Report Title - The report is titled "Full Variety Spread Daily Report" [4] Report Date - The report is dated December 10, 2025 [3] Data Sources - The data sources include Wind, Mysteel, and GF Futures Research Institute [5] Industry Data Summary Ferrous Metals - Silicon Iron (SF603): The spot price is 5462, the futures price is 5478, the basis is 16, and the basis rate is 0.84%. The historical quantile is 57.40% [1] - Silicon Manganese (SM603): The spot price is 5732, and the futures price is 5780 [1] - Rebar (RB2605): The spot price is 3079, the futures price is 3260, the basis is 69.40%, and the historical quantile is 69.40% [1] - Hot Rolled Coil (HC2605): The spot price is 3250, and the basis rate is -0.06% [1] - Iron Ore (I2605): The spot price is 1603, the futures price is 89, the basis is 5.85%, and the historical quantile is 57.80% [1] - Coke (J2601): The spot price is 1514, and the historical quantile is 92.42% [1] - Coking Coal (JM2605): The spot price is 1083, and the historical quantile is 45.90% [1] Non - Ferrous Metals - Copper (CU2601): The spot price is 91090, the futures price is 92215, the basis is -1125, the basis rate is -1.24%, and the historical quantile is 99.37% [1] - Aluminum (AL2601): The spot price is 21775, the futures price is 21880, the basis is -105, the basis rate is -0.48%, and the historical quantile is 84.16% [1] - Alumina (AO2601): The spot price is 2546, and the futures price is 2808 [1] - Zinc (ZN2601): The spot price is 23070, the futures price is 23120, the basis is 50, the basis rate is 0.22%, and the historical quantile is 67.08% [1] - Tin (SN2601): The spot price is 316000, the futures price is 312320, the basis is 3680, the basis rate is 1.18%, and the historical quantile is 96.04% [1] - Nickel (NISE01): The spot price is 117350, the futures price is 118275, the basis is -400, the basis rate is -0.34%, and the historical quantile is 91.04% [1] - Stainless Steel (SS2601): The spot price is 12500, the futures price is 12970, the basis is -470, the basis rate is -3.76%, and the historical quantile is 85.40% [1] - Industrial Silicon (SI2601): The spot price is 8340, the futures price is 9200, the basis is -860, the basis rate is -9.35%, and the historical quantile is 57.75% [1] Precious Metals - Gold (AU2602): The spot price is 951.5, the futures price is 946.7, the basis is 4.8, the basis rate is 0.51%, and the historical quantile is 946.7 [1] - Silver (AG2602): The spot price is 13596.0, the futures price is 13607.0, the basis is -11.0, the basis rate is -0.08%, and the historical quantile is 70.10% [1] Agricultural Products - Soybean Meal (M2605): The spot price is 3000, the futures price is 2763.0, the basis is 237.0, the basis rate is 8.58%, and the historical quantile is 65.50% [1] - Soybean Oil (y2605): The spot price is 8370, the futures price is 7984.0, the basis is 386.0, the basis rate is 4.83%, and the historical quantile is 68.60% [1] - Palm Oil (P2601): The spot price is 8560, the futures price is 8648.0, the basis is -88.0, the basis rate is -1.02%, and the historical quantile is 77.70% [1] - Rapeseed Meal (RM605): The spot price is 2470, the futures price is 2317.0, the basis is 153.0, the basis rate is 6.60%, and the historical quantile is 75.40% [1] - Rapeseed Oil (Ol601): The spot price is 9630, the futures price is 9393.0, the basis is 237.0, the basis rate is 2.52%, and the historical quantile is 75.40% [1] - Corn (C2601): The spot price is 2310, the futures price is 2236.0, the basis is 74.0, the basis rate is 3.31%, and the historical quantile is 78.20% [1] - Corn Starch (CS2601): The spot price is 2650, the futures price is 2522.0, the basis is 128.0, the basis rate is 5.08%, and the historical quantile is 65.60% [1] - Live Hogs (H2603): The spot price is 11450.0, the futures price is 11250, the basis is 200.0, the basis rate is 1.75%, and the historical quantile is 38.40% [1] - Eggs (JD2601): The spot price is 3124.0, the futures price is 2960, the basis is -164.0, the basis rate is -5.125%, and the historical quantile is 25.10% [1] - Cotton (CF601): The spot price is 14843, the futures price is 13740.0, the basis is 1103.0, the basis rate is 8.03%, and the historical quantile is 74.40% [1] - Sugar (SR601): The spot price is 5343.0, the futures price is 5181.0, the basis is 162.0, the basis rate is 3.03%, and the historical quantile is 28.70% [1] - Apples (AP605): The spot price is 9465.0, the