全品种价差日报-20251118
Guang Fa Qi Huo·2025-11-18 06:14

Report Information - Report Title: All-variety Spread Daily Report [3] - Date: November 18, 2025 [3] - Data Sources: Wind, Mysteel, GF Futures Research Institute [4] Core Data Summary Ferrous Metals - Silicon Iron (SF601): Futures price is 5566, down 8; spot price is 5870, with a basis rate of 1.35% [1] - Silicon Manganese (SM601): Futures price not fully shown; spot price related to the reference has a basis rate information, and the historical quantile is 40.20% [1] - Rebar (RB2601): Futures price is 3097; spot price of HRB400 20mm in Shanghai is 3220, with a basis rate of 3.97% [1] - Hot Rolled Coil (HC2601): Futures price is 3310; spot price is 3302, up 0.24% [1] - Iron Ore (I2601): Futures price is 789; spot price of 62.5% Brazilian mixed powder at Rizhao Port is 850, up 7.83% [1] - Coke (J2601): Futures price is 1710; spot price of quasi - first - class metallurgical coke at Rizhao Port is 1689, up 51.73% [1] - Coking Coal (JM2601): Futures price is 1301; spot price of S1.3 G75 main coking coal at Shaheyi is 1210, up 7.52% [1] Non - ferrous Metals - Copper (CU2512): Futures price is 86510; spot price of SMM 1 electrolytic copper is 86450, with a basis rate of 0.07% [1] - Aluminum (AL2601): Futures price is 21725; spot price of SMM A00 aluminum is 21630, with a basis rate of 24.37% [1] - Alumina (AO2601): Futures price is 2817; spot price of SMM alumina index is 2846, with a basis rate of 1.03% [1] - Zinc (ZN2512): Futures price is 22330; spot price of SMM 1 zinc ingot is 22465, down 0.60% [1] - Tin (SN2512): Futures price is 289900; spot price of SMM 1 tin is 290360, down 0.10% [1] - Nickel (NI2512): Futures price is 117225; spot price of SMM 1 imported nickel is 116750, up 0.41% [1] - Stainless Steel (SS2601): Futures price is 12870; spot price is 12415, up 3.66% [1] - Lithium Carbonate (LC2601): Futures price is 95200; spot price of SMM battery - grade lithium carbonate is 86150, down 9.51% [1] - Industrial Silicon (SI2601): Futures price is 9500; spot price of SMM silicon is 9080, up 4.63% [1] Precious Metals - Gold (AU2512): Futures price is 929.5; spot price of Shanghai Gold Exchange's gold (T + D) is 930.2, with a basis rate of 0.08% [1] - Silver (AG2602): Futures price is 11933.0; spot price of Shanghai Gold Exchange's silver (T + D) is 11970.0, with a basis rate of 0.31% [1] Agricultural Products - Soybean Meal (M2601): Futures price is 3043.0; spot price of ordinary protein soybean meal in Zhangjiagang, Jiangsu is 2990, down 1.74% [1] - Soybean Oil (Y2601): Futures price is 8490; spot price of fourth - grade soybean oil in Zhangjiagang, Jiangsu is 8282.0, up 2.51% [1] - Palm Oil (P2601): Futures price is 8680.0; spot price in Huangpu Port is 8640, down 0.46% [1] - Rapeseed Meal (RM601): Futures price is 2520; spot price of ordinary rapeseed meal in Zhanjiang, Guangdong is 2449.0, up 60.10% [1] - Rapeseed Oil (OI601): Futures price is 10230; spot price of fourth - grade rapeseed oil in Nantong, Jiangsu is 9880.0, up 3.54% [1] - Corn (C2601): Futures price is 2230; spot price at Jinzhou Port is 2182.0, up 2.45% [1] - Corn Starch (CS2601): Futures price is 2550; spot price in Changchun, Jilin is 2489.0, down 0.38% [1] - Pig (LH2601): Futures price is 11695.0; spot price in Henan is 11650, down 45.0 [1] - Egg (JD2601): Futures price is 3229.0; spot price in Shijiazhuang, Hebei is 2840, down 12.05% [1] - Cotton (CF601): Futures price is 14579; spot price of 3128B cotton in Xinjiang is 13445.0, up 5.53% [1] - Sugar (SR601): Futures price is 5760; spot price at Liuzhou Station is 5458.0, up 49.00% [1] - Apple (AP601): Futures price is 8840; spot price of apple's delivery theoretical price is 9438.0, down 6.34% [1] - Red Dates (CJ601): Futures price is 8900; spot price of first - grade grey dates in Hebei is 9270.0, down 3.99% [1] Energy and Chemicals - Paraxylene (PX601): Futures price is 6796.0; spot price at China's main ports is 6805.0, with a basis rate of 0.13% [1] - PTA (TA601): Futures price is 4620.0; spot price in the East China region is 4692.0, down 1.53% [1] - Ethylene Glycol (EG2601): Futures price is 3938.0; spot price in the East China region is 3975.0, with a basis rate of 0.94% [1] - Polyester Staple Fiber (PF602): Futures price is 6230.0; spot price in the East China market is 6295.0, up 1.04% [1] - Styrene (EB2512): Futures price is 6496.0; spot price in East China is 6535.0, with a basis rate of 0.60% [1] - Methanol (MA601): Futures price is 2012.0; spot price in Taicang, Jiangsu is 2029.0, down 0.84% [1] - Urea (UR601): Futures price is 1590.0; spot price in Shandong is 1662.0, up 2.30% [1] - LLDPE (L2601): Futures price is 6843.0; spot price in Shandong is 6925.0, up 1.20% [1] - PP (PP2601): Futures price is 6467.0; spot price in Zhejiang is 6500.0, with a basis rate of 0.51% [1] - PVC (V2601): Futures price is 4601.0; spot price in Changzhou is 4510.0, down 1.98% [1] - Caustic Soda (SH601): Futures price is 2291.0; spot price in Shandong is 2437.5, with a basis rate of 6.39% [1] - LPG (PG2512): Futures price is 4398.0; spot price in Guangzhou is 4410.0, down 0.27% [1] - Asphalt (BU2601): Futures price is 3032.0; spot price in Shandong is 3020.0, down 0.40% [1] - Butadiene Rubber (BR2601): Futures price is 10455.0; spot price in East China is 10500.0, up 0.43% [1] - Float Glass (FG601): Futures price is 1029.0; spot price in Shahe is 1008.0, up 70.16% [1] - Soda Ash (SA601): Futures price is 1231.0; spot price in Shahe is 1181.0, down 4.23% [1] - Natural Rubber (RU2601): Futures price is 15315.0; spot price in Shanghai is 14800.0, down 3.48% [1] Financial Futures - Stock Index Futures: - IF2512.CFE: Futures price is 4598.1; basis is - 16.7, down 0.36% [1] - IH2512.CFE: Futures price is 3009.2; basis is - 2.9, down 0.10% [1] - IC2512.CFE: Futures price is 7235.4; basis is - 92.0, down 1.2% [1] - IM2512.CFE: Futures price is 7523.1; basis is - 128.7, down 1.74% [1] - Treasury Bond Futures: - 2 - year Treasury Bond (TS2512): Futures price is 102.48; conversion factor is 0.9765 [1] - 5 - year Treasury Bond (TF2512): Futures price is 105.89; conversion factor is 0.9405 [1] - 10 - year Treasury Bond (T2512): Futures price is 106.53; conversion factor is 0.9814 [1] - 30 - year Treasury Bond (TL2512): Futures price is 116.46; conversion factor is 1.1271 [1]