Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core Viewpoints No clear core viewpoints are presented in the given content, which mainly lists the prices, basis, basis rates, and historical quantiles of various futures and spot commodities. 3. Summary by Categories Ferrous Metals - For silicon - iron (SF601), the spot price is 5490 with a 1.24% change, and the futures price is 5490, with a basis of 0 and a basis rate of 0%. The historical quantile is 64.10% [1]. - For silicon - manganese (SM601), the spot price is 5870, and the futures price is 5762, with a basis of 108 and a basis rate of 1.87%. The historical quantile is 45.50% [1]. - For HRB400 20mm rebar (RB2601), the spot price is 3190 with a 5.00% change, and the futures price is 3038, with a basis of 152 and a basis rate of 5.00%. The historical quantile is 63.70% [1]. - For Q235B hot - rolled coil (HC2601), the spot price is 3270, and the futures price is 3255, with a basis of 15 and a basis rate of 0.46%. The historical quantile is 23.80% [1]. - For iron ore (I2601), the spot price is 842 with an 8.74% change, and the futures price is 774, with a basis of 68 and a basis rate of 8.74%. The historical quantile is 53.10% [1]. - For coke (J2601), the spot price is 1700, and the futures price is 1690, with a basis of 10 and a basis rate of 0.61%. The historical quantile is 68.29% [1]. - For coking coal (JM2601), the spot price is 1301, and the futures price is 1219, with a basis of 82 and a basis rate of 6.73%. The historical quantile is 46.80% [1]. Non - Ferrous Metals - For copper (CU2512), the spot price is 86840, and the futures price is 86795, with a basis of 45 and a basis rate of 0.05%. The historical quantile is 39.16% [1]. - For aluminum (AL2601), the spot price is 21880, and the futures price is 21670, with a basis of 210 and a basis rate of 0.96%. The historical quantile is 4.37% [1]. - For zinc (ZN2512), the spot price is 22680, and the futures price is 22540, with a basis of 140 and a basis rate of 0.62%. The historical quantile is 25.62% [1]. - For tin (SN2512), the spot price is 292440, and the futures price is 291000, with a basis of 1440 and a basis rate of 0.49%. The historical quantile is 16.04% [1]. - For nickel (NI2512), the spot price is 119000, and the futures price is 118710, with a basis of 290 and a basis rate of 0.24%. The historical quantile is 70.83% [1]. - For stainless steel (SS2601), the spot price is 12870, and the futures price is 12425, with a basis of 445 and a basis rate of 3.58%. The historical quantile is 84.12% [1]. - For lithium carbonate (LC2601), the spot price is 86580, and the futures price is 83300, with a basis of 3280 and a basis rate of 3.79%. The historical quantile is 16.07% [1]. - For industrial silicon (SI2601), the spot price is 9500, and the futures price is 9195, with a basis of 305 and a basis rate of 3.21%. The historical quantile is 23.35% [1]. Precious Metals - For gold (AU2512), the spot price is 945.8, and the futures price is 944.3, with a basis of 1.5 and a basis rate of 0.16%. The historical quantile is 55.40% [1]. - For silver (AG2512), the spot price is 12092.0, and the futures price is 12073.0, with a basis of 19.0 and a basis rate of 0.16%. The historical quantile is 98.50% [1]. Agricultural Products - For soybean meal (M2601), the spot price is 3059.0, and the futures price is 3000, with a basis of 59.0 and a basis rate of 1.93%. The historical quantile is 28.80% [1]. - For soybean oil (Y2601), the spot price is 8470, and the futures price is 8288.0, with a basis of 182.0 and a basis rate of 2.20%. The historical quantile is 36.80% [1]. - For palm oil (P2601), the spot price is 8744.0, and the futures price is 8710, with a basis of 34.0 and a basis rate of 0.39%. The historical quantile is 15.90% [1]. - For rapeseed meal (RM601), the spot price is 2610, and the futures price is 2494.0, with a basis of 116.0 and a basis rate of 4.65%. The historical quantile is 67.70% [1]. - For rapeseed oil (OI601), the spot price is 10180, and the futures price is 9840.0, with a basis of 340.0 and a basis rate of 3.46%. The historical quantile is 83.50% [1]. - For corn (C2601), the spot price is 2190, and the futures price is 2177.0, with a basis of 13.0 and a basis rate of 0.60%. The historical quantile is 48.70% [1]. - For corn starch (CS2601), the spot price is 2550, and the futures price is 2490.0, with a basis of 60.0 and a basis rate of 2.41%. The historical quantile is 26.50% [1]. - For live pigs (LH2601), the spot price is 11850, and the futures price is 11795.0, with a basis of 55.0 and a basis rate of 0.47%. The historical quantile is 45.60% [1]. - For eggs (JD2512), the spot price is 3063.0, and the futures price is 2840, with a basis of 223.0 and a basis rate of 7.28%. The historical quantile is 16.70% [1]. - For cotton (CF601), the spot price is 14670, and the futures price is 13515.0, with a basis of 1155.0 and a basis rate of 8.55%. The