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全品种价差日报-20250925
Guang Fa Qi Huo·2025-09-25 02:24

Report Title - Full Variety Spread Daily Report [4] Report Date - September 25, 2025 [3] Data Sources - Wind, Mysteel, GF Futures Research Institute [5] Key Points by Commodity Category Ferrous Metals - Silicon Iron (SF511): Spot price 5742, futures price 5758, basis 16, basis rate 0.28%, historical quantile 59.50% [1] - Silicon Manganese (SM601): Spot price 5916, futures price 6000, basis 84, basis rate 1.42%, historical quantile 41.30% [1] - Rebar (RB2601): Spot price 3280, futures price 3164, basis 116, basis rate 3.67%, historical quantile 54.20% [1] - Hot Rolled Coil (HC2601): Spot price 3400, futures price 3357, basis 43, basis rate 1.28%, historical quantile 36.80% [1] - Iron Ore (I2601): Spot price 850, futures price 804, basis 47, basis rate 5.82%, historical quantile 39.60% [1] - Coke (J2601): Spot price 1603, futures price 1730, basis -127, basis rate -7.37%, historical quantile 4.57% [1] - Coking Coal (JM2601): Spot price 1185, futures price 1225, basis -40, basis rate -3.23%, historical quantile 17.20% [1] Non - Ferrous Metals - Copper (CU2511): Spot price 80045, futures price 79960, basis 85, basis rate 0.11%, historical quantile 54.16% [1] - Aluminum (AL2511): Spot price 20680, futures price 20705, basis -25, basis rate -0.12%, historical quantile 48.75% [1] - Alumina (AO2601): Spot price 3008, futures price 2907, basis 101, basis rate 3.49%, historical quantile 56.38% [1] - Zinc (ZN2511): Spot price 21750, futures price 21860, basis -110, basis rate -0.90%, historical quantile 29.37% [1] - Tin (SN2510): Spot price 271400, futures price 271650, basis -250, basis rate -0.09%, historical quantile 40.20% [1] - Nickel (NI251): Spot price 121600, futures price 121450, basis 150, basis rate 0.12%, historical quantile 65.20% [1] - Stainless Steel (SS2511): Spot price 13270, futures price 12895, basis 375, basis rate 2.91%, historical quantile 75.53% [1] - Lithium Carbonate (LC2511): Spot price 73850, futures price 72880, basis 970, basis rate 1.3%, historical quantile 68.72% [1] - Industrial Silicon (SI2511): Spot price 9500, futures price 9020, basis 480, basis rate 5.32%, historical quantile 34.75% [1] Precious Metals - Gold (AU2512): Spot price 839.9, futures price 846.5, basis -6.6, basis rate -0.78%, historical quantile 0.20% [1] - Silver (AG2512): Spot price 10243.0, futures price 10317.0, basis -74.0, basis rate -0.12%, historical quantile 0.40% [1] Agricultural Products - Soybean Meal (M2601): Spot price 2870, futures price 2930.0, basis -60.0, basis rate -2.05%, historical quantile 27.80% [1] - Soybean Oil (Y2601): Spot price 8230, futures price 8100.0, basis 130.0, basis rate 1.60%, historical quantile 24.30% [1] - Palm Oil (P2601): Spot price 9030, futures price 9126.0, basis -96.0, basis rate -1.05%, historical quantile 4.90% [1] - Rapeseed Meal (RM601): Spot price 2490, futures price 2395.0, basis 95.0, basis rate 3.97%, historical quantile 63.30% [1] - Rapeseed Oil (OI601): Spot price 10120, futures price 9921.0, basis 199.0, basis rate 2.01%, historical quantile 69.60% [1] - Corn (C2511): Spot price 2300, futures price 2164.0, basis 136.0, basis rate 6.28%, historical quantile 94.90% [1] - Corn Starch (CS2511): Spot price 2600, futures price 2469.0, basis 131.0, basis rate 5.31%, historical quantile 66.00% [1] - Live Hogs (H251): Spot price 12650, futures price 12730.0, basis -80.0, basis rate -0.63%, historical quantile 39.60% [1] - Eggs (JD2511): Spot price 3530, futures price 3056.0, basis 474.0, basis rate 15.51%, historical quantile 66.20% [1] - Cotton (CF601): Spot price 15024, futures price 13555.0, basis 1469.0, basis rate 10.84%, historical quantile 93.20% [1] - Sugar (SR601): Spot price 5890, futures price 5497.0, basis 393.0, basis rate 7.15%, historical quantile 70.40% [1] - Apples (AP601): Spot price 8600, futures price 8336.0, basis 264.0, basis rate 3.17%, historical quantile 31.10% [1] - Jujubes (CJ601): Spot price 9500, futures price 10785.0, basis -1285.0, basis rate -11.91%, historical quantile 37.60% [1] Energy and Chemicals - Para - Xylene (PX511): Spot price 6652.2, futures price 6602.0, basis 50.2, basis rate 0.76%, historical quantile 37.90% [1] - PTA (TA601): Spot price 4560.0, futures price 4626.0, basis -66.0, basis rate -1.43%, historical quantile 28.60% [1] - Ethylene Glycol (EG2601): Spot price 4305.0, futures price 4234.0, basis 71.0, basis rate 1.68%, historical quantile 83.80% [1] - Polyester Staple Fiber (PF511): Spot price 6415.0, futures price 6296.0, basis 119.0, basis rate 1.89%, historical quantile 72.70% [1] - Styrene (EB2511): Spot price 6925.0, futures price 6928.0, basis -3.0, basis rate -0.04%, historical quantile 25.20% [1] - Methanol (MA601): Spot price 2255.0, futures price 2351.0, basis -96.0, basis rate -4.08%, historical quantile 14.60% [1] - Urea (UR601): Spot price 1610.0, futures price 1673.0, basis -63.0, basis rate -3.77%, historical quantile 2.60% [1] - LLDPE (L2601): Spot price 7150.0, futures price 7142.0, basis 8.0, basis rate 0.11%, historical quantile 24.00% [1] - PP (PP2601): Spot price 6775.0, futures price 6877.0, basis -102.0, basis rate -1.48%, historical quantile 5.60% [1] - PVC (V2601): Spot price 4740.0, futures price 4919.0, basis -179.0, basis rate -3.64%, historical quantile 32.00% [1] - Caustic Soda (SH601): Spot price 2500.0, futures price 2548.0, basis -48.0, basis rate -1.88%, historical quantile 39.60% [1] - LPG (PG2511): Spot price 4498.0, futures price 4245.0, basis 253.0, basis rate 5.96%, historical quantile 47.00% [1] - Asphalt (BU2511): Spot price 3500.0, futures price 3392.0, basis 108.0, basis rate 3.18%, historical quantile 73.20% [1] - Butadiene Rubber (BR2511): Spot price 11700.0, futures price 11520.0, basis 180.0, basis rate 1.56%, historical quantile 47.70% [1] - Glass (FG601): Spot price 1068.0, futures price 1237.0, basis -169.0, basis rate -15.82%, historical quantile 8.57% [1] - Soda Ash (SA601): Spot price 1217.0, futures price 1307.0, basis -90.0, basis rate -7.40%, historical quantile 10.04% [1] - Natural Rubber (RU2601): Spot price 14800.0, futures price 15620.0, basis -820.0, basis rate -5.54%, historical quantile 44.90% [1] Financial Futures - IF2512.CFE: Spot price 4519.8, futures price 4483.8, basis -36.0, basis rate -0.80%, historical quantile 9.10% [1] - IH2512.CFE: Spot price 2919.5, futures price 2925.0, basis 5.5, basis rate 0.19%, historical quantile 85.80% [1] - IC2512.CFE: Spot price 7323.7, futures price 7157.0, basis -166.7, basis rate -2.33%, historical quantile 0.10% [1] - IM2512.CFE: Spot price 7534.2, futures price 7303.2, basis -231.0, basis rate -3.16%, historical quantile 1.20% [1] - 2 - Year Treasury Bond (TS2512): Spot price 99.91, futures price 102.32, basis -0.01, basis rate -0.01%, historical quantile 24.80% [1] - 5 - Year Treasury Bond (TF2512): Spot price 99.22, futures price 105.54, basis -0.04, basis rate -0.04%, historical quantile 21.20% [1] - 10 - Year Treasury Bond (T2512): Spot price 99.76, futures price 107.62, basis 0.06, basis rate 0.05%, historical quantile 22.10% [1] - 30 - Year Treasury Bond (TL2512): Spot price 129.13, futures price 113.99, basis 0.65, basis rate 0.57%, historical quantile 88.10% [1]