Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View No relevant information provided. 3. Summary by Categories Black Series - Silicon Iron (SF511): Futures price is 5678, spot price is 5610, basis is 68, basis rate is 1.21%, historical quantile is 90% [1] - Silicon Manganese (SM601): Futures price is 5950, spot price is 5820, basis is 130, basis rate is 2.23%, historical quantile is 30% [1] - Rebar (RB2601): Futures price is 3240, spot price is 3097, basis is 143, basis rate is 4.62%, historical quantile is 61.90% [1] - Hot Rolled Coil (HC2601): Futures price is 3289, spot price is 3350, basis is -61, basis rate is -1.85%, historical quantile is 44.00% [1] - Iron Ore (I2601): Futures price is 837, spot price is 784, basis is 53, basis rate is 6.80%, historical quantile is 44.70% [1] - Coke (J2601): Futures price is 1647, spot price is 1613, basis is 34, basis rate is 2.09%, historical quantile is 44.16% [1] - Coking Coal (JM2601): Futures price is 1160, spot price is 1154, basis is 6, basis rate is 0.52%, historical quantile is 24.80% [1] Non - Ferrous Metals - Copper (CU2511): Futures price is 82370, spot price is 85510, basis is -3140, basis rate is -3.67%, historical quantile is 28.75% [1] - Aluminum (AL2511): Futures price is 20690, spot price is 20730, basis is -40, basis rate is -0.19%, historical quantile is 41.04% [1] - Alumina (AO2601): Futures price is 2904, spot price is 2982, basis is 78, basis rate is 2.61%, historical quantile is 49.55% [1] - Zinc (ZN2511): Futures price is 21560, spot price is 21800, basis is -240, basis rate is -1.10%, historical quantile is 20.83% [1] - Tin (SN2511): Futures price is 272410, spot price is 271400, basis is 1010, basis rate is 0.37%, historical quantile is 61.45% [1] - Nickel (NI2511): Futures price is 121100, spot price is 121200, basis is -100, basis rate is -0.08%, historical quantile is 300 [1] - Stainless Steel (SS2511): Futures price is 13220, spot price is 12760, basis is 460, basis rate is 3.61%, historical quantile is 86.69% [1] - Lithium Carbonate (LC2511): Futures price is 73920, spot price is 73550, basis is -370, basis rate is -0.50%, historical quantile is 49.11% [1] - Industrial Silicon (SI2511): Futures price is 8610, spot price is 840, basis is 7770, basis rate is 9.25%, historical quantile is 57.93% [1] Precious Metals - Gold (AU2512): Futures price is 866.5, spot price is 865, basis is -1.5, basis rate is -0.17%, historical quantile is 11.80% [1] - Silver (AG2512): Futures price is 10939, spot price is 10878, basis is -61, basis rate is -0.56%, historical quantile is 5.30% [1] Agricultural Products - Rapeseed Meal (RM601): Futures price is 2416, spot price is 2530, basis is 114, basis rate is 4.72%, historical quantile is 66.30% [1] - Rapeseed Oil (Ole01): Futures price is 10093, spot price is 10340, basis is 247, basis rate is 2.45%, historical quantile is 75.90% [1] - Corn (C2511): Futures price is 2159, spot price is 2280, basis is 121, basis rate is 5.60%, historical quantile is 92.40% [1] - Corn Starch (CS2511): Futures price is 2483, spot price is 2550, basis is 67, basis rate is 2.70%, historical quantile is 30.40% [1] - Soybean Meal (NSe01): Futures price is 2890, spot price is 2933, basis is -43, basis rate is -1.47%, historical quantile is 29.90% [1] - Soybean Oil (V2601): Futures price is 8150, spot price is 8300, basis is 150, basis rate is 1.84%, historical quantile is 30.00% [1] - Palm Oil (P2601): Futures price is 9234, spot price is 9318, basis is -84, basis rate is -0.90%, historical quantile is 6.00% [1] - Cotton (CF601): Futures price is 13350, spot price is 14942, basis is 1592, basis rate is 11.93%, historical quantile is 7.50% [1] - Sugar (SR601): Futures price is 