Report Overview - The report is a daily spread report for all varieties, dated December 31, 2025 [2] Commodity Analysis Ferrous Metals - Silicon Iron (SF603): Futures price is 5750, spot price is 5678, basis is -22, basis rate is -0.37%, and historical quantile is 21.60% [1] - Silicon Manganese (SM603): Futures price is 5942, spot price information is incomplete, basis rate is -0.37%, and historical quantile is 21.60% [1] - Rebar (RB2605): Futures price is 3134, spot price is 3300, basis is 166, basis rate is 5.30%, and historical quantile is 66.60% [1] - Hot - Rolled Coil (HC2605): Futures price information is incomplete, spot price of Q235B (4.75mm, Shanghai) is relevant, basis rate and other data are provided [1] - Iron Ore (I2605): Futures price is related to 62.5% Brazilian mixed powder (BRBF) from Vale at Rizhao Port, futures price change is -0.14%, and historical quantile is 63.40% [1] - Coke (J2605): Futures price is 1713, spot price (converted price of quasi - first - grade metallurgical coke) is 1715, basis is -2, basis rate is -0.14%, and historical quantile is 63.40% [1] - Coking Coal (JM2605): Futures price is 1156, spot price (converted price of S1.3 G75 main coking coal (Mongolian No. 5)) is 1120, basis is 37, basis rate is 3.26%, and historical quantile is 36.70% [1] Non - Ferrous Metals - Copper (CU2602): Futures price is 97620, spot price is 98090, basis is -470, basis rate is -0.48%, and historical quantile is 14.37% [1] - Aluminum (AL2602): Futures price is 22180, spot price is 22565, basis is -385, basis rate is -1.71%, and historical quantile is 0.41% [1] - Zinc (ZN2602): Futures price is 23230, spot price is 23380, basis is -150, basis rate is -0.64%, and historical quantile is 23.95% [1] - Tin (SN2602): Futures price is 323500, spot price is 326330, basis is -2830, basis rate is 8.95%, and historical quantile is 350 [1] - Nickel (NI2602): Futures price is 129300, spot price is 132390, basis is -3090, basis rate is -2.3%, and historical quantile is 0.62% [1] - Stainless Steel (SS2602): Futures price is 13090, spot price is 13320, basis is 230, basis rate is 1.76%, and historical quantile is 42.91% [1] - Lithium Carbonate (LC2605): Futures price is 118000, spot price is 121580, basis is -3580, basis rate is -2.94%, and historical quantile is 13.21% [1] - Industrial Silicon (SIS605): Futures price is 335 (incomplete information), spot price is 9250, basis rate is 19.96%, and historical quantile is 8915 (might need clarification) [1] Precious Metals - Gold (AU2602): Futures price is 982.2, spot price is 984.8, basis is -2.6, basis rate is -0.27%, and historical quantile is 29.40% [1] - Silver (AG2604): Futures price is 18119.0, spot price is 18140.0, basis is -21.0, basis rate is -0.12%, and historical quantile is 49.40% [1] Agricultural Products - Soybean Meal (M5605): Futures price is 2778.0, spot price is 3060, basis is 282.0, basis rate is 10.15%, and historical quantile is 67.90% [1] - Soybean Oil (A5e02): Futures price is 7878.0, spot price is 8300, basis is 422.0, basis rate is 5.36%, and historical quantile is 73.30% [1] - Palm Oil (P2605): Futures price is 8620, spot price is 8658.0, basis is -38.0, basis rate is -0.44%, and historical quantile is 15.50% [1] - Rapeseed Meal (RM605): Futures price is 2403.0, spot price is 2550, basis is 147.0, basis rate is 6.12%, and historical quantile is 75.90% [1] - Rapeseed Oil (Oleos): Futures price is 9086.0, spot price is 9820, basis is 734.0, basis rate is 8.08%, and historical quantile is 94.60% [1] - Corn (C2603): Futures price is 2230.0, spot price is 2330, basis is 100.0, basis rate is 4.48%, and historical quantile is 88.70% [1] - Corn Starch (CS2603): Futures price is 2526.0, spot price is 2620, basis is 94.0, basis rate is 3.72%, and historical quantile is 42.90% [1] - Live Hogs (H2603): Futures price is 11790.0, spot price is 12500, basis is 710.0, basis rate is 6.02%, and historical quantile is 68.50% [1] - Eggs (JD2602): Futures price is 2910, spot price is 2938.0, basis is -28.0, basis rate is -0.99%, and historical quantile is 36.80% [1] - Cotton (CF605): Futures price is 14560.0, spot price is 15384, basis is 824.0, basis rate is 5.66%, and historical quantile is 34.80% [1] - Sugar (SR605): Futures price is 5258.0, spot price is 5420, basis