Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report The report presents the current prices, price changes, and historical quantiles of various commodities across multiple sectors, including black, non - ferrous, precious metals, agricultural products, energy and chemical, and financial sectors, on December 29, 2025 [1]. 3. Summary by Sector Black Sector - Silicon Iron (SF603): The price is 5672, down 44 or 0.78%, with a historical quantile of 50.60% [1]. - Silicon Manganese (SM603): The price is 5860, up 20 or 0.34%, with a historical quantile of 28.60% [1]. - Rebar (RB2605): The price is 3290, up 172 or 5.52%, with a historical quantile of 67.60% [1]. - Hot - Rolled Coil (HC2605): The price is 3283, down 13 or 0.40%, with a historical quantile of 12.70% [1]. - Iron Ore (I2605): The price is 850, up 67 or 8.59%, with a historical quantile of 52.30% [1]. - Coke (J2605): The price is 1723, up 3 or 0.20%, with a historical quantile of 66.56% [1]. - Coking Coal (JM2605): The price is 1156, up 41 or 3.63%, with a historical quantile of 37.00% [1]. Non - Ferrous Sector - Copper (CU2602): The spot price is 97740, the futures price is 98720, the basis is - 980 or - 0.9%, with a historical quantile of 3.33% [1]. - Aluminum (AL2602): The spot price is 22020, the futures price is 22405, the basis is - 382, with a historical quantile of 0.41% [1]. - Alumina (AO2605): The spot price is 2708, the futures price is 2793, the basis is - 82 or - 3.06%, with a historical quantile of 12.77% [1]. - Zinc (ZN2602): The spot price is 23130, the futures price is 23170, the basis is - 40 or - 0.17%, with a historical quantile of 55.41% [1]. - Tin (SN2602): The spot price is 334750, the futures price is 338550, the basis is - 3800 or - 1.11%, with a historical quantile of 4.37% [1]. - Nickel (NI2602): The spot price is 126600, the futures price is 126750, the basis is - 150 or - 0.12%, with a historical quantile of 42.70% [1]. - Stainless Steel (SS2602): The spot price is 13220, the futures price is 12955, the basis is 265 or 2.05%, with a historical quantile of 49.14% [1]. - Lithium Carbonate (LC2605): The spot price is 111900, the futures price is 130520, the basis is - 18620 or - 14.27%, with a historical quantile of 0.88% [1]. - Industrial Silicon (SI2602): The spot price is 9250, the futures price is 8880, the basis is 370 or 4.17%, with a historical quantile of 21.56% [1]. Precious Metals Sector - Gold (AU2602): The spot price is 1016.3, the futures price is 1008.8, the basis is 7.5 or 0.74%, with a historical quantile of 0.30% [1]. - Silver (AG2602): The spot price is 18469.0, the futures price is 18319.0, the basis is 150.0 or 0.82%, with a historical quantile of 99.50% [1]. Agricultural Products Sector - Soybean Meal (M2605): The spot price is 3050, the futures price is 2790.0, the basis is 260.0 or 9.32%, with a historical quantile of 66.30% [1]. - Soybean Oil (Y2605): The spot price is 8280, the futures price is 7836.0, the basis is 444.0 or 5.67%, with a historical quantile of 76.20% [1]. - Palm Oil (P2605): The spot price is 8560, the futures price is 8568.0, the basis is - 8.0 or - 0.09%, with a historical quantile of 24.30% [1]. - Rapeseed Meal (RM2605): The spot price is 2570, the futures price is 2391.0, the basis is 179.0 or 7.49%, with a historical quantile of 81.10% [1]. - Rapeseed Oil (OI2605): The spot price is 9690, the futures price is 9046.0, the basis is 644.0 or 7.12%, with a historical quantile of 93.60% [1]. - Corn (C2603): The spot price is 2300, the futures price is 2222.0, the basis is 78.0 or 3.51%, with a historical quantile of 80.70% [1]. - Corn Starch (CS2603): The spot price is 2620, the futures price is 2514.0, the basis is 106.0 or 4.22%, with a historical quantile of 51.20% [1]. - Live Hogs (LH2603): The spot price is 12050, the futures price is 11645.0, the basis is 405.0 or 3.48%, with a historical quantile of 57.90% [1]. - Eggs (JD2602): The spot price is 2820, the futures price is 2957.0, the basis is - 137.0 or - 4.63%, with a historical quantile of 26.90% [1]. - Cotton (CF2605): The spot price is 15118, the futures price is 14535.0, the basis is 583.0 or 4.01%, with a historical quantile of 19.60% [1]. - Sugar (SR2605): The spot price is 