Report Summary 1. Report Industry Investment Rating - Not provided in the given content. 2. Report Core View - The report presents the latest trading data of various commodities and financial products on January 14, 2026, including spot prices, futures prices, basis, basis rates, and historical quantiles, covering ferrous metals, non - ferrous metals, precious metals, agricultural products, energy chemicals, and financial sectors. [1] 3. Summary by Category Ferrous Metals - Silicon Iron (SF603): Spot price is 5682, futures price is 5728, basis is - 46, basis rate is - 0.81%, and historical quantile is 60.40% [1]. - Silicon Manganese (SM603): Spot price is 6517, futures price is 5916, basis is 601, basis rate is 10.16%, and historical quantile is 46.10% [1]. - Rebar (RB2605): Spot price is 3300, futures price is 3158, basis is 142, basis rate is 4.5%, and historical quantile is 60.10% [1]. - Hot - Rolled Coil (HC2605): Spot price is 3303, futures price is 3280, basis is 23, basis rate is 0.7%, and historical quantile is 9.80% [1]. - Iron Ore (12605): Spot price is 883, futures price is 820, basis is 63, basis rate is 7.69%, and historical quantile is 49.10% [1]. - Coke (J2605): Spot price is 1756, futures price is 1745, basis is 11, basis rate is 0.62%, and historical quantile is 71.29% [1]. - Coking Coal (JM2605): Spot price is 1191, futures price is 1156, basis is 35, basis rate is 2.94%, and historical quantile is 25.20% [1]. Non - Ferrous Metals - Copper (CU2603): Spot price is 102290, futures price is 102510, basis is - 220, basis rate is - 0.22%, and historical quantile is 76.45% [1]. - Aluminum (AL2603): Spot price is 24375, futures price is 24300, basis is 75, basis rate is 0.31%, and historical quantile is 36.04% [1]. - Alumina (AO2605): Spot price is 2780, futures price is 2656, basis is 124, basis rate is 4.45%, and historical quantile is 11.67% [1]. - Zinc (ZN2603): Spot price is 24260, futures price is 24235, basis is 25, basis rate is 0.1%, and historical quantile is 66.04% [1]. - Tin (SN2602): Spot price is 380200, futures price is 379330, basis is 870, basis rate is 0.23%, and historical quantile is 76.25% [1]. - Nickel (NISEOS): Spot price is 141000, futures price is 138450, basis is 2550, basis rate is 1.84%, and historical quantile is 98.95% [1]. - Stainless Steel (SS2603): Spot price is 14070, futures price is 13855, basis is 215, basis rate is 1.55%, and historical quantile is 51.71% [1]. - Lithium Carbonate (LC2605): Spot price is 166980, futures price is 159500, basis is - 7480, basis rate is - 4.48%, and historical quantile is 4.18% [1]. - Industrial Silicon (SIS605): Spot price is 9250, futures price is 8632, basis is 615, basis rate is 7.12%, and historical quantile is 39.21% [1]. Precious Metals - Gold (AU2602): Spot price is 1025.5, futures price is 1027.2, basis is - 1.7, basis rate is - 0.2%, and historical quantile is 49.90% [1]. - Silver (AG2604): Spot price is 21004, futures price is 21048, basis is - 44, basis rate is - 0.21%, and historical quantile is 98.10% [1]. Agricultural Products - Soybean Meal (M2605): Spot price is 3100, futures price is 2761, basis is 339, basis rate is 12.28%, and historical quantile is 73.70% [1]. - Soybean Oil (y2605): Spot price is 8430, futures price is 7986, basis is 444, basis rate is 5.55%, and historical quantile is 77.10% [1]. - Palm Oil (P2605): Spot price is 8778, futures price is 8750, basis is 28, basis rate is 0.32%, and historical quantile is 18.10% [1]. - Rapeseed Meal (RM605): Spot price is 2490, futures price is 2314, basis is 176, basis rate is 7.61%, and historical quantile is 80.30% [1]. - Rapeseed Oil (Oleos): Spot price is 9780, futures price is 9017, basis is 763, basis rate is 8.45%, and historical quantile is 96.00% [1]. - Corn (C2603): Spot price is 2360, futures price is 2284, basis is 76, basis rate is 3.33%, and historical quantile is 73.60% [1]. - Corn Starch (CS2603): Spot price is 2620, futures price is 2561, basis is 59, basis rate is 2.30%, and historical quantile is 25.40% [1]. - Live Pigs (H2603): Spot price is 13000, futures price is 11795, basis is 1205, basis rate is 10.22%, and historical quantile is 82.60% [1]. - Eggs (JD2603): Spot price is 3330, futures price is 2990, basis is 340, basis rate is 11.37%, and historical