全品种价差日报-20251230

Report Overview - The report is a daily spread report for all varieties on December 30, 2025, providing price information on various commodities and financial futures [3] Commodity and Futures Information Ferrous Metals - Silicon Iron (SF603): Spot price 5676, futures price 5628, basis -48, basis rate -0.85%, historical quantile 50.50% [1] - Silicon Manganese (SM603): Spot price 5862, futures price 5860, basis 2, basis rate 0.03%, historical quantile 24.60% [1] - Rebar (RB2605): Spot price 3300, futures price 3280, basis 20, basis rate 0.61%, historical quantile 67.20% [1] - Hot - Rolled Coil (HC2605): Spot price 3287, futures price 3130, basis 157, basis rate 5.02%, historical quantile 15.30% [1] - Iron Ore (I2605): Spot price 858, futures price 797, basis 61, basis rate 7.69%, historical quantile 48.00% [1] - Coke (J2605): Spot price 1713, futures price 1681, basis 32, basis rate 1.91%, historical quantile 79.17% [1] - Coking Coal (JM2605): Spot price 1156, futures price 1088, basis 68, basis rate 6.25%, historical quantile 42.50% [1] Non - Ferrous Metals - Copper (CU2602): Spot price 100740, futures price 99790, basis 950, basis rate 0.95%, historical quantile 99.79% [1] - Aluminum (AL2602): Spot price 22570, futures price 22490, basis 80, basis rate 0.36%, historical quantile 32.91% [1] - Zinc (ZN2602): Spot price 23370, futures price 23255, basis 115, basis rate 0.49%, historical quantile 74.37% [1] - Tin (SN2602): Spot price 343500, futures price 334590, basis 8910, basis rate 2.66%, historical quantile 99.37% [1] - Nickel (NI2602): Spot price 128600, futures price 125710, basis 2890, basis rate 2.30%, historical quantile 99.58% [1] - Stainless Steel (SS2602): Spot price 13220, futures price 12910, basis 310, basis rate 2.40%, historical quantile 56.65% [1] - Lithium Carbonate (LC2605): Spot price 118820, futures price 118000, basis 820, basis rate 0.69%, historical quantile 43.83% [1] - Industrial Silicon (SI2605): Spot price 9250, futures price 8715, basis 535, basis rate 6.14%, historical quantile 32.79% [1] Precious Metals - Gold (AU2602): Spot price 1007.2, futures price 1004.9, basis 2.3, basis rate 0.23%, historical quantile 38.00% [1] - Silver (AG2602): Spot price 18797.0, futures price 18205.0, basis 592.0, basis rate 3.25%, historical quantile 99.50% [1] Agricultural Products - Soybean Meal (M2605): Spot price 3060, futures price 2774.0, basis 286.0, basis rate 10.31%, historical quantile 68.50% [1] - Soybean Oil (Y2605): Spot price 8250, futures price 7818.0, basis 432.0, basis rate 5.53%, historical quantile 74.30% [1] - Palm Oil (P2605): Spot price 8512.0, futures price 8510, basis 2.0, basis rate 0.02%, historical quantile 25.90% [1] - Rapeseed Meal (RM605): Spot price 2570, futures price 2387.0, basis 183.0, basis rate 7.67%, historical quantile 81.50% [1] - Rapeseed Oil (OI605): Spot price 9750, futures price 9040.0, basis 710.0, basis rate 7.85%, historical quantile 94.00% [1] - Corn (C2603): Spot price 2330, futures price 2249.0, basis 81.0, basis rate 3.60%, historical quantile 82.20% [1] - Corn Starch (CS2603): Spot price 2620, futures price 2535.0, basis 85.0, basis rate 3.35%, historical quantile 39.60% [1] - Live Pigs (H2603): Spot price 12450, futures price 11715.0, basis 735.0, basis rate 6.27%, historical quantile 69.50% [1] - Eggs (JD2602): Spot price 2941.0, futures price 2910, basis - 31.0, basis rate - 1.05%, historical quantile 36.60% [1] - Cotton (CF605): Spot price 15385, futures price 14435.0, basis 950.0, basis rate 6.58%, historical quantile 48.70% [1] - Sugar (SR605): Spot price 5420, futures price 