宁证期货期现日报-20260113
Ning Zheng Qi Huo·2026-01-13 11:15
- Report Date - The report is the Futures Spot Daily Report on January 13, 2026 [1] 2. Steel and Related Products 2.1 Futures Market Performance - For steel products such as rebar and hot - rolled coil, rebar主力2605 closed at 3158, unchanged from the previous settlement, with a trading volume of 837,879 and a decrease of 119,553; hot - rolled coil主力2605 closed at 3303, down 3 from the previous settlement, with a trading volume of 404,061 and a decrease of 4,668 [2] - Iron ore主力2605 closed at 819.5, down 2 from the previous settlement, with a trading volume of 311,621 and an increase of 39,577; coke主力2605 closed at 1745, down 19 from the previous settlement, with a trading volume of 20,384 and a decrease of 1,868; coking coal主力2605 closed at 1191, down 30.5 from the previous settlement, with a trading volume of 1,292,258 and a decrease of 304,912 [2] 2.2 Spot Market Performance - The spot price of rebar (HRB400 20MM) in Shanghai was 3300, down 10 from the previous day; the spot price of hot - rolled coil (4.75MM) in Shanghai was 3290, unchanged from the previous day; the spot price of iron ore (Rizhao Port PB powder) was 826, down 3 from the previous day; the spot price of coke in Xingtai was 1370, unchanged from the previous day; the spot price of coking coal in Liulin was 1490, up 20 from the previous day [3] 2.3 Basis and Spread - Rebar basis was 142, down 3 from the previous day; hot - rolled coil basis was - 13, up 8 from the previous day; iron ore basis was 6.5, unchanged from the previous day; coke basis was - 375, up 25 from the previous day; coking coal basis was 299, up 67 from the previous day [3] - Rebar 05 - 10 spread was - 44, up 2 from the previous day; hot - rolled coil 05 - 10 spread was - 18, up 1 from the previous day; iron ore 05 - 10 spread was 25.5, up 0.5 from the previous day; coke 05 - 10 spread was - 97, down 27 from the previous day; coking coal 05 - 10 spread was - 90, down 22 from the previous day [4] 3. Chemical Products 3.1 Futures Market Performance - Soda ash主力2605 closed at 1212, down 16 from the previous settlement, with a trading volume of 1,041,362 and a decrease of 210,340; glass主力2605 closed at 1096, down 32 from the previous settlement, with a trading volume of 1,644,156 and a decrease of 138,239; methanol主力2605 closed at 2263, down 4 from the previous settlement, with a trading volume of 1,600,904 and an increase of 137,923; PP主力2605 closed at 6545, up 46 from the previous settlement, with a trading volume of 427,937 and a decrease of 73,189 [8] 3.2 Spot Market Performance - The spot price of soda ash in East China and Chongqing was 1230, unchanged from the previous day; the national average price of float glass was 1097, up from the previous day; the mainstream price of methanol in Jiangsu Taicang was 2263, up 5 from the previous day; the spot price of PP in East China was 6434, up 3 from the previous day [9] 3.3 Basis and Spread - Soda ash basis was 18, up 27 from the previous day; glass basis was 1, up 51 from the previous day; methanol basis was 0, up 6 from the previous day; PP basis was - 111, up 52 from the previous day [9] - Soda ash 05 - 09 spread was - 61, up 2 from the previous day; glass 05 - 09 spread was - 145, down 47 from the previous day; methanol 05 - 09 spread was - 5, down 7 from the previous day; PP 05 - 09 spread was - 40, up from the previous day; glass 2605 - soda ash 2605 spread was - 116, down 20 from the previous day; PP2605 - 3 * methanol 2605 spread was - 244, down 15 from the previous day [10] 4. Financial Futures and Precious Metals 4.1 Futures Market Performance - IF主力 closed at 4758.60, down 20.80 from the previous settlement, with a trading volume of 97,329 and an increase of 8,141; IH主力 closed at 3137.60, down 4.60 from the previous settlement, with a