Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoints No information provided. 3. Summary by Categories Ferrous Metals - Silicon Iron (SF601): The spot price is 5588, the futures price is 5578, the basis is 10, and the basis rate is 0.18%. The historical quantile is 55.40% [1]. - Silicon Manganese (SM601): The spot price is 5890, the futures price is 5820, the basis is 70, and the basis rate is 1.20%. The historical quantile is 38.70% [1]. - Rebar (RB2601): The spot price is 3190, the futures price is 3044, the basis is 146, and the basis rate is 4.80%. The historical quantile is 62.00% [1]. - Hot - Rolled Coil (HC2601): The spot price is 3270, the futures price is 3252, the basis is 18, and the basis rate is 0.95%. The historical quantile is 24.70% [1]. - Iron Ore (I2601): The spot price (converted price of 62.5% Brazilian mixed powder) is 836, the futures price is 765, the basis is 71, and the basis rate is 9.32%. The historical quantile is 55.90% [1]. - Coke (J2601): The spot price is 1744, the futures price is 1732, the basis is 11, and the basis rate is 0.64%. The historical quantile is 56.62% [1]. - Coking Coal (JM2601): The spot price is 1354, the futures price is 1266, the basis is 89, and the basis rate is 6.99%. The historical quantile is 48.60% [1]. Non - Ferrous Metals - Copper (CU2512): The spot price is 86535, the futures price is 86480, the basis is 55, and the basis rate is 0.06%. The historical quantile is 51.04% [1]. - Aluminum (AL2601): The spot price is 21725, the futures price is 21490, the basis is 235, and the basis rate is 1.08%. The historical quantile is 3.33% [1]. - Alumina (AO2601): The spot price is 2854, the futures price is 2829, the basis is 25, and the basis rate is 0.89%. The historical quantile is 31.05% [1]. - Zinc (ZN2512): The spot price is 22500, the futures price is 22670, the basis is - 170, and the basis rate is - 0.5%. The historical quantile is 19.16% [1]. - Tin (SN2512): The spot price is 285800, the futures price is 286560, the basis is - 760, and the basis rate is - 0.27%. The historical quantile is 26.25% [1]. - Nickel (NI2512): The spot price is 119800, the futures price is 119680, the basis is 120, and the basis rate is 0.10%. The historical quantile is 62.29% [1]. - Stainless Steel (SS2512): The spot price is 12970, the futures price is 12605, the basis is 365, and the basis rate is 2.90%. The historical quantile is 72.10% [1]. - Lithium Carbonate (LC2601): The spot price is 87240, the futures price is 80750, the basis is - 6490, and the basis rate is - 7.44%. The historical quantile is 4.84% [1]. - Industrial Silicon (215601): The spot price is 9500, the futures price is 9290, the basis is 210, and the basis rate is 2.26%. The historical quantile is 18.71% [1]. Precious Metals - Gold (AU2512): The spot price (Shanghai Gold Exchange's gold spot AU (T + D)) is 933.0, the futures price is 936.0, the basis is - 3.0, and the basis rate is - 0.32%. The historical quantile is 22.30% [1]. - Silver (AG2512): The spot price (Shanghai Gold Exchange's silver spot AG (T + D)) is 11719.0, the futures price is 11726.0, the basis is - 7.0, and the basis rate is - 0.06%. The historical quantile is 93.40% [1]. Agricultural Products - Soybean Meal (M2601): The spot price (Jiangsu Zhangjiagang factory price) is 3063.0, the futures price is 3010, the basis is 53, and the basis rate is 1.73%. The historical quantile is 29.60% [1]. - Soybean Oil (Y2601): The spot price (Jiangsu Zhangjiagang factory price of grade - four soybean oil) is 8420, the futures price is 8228.0, the basis is 192.0, and the basis rate is 2.33%. The historical quantile is 39.10% [1]. - Palm Oil (P2601): The spot price (delivery price at Huangpu Port) is 8690.0, the futures price is 8630, the basis is 60.0, and the basis rate is 0.59%. The historical quantile is 65.20% [1]. - Rapeseed Meal (RM601): The spot price (Guangdong Zhanjiang factory price) is 2630, the futures price is 2527.0, the basis is 103.0, and the basis rate is 4.08%. The historical quantile is 32.10% [1]. - Rapeseed Oil (Oleo1): The spot price (Jiangsu Nantong factory price of grade - four rapeseed oil) is 9890, the futures price is 9587.0, the basis is 303.0, and the basis rate is 3.16%. The historical quantile is 81.00% [1]. - Corn (C2601): The spot price (free - on - board price at Xizhou Port) is 2170, the futures price is 2164.0, the basis is 6.0, and the basis rate is 0.28%. The historical quantile is 44.50% [1]. - Corn Starch (CS2601): The spot price (Jilin Changchun factory price) is 2550, the futures price is 2479.0, the basis is 71.0, and the basis rate is 2.86%. The historical quantile is 32.10% [1]. - Live Hogs (LH2601): The spot price (Henan factory price of live hogs (external ternary)) is 12050, the futures price is 11955.0, the basis is 95.0, and the basis rate is 0.79%. The historical quantile is 46.50% [1]. - Eggs (JD2512): The spot price (average price in Hebei Shijiazhuang) is 3176.0, the futures price is 2910, the basis is 266.0, and the basis rate is 8.38%. The historical quantile is 71.70% [1]. - Cotton (CF601): The