Report Information - Report Title: All-variety Spread Daily Report [4] - Date: November 14, 2025 [3] - Data Sources: Wind, Mystel, GF Futures Research Institute [5] Commodity Market Analysis Ferrous Metals - Silicon Iron (SF601): Spot price is 5506, futures price is 5870, basis is 364, basis rate is 6.19%, and historical quantile is 47.10% [1] - Silicon Manganese (SM601): Spot price is 5756, futures price is not provided, basis and basis rate data are incomplete [1] - Rebar (RB2601): Spot price is 3046, futures price is 3270, basis is -224, basis rate is -6.85%, and historical quantile is 64.20% [1] - Hot Rolled Coil (HC2601): Spot and futures price data are incomplete [1] - Iron Ore (I2601): Spot price is 841, futures price is 873, basis is -32, basis rate is -3.67%, and historical quantile is 8.81% [1] - Coke (J2601): Spot price is 1689, futures price is 1686, basis is 3, basis rate is 0.18%, and historical quantile is 64.51% [1] - Coking Coal (JM2601): Spot price is 1301, futures price is 1214, basis is 87, basis rate is 7.17%, and historical quantile is 48.40% [1] Non-ferrous Metals - Copper (CU2512): Spot price is 87550, futures price is 87210, basis is 340, basis rate is 0.39%, and historical quantile is 17.50% [1] - Aluminum (AL2601): Spot price is 21920, futures price is 22050, basis is -130, basis rate is -0.59%, and historical quantile is 16.45% [1] - Alumina (AO2601): Spot price is 2851, futures price is 2840, basis is 11, basis rate is 0.39%, and historical quantile is 27.53% [1] - Zinc (ZN2512): Spot price is 22740, futures price is 22560, basis is 180, basis rate is 0.79%, and historical quantile is 16.87% [1] - Tin (SN2512): Spot price is 298140, futures price is 296000, basis is 2140, basis rate is 0.72%, and historical quantile is 8.95% [1] - Nickel (NI2512): Spot price is 119150, futures price is 118930, basis is 220, basis rate is 0.18%, and historical quantile is 68.33% [1] - Stainless Steel (SS2601): Spot price is 12475, futures price is 12920, basis is -445, basis rate is -3.57%, and historical quantile is 83.90% [1] - Lithium Carbonate (LC2601): Spot price is 87840, futures price is 84350, basis is 3490, basis rate is 3.97%, and historical quantile is 13.87% [1] - Industrial Silicon (212601): Spot price is 9145, futures price is 9500, basis is -355, basis rate is -3.88%, and historical quantile is 25.66% [1] Precious Metals - Gold (AU2512): Spot price is 958.7, futures price is 961.2, basis is -2.6, basis rate is -0.27%, and historical quantile is 30.40% [1] - Silver (AG2512): Spot price is 12588.0, futures price is 12563.0, basis is 25.0, basis rate is 0.20%, and historical quantile is 39.00% [1] Agricultural Products - Soybean Meal (M2601): Spot price is 3071.0, futures price is 3000, basis is 71.0, basis rate is 2.31%, and historical quantile is 25.60% [1] - Soybean Oil (Y2601): Spot price is 8490, futures price is 8316.0, basis is 174.0, basis rate is 2.09%, and historical quantile is 35.80% [1] - Palm Oil (P2601): Spot price is 8670, futures price is 8752.0, basis is -82.0, basis rate is -0.94%, and historical quantile is 7.90% [1] - Rapeseed Meal (RM601): Spot price is 2610, futures price is 2492.0, basis is 118.0, basis rate is 4.74%, and historical quantile is 68.20% [1] - Rapeseed Oil (OI601): Spot price is 10300, futures price is 9975.0, basis is 325.0, basis rate is 3.26%, and historical quantile is 83.20% [1] - Corn (C2601): Spot price is 2200, futures price is 2186.0, basis is 14.0, basis rate is 0.64%, and historical quantile is 49.70% [1] - Corn Starch (CS2601): Spot price is 2550, futures price is 2507.0, basis is 43.0, basis rate is 1.72%, and historical quantile is 21.20% [1] - Live Hogs (LH2601): Spot price is 12000, futures price is 11860.0, basis is 140.0, basis rate is 1.18%, and historical quantile is 47.60% [1] - Eggs (JD2512): Spot price is 3040.0, futures price is 2840, basis is 200.0, basis rate is 6.58%, and historical quantile is 19.20% [1] - Cotton (CF601): Spot price is 13490.0, futures price is 14614, basis is -1124.0, basis rate is -7.69%, and