Report Summary 1. Report Industry Investment Rating No information provided. 2. Report Core View No clear core view is presented in the given content. It mainly shows the price data of various futures and spot products. 3. Summary by Related Catalogs Ferrous Metals - Silicon iron (SF603): The spot price is 5478, the futures price is 5416, the basis is 62, the basis rate is 1.14%, and the historical quantile is 62.90% [1]. - Silicon manganese (SM601): The spot price is 5630 [1]. - Rebar (RB2601): The spot price in Shanghai is 3099, the futures price is 3250, the basis is -151, the basis rate is -4.87%, and the historical quantile is 63.30% [1]. - Hot - rolled coil (HC2601): The spot price is 3290, the futures price is 3304, the basis is -14, the basis rate is -0.42%, and the historical quantile is 12.30% [1]. - Iron ore (I2601): The spot price is 850, the futures price is 797, the basis is 53, the basis rate is 6.65% (calculated), and the historical quantile is 49.00% [1]. - Coke (J2601): The spot price is 1624, the futures price is 1624 (assumed from incomplete data), the basis is 0, the basis rate is 0% (calculated), and the historical quantile is 66.71% [1]. - Coking coal (JM2601): The spot price is 1200, the futures price is 1085, the basis is 115, the basis rate is 10.60% (calculated), and the historical quantile is 56.50% [1]. Non - ferrous Metals - Copper (CU2601): The spot price is 86655, the futures price is 86590, the basis is 65, the basis rate is 0.075% (calculated), and the historical quantile is 53.33% [1]. - Aluminum (AL2601): The spot price is 21400, the futures price is 21455, the basis is -55, the basis rate is -0.26%, and the historical quantile is 38.33% [1]. - Alumina (AO2601): The spot price is 2833, the futures price is 2720, the basis is 113, the basis rate is 4.14%, and the historical quantile is 58.59% [1]. - Zinc (ZN2601): The spot price is 22330, the futures price is 22355, the basis is -25, the basis rate is -0.11%, and the historical quantile is 57.08% [1]. - Tin (SN2601): The spot price is 295200, the futures price is 295880, the basis is -680, the basis rate is -0.23%, and the historical quantile is 29.37% [1]. - Nickel (NI2601): The spot price is 117260, the futures price is 117800, the basis is -540, the basis rate is -0.46% (calculated), and the historical quantile is 82.91% [1]. - Stainless steel (SS2601): The spot price is 12455, the futures price is 12870, the basis is -415, the basis rate is -3.22% (calculated), and the historical quantile is 77.46% [1]. - Lithium carbonate (LC2605): The spot price is 92800, the futures price is 96340, the basis is -3540, the basis rate is -3.67% (calculated), and the historical quantile is 13.65% [1]. - Industrial silicon (215601): The spot price is 9500, the futures price is 9020, the basis is 480, the basis rate is 5.32%, and the historical quantile is 32.79% [1]. Precious Metals - Gold (AU2602): The spot price is 941.2, the futures price is 946.7, the basis is -5.5, the basis rate is -0.59%, and the historical quantile is 55.00% [1]. - Silver (AG2602): The spot price is 12209.0, the futures price is 12227.0, the basis is -18.0, the basis rate is -0.15%, and the historical quantile is 55.00% [1]. Agricultural Products - Soybean meal (M2601): The spot price is 2980, the futures price is 3015.0, the basis is -35.0, the basis rate is -1.16% (calculated), and the historical quantile is 32.60% [1]. - Soybean oil (Y2601): The spot price is 8330, the futures price is 8150.0, the basis is 180.0, the basis rate is 2.21%, and the historical quantile is 36.80% [1]. - Palm oil (P2601): The spot price is 8390, the futures price is 8440.0, the basis is -50.0, the basis rate is -0.59%, and the historical quantile is 13.30% [1]. - Rapeseed meal (RM601): The spot price is 2540, the futures price is 2439.0, the basis is 101.0, the basis rate is 4.14%, and the historical quantile is 64.80% [1]. - Rapeseed oil (Oleo1): The spot price is 10100, the futures price is 9819.0, the basis is 281.0, the basis rate is 2.86%, and the historical quantile is 79.30% [1]. - Corn (C2601): The spot price is 2290, the futures price is 2235.0, the basis is 55.0, the basis rate is 2.46%, and the historical quantile is 69.50% [1]. - Corn starch (CS2601): The spot price is 2600, the futures price is 2551.0, the basis is 49.0, the basis rate is 1.92%, and the historical quantile is 22.80% [1]. - Live pigs (LH2601): The spot price is 11400, the futures price is 11540.0, the basis is -140.0, the basis rate is -1.21%, and the historical quantile is 40.10% [1]. - Eggs (JD2601): The spot price is 3225.0, the futures price is 2890, the basis is 335.0, the basis rate is 11.86% (calculated), and the historical quantile is 13.80% [1]. - Cotton (CF601): The spot price is 14700, the futures price is 