Report Summary 1. Report Industry Investment Rating - Not provided in the given content. 2. Report Core View - The report presents the latest price data and related indicators for various commodities and financial products on September 17, 2025, including futures prices, spot prices, basis, basis rates, and historical quantiles. 3. Summary by Commodity Categories Ferrous Metals - Silicon Iron (SF51): The futures price is 78, the spot price of 72 silicon iron qualified blocks in Inner Mongolia - Tianjin warehouse receipts is 5778, with a basis of 66.30% and a basis rate of 1.37% [1]. - Silicon Manganese (SM601): The futures price is 5944, the spot price of 6517 silicon manganese in Inner Mongolia - Hubei warehouse receipts is 6000, with a basis rate of 0.94% [1]. - Rebar (RB2601): The futures price is 3270, the spot price of HRB400 20mm in Shanghai is 3166, with a basis of 28 and a basis rate of 29.20% [1]. - Hot - Rolled Coil (HC2601): Not fully detailed in the given part. - Iron Ore (12601): The futures price is 846, with a daily increase of 5.28% and a historical quantile of 36.40%. The spot price of 62.5% Brazilian mixed powder at Rizhao Port is 804, with a change of - 5.75% [1]. - Coke (J2601): The futures price has a change of 13.24%, and the spot price of quasi - first - grade metallurgical coke at Rizhao Port is not fully presented [1]. - Coking Coal (JM2601): The futures price is 1150, with a change of - 91. The spot price of S1.3 G75 main coking coal (Meng 5) at Shaheyi is 1241, with a change of 10.80% [1]. Non - Ferrous Metals - Copper (CU2510): The futures price is 81120, the spot price of SMM electrolytic copper average is 80880, with a historical quantile of 70.41% [1]. - Aluminum (AL2510): The futures price is 20975, the spot price of SMM A00 aluminum average is 20950, with a change of - 25 (- 0.12%) and a historical quantile of 48.75% [1]. - Alumina (AO2601): The futures price is 2979, the spot price of SMM alumina index average is 3056, with a change of 2.58% and a historical quantile of 49.77% [1]. - Zinc (ZN2510): The futures price is 22160, the spot price of SMM 1 zinc ingot average is 22255, with a change of - 65 (- 0.43%) and a historical quantile of 32.29% [1]. - Tin (SN2510): The futures price is 272730, the spot price of SMM 1 tin average is 272400, with a change of - 330 (- 0.12%) and a historical quantile of 37.70% [1]. - Nickel (NI2510): The futures price is 122800, the spot price of SMM 1 imported nickel average is 122610, with a change of 190 (0.15%) and a historical quantile of 67.50% [1]. - Stainless Steel (SS2511): The futures price is 13370, the spot price of 304/2B stainless steel at Wuxi Hongwang is 12970, with a change of 400 (3.08%) and a historical quantile of 78.32% [1]. Chemicals and Energy - Carbonate Lithium (LC2511): The futures price is 72850, the spot price of SMM battery - grade carbonate lithium average is 73180, with a change of - 330 (- 0.45%) and a historical quantile of 49.11% [1]. - Industrial Silicon (SI2511): The futures price has a change of 4.32%, and the spot price of SMM industrial silicon average is not fully detailed [1]. - PTA (TA601): The futures price is 4688, the spot price of PTA in the East China market is 4600, with a change of - 88 (- 1.88%) and a historical quantile of 20.10% [1]. - Ethylene Glycol (EG2601): The futures price is 4355, the spot price of ethylene glycol in the East China market is 4272, with a change of 83 (1.94%) and a historical quantile of 87.40% [1]. - Polypropylene (PP2601): The futures price is 6970, the spot price of polypropylene in Zhejiang is 6870, with a change of 5.80% and a historical quantile of 19.10% [1]. Agricultural Products - Soybean Meal (M2601): The futures price is 