Report Date and Source - The report is dated December 4, 2025, and the data sources are Wind, Mysteel, and GF Futures Research Institute [2] Commodity Basis Information Ferrous Metals - For silicon iron (SF603), the spot price is 5528, the futures price is 5446, the basis is 82, and the basis rate is 1.51%, with a historical quantile of 85 [1] - For silicon manganese (SM603), the spot price is 5800, the futures price is 5724, the basis is 76, and the basis rate is 1.33%, with a historical quantile of 39.80% [1] - For rebar (RB2605), the spot price is 3169, and the basis and other information are not fully provided [1] - For hot - rolled coil (HC2605), the spot price is 3300, the futures price is 3319, the basis is - 19, and the basis rate is - 0.57%, with a historical quantile of 10.70% [1] - For iron ore (I2601), the spot price is 800, the futures price is 851, the basis is - 51, and the basis rate is - 6.48%, with a historical quantile of 41.80% [1] - For coke (J2601), the spot price is 1603, the futures price is 1625, the basis is - 22, and the basis rate is - 1.35%, with a historical quantile of 51.89% [1] - For coking coal (JM2601), the spot price is 1205, the futures price is 1071, the basis is 134, and the basis rate is 12.56%, with a historical quantile of 61.80% [1] Non - ferrous Metals - For copper (CU2601), the spot price is 88980, the futures price is 89210, the basis is - 230, and the basis rate is - 0.26%, with a historical quantile of 25.83% [1] - For aluminum (AL2601), the spot price is 21800, the futures price is 21940, the basis is - 140, and the basis rate is - 0.64%, with a historical quantile of 14.37% [1] - For alumina (AO2601), the spot price is 2824, the futures price is 2636, the basis is 188, and the basis rate is 7.14%, with a historical quantile of 74.88% [1] - For zinc (ZN2601), the spot price is 22720, the futures price is 22755, the basis is - 35, and the basis rate is - 0.15%, with a historical quantile of 55.20% [1] - For tin (SN2601), the spot price is 312370, the futures price is 309300, the basis is 3070, and the basis rate is 0.98%, with a historical quantile of 5.83% [1] - For nickel (NI2601), the spot price is 117950, the futures price is 117870, the basis is 80, and the basis rate is 0.07%, with a historical quantile of 56.87% [1] - For stainless steel (SS2601), the spot price is 12870, the futures price is 12465, the basis is 405, and the basis rate is 3.25%, with a historical quantile of 74.46% [1] - For lithium carbonate (LC2605), the spot price is 94350, the futures price is 93660, the basis is 690, and the basis rate is 0.74%, with a historical quantile of 67.84% [1] - For industrial silicon (SI2601), the spot price is 9500, the futures price is 8920, the basis is 580, and the basis rate is 6.50%, with a historical quantile of 38.14% [1] Precious Metals - For gold (AU2602), the spot price is 956.7, the futures price is 949.5, the basis is 7.2, and the basis rate is 0.75%, with a historical quantile of 0.30% [1] - For silver (AG2602), the spot price is 13582.0, the futures price is 13536.0, the basis is 46.0, and the basis rate is 0.34%, with a historical quantile of 12.00% [1] Agricultural Products - For soybean meal (M2605), the spot price is 3030, the futures price is 2847.0, the basis is 183.0, and the basis rate is 6.43%, with a historical quantile of 36.50% [1] - For soybean oil (Y2601), the spot price is 8470, the futures price is 8286.0, the basis is 184.0, and the basis rate is 2.22%, with a historical quantile of 38.00% [1] - For palm oil (P2601), the spot price is 8730.0, the futures price is 8700, the basis is 30.0, and the basis rate is 0.34%, with a historical quantile of 18.10% [1] - For rapeseed meal (RM601), the spot price is 2500, the futures price is 2408.0, the basis is 92.0, and the basis rate is 3.82%, with a historical quantile of 63.80% [1] - For rapeseed oil (OI601), the spot price is 10000, the futures price is 9711.0, the basis is 289.0, and the basis rate is 2.98%, with a historical quantile of 80.00% [1] - For corn (C2601), the spot price is 2300, the futures price is 2259.0, the basis is 41.0, and the basis rate is 1.81%, with a historical quantile of 62.50% [1] - For corn starch (CS2601), the spot price is 2600, the futures price is 2562.0, the basis is 38.0, and the basis rate is 1.48%, with a historical quantile of 19.20% [1] - For live hogs (LH2601), the spot price is 11490.0, the futures price is 11250, the basis is 240.0, and the basis rate is 2.09%, with a historical quantile of 36.80% [1] - For eggs (JD2601), the spot price is 3138.0, the futures price is 3020, the basis is - 118.0, and the basis rate is - 3.76%, with a historical quantile of 28.40% [1] - For cotton (CF601), the spot price is 14862, the futures price is 13780.0, the basis is 1082.0, and the basis rate is 7.85%, with a historical quantile of 71.20% [1] - For sugar (SR601), the spot price is 5545, the futures price is 5366.0, the basis is 179.0, and the basis rate is 3.34%, with a historical quantile of 32.10% [1] - For apples (AP605), the spot price is 9712.0, the futures price is 9000, the basis is 712.0, and the basis rate is 7.33%, with a historical quantile of 1.30% [1] - For red dates (CJ601), the spot price is 9055.0, the futures price is 8500, the basis is 555.0, and the basis rate is 6.13%, with a historical quantile of 68.20% [1] Energy and Chemicals - For paraxylene (PX603), the spot price is 6906.0, the futures price is 6872.0, the basis is 34.0, and the basis rate is 0.49%, with a historical quantile of 34.90% [1] - For PTA (TA601), the spot price is 4730.0, the futures price is 4700.0, the basis is 30.0, and the basis rate is 0.63%, with a historical quantile of 45.30% [1] - For ethylene glycol (EG2601), the spot price is 3822.0, the futures price is 3820.0, the basis is - 2.0, and the basis rate is - 0.05%, with a historical quantile of 58.90% [1] - For polyester staple fiber (PF602), the spot price is 6340.0, the futures price is 6284.0, the basis is 56.0, and the basis rate is 0.89%, with a historical quantile of 57.10% [1] - For styrene (EB2601), the spot price is 6710.0, the futures price is 6585.0, the basis is 125.0, and the basis rate is 1.90%, with a historical quantile of 54.00% [1] - For methanol (MA601), the spot price is 2128.0, the futures price is 2122.0, the basis is 6.0, and the basis rate is 0.28%, with a historical quantile of 34.60% [1] - For urea (UR601), the spot price is 1692.0, the futures price is 1680.0, the basis is - 12.0, and the basis rate is - 0.71%, with a historical quantile of 12.50% [1] - For LLDPE (L2601), the spot price is 6840.0, the futures price is 6808.0, the basis is 32.0, and the basis rate is 0.47%, with a historical quantile of 32.10% [1] - For PP (PP2601), the spot price is 6425.0, the futures price is 6382.0, the basis is 43.0, and the basis rate is 0.67%, with a historical quantile of 38.30% [1] - For PVC (V2601), the spot price is 4541.0, the futures price is 4500.0, the basis is - 41.0, and the basis rate is - 0.90%, with a historical quantile of 71.60% [1] - For caustic soda (SH601), the spot price is 2281.3, the futures price is 2165.0, the basis is 116.3, and the basis rate is 5.37%, with a historical quantile of 65.80% [1] - For LPG (PG2601), the spot price is 4598.0, the futures price is 4289.0, the basis is 309.0, and the basis rate is 7.20%, with a historical quantile of 51.50% [1] - For asphalt (BU2601), the spot price is 2952.0, the futures price is 2950.0, the basis is 2.0, and the basis rate is 0.07%, with a historical quantile of 51.80% [1] - For butadiene rubber (BR2601), the spot price is 10600.0, the futures price is 10575.0, the basis is 25.0, and the basis rate is 0.24%, with a historical quantile of 31.60% [1] - For glass (FG601), the spot price is 1020.0, the futures price is 984.0, the basis is 36.0, and the basis rate is 3.66%, with a historical quantile of 64.28% [1] - For soda ash (SA601), the spot price is 1165.0, the futures price is 1135.0, the basis is 30.0, and the basis rate is 2.64%, with a historical quantile of 28.99% [1] - For natural rubber (RU2605), the spot price is 15210.0, the futures price is 14850.0, the basis is - 360.0, and the basis rate is - 2.42%, with a historical quantile of 77.55% [1] Stock Index Futures and Treasury Bond Futures - For IF2512.CFE, the spot price is 4531.0, the futures price is 4518.2, the basis is - 12.8, and the basis rate is - 0.28%, with a historical quantile of 33.10% [1] - For IH2512.CFE, the spot price is 2958.4, the futures price is 2963.1, the basis is - 4.7, and the basis rate is - 0.16%, with a historical quantile of 35.30% [1] - For IC2512.CFE, the spot price is 6996.4, the futures price is 6950.4, the basis is - 46.0, and the basis rate is - 0.66%, with a historical quantile of 23.50% [1] - For IM2512.CFE, the spot price is 7248.3, the futures price is 7195.4, the basis is - 52.9, and the basis rate is - 0.73%, with a historical quantile of 38.30% [1] - For 2 - year Treasury bond (TS2603), the spot price is 102.42, the futures price is 100.05, the basis is - 0.06, and the basis rate is - 0.06%, with a historical quantile of 11.90% [1] - For 5 - year Treasury bond (TF2603), the spot price is 105.85, the futures price is 99.53, the basis is - 0.09, and the basis rate is - 0.09%, with a historical quantile of 16.00% [1] - For 10 - year Treasury bond (T2603), the spot price is 108.05, the futures price is 100.31, the basis is - 0.04, and the basis rate is - 0.03%, with a historical quantile of 11.70% [1] - For 30 - year Treasury bond (TL2603), the spot price is 128.29, the futures price is 113.63, the basis is 0.31, and the basis rate is 0.27%, with a historical quantile of 44.00% [1]
全品种价差日报-20251204
Guang Fa Qi Huo·2025-12-04 02:39