13625.0, the basis is 1075.0, the basis rate is 7.90% (calculated), and the historical quantile is 69.30% [1]. - Sugar (SR601): The spot price is 5379.0, the futures price is 5615, the basis is -236.0, the basis rate is -4.20% (calculated), and the historical quantile is 39.40% [1]. - Apples (AP601): The spot price is 9531.0, the futures price is 9000, the basis is 531.0, the basis rate is 5.70%, and the historical quantile is 5.70% [1]. - Red dates (CJ601): The spot price is 9160.0, the futures price is 8900, the basis is 260.0, the basis rate is 2.89% (calculated), and the historical quantile is 76.70% [1]. Energy and Chemicals - Paraxylene (PX601): The spot price is 6774.0, the futures price is 6765.0, the basis is 9.0, the basis rate is 0.13% (calculated), and the historical quantile is 25.00% [1]. - PTA (TA601): The spot price is 4640.0, the futures price is 4684.0, the basis is -44.0, the basis rate is -0.94% (calculated), and the historical quantile is 39.40% [1]. - Ethylene glycol (EG2601): The spot price is 3900.0, the futures price is 3896.0, the basis is 4.0, the basis rate is 0.10%, and the historical quantile is 61.10% [1]. - Polyester staple fiber (PF602): The spot price is 6300.0, the futures price is 6264.0, the basis is 36.0, the basis rate is 0.57%, and the historical quantile is 52.30% [1]. - Styrene (EB2601): The spot price is 6533.0, the futures price is 6585.0, the basis is -52.0, the basis rate is -0.80%, and the historical quantile is 40.90% [1]. - Methanol (MA601): The spot price is 2094.0, the futures price is 2088.0, the basis is 6.0, the basis rate is 0.29% (calculated), and the historical quantile is 34.50% [1]. - Urea (UR601): The spot price is 1630.0, the futures price is 1654.0, the basis is -24.0, the basis rate is -1.45%, and the historical quantile is 9.80% [1]. - LLDPE (L2601): The spot price is 6810.0, the futures price is 6707.0, the basis is 103.0, the basis rate is 1.54%, and the historical quantile is 54.70% [1]. - PP (PP2601): The spot price is 6460.0, the futures price is 6265.0, the basis is 195.0, the basis rate is 3.11%, and the historical quantile is 74.30% [1]. - PVC (V2601): The spot price is 4440.0, the futures price is 4489.0, the basis is -49.0, the basis rate is -1.09%, and the historical quantile is 70.30% [1]. - Caustic soda (SH601): The spot price is 2375.0, the futures price is 2229.0, the basis is 146.0, the basis rate is 6.55%, and the historical quantile is 71.30% [1]. - LPG (PG2601): The spot price is 4348.0, the futures price is 4288.0, the basis is 60.0, the basis rate is 1.38% (calculated), and the historical quantile is 34.50% [1]. - Asphalt (BU2601): The spot price is 3043.0, the futures price is 3020.0, the basis is 23.0, the basis rate is 0.76% (calculated), and the historical quantile is 47.60% [1]. - Butadiene rubber (BR2601): The spot price is 10400.0, the futures price is 10360.0, the basis is 40.0, the basis rate is 0.39%, and the historical quantile is 56.72% [1]. - Soda ash (SA601): The spot price is 1173.0, the futures price is 1143.0, the basis is 30.0, the basis rate is 2.62% (calculated), and the historical quantile is 28.99% [1]. - Natural rubber (RU2601): The spot price is 15195.0, the futures price is 14650.0, the basis is 545.0, the basis rate is 3.60% (calculated), and the historical quantile is 66.12% [1]. Financial Futures - IF2512: The spot price is 4517.6, the futures price is 4493.0, the basis is -24.6, the basis rate is -0.55%, and the historical quantile is 18.50% [1]. - IH2512: The spot price is 2971.8, the futures price is 2964.6, the basis is -7.2, the basis rate is -0.24%, and the historical quantile is 28.20% [1]. - IC2512: The spot price is 6965.0, the futures price is 6909.4, the basis is -55.6, the basis rate is -0.81%, and the historical quantile is 16.00% [1]. - IM2512: The spot price is 7248.4, the futures price is 7176.2, the basis is 72.2, the basis rate is 1.01%, and the historical quantile is 72.60% [1]. - 2 - year bond (TS2603): The spot price is 102.38, the futures price is 99.57, the basis is 2.81 (calculated), the basis rate is 2.82% (calculated), and the historical quantile is 12.80% [1]. - 5 - year bond (TF2603): The spot price is 105.79, the futures price is 100.36, the basis is 5.43 (calculated), the basis rate is 5.41% (calculated), and the historical quantile is 29.60% [1]. - 10 - year bond (T2603): The spot price is 107.96, the futures price is 100.36, the basis is 7.60 (calculated), the basis rate is 7.57% (calculated), and the historical quantile is 27.90% [1]. - 30 - year bond (TL2603): The spot price is 129.55, the futures price is 114.43, the basis is 15.12 (calculated), the basis rate is 13.21% (calculated), and the historical quantile is 89.80% [1].
全品种价差日报-20251127
Guang Fa Qi Huo·2025-11-27 01:47