spot price (Xinjiang arrival price of cotton 3128B) is 14671, the futures price is 13580.0, the basis is 1091.0, and the basis rate is 8.03%. The historical quantile is 71.70% [1]. - Sugar (SR601): The spot price (spot price of white sugar at Liuzhou Station) is 5730, the futures price is 5475.0, the basis is 255.0, and the basis rate is 4.66%. The historical quantile is 43.50% [1]. - Apples (AP601): The spot price (delivery theoretical price) is 9159.0, the futures price is 8840, the basis is 319.0, and the basis rate is 3.48%. The historical quantile is 7.80% [1]. - Red Dates (CJ601): The spot price (wholesale price of first - grade grey dates in Hebei) is 9585.0, the futures price is 9000, the basis is 585.0, and the basis rate is 6.10%. The historical quantile is 69.70% [1]. Energy and Chemicals - Paraxylene (PX601): The spot price (CFR spot price at Chinese main ports, converted to RMB) is 6852.0, the futures price is 6793.0, the basis is 59.0, and the basis rate is 0.86%. The historical quantile is 16.20% [1]. - PTA (TA601): The spot price (market price (intermediate price) in East China) is 4704.0, the futures price is 4625.0, the basis is 79.0, and the basis rate is 1.68%. The historical quantile is 23.50% [1]. - Ethylene Glycol (EG2601): The spot price (market price (intermediate price) in East China) is 4020.0, the futures price is 3953.0, the basis is 67.0, and the basis rate is 1.69%. The historical quantile is 81.70% [1]. - Polyester Staple Fiber (PF512): The spot price (market price (mainstream price) in East China market) is 6238.0, the futures price is 6335.0, the basis is - 97.0, and the basis rate is - 1.55%. The historical quantile is 66.80% [1]. - Styrene (EB2512): The spot price (market price in East China, China, spot benchmark price) is 6315.0, the futures price is 6345.0, the basis is - 30.0, and the basis rate is 0.48%. The historical quantile is 35.40% [1]. - Methanol (MA601): The spot price (market price in Jiangsu Taicang, China, spot benchmark price) is 2060.0, the futures price is 2101.0, the basis is - 41.0, and the basis rate is 1.95%. The historical quantile is 14.40% [1]. - Urea (UR601): The spot price (market price (mainstream price) in Shandong area) is 1660.0, the futures price is 1620.0, the basis is 40.0, and the basis rate is 2.41%. The historical quantile is 6.10% [1]. - LLDPE (L2601): The spot price (tax - paid self - pick - up price (intermediate price) of linear low - density polyethylene (film grade) in Shandong) is 6850.0, the futures price is 6802.0, the basis is 48.0, and the basis rate is 0.71%. The historical quantile is 36.60% [1]. - PP (PP2601): The spot price (tax - paid self - pick - up price (intermediate price) of polypropylene (拉丝级, melt index 2 - 4) in Zhejiang) is 6500.0, the futures price is 6480.0, the basis is 20.0, and the basis rate is 0.31%. The historical quantile is 30.60% [1]. - PVC (V2601): The spot price (market price (mainstream price) in Changzhou market, China) is 4614.0, the futures price is 4520.0, the basis is 94.0, and the basis rate is 2.04%. The historical quantile is 58.80% [1]. - Caustic Soda (SH601): The spot price (market price (mainstream price) in Shandong market, converted to 100%) is 2500.0, the futures price is 2349.0, the basis is 151.0, and the basis rate is 6.43%. The historical quantile is 72.40% [1]. - LPG (PG2512): The spot price (market price in Guangzhou area) is 4448.0, the futures price is 4323.0, the basis is 125.0, and the basis rate is 2.89%. The historical quantile is 38.10% [1]. - Asphalt (BU2601): The spot price (market price (mainstream price) in Shandong area) is 3036.0, the futures price is 3010.0, the basis is 26.0, and the basis rate is 0.36%. The historical quantile is 46.80% [1]. - Butadiene Rubber (BR2601): The spot price (distribution price in China, cis - butadiene rubber (Daqing, BR9000) in CNPC East China) is 10275.0, the futures price is 10200.0, the basis is 75.0, and the basis rate is 0.73%. The historical quantile is 20.50% [1]. - Glass (FG601): The spot price (market price of float glass 5mm large board in Shahe, Shahe Great Wall Glass) is 1069.0, the futures price is 1032.0, the basis is 37.0, and the basis rate is 3.59%. The historical quantile is 65.96% [1]. - Soda Ash (SA601): The spot price (market price of heavy soda ash in Shahe) is 1226.0, the futures price is 1176.0, the basis is 50.0, and the basis rate is 4.25%. The historical quantile is 21.21% [1]. - Natural Rubber (RU2601): The spot price (market price in Shanghai, natural rubber (Yunnan state - owned full - latex)) is 15110.0, the futures price is 14550.0, the basis is 560.0, and the basis rate is 3.85%. The historical quantile is 66.73% [1]. Financial Products - Stock Index Futures - IF2512.CFE: The spot price is 4695.1, the futures price is 4672.0, the basis is - 23.1, and the basis rate is - 0.49%. The historical quantile is 19.90% [1]. - IH2512.CFE: The spot price is 3054.0, the futures price is 3053.9, the basis is 0.1, and the basis rate is 0.00%. The historical quantile is 57.
全品种价差日报-20251111
Guang Fa Qi Huo·2025-11-11 02:04