Report Overview - The report presents the spot prices, futures prices, basis, basis rates, and historical quantiles of various commodities and financial futures on September 23, 2025 [1]. Commodity Details Ferrous Metals - Silicon Iron (SF51): Spot price is 5728, futures price is 5648, basis is 80, basis rate is 1.42%, and historical quantile is 66.50% [1]. - Silicon Manganese (SM601): Spot price is 6000, futures price is 5870, basis is 130, basis rate is 2.21%, and historical quantile is 49.10% [1]. - Rebar (RB2601): Spot price is 3185, futures price is 3135, basis is 50, basis rate is 1.59%, and historical quantile is 39.90% [1]. - Hot - Rolled Coil (HC2601): Spot price is 3430, futures price is 3380, basis is 50, basis rate is 1.48% [1]. - Iron Ore (I2601): Spot price is 808, futures price is 747, basis is 61, basis rate is 8.17%, and historical quantile is 29.33% [1]. - Coke (J2601): Data on spot price, futures price, etc., is incomplete [1]. - Coking Coal (JM2601): Spot price is 1218, futures price is 1140, basis is 78, basis rate is 6.84%, and historical quantile is 12.20% [1]. Non - Ferrous Metals - Copper (CU2511): Spot price is 80225, futures price is 80160, basis is 65, basis rate is 0.08%, and historical quantile is 50.41% [1]. - Aluminum (AL2511): Spot price is 20750, futures price is 20745, basis is 5, basis rate is 0.02%, and historical quantile is 58.75% [1]. - Alumina (AO2601): Spot price is 3033, futures price is 2934, basis is 99, basis rate is 3.37%, and historical quantile is 56.16% [1]. - Zinc (ZN2511): Spot price is 21880, futures price is 22090, basis is - 210, basis rate is - 0.95%, and historical quantile is 10.20% [1]. - Tin (SN2510): Spot price is 272000, futures price is 272510, basis is - 510, basis rate is - 0.19%, and historical quantile is 32.08% [1]. - Nickel (NI2510): Spot price is 121850, futures price is 121400, basis is 450, basis rate is 0.37%, and historical quantile is 79.79% [1]. - Stainless Steel (SS2511): Spot price is 13270, futures price is 12910, basis is 360, basis rate is 2.79%, and historical quantile is 73.17% [1]. - Lithium Carbonate (LC2511): Spot price is 73850, futures price is 73420, basis is 430, basis rate is 0.59%, and historical quantile is 61.23% [1]. - Industrial Silicon (SI2511): Spot price is 9500, futures price is 8950, basis is 550, basis rate is 6.15%, and historical quantile is 37.61% [1]. Precious Metals - Gold (AU2512): Spot price is 846.5, futures price is 839.9, basis is 6.6, basis rate is 0.78%, and historical quantile is 0.20% [1]. - Silver (AG2512): Spot price is 10317, futures price is 10243, basis is 74, basis rate is 0.72%, and historical quantile is 0.40% [1]. Agricultural Products - Soybean Meal (M2601): Spot price is 3034, futures price is 2950, basis is 84, basis rate is 2.85%, and historical quantile is 23.30% [1]. - Soybean Oil (Y2601): Spot price is 8500, futures price is 8366, basis is 134, basis rate is 1.60%, and historical quantile is 25.00% [1]. - Palm Oil (P2601): Spot price is 9360, futures price is 9300, basis is 60, basis rate is 0.64%, and historical quantile is 7.50% [1]. - Rapeseed Meal (RM601): Spot price is 2630, futures price is 2528, basis is 102, basis rate is 4.03%, and historical quantile is 64.10% [1]. - Rapeseed Oil (OI601): Spot price is 10370, futures price is 10143, basis is 227, basis rate is 2.24%, and historical quantile is 73.70% [1]. - Corn (C2511): Spot price is 2300, futures price is 2147, basis is 153, basis rate is 7.13%, and historical quantile is 96.80% [1]. - Corn Starch (CS2511): Spot price is 2431, futures price is 2600, basis is - 169, basis rate is - 6.95%, and historical quantile is 79.60% [1]. - Live Hogs (LH2511): Spot price is 12700, futures price is 12795, basis is - 95, basis rate is - 0.74%, and historical quantile is 39.20% [1]. - Eggs (JD2511): Spot price is 3530, futures price is 3075, basis is 455, basis rate is 14.80%, and historical quantile is 65.10% [1]. - Cotton (CF601): Spot price is 15146, futures price is 13610, basis is 1536, basis rate is 11.29%, and historical quantile