Report Information - Report Date: October 13, 2025 [2] - Report Title: All-variety Spread Daily Report [2] Core Data Summary Ferrous Metals - Silicon Manganese (SM601): Spot price is 5950, futures price is 5760, basis is 190, basis rate is 4.74%, historical quantile is 62.70% [1] - Rebar (RB2601): Spot price is 3250, futures price is 3103 [1] - Hot Rolled Coil (HC2601): Spot price is 3350, futures price is 3285, basis is 45.70%, historical quantile is 6.81% [1] - Iron Ore (I2601): Discounted price of 62.5% Brazilian mixed powder at Rizhao Port, futures price data available [1] - Coke (J2601): Spot price is 1667, futures price is 1570, change is -96, change rate is -5.78%, historical quantile is 14.98% [1] - Coking Coal (JM2601): Discounted price of S1.3 G75 main coking coal (Meng 5) at Shaheyi, spot price is 1161, futures price is 1176, historical quantile is 27.10% [1] Non-ferrous Metals - Copper (CU2511): Spot price is 86680, futures price is 85910, basis is 96.04%, historical quantile is 0.90% [1] - Aluminum (AL2511): Spot price is 20980, futures price is 20980, basis is 0, historical quantile is 58.95% [1] - Alumina (AO2601): Spot price is 2965, futures price is 2856, basis is -0.18%, historical quantile is 3.81% [1] - Zinc (ZN2511): Spot price is 22270, futures price is 22230, basis is -40, historical quantile is 51.04% [1] - Tin (SN2511): Spot price is 287400, futures price is 286350, basis is 0.37%, historical quantile is 79.58% [1] - Nickel (NI2511): Spot price is 123050, futures price is 122180, basis is 0.71%, historical quantile is 88.95% [1] - Stainless Steel (SS2512): Spot price is 13270, futures price is 12780, basis is 490, historical quantile is 89.48% [1] - Lithium Carbonate (LC2511): Spot price is 73550, futures price is 72740, basis is 67.84% [1] - Industrial Silicon (SI2511): Spot price is 9450, futures price is 8682, basis is 8.81%, historical quantile is 52.76% [1] Precious Metals - Gold (AU2512): Spot price is 901.6, futures price is 897.7, basis is -3.8, basis rate is -0.42%, historical quantile is 14.10% [1] - Silver (AG2512): Spot price is 11082.0, futures price is 11059.0, basis is -23.0, basis rate is -0.21%, historical quantile is 40.20% [1] Agricultural Products - Soybean Meal (M2601): Spot price is 2900, futures price is 2922.0, basis is -22.0, basis rate is -0.75%, historical quantile is 31.70% [1] - Soybean Oil (Y2601): Spot price is 8460, futures price is 8302.0, basis is 158.0, basis rate is 1.90%, historical quantile is 32.00% [1] - Palm Oil (P2601): Spot price is 9438.0, futures price is 9420, basis is -18.0, basis rate is -0.19%, historical quantile is 16.60% [1] - Rapeseed Meal (RM601): Spot price is 2510, futures price is 2391.0, basis is 119.0, basis rate is 4.98%, historical quantile is 67.50% [1] - Rapeseed Oil (OI601): Spot price is 10370, futures price is 10061.0, basis is 309.0, basis rate is 3.07%, historical quantile is 80.60% [1] - Corn (C2511): Spot price is 2170, futures price is 2125.0, basis is 45.0, basis rate is 2.12%, historical quantile is 64.10% [1] - Corn Starch (CS2511): Spot price is 2560, futures price is 2432.0, basis is 128.0, basis rate is 5.26%, historical quantile is 65.10% [1] - Live Pigs (H2511): Spot price is 11200, futures price is 11320.0, basis is -120.0, basis rate is -1.06%, historical quantile is 39.00% [1] - Eggs (JD2511): Spot price is 2806.0, futures price is 2780, basis is -26.0, basis rate is -0.98%, historical quantile is 39.50% [1] - Cotton (CF601): Spot price is 14630, futures price is 13325.0, basis is 1305.0, basis rate is 9.79%, historical quantile is 86.50% [1] - Sugar (SR601): Spot price is 5870, futures price is 5496.0, basis is 374.0, basis rate is 6.80%, historical quantile is 65.50% [1] - Apples (AP601): Spot price is 8744.0, futures price is 8600, basis is -144.0, basis rate is -1.65%, historical quantile is 11.90% [1] - Red Dates (CJ601): Spot price is 11145.0, futures price