quantile is 65.90% [1]. - Cotton (CF605): Spot price is 15600, futures price is 14760, basis is 840, basis rate is 5.69%, and historical quantile is 37.00% [1]. - White Sugar (SR605): Spot price is 5390, futures price is 5253, basis is 137, basis rate is 2.61%, and historical quantile is 21.40% [1]. - Apples (AP605): Spot price is 9200, futures price is 9779, basis is - 579, basis rate is - 5.92%, and historical quantile is 4.20% [1]. - Red Dates (CJ605): Spot price is 8200, futures price is 9060, basis is - 860, basis rate is - 9.49%, and historical quantile is 50.50% [1]. Energy Chemicals - Paraxylene (PX603): Spot price is 7282, futures price is 7229, basis is - 53, basis rate is - 0.73%, and historical quantile is 17.30% [1]. - PTA (TA605): Spot price is 5140, futures price is 5060, basis is 80, basis rate is 1.56%, and historical quantile is 23.60% [1]. - Ethylene Glycol (EG2605): Spot price is 3815, futures price is 3665, basis is 150, basis rate is 3.93%, and historical quantile is 5.90% [1]. - Polyester Staple Fiber (PF603): Spot price is 6530, futures price is 6506, basis is 24, basis rate is 0.37%, and historical quantile is 49.10% [1]. - Styrene (EB2602): Spot price is 7170, futures price is 7028, basis is 142, basis rate is 2.02%, and historical quantile is 56.60% [1]. - Methanol (MA605): Spot price is 2263, futures price is 2257, basis is 6, basis rate is 0.27%, and historical quantile is 35.00% [1]. - Urea (UR605): Spot price is 1774, futures price is 1740, basis is 34, basis rate is 1.92%, and historical quantile is 8.10% [1]. - LLDPE (L2605): Spot price is 6766, futures price is 6750, basis is 16, basis rate is 0.24%, and historical quantile is 18.00% [1]. - PP (PP2605): Spot price is 6545, futures price is 6500, basis is 45, basis rate is 0.69%, and historical quantile is 15.10% [1]. - PVC (V2605): Spot price is 4888, futures price is 4670, basis is 218, basis rate is 4.46%, and historical quantile is 23.40% [1]. - Caustic Soda (SH603): Spot price is 2131, futures price is 2106.3, basis is 24.8, basis rate is 1.16%, and historical quantile is 40.30% [1]. - LPG (PG2603): Spot price is 4958, futures price is 4313, basis is 645, basis rate is 14.95%, and historical quantile is 80.90% [1]. - Asphalt (BU2603): Spot price is 3140, futures price is 3080, basis is 60, basis rate is 1.91%, and historical quantile is 40.10% [1]. - Butadiene Rubber (BR2603): Spot price is 12100, futures price is 12000, basis is 100, basis rate is 0.83%, and historical quantile is 41.50% [1]. - Glass (FG605): Spot price is 1096, futures price is 940, basis is 156, basis rate is 16.60%, and historical quantile is 9.47% [1]. - Soda Ash (SA605): Spot price is 1212, futures price is 1162, basis is 50, basis rate is 4.30%, and historical quantile is 22.31% [1]. - Natural Rubber (RU2605): Spot price is 15975, futures price is 15800, basis is 175, basis rate is 1.11%, and historical quantile is 84.08% [1]. Financial Products - Stock Index Futures - IF2603.CFE: Spot price is 4761, futures price is 4758.6, basis is - 2.4, basis rate is - 0.05%, and historical quantile is 57.20% [1]. - Stock Index Futures - IH2603.CFE: Spot price is 3137.6, futures price is 3132.9, basis is 4.7, basis rate is 0.15%, and historical quantile is 82.90% [1]. - Stock Index Futures - IC2603.CFE: Spot price is 8143.3, futures price is 8131.2, basis is 12.1, basis rate is 0.15%, and historical quantile is 65.10% [1]. - Stock Index Futures - IM2603.CFE: Spot price is 8203.1, futures price is 8160.4, basis is 42.7, basis rate is 0.92%, and historical quantile is 38.30% [1]. - 2 - Year Treasury Bond Futures (122603): Spot price is 102.33, futures price is 100.03, basis is - 0.02, basis rate is - 0.02%, and historical quantile is 24.80% [1]. - 5 - Year Treasury Bond Futures (TF2603): Spot price is 99.38, futures price is 105.62, basis is - 0.08, basis rate is - 0.07%, and historical quantile is 26.50% [1]. - 10 - Year Treasury Bond Futures (T2603): Spot price is 107.85, futures price is 100.25, basis is 0.44, basis rate is 0.39%, and historical quantile is 65.00% [1]. - 30 - Year Treasury Bond Futures (TL2603): Spot price is 125.81, futures price is 111.31, basis is 0.44, basis rate is 0.39%, and historical quantile is 65.00% [1].
全品种价差日报-20260114
Guang Fa Qi Huo·2026-01-14 01:36