5479, spot price is 5890, basis is 411, basis rate is 7.00%, historical quantile is 73.90% [1] - Apple (AP601): Futures price is 8486, spot price is 8600, basis is 114, basis rate is 1.34%, historical quantile is 25.80% [1] - Red Dates (C601): Futures price is 10915, spot price is 9500, basis is -1415, basis rate is -14.86%, historical quantile is 33.60% [1] Energy and Chemicals - Paraxylene (PX511): Futures price is 6686.1, spot price is 6670, basis is -16.1, basis rate is -0.24%, historical quantile is 29.30% [1] - PTA (TA601): Futures price is 4585, spot price is 4652, basis is 67, basis rate is 1.44%, historical quantile is 28.60% [1] - Ethylene Glycol (EG2601): Futures price is 4295, spot price is 4224, basis is -71, basis rate is -1.68%, historical quantile is 83.80% [1] - Polyester Staple Fiber (PF511): Futures price is 6435, spot price is 6336, basis is -99, basis rate is -1.54%, historical quantile is 68.50% [1] - Styrene (EB251): Futures price is 6915, spot price is 6932, basis is -17, basis rate is -0.25%, historical quantile is 23.30% [1] - Methanol (MA601): Futures price is 2250, spot price is 2262, basis is -12, basis rate is -0.53%, historical quantile is 11.40% [1] - LLDPE (L2601): Futures price is 7175, spot price is 7181, basis is -6, basis rate is -0.08%, historical quantile is 20.00% [1] - PP (PP2601): Futures price is 6785, spot price is 6903, basis is -118, basis rate is -1.71%, historical quantile is 4.10% [1] - PVC (V2601): Futures price is 4896, spot price is 4730, basis is -166, basis rate is -3.40%, historical quantile is 35.30% [1] - Caustic Soda (SH601): Futures price is 2515, spot price is 2500, basis is -15, basis rate is -0.60%, historical quantile is 45.80% [1] - LPG (PG2511): Futures price is 4548, spot price is 4293, basis is 255, basis rate is 5.94%, historical quantile is 47.30% [1] - Asphalt (BU2511): Futures price is 3466, spot price is 3500, basis is 34, basis rate is 0.98%, historical quantile is 60.00% [1] - Butadiene Rubber (BR2511): Futures price is 11500, spot price is 11340, basis is 160, basis rate is 1.41%, historical quantile is 45.10% [1] - Glass (FG601): Futures price is 1128, spot price is 1228, basis is -100, basis rate is -8.14%, historical quantile is 33.54% [1] - Soda Ash (SA601): Futures price is 1188, spot price is 1278, basis is -90, basis rate is -7.04%, historical quantile is 18.00% [1] - Natural Rubber (RU2601): Futures price is 15470, spot price is 14700, basis is -770, basis rate is -5.08%, historical quantile is 14.00% [1] Financial Futures - IF2512.CFF: Futures price is 4604.6, spot price is 4620.1, basis is -15.5, basis rate is -0.34%, historical quantile is 28.30% [1] - IH2512.CHE: Futures price is 2973, spot price is 2976, basis is 3, basis rate is 0.10%, historical quantile is 73.80% [1] - IC2512.CFE: Futures price is 7232.2, spot price is 7350.6, basis is -118.4, basis rate is -1.61%, historical quantile is 1.10% [1] - IM2512.CFE: Futures price is 7337.4, spot price is 7497.8, basis is -160.4, basis rate is -2.14%, historical quantile is 7.00% [1] - 2 - year Treasury Bond (TS2512): Futures price is 102.33, spot price is 102.34, basis is -0.01, basis rate is -0.01%, historical quantile is 21.90% [1] - 5 - year Treasury Bond (TF2512): Futures price is 105.51, spot price is 99.22, basis is -0.01, basis rate is -0.01%, historical quantile is 25.40% [4] - 10 - year Treasury Bond (T2512): Futures price is 107.66, spot price is 105.87, basis is 0.21, basis rate is 0.19%, historical quantile is 42.40% [4] - 30 - year Treasury Bond (TL2512): Futures price is 113.79, spot price is 120.74, basis is 0.36, basis rate is 0.32%, historical quantile is 51.20% [4]
全品种价差日报-20250930
Guang Fa Qi Huo·2025-09-30 01:28