Report Summary 1. Report Industry Investment Rating - No information provided in the given content. 2. Core View of the Report - No explicit core view is presented in the provided text. It mainly contains a large amount of data on various commodities' spot prices, futures prices, basis, basis rates, and historical quantiles. 3. Summary by Commodity Categories Ferrous Metals - Silicon Iron (SF603): Spot price is 5668, futures price is 5728, basis is -60, basis rate is -1.06%, and historical quantile is 61.90% [1]. - Silicon Manganese (SM603): Spot price is 6020, futures price is 6517 (converted price), basis is -497, and historical quantile is not given [1]. - Rebar (RB2605): Spot price is 3320, futures price is 3168, basis is 152, basis rate is 4.80%, and historical quantile is 62.80% [1]. - Hot Rolled Coil (HC2605): Spot price is 3290, futures price is 3317, basis is -27, basis rate is -0.81%, and historical quantile is 8.40% [1]. - Iron Ore (I2605): Spot price is 881, futures price is 813 (converted price of 62.5% Brazilian mixed powder), basis is 68, basis rate is 8.42%, and historical quantile is 53.50% [1]. - Coke (J2605): Spot price is 1765, futures price is 1745, basis is 20, basis rate is 1.13%, and historical quantile is 53.15% [1]. - Coking Coal (JM2605): Spot price is 1190, futures price is 1156 (converted price of S1.3 G75 main - coking coal), basis is 34, basis rate is 2.86%, and historical quantile is 23.60% [1]. Non - Ferrous Metals - Copper (CU2602): Spot price is 100275, futures price is 101410, basis is -1135, basis rate is -1.12%, and historical quantile is 2.50% [1]. - Aluminum (AL2603): Spot price is 24030, futures price is 24330, basis is -300, basis rate is -1.2%, and historical quantile is 2.50% [1]. - Zinc (ZN2602): Spot price is 23960, futures price is 23970, basis is -10, basis rate is -0.04%, and historical quantile is 62.08% [1]. - Tin (SN2602): Spot price is 352540, futures price is 349750, basis is 2790, basis rate is 0.79%, and historical quantile is 10.00% [1]. - Nickel (NI2605): Spot price is 137600, futures price is 139090, basis is -1490, basis rate is -1.07%, and historical quantile is 8.54% [1]. - Stainless Steel (SS2603): Spot price is 13860, futures price is 13970, basis is -110, basis rate is -0.79%, and historical quantile is 21.45% [1]. - Lithium Carbonate (LC2605): Spot price is 140000, futures price is 143420, basis is -3420, basis rate is -2.38%, and historical quantile is 13.65% [1]. - Industrial Silicon (SIS605): Spot price is 9250, futures price is 8715, basis is 535, basis rate is 6.14%, and historical quantile is 32.44% [1]. Precious Metals - Gold (AU2602): Spot price is 1002.9, futures price is 1006.5, basis is -3.6, basis rate is -0.40%, and historical quantile is 17.80% [1]. - Silver (AG2604): Spot price is 18759.0, futures price is 18731.0, basis is 28.0, basis rate is 0.10%, and historical quantile is 96.90% [1]. Agricultural Products - Soybean Meal (M2605): Spot price is 3100, futures price is 2786.0, basis is 314.0, basis rate is 11.27%, and historical quantile is 71.20% [1]. - Soybean Oil (Y2605): Spot price is 8430, futures price is 7994.0, basis is 436.0, basis rate is 5.45%, and historical quantile is 75.10% [1]. - Palm Oil (P2605): Spot price is 8682.0, futures price is 8640, basis is 42.0, basis rate is 0.48%, and historical quantile is 14.10% [1]. - Rapeseed Meal (RM605): Spot price is 2520, futures price is 2338.0, basis is 182.0, basis rate is 7.78%, and historical quantile is 81.50% [1]. - Rapeseed Oil (Oleos): Spot price is 9770, futures price is 9042.0, basis is 728.0, basis rate is 8.05%, and historical quantile is 94.90% [1]. - Corn (C2603): Spot price is 2340, futures price is 2263.0, basis is 77.0, basis rate is 3.40%, and historical quantile is 74.30% [1]. - Corn Starch (CS2603): Spot price is 2620, futures price is 2535.0, basis is 85.0, basis rate is 3.35%, and historical quantile is 39.00% [1]. - Live Pigs (H2603): Spot price is 12900, futures price is 11770.0, basis is 1130.0, basis rate is 9.60%, and historical quantile is 81.00% [1]. - Eggs (JD2603): Spot price is 3130, futures price is 3040.0, basis is 90.0, basis rate is 2.96%, and historical quantile is 46.90% [1]. - Cotton (CF605): Spot price is 15750, futures price is 14675.0, basis is 1075.0, basis rate is 7.33%, and historical quantile is 70.10% [1]. - Sugar (SR605): Spot price is 5390, futures price is 5288.0, basis is 102.0, basis rate is 1.93%, and historical quantile is 15.10% [1]. - Apples (AP605): Spot price is 9689.0, futures price is 9200, basis is 489.0, basis rate is -5.05%, and historical quantile is 7.90% [1]. - Jujubes (CJ605): Spot price is 8200, futures price is 9150.0, basis is -950.0, basis rate is -10.38%, and historical quantile is 46.50% [1]. Energy and Chemicals - Para - Xylene (PX603): Spot price is 7178.0, futures price is 7238.0, basis is -60.0, basis rate is -0.83%, and historical quantile is 16.20% [1]. - PTA (TA605): Spot price is 5108.0, futures price is 5045.0, basis is 63.0, basis rate is 1.23%, and historical quantile is 32.40% [1]. - Ethylene Glycol (EG2605): Spot price is 3715.0, futures price is 3866.0, basis is -151.0, basis rate is -3.91%, and historical quantile is 5.40% [1]. - Polyester Staple Fiber (PF603): Spot price is 6520.0, futures price is 6486.0, basis is 34.0, basis rate is 0.52%, and historical quantile is 51.40% [1]. - Styrene (EB2602): Spot price is 7005.0, futures price is 6895.0, basis is 110.0, basis rate is 1.60%, and historical quantile is 51.00% [1]. - Methanol (MA605): Spot price is 2242.0, futures price is 2273.0, basis is -31.0, basis rate is -1.36%, and historical quantile is 18.80% [1]. - Urea (UR605): Spot price is 1777.0, futures price is 1750.0, basis is 27.0, basis rate is 1.52%, and historical quantile is 9.20% [1]. - LLDPE (L2605): Spot price is 6530.0, futures price is 6674.0, basis is -144.0, basis rate is -2.16%, and historical quantile is 1.60% [1]. - PP (PP2605): Spot price is 6387.0, futures price is 6514.0, basis is -127.0, basis rate is -1.95%, and historical quantile is 3.00% [1]. - PVC (V2605): Spot price is 4620.0, futures price is 4897.0, basis is -277.0, basis rate is -5.66%, and historical quantile is 10.20% [1]. - Caustic Soda (SH603): Spot price is 2150.0, futures price is 2224.0, basis is -74.0, basis rate is -3.33%, and historical quantile is 32.20% [1]. - LPG (PG2602): Spot price is 4221.0, futures price is 4858.0, basis is -637.0, basis rate is -15.09%, and historical quantile is 80.40% [1]. - Asphalt (BU2603): Spot price is 3171.0, futures price is 3080.0, basis is 91.0, basis rate is 2.87%, and historical quantile is 31.90% [1]. - Butadiene Rubber (BR2602): Spot price is 12015.0, futures price is 11900.0, basis is 115.0, basis rate is 0.95%, and historical quantile is 17.80% [1]. - Float Glass (FG605): Spot price is 1144.0, futures price is 952.0, basis is 192.0, basis rate is 20.17%, and historical quantile is 3.57% [1]. - Soda Ash (SA605): Spot price is 1228.0, futures price is 1188.0, basis is 40.0, basis rate is 3.37%, and historical quantile is 28.84% [1]. - Natural Rubber (RU2605): Spot price is 16030.0, futures price is 15700.0, basis is 330.0, basis rate is 2.10%, and historical quantile is 76.93% [1]. Financial Futures - Stock Index Futures - IF2603.CFF: Spot price is 4758.9, futures price is 4743.8, basis is 15.1, basis rate is 0.32%, and historical quantile is 30.20% [1]. - IH2603.CFE: Spot price is 3134.8, futures price is 3134.3, basis is 0.5, basis rate is 0.02%, and historical quantile is 59.10% [1]. - IC2603.CFE: Spot price is 8056.7, futures price is 8037.8, basis is 18.9, basis rate is 0.23%, and historical quantile is 55.30% [1]. - IM2603.CFE: Spot price is 8129.2, futures price is 8048.4, basis is 80.8, basis rate is 1.00%, and historical quantile is 20.70% [1]. - Treasury Bond Futures - 2 - year Bond (TS2603): Spot price is 102.34, futures price is 100.05, basis is 2.29 (after considering conversion factor 0.9774), basis rate is 2.29% (approx.), and historical quantile is 36.30% [1]. - 5 - year Bond (TF2603): Spot price is 105.57, futures price is 99.37, basis is 6.2 (after considering conversion factor 0.9412), basis rate is 6.2% (approx.), and historical quantile is 29.70% [1]. - 10 - year Bond (T2603): Spot price is 107.78, futures price is 100.20, basis is 7.58 (after considering conversion factor 0.9288), basis rate is 7.58% (approx.), and historical quantile is 28.60% [1]. - 30 - year Bond (TL2603): Spot price is 125.38, futures price is 110.87, basis is 14.51 (after considering conversion factor 1.1263), basis rate is 14.51% (approx.), and historical quantile is 74.20% [1].
全品种价差日报-20260112
Guang Fa Qi Huo·2026-01-12 06:52