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全品种价差日报-20251029
Guang Fa Qi Huo·2025-10-29 02:35

Report Summary Core View The report presents the spot and futures prices, basis, historical quantiles, and basis rates of various commodities on October 29, 2025, including ferrosilicon, ferromanganese, steel products, iron ore, coal, non - ferrous metals, precious metals, agricultural products, and energy chemicals, as well as the basis of stock index futures and Treasury bond futures [1]. Summary by Commodity Category Metals - Ferrous Metals: For ferrosilicon (SF601), the futures price is 5564, the spot price is 5790, the basis is 226, and the historical quantile is 60.50%. For ferromanganese (SM601), the futures price is 5790, and the historical quantile is 54.30%. Steel products like rebar (RB2601) have a futures price of 3220, a spot price of 3091, a basis of - 129, and a historical quantile of 58.20%. Iron ore (12601) has a futures price of 856, a spot price of 793, a basis of - 63, and a historical quantile of 50.50%. Coke (J2601) has a futures price of 1689, and the historical quantile of its basis rate is 33.28%. Coking coal (JM2601) has a futures price of 1334, a spot price of 1242, a basis of 92, and a historical quantile of 48.90% [1]. - Non - ferrous Metals: Copper (CU2512) has a futures price of 86980, a spot price of 87905, a basis of 925, and a historical quantile of 97.91%. Aluminum (AL2512) has a futures price of 21140, a spot price of 21160, a basis of 20, and a historical quantile of 63.54%. Zinc (ZN2512) has a futures price of 22310, a spot price of 22200, a basis of - 110, and a historical quantile of 31.04%. Tin (SN2512) has a futures price of 284300, a spot price of 283170, a basis of - 1130, and a historical quantile of 81.04%. Nickel (NISE12) has a futures price of 121500, a spot price of 120560, a basis of - 940, and the historical quantile of its basis rate is 90.62%. Stainless steel (SS2512) has a futures price of 13120, a spot price of 12750, a basis of - 370, and the historical quantile of its basis rate is 73.60%. Industrial silicon (SI2601) has a futures price of 9350, a spot price of 8952, a basis of - 398, and a historical quantile of 28.34% [1]. Precious Metals - Gold (AU2512) has a futures price of 896.7, a spot price of 901.4, a basis of 4.7, and a historical quantile of 6.70%. Silver (AG2512) has a futures price of 10996.0, a spot price of 11049.0, a basis of 53.0, and a historical quantile of 6.10% [1]. Agricultural Products - Soybean meal (M2601) has a futures price of 2975.0, a spot price of 2930, a basis of - 45.0, and a historical quantile of 29.80%. Soybean oil (V2601) has a futures price of 8182.0, a spot price of 8320, a basis of 138.0, and a historical quantile of 27.60%. Palm oil (P2601) has a futures price of 8958.0, a spot price of 8900, a basis of - 58.0, and a historical quantile of 10.40%. Rapeseed meal (RM601) has a futures price of 2396.0, a spot price of 2500, a basis of 104.0, and a historical quantile of 65.20%. Rapeseed oil (Oleo1) has a futures price of 9730.0, a spot price of 10070, a basis of 340.0, and a historical quantile of 83.10%. Corn (C2601) has a futures price of 2123.0, a spot price of 2140, a basis of 17.0, and a historical quantile of 50.90%. Corn starch (CS2601) has a futures price of 2550, a spot price of 2424.0, a basis of - 126.0, and a historical quantile of 64.00%. Live pigs (LH2601) have a futures price of 12160.0, a spot price of 12450, a basis of 290.0, and a historical quantile of 50.90%. Eggs (JD2512) have a futures price of 2960, a spot price of 3099.0, a basis of - 139.0, and a historical quantile of 23.00%. Cotton (CF601) has a futures price of 