is 94.70% [1]. - Sugar (SR601): Spot price is 5900, futures price is 5452, basis is 448, basis rate is 8.22%, and historical quantile is 80.90% [1]. - Apples (AP601): Spot price is 9500, futures price is 8600, basis is 900, basis rate is 10.47%, and historical quantile is - 11.50% [1]. - Red Dates (CJ601): Spot price is 10735, futures price is 9500, basis is 1235, basis rate is 13.00%, and historical quantile is 64.00% [1]. Energy and Chemicals - Para - Xylene (PX511): Spot price is 6622.1, futures price is 6592, basis is 30.1, basis rate is 0.46%, and historical quantile is 32.40% [1]. - PTA (TA601): Spot price is 4586, futures price is 4510, basis is 76, basis rate is 1.66%, and historical quantile is 24.30% [1]. - Ethylene Glycol (EG2601): Spot price is 4335, futures price is 4240, basis is 95, basis rate is 2.24%, and historical quantile is 89.80% [1]. - Polyester Staple Fiber (PF511): Spot price is 6425, futures price is 6274, basis is 151, basis rate is 2.41%, and historical quantile is 78.10% [1]. - Styrene (EB2511): Spot price is 6970, futures price is 6928, basis is 42, basis rate is 0.61%, and historical quantile is 36.50% [1]. - Methanol (MA601): Spot price is 2348, futures price is 2250, basis is 98, basis rate is 4.17%, and historical quantile is 13.80% [1]. - Urea (UR601): Spot price is 1660, futures price is 1620, basis is 40, basis rate is 2.41%, and historical quantile is 4.60% [1]. - LLDPE (L2601): Spot price is 7175, futures price is 7130, basis is 45, basis rate is 0.63%, and historical quantile is 35.00% [1]. - PP (PP2601): Spot price is 6873, futures price is 6838, basis is 35, basis rate is 0.51%, and historical quantile is 16.20% [1]. - PVC (V2601): Spot price is 4938, futures price is 4780, basis is 158, basis rate is 3.20%, and historical quantile is 36.90% [1]. - Caustic Soda (SH601): Spot price is 2604, futures price is 2500, basis is 104, basis rate is 4.17%, and historical quantile is 32.80% [1]. - LPG (PG2511): Spot price is 4548, futures price is 4274, basis is 274, basis rate is 6.41%, and historical quantile is 48.50% [1]. - Asphalt (BU2511): Spot price is 3510, futures price is 3401, basis is 109, basis rate is 3.20%, and historical quantile is 73.40% [1]. - Butadiene Rubber (BR2511): Spot price is 11700, futures price is 11505, basis is 195, basis rate is 1.69%, and historical quantile is 49.40% [1]. - Glass (FG601): Spot price is 1293, futures price is 1203, basis is 90, basis rate is 7.48%, and historical quantile is 20.92% [1]. - Soda Ash (SA601): Spot price is 1293, futures price is 1203, basis is 90, basis rate is 7.48%, and historical quantile is 10.04% [1]. - Natural Rubber (RU2601): Spot price is 15615, futures price is 14700, basis is 915, basis rate is 6.22%, and historical quantile is 34.51% [1]. Financial Futures - Stock Index Futures: - IF2509.CFE: Spot price is 4522.6, futures price is 4484, basis is - 38.6, basis rate is - 0.86%, and historical quantile is 61.40% [1]. - IH2509.CFE: Spot price is 2923, futures price is 2922.2, basis is 0.8, basis rate is 0.03%, and historical quantile is 7.90% [1]. - IC2509.CFE: Spot price is 7225.1, futures price is 7013.2, basis is - 211.9, basis rate is - 3.02%, and historical quantile is 0.00% [1]. - IM2509.CFE: Spot price is 7489.5, futures price is 7230.2, basis is - 259.3, basis rate is - 3.59%, and historical quantile is 0.10% [1]. - Treasury Bond Futures: - 2 - Year Treasury Bond (TS2512): Spot price is 102.4, futures price is 99.94, basis is - 0.05, basis rate is - 0.05%, and historical quantile is 14.90% [1]. - 5 - Year Treasury Bond (TF2512): Spot price is 105.76, futures price is 99.41, basis is - 0.05, basis rate is - 0.05%, and historical quantile is 20.20% [1]. - 10 - Year Treasury Bond (T2512): Spot price is 107.95, futures price is 100.02, basis is 0.01, basis rate is 0.01%, and historical quantile is 17.30% [1]. - 30 - Year Treasury Bond (TL2512): Spot price is 115.09, futures price is 102.4, basis is 0.62, basis rate is 0.94%, and historical quantile is 85.30% [1].
全品种价差日报-20250923
Guang Fa Qi Huo·2025-09-23 06:38