5440, the futures price is 5285.0, the basis is 155.0 or 2.93%, with a historical quantile of 26.20% [1]. - Apples (AP2605): The spot price is 9200, the futures price is 9247.0, the basis is - 47.0 or - 0.5%, with a historical quantile of 21.50% [1]. - Red Dates (CJ2605): The spot price is 8400, the futures price is 8980.0, the basis is - 580.0 or - 6.46%, with a historical quantile of 66.20% [1]. Energy and Chemical Sector - Para - Xylene (PX603): The spot price is 7424.0, the futures price is 7556.0, the basis is - 132.0 or - 1.75%, with a historical quantile of 7.00% [1]. - PTA (TA605): The spot price is 5280.0, the futures price is 5160.0, the basis is - 120.0 or - 2.27%, with a historical quantile of 13.80% [1]. - Ethylene Glycol (EG2605): The spot price is 3675.0, the futures price is 3846.0, the basis is - 171.0 or - 4.45%, with a historical quantile of 3.90% [1]. - 10 - Year Treasury Bond (T2603): The spot price is 100.57, the futures price is 108.28, the basis is 0.00, with a historical quantile of 15.20% [1]. - Polyester Staple Fiber (PF602): The spot price is 6570.0, the futures price is 6666.0, the basis is - 96.0 or - 1.44%, with a historical quantile of 20.50% [1]. - Styrene (EB2602): The spot price is 6865.0, the futures price is 6787.0, the basis is 78.0 or 1.15%, with a historical quantile of 46.30% [1]. - Methanol (MA605): The spot price is 2135.0, the futures price is 2161.0, the basis is - 26.0 or - 1.20%, with a historical quantile of 22.20% [1]. - Urea (UR605): The spot price is 1730.0, the futures price is 1735.0, the basis is - 5.0 or - 0.29%, with a historical quantile of 14.50% [1]. - LLDPE (L2605): The spot price is 6290.0, the futures price is 6465.0, the basis is - 175.0 or - 2.71%, with a historical quantile of 0.70% [1]. - PVC (V2605): The spot price is 4500.0, the futures price is 4832.0, the basis is - 332.0 or - 6.87%, with a historical quantile of 4.10% [1]. - Caustic Soda (SH603): The spot price is 2219.0, the futures price is 2268.0, the basis is - 49.0 or - 2.1%, with a historical quantile of 35.00% [1]. - LPG (PG2602): The spot price is 4528.0, the futures price is 4080.0, the basis is 448.0 or 10.98%, with a historical quantile of 63.90% [1]. - Asphalt (BU2602): The spot price is 2920.0, the futures price is 2995.0, the basis is - 75.0 or - 2.50%, with a historical quantile of 35.40% [1]. - Butadiene Rubber (BR2602): The spot price is 11100.0, the futures price is 11635.0, the basis is - 535.0 or - 4.60%, with a historical quantile of 2.50% [1]. - Glass (FG2605): The spot price is 1057.0, the futures price is 920.0, the basis is 137.0 or 14.89%, with a historical quantile of 14.49% [1]. - Soda Ash (SA2605): The spot price is 1141.0, the futures price is 1200.0, the basis is - 59.0 or - 5.17%, with a historical quantile of 18.69% [1]. - PP (PP2605): The spot price is 6235.0, the futures price is 6292.0, the basis is - 57.0 or - 0.91%, with a historical quantile of 11.90% [1]. Financial Sector - IF2603.CFF: The spot price is 4657.2, the futures price is 4638.4, the basis is - 18.8 or - 0.41%, with a historical quantile of 25.00% [1]. - IH2603.CFE: The spot price is 3045.4, the futures price is 3051.4, the basis is 6.0 or 0.20%, with a historical quantile of 87.10% [1]. - IC2603.CFE: The spot price is 7458.8, the futures price is 7388.0, the basis is - 70.8 or - 0.95%, with a historical quantile of 9.10% [1]. - IM2603.CFE: The spot price is 7605.5, the futures price is 7472.4, the basis is 133.1 or 1.78%, with a historical quantile of 10.90% [1]. - Natural Rubber (RU2605): The spot price is 15780.0, the futures price is 15300.0, the basis is 480.0 or 3.14%, with a historical quantile of 65.91% [1]. - 2 - Year Treasury Bond (TS2603): The spot price is 100.16, the futures price is 102.55, the basis is - 0.07 or - 0.07%, with a historical quantile of 10.30% [1]. - 5 - Year Treasury Bond (TF2603): The spot price is 99.74, the futures price is 106.03, the basis is - 0.06 or - 0.05%, with a historical quantile of 19.70% [1]. - 30 - Year Treasury Bond (TL2603): The spot price is 127.56, the futures price is 112.85, the basis is 0.46 or 0.41%, with a historical quantile of 68.50% [1].
广发期货全品种价差日报-20251229
Guang Fa Qi Huo·2025-12-29 06:03