全品种价差日报-20251126
Guang Fa Qi Huo·2025-11-26 03:01

Report Date - The report date is November 26, 2025 [2] Metal Commodities Ferrous Metals - Silicon iron (SF603) has a basis of 60, a basis rate of 2.73%, and a historical quantile of 62.50%. The spot price is 5448, and the futures price is 5508 [1] - Silicon manganese (SM601) has a basis of 154, a basis rate of 54.10%, and a historical quantile of 54.20%. The spot price is 5790, and the futures price is 5636 [1] - Rebar (RB2601) has a basis of 144, a basis rate of 4.64%, and a historical quantile of 61.30%. The spot price is 3106, and the futures price is 3250 [1] - Hot - rolled coil (HC2601) has a basis of - 9, a basis rate of - 0.27%, and a historical quantile of 14.10%. The spot price is 3309, and the futures price is 3300 [1] - Iron ore (I2601) has a basis of - 19, a basis rate of - 1.14%, and a historical quantile of 52.99%. The spot price is 863, and the futures price is 879 [1] - Coke (J2601) has a basis of - 19, a basis rate of - 1.14%, and a historical quantile of 52.99%. The spot price is 1624, and the futures price is 1643 [1] - Coking coal (JM2601) has a basis of 137, a basis rate of 12.62%, and a historical quantile of 62.30%. The spot price is 1223, and the futures price is 1086 [1] Non - ferrous Metals - Copper (CU2601) has a basis of 10, a basis rate of 0.01%, and a historical quantile of 46.25%. The spot price is 86610, and the futures price is 86600 [1] - Aluminum (AL2601) has a basis of - 25, a basis rate of - 0.12%, and a historical quantile of 50.62%. The spot price is 21440, and the futures price is 21465 [1] - Alumina (AO2601) has a basis of - 30, a basis rate of - 0.13%, and a historical quantile of 55.83%. The spot price is 22330, and the futures price is 22360 [1] - Zinc (ZN2601) has a basis of 40, a basis rate of 0.18%, and a historical quantile of 56.82%. The spot price is 22360, and the futures price is 22320 [1] - Tin (SN2601) has a basis of - 90, a basis rate of - 0.03%, and a historical quantile of 47.08%. The spot price is 295200, and the futures price is 295290 [1] - Nickel (NI2601) has a basis of 540, a basis rate of 0.46%, and a historical quantile of 82.91%. The spot price is 116700, and the futures price is 116160 [1] - Stainless steel (SS2601) has a basis of 465, a basis rate of 3.75%, and a historical quantile of 85.40%. The spot price is 12870, and the futures price is 12405 [1] - Lithium carbonate (LC2605) has a basis of - 3350, a basis rate of - 3.51%, and a historical quantile of 14.75%. The spot price is 92050, and the futures price is 95400 [1] - Industrial silicon (SI2601) has a basis of 560, a basis rate of 6.26%, and a historical quantile of 36.89%. The spot price is 9500, and the futures price is 8940 [1] Precious Metals - Gold (AU2602) has a basis of 5.8, a basis rate of - 0.61%, and a historical quantile of 0.60%. The spot price is 946.5, and the futures price is 940.7 [1] - Silver (AG2602) has a basis of - 5.0, a basis rate of - 0.04%, and a historical quantile of 91.20%. The spot price is 12132.0, and the futures price is 12127.0 [1] Agricultural Commodities - Soybean meal (M2601) has a basis of 33.0, a basis rate of 1.10%, and a historical quantile of 32.80%. The spot price is 3013.0, and the futures price is 2980 [1] - Soybean oil (V2601) has a basis of 226.0, a basis rate of 2.78%, and a historical quantile of 46.20%. The spot price is 8370, and the futures price is 8144.0 [1] - Palm oil (P2601) has a basis of 20.0, a basis rate of 0.24%, and a historical quantile of 29.60%. The spot price is 8380, and the futures price is 8360.0 [1] - Rapeseed meal (RM601) has a basis of 139.0, a basis rate of 5.72%, and a historical quantile of 73.70%. The spot price is 2570, and the futures price is 2431.0 [1] - Rapeseed oil (OI601) has a basis of 342.0, a basis rate of 3.48%, and a historical quantile of 84.00%. The spot price is 10160, and the futures price is 9818.0 [1] - Corn (C2601) has a basis of 28.0, a basis rate of 1.25%, and a historical quantile of 56.10%. The spot price is 2270, and the futures price is 2242.0 [1] - Corn starch (CS2601) has a basis of 44.0, a basis rate of 1.72%, and a historical quantile of 21.40%. The spot price is 2600, and the futures price is 2556.0 [1] - Live pigs (LH2601) has a basis of 135.0, a basis rate of 1.18%, and a historical quantile of 47.80%. The spot price is 11550, and the futures price is 11415.0 [1] - Eggs (JD2601) has a basis of - 312.0, a basis rate of - 9.74%, and a historical