全品种价差日报-20251020

Report Information - Report date: October 20, 2025 [3] - Report title: Full Variety Spread Daily Report [3] Core Data Summary Ferrous Metals - Silicon Iron (SF601): Spot price 5558, futures price 5430, basis 128, basis rate 2.36%, historical quantile 73.10% [1] - Silicon Manganese (SM601): Spot price 5718, historical quantile 65.20% [1] - Rebar (RB2601): Spot price 3200, futures price 3037, basis 66, basis rate 2.06%, historical quantile 66.70% [1] - Hot - Rolled Coil (HC2601): Spot price 3270, futures price 3204, historical quantile 46.10% [1] - Iron Ore (I2601): Spot price (equivalent price) 832, futures price 771, basis 61, basis rate 7.91%, historical quantile 49.60% [1] - Coke (J2601): Spot price (equivalent price) 1676, futures price 1603, basis - 73, basis rate - 4.38%, historical quantile 26.49% [1] - Coking Coal (JM2601): Spot price (equivalent price) 1257, futures price 1179, basis 78, basis rate 6.62%, historical quantile 45.50% [1] Non - Ferrous Metals - Copper (CU2512): Spot price 84775, futures price 84390, basis 385, basis rate 0.46%, historical quantile 82.08% [1] - Aluminum (AL2512): Spot price 20950, futures price 20910, basis 40, basis rate 0.19%, historical quantile 68.12% [1] - Alumina (AO2601): Spot price 2921, futures price 2800, basis 121, historical quantile 60.13% [1] - Zinc (ZN2511): Spot price 21815, futures price 21780, basis - 35, basis rate - 0.16%, historical quantile 52.29% [1] - Tin (SN2511): Spot price 281000, futures price 280750, basis 250, basis rate 0.09%, historical quantile 57.70% [1] - Nickel (NI251): Spot price 121550, futures price 121160, basis 390, basis rate 0.32%, historical quantile 76.87% [1] - Stainless Steel (SS2512): Spot price 13170, futures price 12630, basis 540, basis rate 4.28%, historical quantile 92.25% [1] - Lithium Carbonate (LC2511): Spot price 75700, futures price 73350, basis - 2350, basis rate - 3.10%, historical quantile 23.12% [1] - Industrial Silicon (SI2511): Spot price 9350, futures price 920, historical quantile 61.14% [1] Agricultural Products - Soybean Meal (M2601): Spot price 2870, futures price 2868, basis 2, basis rate 0.07%, historical quantile 35.00% [1] - Soybean Oil (Y2601): Spot price 8410, futures price 8256, basis 154, basis rate 1.87%, historical quantile 32.10% [1] - Palm Oil (P2601): Spot price 9308, futures price 9230, basis - 78, basis rate - 0.84%, historical quantile 7.00% [1] - Rapeseed Meal (RM601): Spot price 2470, futures price 2306, basis 164, basis rate 7.11%, historical quantile 74.00% [1] - Rapeseed Oil (Ol601): Spot price 10160, futures price 9861, basis 299, basis rate 3.03%, historical quantile 80.30% [1] - Corn (C2601): Spot price 2130, futures price 2117, basis 13, basis rate 0.61%, historical quantile 49.80% [1] - Corn Starch (CS2511): Spot price 2550, futures price 2374, basis 176, basis rate 7.41%, historical quantile 83.10% [1] - Live Hogs (LH2601): Spot price 11670, futures price 11250, basis - 420, basis rate - 3.60%, historical quantile 30.90% [1] - Eggs (JD2511): Spot price 3000, futures price 2805, basis 195, basis rate 6.95%, historical quantile 48.00% [1] - Cotton (CF601): Spot price 13335, futures price 1182, basis 14517, basis rate 8.86%, historical quantile 79.80% [1] - Sugar (SR601): Spot price 5810, futures price 5412, basis 398, basis rate 7.35%, historical quantile 