is 9500, basis is -1645.0, basis rate is -14.76%, historical quantile is 27.60% [1] Energy and Chemicals - Para-xylene (PX511): Spot price is 6553.1, futures price is 6504.0, basis is 49.1, basis rate is -1.64%, historical quantile is 12.50% [1] - PTA (TA601): Spot price is 4534.0, futures price is 4480.0, basis is -54.0, basis rate is -1.99%, historical quantile is 20.00% [1] - Ethylene Glycol (EG2601): Spot price is 4165.0, futures price is 4100.0, basis is 65.0, basis rate is 1.02%, historical quantile is 75.40% [1] - Polyester Staple Fiber (PF511): Spot price is 6370.0, futures price is 6200.0, basis is 170.0, basis rate is 2.15%, historical quantile is 74.00% [1] - Styrene (EB2511): Spot price is 6775.0, futures price is 6743.0, basis is 32.0, basis rate is 4.43%, historical quantile is 75.10% [1] - Methanol (MA601): Spot price is 2307.0, futures price is 2225.0, basis is -82.0, basis rate is 0.95%, historical quantile is 53.80% [1] - Urea (UR601): Spot price is 1550.0, futures price is 1597.0, basis is -47.0, basis rate is -2.25%, historical quantile is 5.30% [1] - LLDPE (L2601): Spot price is 7100.0, futures price is 7037.0, basis is 63.0, basis rate is 1.82%, historical quantile is 56.50% [1] - PP (PP2601): Spot price is 6755.0, futures price is 6722.0, basis is 33.0, basis rate is 1.34%, historical quantile is 47.80% [1] - PVC (V2601): Spot price is 4735.0, futures price is 4640.0, basis is -95.0, basis rate is -3.74%, historical quantile is 32.10% [1] - Caustic Soda (SH601): Spot price is 2546.9, futures price is 2470.0, basis is 76.9, basis rate is 5.13%, historical quantile is 70.60% [1] - LPG (PG2511): Spot price is 4548.0, futures price is 4070.0, basis is 478.0, basis rate is 6.44%, historical quantile is 47.60% [1] - Asphalt (BU2511): Spot price is 3490.0, futures price is 3328.0, basis is 162.0, basis rate is 10.82%, historical quantile is 93.20% [1] - Butadiene Rubber (BR2511): Spot price is 11500.0, futures price is 11220.0, basis is 280.0, basis rate is 2.67%, historical quantile is 61.10% [1] - Glass (FG601): Spot price is 1207.0, futures price is 1128.0, basis is -79.0, basis rate is -7.00%, historical quantile is 43.90% [1] - Soda Ash (SA601): Spot price is 1240.0, futures price is 1160.0, basis is -80.0, basis rate is -6.90%, historical quantile is 14.07% [1] - Natural Rubber (RU2601): Spot price is 15315.0, futures price is 14650.0, basis is -665.0, basis rate is -4.54%, historical quantile is 59.91% [1] Financial Futures - IF2512.CFE: Spot price is 4616.8, futures price is 4592.2, basis is -24.6, basis rate is -0.54%, historical quantile is 18.00% [1] - IH2512.CFE: Spot price is 2975.8, futures price is 2974.9, basis is 0.9, basis rate is 0.03%, historical quantile is 62.00% [1] - IC2512.CFE: Spot price is 7398.2, futures price is 7266.0, basis is -132.2, basis rate is -1.82%, historical quantile is 0.60% [1] - IM2512.CFE: Spot price is 7533.8, futures price is 7340.4, basis is -193.4, basis rate is -2.64%, historical quantile is 4.20% [1] - 2-year Treasury Bond (TS2512): Spot price is 102.35, futures price is 0.00, conversion factor is 0.9765, basis is 0.00, basis rate is 0.00%, historical quantile is 27.20% [1] - 5-year Treasury Bond (TF2512): Spot price is 105.66, futures price is 99.37, conversion factor is 0.9405, basis is 0.09, basis rate is 0.00%, historical quantile is 27.70% [1] - 10-year Treasury Bond (T2512): Spot price is 107.96, futures price is 100.11, conversion factor is 0.9264, basis is 0.10, basis rate is 0.09%, historical quantile is 27.70% [1] - 30-year Treasury Bond (TL2512): Spot price is 128.87, futures price is 114.02, conversion factor is 1.1271, basis is 0.35, basis rate is 0.31%, historical quantile is 50.80% [1] Other Metals - Silicon Ferrosilicon (SF511): Spot price is 5436, futures price is 5578, basis is 142, basis rate is 2.61%, historical quantile is 75.30% [5]
全品种价差日报-20251013
Guang Fa Qi Huo·2025-10-13 02:12