trading volume of 41,076 and an increase of 7,512; IC主力 closed at 8131.20, down 98.80 from the previous settlement, with a trading volume of 120,900 and an increase of 6,310; IM主力 closed at 8160.40, down 145.80 from the previous settlement, with a trading volume of 178,731 and an increase of 5,780 [13] - The two - year Treasury bond主力 closed at 102.33, unchanged from the previous settlement; the five - year Treasury bond主力 closed at 105.63, up 0.04 from the previous settlement; the ten - year Treasury bond主力 closed at 107.85, up 0.06 from the previous settlement; the thirty - year Treasury bond主力 closed at 111.35, up 0.31 from the previous settlement [13] - Shanghai gold主力 closed at 1027.18, up 10.28 from the previous settlement, with a trading volume of 197,421 and a decrease of 40,906; Shanghai silver主力 closed at 21030.00, up 1151.00 from the previous settlement, with a trading volume of 136,532 and a decrease of 29,618 [13] 4.2 Basis and Spread - IF basis was 2.43, down 0.99 from the previous day; IH basis was - 4.67, down 7.34 from the previous day; IC basis was 12.08, down 5.28 from the previous day; IM basis was 42.73, up 19.04 from the previous day; gold basis was - 4.02, down 7.82 from the previous day; silver basis was 5.00, up 134.00 from the previous day [14] - The ratio of Shanghai gold index to Shanghai silver index was 0.05, down 0.03 from the previous day; the spread between 30 - year and 10 - year Treasury bonds was 3.50, down 2.25 from the previous day; the spread between 30 - year and 5 - year Treasury bonds was 5.72, down 1.46 from the previous day; the spread between 10 - year and 5 - year Treasury bonds was 2.22, up 0.79 from the previous day; the spread between 10 - year and 2 - year Treasury bonds was 5.52, up 1.69 from the previous day; the spread between 5 - year and 2 - year Treasury bonds was 3.30, up 0.90 from the previous day [15] 5. Energy and Chemical - Related Products 5.1 Futures Market Performance - Crude oil主力 closed at 445.6, up 9.9 from the previous settlement, with a trading volume of 65,173 and a decrease of 21,400; PTA主力 closed at 5140, down 16 from the previous settlement, with a trading volume of 1,098,411 and a decrease of 483,789; PX主力 closed at 7282, down 36 from the previous settlement, with a trading volume of 296,944 and a decrease of 100,184; rubber主力 closed at 15975, unchanged from the previous settlement, with a trading volume of 380,256 and an increase of 30,564; NR主力 closed at 12840, down 55 from the previous settlement, with a trading volume of 70,227 and an increase of 585 [18] 5.2 Spot Market Performance - The spot price of crude oil (Oman) was 392.0, up 4.0 from the previous day; the spot price of PTA in East China was 5060, down 35 from the previous day; the spot price of PX at Zhenhai Refining & Chemical in Zhejiang was 7500, unchanged from the previous day; the spot price of rubber (SCRWF) in Shanghai was 15800, unchanged from the previous day [19] 5.3 Basis and Spread - Crude oil basis was - 54, up from the previous day; PTA basis was - 80, up 39 from the previous day; PX basis was 218, up 52 from the previous day; rubber basis was - 175, up 1465 from the previous day [19] - Crude oil主力 - far - month spread was - 445.6, down 447.2 from the previous day; PTA主力 - far - month spread was - 60, down 42 from the previous day; PX主力 - far - month spread was - 7320, down 7230 from the previous day; rubber主力 - far - month spread was 25, up 165 from the previous day; PXN was 338, down 1 from the previous day; PTA cash - flow cost was 4948, down 10 from the previous day [20] 6. Non - ferrous Metals 6.1 Futures Market Performance - Shanghai copper主力 closed at 102,290, down 470 from the previous settlement, with a trading volume of 225,437 and an increase of 15,695; Shanghai aluminum主力 closed at 24,375, down 210 from the previous