historical quantile is 79.20% [1]. - For sugar (SR601), the spot price is 5760, and the futures price is 5478.0, with a basis of 282.0 and a basis rate of 5.15%. The historical quantile is 6.50% [1]. - For apples (AP601), the spot price is 9207.0, and the futures price is 8840, with a basis of 367.0 and a basis rate of 3.99%. The historical quantile is 6.70% [1]. - For red dates (CJ601), the spot price is 9365.0, and the futures price is 9000, with a basis of 365.0 and a basis rate of 3.90%. The historical quantile is 75.10% [1]. Energy and Chemicals - For paraxylene (PX601), the spot price is 6774.0, and the futures price is 6768.0, with a basis of 6.0 and a basis rate of 0.09%. The historical quantile is 25.30% [1]. - For PTA (TA601), the spot price is 4670.0, and the futures price is 4585.0, with a basis of 85.0 and a basis rate of 1.82%. The historical quantile is 21.50% [1]. - For ethylene glycol (EG2601), the spot price is 3945.0, and the futures price is 3891.0, with a basis of 54.0 and a basis rate of 1.39%. The historical quantile is 78.30% [1]. - For polyester staple fiber (PF602), the spot price is 6315.0, and the futures price is 6242.0, with a basis of 73.0 and a basis rate of 1.17%. The historical quantile is 61.80% [1]. - For styrene (EB2512), the spot price is 6330.0, and the futures price is 6306.0, with a basis of 24.0 and a basis rate of 0.38%. The historical quantile is 33.60% [1]. - For methanol (MA601), the spot price is 2108.0, and the futures price is 2072.0, with a basis of 36.0 and a basis rate of 1.71%. The historical quantile is 16.10% [1]. - For urea (UR601), the spot price is 1655.0, and the futures price is 1600.0, with a basis of 55.0 and a basis rate of 3.43%. The historical quantile is 3.90% [1]. - For LLDPE (L2601), the spot price is 6865.0, and the futures price is 6788.0, with a basis of 77.0 and a basis rate of 1.13%. The historical quantile is 45.80% [1]. - For PP (PP2601), the spot price is 6495.0, and the futures price is 6460.0, with a basis of 35.0 and a basis rate of 0.54%. The historical quantile is 35.00% [1]. - For PVC (V2601), the spot price is 4581.0, and the futures price is 4510.0, with a basis of 71.0 and a basis rate of 1.55%. The historical quantile is 65.60% [1]. - For caustic soda (SH601), the spot price is 2469.0, and the futures price is 2344.0, with a basis of 125.0 and a basis rate of 5.32%. The historical quantile is 68.50% [1]. - For LPG (PG2512), the spot price is 4498.0, and the futures price is 4358.0, with a basis of 140.0 and a basis rate of 3.14%. The historical quantile is 39.20% [1]. - For asphalt (BU2601), the spot price is 3063.0, and the futures price is 3020.0, with a basis of 43.0 and a basis rate of 1.40%. The historical quantile is 43.70% [1]. - For butadiene rubber (BR2601), the spot price is 10430.0, and the futures price is 10200.0, with a basis of 230.0 and a basis rate of 2.21%. The historical quantile is 9.20% [1]. - For glass (FG601), the spot price is 1049.0, and the futures price is 1028.0, with a basis of 21.0 and a basis rate of 2.04%. The historical quantile is 70.58% [1]. - For soda ash (SA601), the spot price is 1214.0, and the futures price is 1164.0, with a basis of 50.0 and a basis rate of 4.30%. The historical quantile is 21.21% [1]. - For natural rubber (RU2601), the spot price is 15220.0, and the futures price is 14750.0, with a basis of 470.0 and a basis rate of 3.19%. The historical quantile is 71.22% [1]. Financial Futures - For IF2512.CFE, the spot price is 4645.9, and the futures price is 4628.0, with a basis of 17.9 and a basis rate of 0.39%. The historical quantile is 25.70% [1]. - For IH2512.CFE, the spot price is 3044.3, and the futures price is 3042.8, with a basis of 1.5 and a basis rate of 0.05%. The historical quantile is 48.10% [1]. - For IC2512.CFE, the spot price is 7243.2, and the futures price is 7155.2, with a basis of 88.0 and a basis rate of 1.21%. The historical quantile is 5.30% [1]. - For IM2512.CFE, the spot price is 7486.4, and the futures price is 7369.8, with a basis of 116.6 and a basis rate of 1.58%. The historical quantile is 16.20% [1]. - For 2 - year Treasury bond futures (TS2512), the spot price is 102.47, and the futures price is 100.05, with a basis of 2.42 and a basis rate of 2.41%. The historical quantile is 21.60% [1]. - For 5 - year Treasury bond futures (TF2512), the spot price is 105.97, and the futures price is 100.05, with a basis of 5.92 and a basis rate of 5.92%. The historical quantile is 27.30% [1]. - For 10 - year Treasury bond futures (T2512), the spot price is 108.52, and the futures price is 106.59, with a basis of 1.93 and a basis rate of 1.81%. The historical quantile is 0.08% [1]. - For 30 - year Treasury bond futures (TL2512), the spot price is 131.43, and the futures price is 116.43, with a basis of 15.0 and a basis rate of 12.88%. The historical quantile is 28.90% [1].
全品种价差日报-20251113
Guang Fa Qi Huo·2025-11-13 01:32