70.60% [1] - Apples (AP601): Spot price 8625, futures price 8600, basis - 25, basis rate - 0.29%, historical quantile 16.20% [1] - Red Dates (CJ601): Spot price 11420, futures price 9600, basis - 1820, basis rate - 15.94%, historical quantile 19.30% [1] Energy and Chemicals - Paraxylene (PX601): Spot price 6432, futures price 6292, basis 140, basis rate 2.20%, historical quantile 12.40% [1] - PTA (TA601): Spot price 4402, futures price 4330, basis - 72, basis rate - 2.04%, historical quantile 20.00% [1] - Ethylene Glycol (EG2601): Spot price 4075, futures price 4003, basis 72, basis rate 1.05%, historical quantile 75.10% [1] - Polyester Staple Fiber (PF512): Spot price 6290, futures price 6036, basis 254, basis rate 2.20%, historical quantile 74.10% [1] - Styrene (EB2511): Spot price 6495, futures price 6483, basis 12, basis rate 0.97%, historical quantile 75.10% [1] - Methanol (MA601): Spot price 2272, futures price 2272, basis 0, basis rate 0.0%, historical quantile 53.90% [1] - Urea (UR601): Spot price 1602, futures price 1560, basis - 42, basis rate - 2.25%, historical quantile 5.40% [1] - LLDPE (L2601): Spot price 6975, futures price 6874, basis 101, basis rate 1.86%, historical quantile 56.80% [1] - PP (PP2601): Spot price 6565, futures price 6551, basis 14, basis rate 0.21%, historical quantile 48.10% [1] - PVC (V2601): Spot price 4688, futures price 4600, basis 88, basis rate 1.88%, historical quantile 32.50% [1] - Caustic Soda (SH601): Spot price 2593.8, futures price 2344, basis 249.8, basis rate 5.41%, historical quantile 70.90% [1] - LPG (PG2512): Spot price 4498, futures price 4220, basis 278, basis rate 6.21%, historical quantile 47.80% [1] - Asphalt (BU2601): Spot price 3380, futures price 3135, basis 245, basis rate 7.25%, historical quantile 93.40% [1] - Butadiene Rubber (BR2512): Spot price 11000, futures price 10925, basis 75, basis rate 0.68%, historical quantile 61.40% [1] - Glass (FG601): Spot price 1095, futures price 1072, basis 23, basis rate 2.10%, historical quantile 66.59% [1] - Soda Ash (SA601): Spot price 1209, futures price 1154, basis 55, basis rate 4.77%, historical quantile 18.90% [1] - Natural Rubber (RU2601): Spot price 14695, futures price 14250, basis - 445, basis rate - 3.12%, historical quantile 73.33% [1] Financial Futures - Stock Index Futures: - IF2512.CFE: Spot price 4514.2, futures price 4485.2, basis - 29, basis rate - 0.65%, historical quantile 13.90% [1] - IH2512.CFE: Spot price 2967.8, futures price 2963, basis - 4.8, basis rate - 0.16%, historical quantile 35.10% [1] - IC2512.CFE: Spot price 6863.2, futures price 7016.1, basis - 152.9, basis rate - 2.23%, historical quantile 0.50% [1] - IM2512.CFE: Spot price 7020.8, futures price 7185.5, basis - 164.7, basis rate - 2.35%, historical quantile 7.80% [1] - Treasury Bond Futures: - 2 - year Treasury Bond (TS2512): Spot price 102.37, futures price 99.94, basis - 0.02, basis rate - 0.02%, historical quantile 20.00% [1] - 5 - year Treasury Bond (TF2512): Spot price 105.72, futures price 99.39, basis - 0.04, basis rate - 0.04%, historical quantile 21.80% [1] - 10 - year Treasury Bond (T2512): Spot price 108.10, futures price 100.19, basis 0.05, basis rate 0.09%, historical quantile 21.10% [1] - 30 - year Treasury Bond (TL2512): Spot price 129.31, futures price 114.48, basis 0.28, basis rate 0.25%, historical quantile 37.50% [1]