quantile of 14.20%. The spot price is 2890, and the futures price is 3202.0 [1] - Cotton (CF601) has a basis of 954.0, a basis rate of 6.99%, and a historical quantile of 50.50%. The spot price is 14599, and the futures price is 13645.0 [1] - Sugar (SR601) has a basis of 228.0, a basis rate of 4.23%, and a historical quantile of 39.00%. The spot price is 5615, and the futures price is 5387.0 [1] - Red dates (CJ601) has a basis of - 275.0, a basis rate of - 3.00%, and a historical quantile of 76.70%. The spot price is 8900, and the futures price is 9175.0 [1] Energy and Chemical Commodities - Paraxylene (PX601) has a basis of 36.0, a basis rate of 0.54%, and a historical quantile of 35.00%. The spot price is 6754.0, and the futures price is 6718.0 [1] - PTA (TA601) has a basis of - 26.0, a basis rate of - 0.56%, and a historical quantile of 46.20%. The spot price is 4630.0, and the futures price is 4656.0 [1] - Ethylene glycol (EG2601) has a basis of 27.0, a basis rate of 0.70%, and a historical quantile of 66.40%. The spot price is 3900.0, and the futures price is 3873.0 [1] - Polyester staple fiber (PF602) has a basis of 66.0, a basis rate of 1.06%, and a historical quantile of 60.20%. The spot price is 6300.0, and the futures price is 6234.0 [1] - Styrene (EB2601) has a basis of 64.0, a basis rate of 0.99%, and a historical quantile of 43.20%. The spot price is 6510.0, and the futures price is 6446.0 [1] - Methanol (MA601) has a basis of - 7.0, a basis rate of - 0.34%, and a historical quantile of 33.50%. The spot price is 2060.0, and the futures price is 2067.0 [1] - Urea (UR601) has a basis of 0.0, a basis rate of 0.00%, and a historical quantile of 15.20%. The spot price is 1630.0, and the futures price is 1630.0 [1] - LLDPE (L2601) has a basis of 78.0, a basis rate of 1.15%, and a historical quantile of 46.20%. The spot price is 6840.0, and the futures price is 6762.0 [1] - PP (PP2601) has a basis of 153.0, a basis rate of 2.42%, and a historical quantile of 67.30%. The spot price is 6470.0, and the futures price is 6317.0 [1] - PVC (V2601) has a basis of - 31.0, a basis rate of - 0.69%, and a historical quantile of 75.20%. The spot price is 4491.0, and the futures price is 4460.0 [1] - Caustic soda (SH601) has a basis of 127.0, a basis rate of 5.65%, and a historical quantile of 68.30%. The spot price is 2375.0, and the futures price is 2248.0 [1] - LPG (PG2601) has a basis of 118.0, a basis rate of 2.79%, and a historical quantile of 37.70%. The spot price is 4348.0, and the futures price is 4230.0 [1] - Asphalt (BU2601) has a basis of - 48.0, a basis rate of - 1.56%, and a historical quantile of 42.80%. The spot price is 3068.0, and the futures price is 3020.0 [1] - Butadiene rubber (BR2601) has a basis of 130.0, a basis rate of 1.27%, and a historical quantile of 41.80%. The spot price is 10400.0, and the futures price is 10270.0 [1] - Floating glass (FG601) has a basis of - 30.0, a basis rate of - 3.05%, and a historical quantile of 66.17%. The spot price is 1014.0, and the futures price is 984.0 [1] - Soda ash (SA601) has a basis of - 30.0, a basis rate of - 2.56%, and a historical quantile of 28.99%. The spot price is 1173.0, and the futures price is 1143.0 [1] - Natural rubber (RU2601) has a basis of - 275.0, a basis rate of - 1.85%, and a historical quantile of 80.61%. The spot price is 15125.0, and the futures price is 14850.0 [1] Financial Futures - IF2512 has a basis of - 17.4, a basis rate of - 0.39%, and a historical quantile of 26.30%. The spot price is 4490.4, and the futures price is 4473.0 [1] - IH2512 has a basis of - 9.0, a basis rate of - 0.30%, and a historical quantile of 23.50%. The spot price is 2968.2, and the futures price is 2959.2 [1] - IC2512 has a basis of - 54.6, a basis rate of - 0.79%, and a historical quantile of 16.60%. The spot price is 6954.6, and the futures price is 6900.0 [1] - IM2512 has a basis of - 77.9, a basis rate of - 1.09%, and a historical quantile of 71.30%. The spot price is 7249.9, and the futures price is 7172.0 [1] - TS2603 has a basis of - 0.12, a basis rate of - 0.12%, and a historical quantile of 13.70%. The spot price is 105.97, and the futures price is 99.62 [1] - TF2603 has a basis of - 0.03, a basis rate of - 0.02%, and a historical quantile of 12.80%. The spot price is 108.24, and the futures price is 100.51 [1] - T2603 has a basis of 0.29, a basis rate of 0.25%, and a historical quantile of 40.70%. The spot price is 130.13, and the futures price is 115.28 [1]