Report Date - The report is dated September 19, 2025 [3] Core Data Summary Ferrous Metals - Silicon iron (SF511) has a spot price of 5728, a futures price of 5756, a basis of -28, a basis rate of -0.49%, and a historical quantile of 55.60% [1] - Silicon manganese (SM601) has a spot price of 6000, a futures price of 5970, a basis of 30, a basis rate of 0.50%, and a historical quantile of 30.70% [1] - Rebar (RB2601) has a spot price of 3240, a futures price of 3147, a basis of 93, a basis rate of 2.96%, and a historical quantile of 47.30% [1] - Hot - rolled coil (HC2601) has a spot price of 3400, a futures price of 3354, a basis of 46, a basis rate of 1.37%, and a historical quantile of 38.30% [1] - Iron ore (12601) has a spot price of 841, a futures price of 800, a basis of 41, a basis rate of 5.07%, and a historical quantile of 34.80% [1] - Coke (J2601) has a spot price of 1635, a futures price of 1709, a basis of -74, a basis rate of -4.33%, and a historical quantile of 24.76% [1] - Coking coal (JM2601) has a spot price of 1140, a futures price of 1204, a basis of -64, a basis rate of -5.28%, and a historical quantile of 13.70% [1] Non - ferrous Metals - Copper (CU2510) has a spot price of 79990, a futures price of 79620, a basis of 370, a basis rate of 0.46%, and a historical quantile of 80.62% [1] - Aluminum (AL2511) has a spot price of 20780, a futures price of 20785, a basis of -5, a basis rate of -0.02%, and a historical quantile of 56.25% [1] - Alumina (AO2601) has a spot price of 3046, a futures price of 2931, a basis of 115, a basis rate of 3.92%, and a historical quantile of 59.47% [1] - Zinc (ZN2510) has a spot price of 21940, a futures price of 22035, a basis of -95, a basis rate of -0.43%, and a historical quantile of 32.50% [1] - Tin (SN2510) has a spot price of 270200, a futures price of 269100, a basis of 1100, a basis rate of 0.41%, and a historical quantile of 78.95% [1] - Nickel (NI2510) has a spot price of 121900, a futures price of 120940, a basis of 960, a basis rate of 0.79%, and a historical quantile of 90.00% [1] - Stainless steel (SS2511) has a spot price of 13270, a futures price of 12875, a basis of 395, a basis rate of 3.07%, and a historical quantile of 77.46% [1] - Lithium carbonate (LC2511) has a spot price of 73450, a futures price of 72880, a basis of 570, a basis rate of 0.78%, and a historical quantile of 62.55% [1] - Industrial silicon (212511) has a spot price of 9350, a futures price of 8905, a basis of 445, a basis rate of 5.00%, and a historical quantile of 32.79% [1] Precious Metals - Gold (AU2512) has a spot price of 824.5, a futures price of 824.1, a basis of 0.4, a basis rate of 0.05%, and a historical quantile of 96.60% [1] - Silver (AG2512) has a spot price of 9811.0, a futures price of 9835.0, a basis of -24.0, a basis rate of -0.24%, and a historical quantile of 36.40% [1] Agricultural Products - Soybean meal (M2601) has a spot price of 2920, a futures price of 2993.0, a basis of -73.0, a basis rate of -2.44%, and a historical quantile of 25.10% [1] - Soybean oil (Y2601) has a spot price of 8400, a futures price of 8284.0, a basis of 116.0, a basis rate of 1.40%, and a historical quantile of 21.10% [1] - Palm oil (P2601) has a spot price of 9210, a futures price of 9304.0, a basis of -94.0, a basis rate of -1.01%, and a historical quantile of 4.80% [1] - Rapeseed meal (RM601) has a spot price of 2560, a futures price of 2470.0, a basis of 90.0, a basis rate of 3.64%, and a historical quantile of 62.50% [1] - Rapeseed oil (Ol601) has a spot price of 10210, a futures price of 9984.0, a basis of 226.0, a basis rate of 2.26%, and a historical quantile of 73.40% [1] - Corn (C2511) has a spot price of 2280, a futures price of 2177.0, a basis of 103.0, a basis rate of 4.73%, and a historical quantile of 89.90% [1] - Corn starch (CS2511) has a spot price of 2600, a futures price of 2471.0, a basis of 129.0, a basis rate of 5.22%, and a historical quantile of 64.90% [1] - Live pigs (H251) has a spot price of 12900, a futures price of 12830.0, a basis of 70.0, a basis rate of 0.55%, and a historical quantile of 43.10% [1] - Eggs (JD2511) has a spot price of 3600, a futures price of 3132.0, a basis of 468.0 [1] - Cotton (CF601) has a spot price of 15249, a futures price of 13765.0, a basis of 1484.0, a basis rate of 10.78%, and a historical quantile of 93.60% [1] - Sugar (SR601) has a spot price