全品种价差日报-20251119

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View No clear core view presented in the given content. It mainly shows a comprehensive list of various commodity and financial futures' price - related data including spot prices, futures prices, basis, basis rates, and historical quantiles. 3. Summary by Categories Metals and Minerals - Ferrous Metals: For silicon iron (SF601), the spot price is 5870, the futures price is 5680, and the basis rate is 3.35%. For silicon manganese (SM601), the spot price is 6517. For HRB400 20mm rebar (RB2601), the spot price is 3230, the futures price is 3090, and the basis rate is 4.53%. The price of iron ore (I2601) has a spot price of 856 and a futures price of 792, with a basis rate of 8.03%. Coke (J2601) has a spot price of 1650 and a futures price of 1646, and the basis rate is - 0.22%. Coking coal (JM2601) has a spot price of 1291 and a futures price of 1159, with a basis rate of 11.39% [1]. - Non - ferrous Metals: Copper (CU2512) has a spot price of 86005, a futures price of 85650, and the basis rate is 0.41%. Aluminum (AL2601) has a spot price of 21465, a futures price of 21460, and the basis rate is - 0.02%. Zinc (ZN2512) has a spot price of 22310, a futures price of 22250, and the basis rate is - 0.27%. Tin (SN2512) has a spot price of 289400, a futures price of 288880, and the basis rate is 0.18% [1]. Precious Metals - Gold (AU2512) has a spot price of 918.5, a futures price of 915.6, and the basis rate is - 0.32%. Silver (AG2602) has a spot price of 11699.0, a futures price of 11697.0, and the basis rate is - 0.02% [1]. Agricultural Products - For soybean meal (M2601), the spot price is 3041.0, the futures price is 3010, and the basis rate is - 1.02%. For soybean oil (Y2601), the spot price is 8500, the futures price is 8320.0, and the basis rate is 2.16%. For palm oil (P2601), the spot price is 8708.0, the futures price is 8630, and the basis rate is - 0.90% [1]. Energy and Chemicals - PX (PX601) has a spot price of 6780.0, a futures price of 6768.0, and the basis rate is 0.18%. PTA (TA601) has a spot price of 4670.0, a futures price of 4600.0, and the basis rate is - 1.50%. Ethylene glycol (EG2601) has a spot price of 3935.0, a futures price of 3907.0, and the basis rate is 0.72% [1]. Financial Futures - For stock index futures, IF2512.CFE has a spot price of 4568.2, a futures price of 4555.0, and the basis rate is - 0.29%. IH2512.CFE has a spot price of 2997.6, a futures price of 3003.0, and the basis rate is - 0.18%. IC2512.CFE has a spot price of 7151.0, a futures price of 7079.8, and the basis rate is - 1.01%. For bond futures, 2 - year bond (TS2512) has a spot price of 102.49, a futures price of 100.05, and the basis rate is - 0.03% [1].