74.03% [1] Precious Metals - Gold (AU2510): Spot price 830.3, futures price 834.2, basis -3.9, basis rate -0.47%, historical quantile 13.10% [1] - Silver (AG2510): Spot price 10035.0, futures price 10034.0, basis -1.0, basis rate -0.01%, historical quantile 83.00% [1] Agricultural Products - Soybean Meal (M2601): Spot price 3079.0, futures price 2980, basis -99.0, basis rate -3.22%, historical quantile 20.40% [1] - Soybean Oil (Y2601): Spot price 8460, futures price 8322.0, basis 138.0, basis rate 1.66%, historical quantile 26.20% [1] - Palm Oil (P2601): Spot price 9280, futures price 9296.0, basis -16.0, basis rate -0.17%, historical quantile 14.90% [1] - Rapeseed Meal (RM601): Spot price 2620, futures price 2531.0, basis 89.0, basis rate 3.52%, historical quantile 62.00% [1] - Rapeseed Oil (OI601): Spot price 10130, futures price 9857.0, basis 273.0, basis rate 2.77%, historical quantile 76.20% [1] - Corn (C2511): Spot price 2310, futures price 2197.0, basis 113.0, basis rate 5.14%, historical quantile 92.30% [1] - Corn Starch (CS2511): Spot price 2600, futures price 2474.0, basis 126.0, basis rate 5.09%, historical quantile 63.80% [1] - Live Hogs (LH251): Spot price 13450, futures price 13255.0, basis 195.0, basis rate 1.47%, historical quantile 45.40% [1] - Eggs (JD2511): Spot price 3440, futures price 3040.0, basis 400.0, basis rate 13.16%, historical quantile 61.60% [1] - Cotton (CF601): Spot price 15182, futures price 13860.0, basis 1322.0, basis rate 9.54%, historical quantile 88.30% [1] - Sugar (SR601): Spot price 5970, futures price 5540.0, basis 430.0, basis rate 7.76%, historical quantile 77.40% [1] - Apples (AP601): Spot price 8600, futures price 8329.0, basis 271.0, basis rate 3.25%, historical quantile 32.50% [1] - Red Dates (CJ601): Spot price 8300, futures price 11155.0, basis -2855.0, basis rate -25.59%, historical quantile 7.20% [1] Energy and Chemicals - Paraxylene (PX511): Spot price 6810.5, futures price 6712.0, basis 98.5, basis rate 1.47%, historical quantile 52.10% [1] - PTA (TA601): Spot price 4565.0, futures price 4648.0, basis -83.0, basis rate -1.79%, historical quantile 21.70% [1] - Ethylene Glycol (EG2601): Spot price 4405.0, futures price 4272.0, basis 133.0, basis rate 3.11%, historical quantile 92.80% [1] - Polyester Staple Fiber (PF511): Spot price 6440.0, futures price 6332.0, basis 108.0, basis rate 1.71%, historical quantile 70.50% [1] - Styrene (EB2510): Spot price 7125.0, futures price 7020.0, basis 105.0, basis rate 1.50%, historical quantile 50.60% [1] - Methanol (MA601): Spot price 2287.5, futures price 2379.0, basis -91.5, basis rate -3.85%, historical quantile 14.90% [1] - Urea (UR601): Spot price 1660.0, futures price 1663.0, basis -3.0, basis rate -0.18%, historical quantile 12.20% [1] - LLDPE (L2601): Spot price 7190.0, futures price 7169.0, basis 21.0, basis rate 0.29%, historical quantile 28.10% [1] - PP (PP2601): Spot price 6900.0, futures price 6913.0, basis -13.0, basis rate -0.19%, historical quantile 20.00% [1] - PVC (V2601): Spot price 4680.0, futures price 4876.0, basis -196.0, basis rate -4.02%, historical quantile 29.00% [1] - Caustic Soda (SH601): Spot price 2718.8, futures price 2560.0, basis 158.8, basis rate 5.11%, historical quantile 74.50% [1] - LPG (PG2510): Spot price 4448.0, futures price 4449.0, basis -1.0, basis rate -0.02%, historical quantile 30.30% [1] - Asphalt (BU2511): Spot price 3540.0, futures price 3368.0, basis 172.0, basis rate 5.11%, historical quantile 79.80% [1] - Butadiene Rubber (BR2510): Spot price 11900.0, futures price 11615.0, basis 285.0, basis rate 2.45%, historical quantile 59.80% [1] - Glass (FG601): Spot price 1290.0, futures price 1072.0, basis 218.0, basis rate 17.20%, historical quantile 28.57% [1] - Soda Ash (SA601): Spot price 1200.0, futures price 1290.0, basis -90.0, basis rate -7.50%, historical quantile 9.66% [1] - Natural Rubber (RU2601): Spot price 15820.0, futures price 14950.0, basis -870.0, basis rate -5.82%, historical quantile 40.33% [1] Financial Futures - IF2509.CFE: Spot price 4523.2, futures price 4522.0, basis 1.2, basis rate 0.03%, historical quantile 66.30% [1] - IH2509.CFE: Spot price 2968.5, futures price 2968.6, basis -0.1, basis rate -0.00%, historical quantile 57.30% [1] - IC2509.CFE: Spot price 7147.7, futures price 7140.0, basis 7.7, basis rate 0.11%, historical quantile 72.40% [1] - IM2509.CFE: Spot price 7422.9, futures price 7392.8, basis -30.1, basis rate -0.41%, historical quantile 48.50% [1] - 2-Year Treasury Bond (TS2512): Spot price 102.36, futures price 99.93, basis 0.06, basis rate 0.06%, historical quantile 36.10% [1] - 5-Year Treasury Bond (TF2512): Spot price 107.68, futures price 105.58, basis 0.43, basis rate 0.40%, historical quantile 65.10% [1] - 10-Year Treasury Bond (T2512): Spot price 106.10, futures price 106.10, basis 0.00, basis rate 0.00%, historical quantile 79.70% [1] - 30-Year Treasury Bond (TL2512): Spot price 130.35, futures price 115.16, basis 0.56, basis rate 0.48%, historical quantile 79.70% [1]