of 5960, a futures price of 5474.0, a basis of 486.0, a basis rate of 8.88%, and a historical quantile of 85.80% [1] - Apples (AP601) has a spot price of 8600, a futures price of 8281.0, a basis of 319.0, a basis rate of 3.85%, and a historical quantile of 33.60% [1] - Jujubes (CJ601) has a spot price of 8300, a futures price of 10620.0, a basis of -2320.0, a basis rate of -21.85%, and a historical quantile of 10.40% [1] Energy and Chemicals - Para - xylene (PX511) has a spot price of 6775.8, a futures price of 6684.0, a basis of 91.8, a basis rate of 1.37%, and a historical quantile of 50.60% [1] - PTA (TA601) has a spot price of 4590.0, a futures price of 4666.0, a basis of -76.0, a basis rate of -1.6%, and a historical quantile of 24.30% [1] - Ethylene glycol (EG2601) has a spot price of 4345.0, a futures price of 4268.0, a basis of 77.0, a basis rate of 1.80%, and a historical quantile of 86.10% [1] - Polyester staple fiber (PF511) has a spot price of 6465.0, a futures price of 6344.0, a basis of 121.0, a basis rate of 1.91%, and a historical quantile of 73.30% [1] - Styrene (EB2511) has a spot price of 7100.0, a futures price of 7062.0, a basis of 38.0, a basis rate of 0.54%, and a historical quantile of 35.10% [1] - Methanol (MA601) has a spot price of 2247.5, a futures price of 2346.0, a basis of -98.5, a basis rate of -4.20%, and a historical quantile of 13.60% [1] - Urea (UR601) has a spot price of 1640.0, a futures price of 1670.0, a basis of -30.0, a basis rate of -1.80%, and a historical quantile of 6.40% [1] - LLDPE (L2601) has a spot price of 7225.0, a futures price of 7188.0, a basis of 37.0, a basis rate of 0.51%, and a historical quantile of 33.10% [1] - PP (PP2601) has a spot price of 6860.0, a futures price of 6926.0, a basis of -66.0, a basis rate of -0.95%, and a historical quantile of 9.70% [1] - PVC (V2601) has a spot price of 4770.0, a futures price of 4923.0, a basis of -153.0, a basis rate of -3.11%, and a historical quantile of 38.30% [1] - Caustic soda (SH601) has a spot price of 2500.0, a futures price of 2580.0, a basis of -80.0, a basis rate of -3.10%, and a historical quantile of 34.80% [1] - LPG (PG2511) has a spot price of 4498.0, a futures price of 4460.0, a basis of 38.0, a basis rate of 0.85%, and a historical quantile of 33.40% [1] - Asphalt (BU2511) has a spot price of 3520.0, a futures price of 3427.0, a basis of 93.0, a basis rate of 2.71%, and a historical quantile of 70.70% [1] - Butadiene rubber (BR2511) has a spot price of 11700.0, a futures price of 11415.0, a basis of 285.0, a basis rate of 2.50%, and a historical quantile of 59.80% [1] - Glass (FG601) has a spot price of 1080.0, a futures price of 1208.0, a basis of -128.0, a basis rate of -11.85%, and a historical quantile of 21.75% [1] - Soda ash (SA601) has a spot price of 1216.0, a futures price of 1306.0, a basis of -90.0, a basis rate of -7.40%, and a historical quantile of 10.04% [1] - Natural rubber (RU2601) has a spot price of 14800.0, a futures price of 15570.0, a basis of -770.0, a basis rate of -5.20%, and a historical quantile of 48.23% [1] Financial Futures - IF2509.CFF has a spot price of 4498.1, a futures price of 4487.2, a basis of -10.9, a basis rate of -0.24%, and a historical quantile of 35.00% [1] - IH2509.CFE has a spot price of 2912.8, a futures price of 2910.8, a basis of -2.0, a basis rate of -0.07%, and a historical quantile of 46.40% [1] - IC2509.CFE has a spot price of 7199.9, a futures price of 7171.6, a basis of -28.3, a basis rate of -0.39%, and a historical quantile of 42.80% [1] - IM2509.CFE has a spot price of 7476.4, a futures price of 7454.8, a basis of -21.6, a basis rate of -0.29%, and a historical quantile of 57.50% [1] - 2 - year bond (TS2512) has a spot price of 99.97, a futures price of 102.41, a basis of -0.03, a basis rate of -0.03%, and a historical quantile of 16.30% [1] - 5 - year bond (TF2512) has a spot price of 99.46, a futures price of 105.82, a basis of -0.05, a basis rate of -0.05%, and a historical quantile of 20.10% [1] - 10 - year bond (T2512) has a spot price of 100.13, a futures price of 108.07, a basis of 0.02, a basis rate of 0.02%, and a historical quantile of 17.70% [1] - 30 - year bond (TL2512) has a spot price of 127.09, a futures price of 115.68, a basis of 0.45, a basis rate of 0.39%, and a historical quantile of 66.00% [1]
全品种价差日报-20250919
Guang Fa Qi Huo·2025-09-19 05:55