5253.0, basis 167.0, basis rate 3.18%, historical quantile 28.50% [1] - Apples (AP605): Spot price 9200, futures price 9163.0, basis 37.0, basis rate 0.40%, historical quantile 24.70% [1] - Red Dates (CJ605): Spot price 8970.0, futures price 8300, basis - 670.0, basis rate - 7.47%, historical quantile 61.60% [1] Energy and Chemicals - Para - Xylene (PX603): Spot price 7270.0, futures price 7199.0, basis 71.0, basis rate 0.98%, historical quantile 14.20% [1] - PTA (TA605): Spot price 5122.0, futures price 5060.0, basis 62.0, basis rate 1.21%, historical quantile 32.80% [1] - Ethylene Glycol (EG2605): Spot price 3817.0, futures price 3690.0, basis 127.0, basis rate 3.33%, historical quantile 12.20% [1] - Polyester Staple Fiber (PF602): Spot price 6540.0, futures price 6530.0, basis 10.0, basis rate 0.15%, historical quantile 39.60% [1] - Styrene (EB2602): Spot price 6815.0, futures price 6737.0, basis 78.0, basis rate 1.16%, historical quantile 46.20% [1] - Methanol (MA605): Spot price 2161.0, futures price 2150.0, basis 11.0, basis rate 0.51%, historical quantile 31.00% [1] - Urea (UR605): Spot price 1735.0, futures price 1710.0, basis 25.0, basis rate 1.44%, historical quantile 9.40% [1] - LLDPE (L2605): Spot price 6453.0, futures price 6340.0, basis 113.0, basis rate 1.75%, historical quantile 2.60% [1] - PP (PP2605): Spot price 6274.0, futures price 6240.0, basis 34.0, basis rate 0.54%, historical quantile 17.50% [1] - PVC (V2605): Spot price 4777.0, futures price 4520.0, basis 257.0, basis rate 5.38%, historical quantile 14.90% [1] - Caustic Soda (SH603): Spot price 2232.0, futures price 2212.5, basis 19.5, basis rate 0.81%, historical quantile 40.40% [1] - LPG (PG2602): Spot price 4528.0, futures price 4046.0, basis 482.0, basis rate 11.91%, historical quantile 67.30% [1] - Asphalt (BU2602): Spot price 3008.0, futures price 2920.0, basis 88.0, basis rate 2.93%, historical quantile 32.40% [1] - Butadiene Rubber (BR2602): Spot price 11600.0, futures price 11300.0, basis 300.0, basis rate 2.99%, historical quantile 7.30% [1] - Float Glass (FG605): Spot price 1051.0, futures price 896.0, basis 155.0, basis rate 17.30%, historical quantile 8.19% [1] - Soda Ash (SA605): Spot price 1181.0, futures price 1122.0, basis 59.0, basis rate 5.26%, historical quantile 18.69% [1] - Natural Rubber (RU2605): Spot price 15665.0, futures price 15250.0, basis 415.0, basis rate 2.72%, historical quantile 69.38% [1] Financial Futures - Stock Index Futures - IF2603.CFF: Spot price 4639.4, futures price 4610.2, basis - 29.2, basis rate - 0.63%, historical quantile 14.10% [1] - IH2603.CFE: Spot price 3038.0, futures price 3034.6, basis 3.4, basis rate 0.11%, historical quantile 76.10% [1] - IC2603.CFE: Spot price 7430.6, futures price 7336.6, basis - 94.0, basis rate - 1.28%, historical quantile 4.20% [1] - IM2603.CFE: Spot price 7594.2, futures price 7439.0, basis - 155.2, basis rate - 2.09%, historical quantile 7.80% [1] - Treasury Bond Futures - 2 - year Treasury Bond (TS2603): Spot price 102.48, futures price 100.15, basis - 0.01, basis rate - 0.01%, historical quantile 23.90%, conversion factor 0.9774 [1] - 5 - year Treasury Bond (TF2603): Spot price 105.83, futures price 99.56, basis - 0.04, basis rate - 0.04%, historical quantile 22.10%, conversion factor 0.9412 [1] - 10 - year Treasury Bond (T2603): Spot price 107.97, futures price 100.37, basis 0.09, basis rate 0.09%, historical quantile 28.10%, conversion factor 0.9288 [1] - 30 - year Treasury Bond (TL2603): Spot price 126.22, futures price 111.64, basis 0.48, basis rate 0.43%, historical quantile 71.10%, conversion factor 1.1263 [1]