historical quantile is 8.33% [1] - Sugar (SR601): Spot price is 5760, futures price is 5512.0, basis is 248.0, basis rate is 4.50%, and historical quantile is 6.40% [1] - Apples (AP601): Spot price is 8840, futures price is 9504.0, basis is -664.0, basis rate is -6.99%, and historical quantile is 1.60% [1] - Red Dates (CJ601): Spot price is 9195.0, futures price is 8900, basis is 295.0, basis rate is 3.21%, and historical quantile is 75.90% [1] Energy and Chemicals - Paraxylene (PX601): Spot price is 6756.0, futures price is 6836.0, basis is -80.0, basis rate is -1.17%, and historical quantile is 13.50% [1] - PTA (TA601): Spot price is 4575.0, futures price is 4700.0, basis is -125.0, basis rate is -2.66%, and historical quantile is 13.30% [1] - Ethylene Glycol (EG2601): Spot price is 3945.0, futures price is 3892.0, basis is 53.0, basis rate is 1.36%, and historical quantile is 78.10% [1] - Polyester Staple Fiber (PF602): Spot price is 6295.0, futures price is 6224.0, basis is 71.0, basis rate is 1.14%, and historical quantile is 61.70% [1] - Styrene (EB2512): Spot price is 6437.0, futures price is 6440.0, basis is -3.0, basis rate is -0.05%, and historical quantile is 25.70% [1] - Methanol (MA601): Spot price is 2103.0, futures price is 2072.0, basis is 31.0, basis rate is 1.47%, and historical quantile is 19.30% [1] - Urea (UR601): Spot price is 1600.0, futures price is 1658.0, basis is -58.0, basis rate is -3.50%, and historical quantile is 3.80% [1] - LLDPE (L2601): Spot price is 6865.0, futures price is 6818.0, basis is 47.0, basis rate is 0.69%, and historical quantile is 36.60% [1] - PP (PP2601): Spot price is 6495.0, futures price is 6480.0, basis is 15.0, basis rate is 0.23%, and historical quantile is 29.50% [1] - PVC (V2601): Spot price is 4586.0, futures price is 4510.0, basis is 76.0, basis rate is 1.66%, and historical quantile is 64.50% [1] - Caustic Soda (SH601): Spot price is 2468.8, futures price is 2337.0, basis is 131.8, basis rate is 5.64%, and historical quantile is 70.40% [1] - LPG (PG2512): Spot price is 4498.0, futures price is 4324.0, basis is 174.0, basis rate is 3.87%, and historical quantile is 41.50% [1] - Asphalt (BU2601): Spot price is 3029.0, futures price is 3010.0, basis is 19.0, basis rate is 0.63%, and historical quantile is 48.60% [1] - Butadiene Rubber (BR2601): Spot price is 10480.0, futures price is 10300.0, basis is 180.0, basis rate is 1.72%, and historical quantile is 12.00% [1] - Glass (FG601): Spot price is 1056.0, futures price is 1028.0, basis is 28.0, basis rate is 2.72%, and historical quantile is 68.69% [1] - Soda Ash (SA601): Spot price is 1239.0, futures price is 1194.0, basis is 45.0, basis rate is 3.63%, and historical quantile is 24.57% [1] - Natural Rubber (RU2601): Spot price is 15390.0, futures price is 14800.0, basis is 590.0, basis rate is 3.99%, and historical quantile is 64.89% [1] Financial Futures - Stock Index Futures: - IF2512.CFE: Spot price is 4702.1, futures price is 4677.0, basis is -25.1, basis rate is -0.54%, and historical quantile is 18.00% [1] - IH2512.CFE: Spot price is 3073.7, futures price is 3068.8, basis is 4.9, basis rate is 0.16%, and historical quantile is 34.40% [1] - IC2512.CFE: Spot price is 7355.3, futures price is 7269.0, basis is 86.3, basis rate is 1.19%, and historical quantile is 5.60% [1] - IM2512.CFE: Spot price is 7590.6, futures price is 7478.4, basis is 112.2, basis rate is 1.50%, and historical quantile is 16.80% [1] - Treasury Bond Futures: - TS2512: Spot price is 102.46, futures price is 100.04, basis is 0.01, basis rate is 0.01%, and historical quantile is 22.70% [1] - TF2512: Spot price is 105.88, futures price is 106.51, basis is -0.11, basis rate is -0.10%, and historical quantile is 26.60% [1] - T2512: Spot price is 108.42, futures price is 106.51, basis is 0.19, basis rate is 0.16%, and historical quantile is 29.80% [1] - TL2512: Spot price is 131.08, futures price is 116.13, basis is 0.19, basis rate is 0.16%, and historical quantile is 26.60% [1]
全品种价差日报-20251114
Guang Fa Qi Huo·2025-11-14 03:17