3041, the spot price of soybean meal in Jiangsu Zhangjiagang is 2970, with a basis of - 71 and a historical quantile of 25.10% [1]. - Soybean Oil (V2601): The futures price is 8418, the spot price of soybean oil in Jiangsu Zhangjiagang is 8560, with a basis of 142 and a basis rate of 1.69%, and a historical quantile of 27.30% [1]. - Palm Oil (P2601): The futures price is 9460, the spot price of palm oil at Huangpu Port is 9482, with a change of - 22 (- 0.23%) and a historical quantile of 13.70% [1]. - Rapeseed Meal (RM601): The futures price is 2518, the spot price of rapeseed meal in Guangdong Zhanjiang is 2600, with a basis of 82 and a historical quantile of 3.26% [1]. - Rapeseed Oil (Ol601): The futures price is 10053, the spot price of rapeseed oil in Jiangsu Nantong is 10220, with a basis of 167 and a basis rate of 1.66%, and a historical quantile of 62.60% [1]. - Corn (C2511): The futures price is 2310, the spot price of corn at Jinzhou Port is 2166, with a basis of 144 and a basis rate of 6.65%, and a historical quantile of 96.10% [1]. - Corn Starch (CS2511): The futures price is 2443, the spot price of corn starch in Jilin Changchun is 2600, with a basis of 157 and a basis rate of 6.43%, and a historical quantile of 75.40% [1]. - Live Hogs (LH251): The futures price is 13160, the spot price of live hogs in Henan is 13300, with a basis of 140 and a basis rate of 1.06%, and a historical quantile of 43.80% [1]. - Eggs (JD2511): The futures price is 3113, the spot price of eggs in Hebei Shijiazhuang is 557, with a change of 17.89% and a historical quantile of 67.90% [1]. - Cotton (CF601): The futures price is 13895, the spot price of cotton in Xinjiang is 15214, with a basis of 1319 and a basis rate of 9.49%, and a historical quantile of 88.00% [1]. - Sugar (SR601): The futures price is 5547, the spot price of sugar at Liuzhou Station is 5970, with a basis of 423 and a basis rate of 7.63%, and a historical quantile of 76.70% [1]. - Apples (AP601): The futures price is 8600, the spot price of apples is 8269, with a change of 4.00% and a historical quantile of 34.00% [1]. - Red Dates (CJ601): The futures price is 10805, the spot price of red dates in Hebei is 8300, with a change of - 2318% and a historical quantile of 9.00% [1]. Financial Products - Stock Index Futures: - IF2509.CFE: The futures price is 4516.8, the spot price is 4523.3, with a basis of - 6.5, a basis rate of - 0.14%, and a historical quantile of 44.90% [1]. - IH2509.CFE: The futures price is 2950.6, the spot price is 2947.8, with a basis of 2.8, a basis rate of 0.09%, and a historical quantile of 73.20% [1]. - IC2509.CFE: The futures price is 7165.2, the spot price is 7191.0, with a basis of - 25.8, a basis rate of - 0.36%, and a historical quantile of 45.80% [1]. - IM2509.CFE: The futures price is 7483.6, the spot price is 7462.0, with a basis of - 21.6, a basis rate of - 0.20%, and a historical quantile of 92.00% [1]. - Treasury Bond Futures: - 2 - year Treasury Bond (TS2512): The futures price is 102.41, with a conversion factor of 0.9765, a basis of - 0.04, a basis rate of - 0.04%, and a historical quantile of 15.70% [1]. - 5 - year Treasury Bond (TF2512): The futures price is 105.78, with a conversion factor of 0.9405, a basis of 0.00, a basis rate of 0.00%, and a historical quantile of 26.50% [1]. - 10 - year Treasury Bond (T2512): The futures price is 108.01, with a conversion factor of 0.9757, a basis of 0.29, a basis rate of 0.27%, and a historical quantile of 52.60% [1]. - 30 - year Treasury Bond (TL2512): The futures price is 130.76, with a conversion factor of 1.1271, a basis of 0.56, a basis rate of 0.48%, and a historical quantile of 80.10% [1].
全品种价差日报-20250917
Guang Fa Qi Huo·2025-09-17 02:27