is 162.0, basis rate is 3.08%, and historical quantile is 0.00% [1] - Apples (AP605): Futures price is 9200, spot price is 9200, basis is 0.0, basis rate is 23.70% [1] - Red Dates (CJ605): Futures price is 8300, spot price is 9020.0, basis is -720.0, basis rate is -7.98%, and historical quantile is 58.30% [1] Energy and Chemicals - Para - Xylene (PX603): Futures price is 7316.0, spot price is 7203.0, basis is -113.0, basis rate is -1.54%, and historical quantile is 9.20% [1] - PTA (TA605): Futures price is 5144.0, spot price is 5100.0, basis is -44.0, basis rate is -0.80%, and historical quantile is 40.00% [1] - Ethylene Glycol (EG2605): Futures price is 3710.0, spot price is 3847.0, basis is -137.0, basis rate is -3.56%, and historical quantile is 9.60% [1] - Polyester Staple Fiber (PF602): Futures price is 6564.0, spot price is 6540.0, basis is -24.0, basis rate is -0.37%, and historical quantile is 34.90% [1] - Styrene (EB2602): Futures price is 6860.0, spot price is 6781.0, basis is -79.0, basis rate is 1.17%, and historical quantile is 46.50% [1] - Methanol (MA605): Futures price is 2182.0, spot price is 2219.0, basis is -37.0, basis rate is -1.67%, and historical quantile is 15.60% [1] - Urea (UR605): Futures price is 1743.0, spot price is 1710.0, basis is -33.0, basis rate is -1.89%, and historical quantile is 7.80% [1] - LLDPE (L2605): Futures price is 6461.0, spot price is 6365.0, basis is -96.0, basis rate is -1.49%, and historical quantile is 3.90% [1] - PP (PP2605): Futures price is 6321.0, spot price is 6275.0, basis is -46.0, basis rate is -0.73%, and historical quantile is 14.40% [1] - PVC (V2605): Futures price is 5120, spot price is 4810.0, basis is -310.0, basis rate is -6.44%, and historical quantile is 5.80% [1] - Caustic Soda (SH603): Futures price is 2196.9, spot price is 2273.0, basis is -76.1, basis rate is -3.35%, and historical quantile is 31.80% [1] - LPG (PG2602): Futures price is 4528.0, spot price is 4097.0, basis is 431.0, basis rate is 10.52%, and historical quantile is 61.90% [1] - Asphalt (BU2602): Futures price is 3038.0, spot price is 2940.0, basis is -98.0, basis rate is -3.23%, and historical quantile is 30.50% [1] - Butadiene Rubber (BR2602): Futures price is 11565.0, spot price is 11500.0, basis is -65.0, basis rate is -0.56%, and historical quantile is 22.80% [1] - Float Glass (FG605): Futures price is 896.0, spot price is 1051.0, basis is -155.0, basis rate is -17.30%, and historical quantile is 8.19% [1] - Soda Ash (SA605): Futures price is 1181.0, spot price is 1122.0, basis is -59.0, basis rate is -5.26%, and historical quantile is 18.69% [1] - Natural Rubber (RU2605): Futures price is 15670.0, spot price is 15300.0, basis is -370.0, basis rate is -2.42%, and historical quantile is 74.89% [1] Financial Futures - Stock Index Futures: - IF2603.CFF: Futures price is 4651.3, spot price is 4622.2, basis is -29.1, basis rate is -0.63%, and historical quantile is 14.20% [1] - IH2603.CFE: Futures price is 3036.6, spot price is 3035.4, basis is -1.2, basis rate is -0.04%, and historical quantile is 49.70% [1] - IC2603.CFE: Futures price is 7458.9, spot price is 7381.0, basis is -77.9, basis rate is -1.06%, and historical quantile is 6.80% [1] - IM2603.CFE: Futures price is 7597.3, spot price is 7459.2, basis is -138.1, basis rate is -1.85%, and historical quantile is 10.60% [1] - Treasury Bond Futures: - 2 - year Bond (TS2603): Futures price is 100.13, spot price information involves conversion factor (0.9774), basis calculation is based on relevant formula, basis rate is -0.03%, and historical quantile is 17.80% [1] - 5 - year Bond (TF2603): Futures price is 105.81, spot price information involves conversion factor (0.9412), basis calculation is based on relevant formula, basis rate is -0.07%, and historical quantile is 17.90% [1] - 10 - year Bond (T2603): Futures price is 107.94, spot price information involves conversion factor (0.9288), basis calculation is based on relevant formula, basis rate is 0.05%, and historical quantile is 22.70% [1] - 30 - year Bond (TL2603): Futures price is 111.80, spot price is 126.22, basis calculation involves conversion factor (1.1263), basis rate is 0.27%, and historical quantile is 42.50% [1]
全品种价差日报-20251231
Guang Fa Qi Huo·2025-12-31 06:15