settlement, with a trading volume of 825,553 and an increase of 170,542; Shanghai zinc主力 closed at 24,235, up 205 from the previous settlement, with a trading volume of 152,709 and an increase of 48,147; Shanghai nickel主力 closed at 138,450, down 3,130 from the previous settlement, with a trading volume of 1,277,651 and an increase of 194,449; Shanghai tin主力 closed at 379,330, up 15,010 from the previous settlement, with a trading volume of 470,223 and an increase of 187,240; alumina主力 closed at 2,780, down 59 from the previous settlement, with a trading volume of 964,869 and an increase of 97,851; industrial silicon主力 closed at 8,635, down 145 from the previous settlement, with a trading volume of 270,076 and an increase of 776; lithium carbonate主力 closed at 166,980, up 11,560 from the previous settlement, with a trading volume of 608,177 and an increase of 539,686 [23] 6.2 Basis and Spread - Shanghai copper basis was 220, up 785 from the previous day; Shanghai aluminum basis was - 75, up 235 from the previous day; Shanghai zinc basis was 95, up 80 from the previous day; Shanghai nickel basis was 6,750, up 4100 from the previous day; Shanghai tin basis was 870, up 9240 from the previous day; alumina basis was - 92, up 83 from the previous day; industrial silicon basis was 865, up 120 from the previous day; lithium carbonate basis was - 7,480, down 3420 from the previous day [24] - The nickel - tin ratio was 0.36, down 0.0176 from the previous day; the copper - aluminum ratio was 4.20, down 0.0144 from the previous day; the copper - zinc ratio was 4.22, down 0.0818 from the previous day; the copper - nickel ratio was 0.74, up 0.0190 from the previous day; the copper - tin ratio was 0.27, down 0.0057 from the previous day [25] 7. Agricultural Products 7.1 Basis - The basis of live pigs was 1,205, up 40 from the previous day; the basis of corn was - 34, up 8 from the previous day; the basis of soybean meal was 399, up 19 from the previous day; the basis of fruit boxes was 76, up 6 from the previous day; the basis of soybean oil was 604, up 108 from the previous day; the basis of rapeseed oil was 833, up 113 from the previous day; the basis of palm oil was 122, up 196 from the previous day; the basis of eggs was 560, up 130 from the previous day [27] 7.2 Spread and Ratio - The pig - grain ratio was 5.1642, up 0.04 from the previous day; the spread between the two types of rapeseed oil was 447, down 13 from the previous day; the spread between soybean meal and soybean oil was - 792, down 62 from the previous day; the spread between soybean oil and rapeseed oil was - 1031, down 45 from the previous day; the spread between rapeseed oil and palm oil was 239, down 17 from the previous day; the oil - box ratio (soybean oil/soybean box) was 2.8924, up 0.03 from the previous day; the oil - box ratio (rapeseed oil/rapeseed box) was 3.8967, up 0.04 from the previous day [28] 8. Other Products 8.1 Futures Market Performance - Sugar closed at 5,253, down 33 from the previous settlement, with a trading volume of 221,246 and an increase of 30,716; Zhengzhou cotton closed at 14,760, up 195 from the previous settlement, with a trading volume of 547,023 and a decrease of 68,350; cotton yarn closed at 20,765, up 160 from the previous settlement, with a trading volume of 10,121 and an increase of 864; apples closed at 9,779, up 142 from the previous settlement, with a trading volume of 153,672 and an increase of 86,087; red dates closed at 9,060, down 100 from the previous settlement, with a trading volume of 91,864 and an increase of 11,198; corn starch closed at 2,561, up 8 from the previous settlement, with a trading volume of 89,060 and a decrease of 22,462; European line container shipping closed at 1,200, down 69 from the previous settlement, with a trading volume of 44,098 and a decrease of 20,59