13565.0, a spot price of 14651, a basis of 1086.0, and a historical quantile of 70.00%. White sugar (SR601) has a futures price of 5483.0, a spot price of 5780, a basis of 297.0, and a historical quantile of 48.40%. Apples (AP601) have a futures price of 8840, a spot price of 9238.0, a basis of 398.0, and a historical quantile of 6.00%. Red dates (CJ601) have a futures price of 9600, a spot price of 10445.0, a basis of - 845.0, and a historical quantile of 56.40% [1]. Energy Chemicals - Paraxylene (PX601) has a futures price of 6618.0, a spot price of 6662.0, a basis of 44.0, and a historical quantile of 12.20%. PTA (TA601) has a futures price of 4535.0, a spot price of 4614.0, a basis of 79.0, and a historical quantile of 20.00%. Ethylene glycol (EG2601) has a futures price of 4069.0, a spot price of 4140.0, a basis of 71.0, and a historical quantile of 75.00%. Polyester staple fiber (PFS12) has a futures price of 6250.0, a spot price of 6360.0, a basis of 110.0, and a historical quantile of 74.30%. Styrene (EB2512) has a futures price of 6466.0, a spot price of 6455.0, a basis of - 11.0, and a historical quantile of 75.30%. Methanol (MA601) has a futures price of 2207.0, a spot price of 2241.0, a basis of 34.0, and a historical quantile of 54.20%. Urea (UR601) has a futures price of 1610.0, a spot price of 1635.0, a basis of 25.0, and a historical quantile of 5.40%. LLDPE (L2601) has a futures price of 6985.0, a spot price of 7025.0, a basis of 40.0, and a historical quantile of 57.20%. PP (PP2601) has a futures price of 6615.0, a spot price of 6657.0, a basis of 42.0, and a historical quantile of 48.60%. PVC (V2601) has a futures price of 4620.0, a spot price of 4716.0, a basis of 96.0, and a historical quantile of 33.10%. Caustic soda (SH601) has a futures price of 2341.0, a spot price of 2500.0, a basis of 159.0, and a historical quantile of 70.30%. LPG (PG2512) has a futures price of 4266.0, a spot price of 4398.0, a basis of 132.0, and a historical quantile of 48.00%. Asphalt (BU2601) has a futures price of 3279.0, a spot price of 3320.0, a basis of 41.0, and a historical quantile of 93.40%. Butadiene rubber (BR2512) has a futures price of 10805.0, a spot price of 11200.0, a basis of 395.0, and a historical quantile of 61.90%. Float glass (FG601) has a futures price of 1040.0, a spot price of 1113.0, a basis of 73.0, and a historical quantile of 46.63%. Soda ash (SA601) has a futures price of 1239.0, a spot price of 1189.0, a basis of - 50.0, and a historical quantile of 21.21%. Natural rubber (RU2601) has a futures price of 15360.0, a spot price of 14750.0, a basis of - 610.0, and a historical quantile of 64.08% [1]. Financial Futures - IF2512.CFE has a futures price of 4669.6, a spot price of 4692.0, a basis of 22.4, and a historical quantile of 20.40%. IH2512.CFE has a futures price of 3050.4, a spot price of 3051.6, a basis of 1.2, and a historical quantile of 63.50%. IC2512.CFE has a futures price of 7341.0, a spot price of 7231.0, a basis of - 110.0, and a historical quantile of 2.30%. IM2512.CFE has a futures price of 7335.6, a spot price of 7479.2, a basis of 143.6, and a historical quantile of - 0.02%. 2 - year Treasury bond (TS2512) has a futures price of 102.37, a conversion factor of 0.9765, and a historical quantile of 20.00%. 5 - year Treasury bond (TF2512) has a futures price of 105.72, a conversion factor of 0.9405, and a historical quantile of 21.80%. 10 - year Treasury bond (T2512) has a futures price of 108.10, a conversion factor of 0.9264, and a historical quantile of 21.10%. 30 - year Treasury bond (TL2512) has a futures price of 114.48, a conversion factor of 1.1271, and a historical quantile of 37.50% [1].