futures price is 9000, the basis is 465.0, the basis rate is 5.17%, and the historical quantile is 7.80% [1] - Jujubes (CJ605): The spot price is 9325.0, the futures price is 8600, the basis is -725.0, the basis rate is -7.77%, and the historical quantile is 64.50% [1] Energy and Chemicals - Para - Xylene (PX603): The spot price is 6779.0, the futures price is 6780.0, the basis is -1.0, the basis rate is -0.01%, and the historical quantile is 27.30% [1] - PTA (TA601): The spot price is 4625.0, the futures price is 4644.0, the basis is -19.0, the basis rate is -0.41%, and the historical quantile is 49.10% [1] - Ethylene Glycol (EG2601): The spot price is 3680.0, the futures price is 3691.0, the basis is -11.0, the basis rate is -0.30%, and the historical quantile is 55.10% [1] - Polyester Staple Fiber (PF602): The spot price is 6290.0, the futures price is 6182.0, the basis is 108.0, the basis rate is 1.75%, and the historical quantile is 69.10% [1] - Styrene (EB2601): The spot price is 6740.0, the futures price is 6576.0, the basis is 164.0, the basis rate is 2.49%, and the historical quantile is 61.10% [1] - Methanol (MA601): The spot price is 2066.0, the futures price is 2075.0, the basis is -9.0, the basis rate is -0.44%, and the historical quantile is 48.80% [1] - Urea (UR601): The spot price is 1643.0, the futures price is 1690.0, the basis is -47.0, the basis rate is -2.86%, and the historical quantile is 29.90% [1] - LLDPE (L2601): The spot price is 6640.0, the futures price is 6557.0, the basis is 83.0, the basis rate is 1.27%, and the historical quantile is 48.10% [1] - PP (PP2601): The spot price is 6365.0, the futures price is 6192.0, the basis is 173.0, the basis rate is 2.79%, and the historical quantile is 71.10% [1] - PVC (V2601): The spot price is 4367.0, the futures price is 4360.0, the basis is 7.0, the basis rate is 0.16%, and the historical quantile is 80.20% [1] - Caustic Soda (SH601): The spot price is 2218.8, the futures price is 2092.0, the basis is 126.8, the basis rate is 6.06%, and the historical quantile is 67.90% [1] - LPG (PG2601): The spot price is 4498.0, the futures price is 4241.0, the basis is 257.0, the basis rate is 6.06%, and the historical quantile is 48.30% [1] - Asphalt (BU2602): The spot price is 2930.0, the futures price is 2943.0, the basis is -13.0, the basis rate is -0.44%, and the historical quantile is 49.60% [1] - Butadiene Rubber (BR2602): The spot price is 10600.0, the futures price is 10450.0, the basis is 150.0, the basis rate is 1.44%, and the historical quantile is 44.90% [1] - Float Glass (FG601): The spot price is 984.0, the futures price is 968.0, the basis is 16.0, the basis rate is 1.65%, and the historical quantile is 71.63% [1] - Soda Ash (SA601): The spot price is 1125.0, the futures price is 1125.0, the basis is 0.0, the basis rate is 0.00%, and the historical quantile is 51.68% [1] - Natural Rubber (RU2605): The spot price is 14985.0, the futures price is 14700.0, the basis is 285.0, the basis rate is 1.94%, and the historical quantile is 80.40% [1] Financial Futures - IF2512: The spot price is 4583.2, the futures price is 4598.2, the basis is 15.0, the basis rate is 0.33%, and the historical quantile is 30.00% [1] - IH2512: The spot price is 2991.6, the futures price is 2998.0, the basis is 6.4, the basis rate is 0.21%, and the historical quantile is 30.60% [1] - IC2512: The spot price is 7121.3, the futures price is 7094.4, the basis is -26.9, the basis rate is -0.38%, and the historical quantile is 44.90% [1] - IM2512: The spot price is 7380.6, the futures price is 7347.8, the basis is 32.8, the basis rate is 0.45%, and the historical quantile is 89.30% [1] - 2 - year Treasury Bond (TS2603): The spot price is 102.42, the futures price is 100.07, the basis is 0.03, the basis rate is 0.03%, and the historical quantile is 17.00% [1] - 5 - year Treasury Bond (TF2603): The spot price is 99.48, the futures price is 105.77, the basis is -0.06, the basis rate is -0.06%, and the historical quantile is 19.00% [1] - 10 - year Treasury Bond (T2603): The spot price is 107.97, the futures price is 100.37, the basis is 0.09, the basis rate is 0.08%, and the historical quantile is 27.30% [1] - 30 - year Treasury Bond (TL2603): The spot price is 127.27, the futures price is 112.45, the basis is 0.61, the basis rate is 0.54%, and the historical quantile is 84.60% [1]
全品种价差日报-20251210
Guang Fa Qi Huo·2025-12-10 03:12