Report Information - The report is a daily spread report for all varieties, dated January 15, 2026, with investment consulting business qualification of CSRC License [2011] 1292. The data sources are Wind, Mysteel, and GF Futures Research Institute [3] Core View - The report presents the spot prices, futures prices, basis, basis rates, and historical quantiles of various commodities and financial instruments across multiple sectors including ferrous metals, non - ferrous metals, precious metals, agricultural products, energy and chemicals, and financials [1] Sector - by - Sector Summary Ferrous Metals - Silicon Iron (SF603): The spot price is 5690, the futures price is 5920, the basis rate is 45.70%, and the historical quantile is 59.50% [1] - Silicon Manganese (SM603): The spot price is 6020, the futures price is 5920, the basis rate is 1.69%, and the historical quantile is 59.00% [1] - Rebar (RB2605): The spot price is 3300, the futures price is 3162, the basis rate is 4.36%, and the historical quantile is 59.00% [1] - Hot - Rolled Coil (HC2605): The spot price is 3306, the futures price is 3270, the basis rate is - 1.09%, and the historical quantile is 6.70% [1] - Iron Ore (I2605): The spot price is 885, the futures price is 821, the basis rate is 7.75%, and the historical quantile is 49.40% [1] - Coke (J2605): The spot price is 1756, the futures price is 1739, the basis rate is 1.00%, and the historical quantile is 74.44% [1] - Coking Coal (JM2605): The spot price is 1197, the futures price is 1156, the basis rate is 3.38%, and the historical quantile is 24.40% [1] Non - Ferrous Metals - Copper (CU2603): The spot price is 104120, the futures price is 103915, the basis rate is - 0.20%, and the historical quantile is 76.45% [1] - Aluminum (AL2603): The spot price is 24670, the futures price is 24595, the basis rate is 0.30%, and the historical quantile is 36.04% [1] - Alumina (AO2605): The spot price is 2800, the futures price is 2655, the basis rate is - 5.19%, and the historical quantile is 11.67% [1] - Zinc (ZN2603): The spot price is 24500, the futures price is 24475, the basis rate is 0.10%, and the historical quantile is 66.04% [1] - Tin (SN2602): The spot price is 413170, the futures price is 405500, the basis rate is - 1.86%, and the historical quantile is 76.25% [1] - Nickel (NI2603): The spot price is 142400, the futures price is 140940, the basis rate is 1.04%, and the historical quantile is 98.95% [1] - Stainless Steel (SS2603): The spot price is 14070, the futures price is 13925, the basis rate is 1.04%, and the historical quantile is 25.53% [1] - Lithium Carbonate (LC2605): The spot price is 163000, the futures price is 161940, the basis rate is 0.65%, and the historical quantile is 74.88% [1] - Industrial Silicon (SI2605): The spot price is 9250, the futures price is 8755, the basis rate is 5.65%, and the historical quantile is 30.65% [1] Precious Metals - Gold (AU2602): The spot price is 1037.6, the futures price is 1040.6, the basis rate is - 0.80%, and the historical quantile is 22.90% [1] - Silver (AG2604): The spot price is 22763.0, the futures price is 22765.0, the basis rate is 0.00%, and the historical quantile is 87.20% [1] Agricultural Products - Soybean Meal (M2605): The spot price is 3090, the futures price is 2751.0, the basis rate is 12.32%, and the historical quantile is 73.70% [1] - Soybean Oil (Y2605): The spot price is 8750, the futures price is 8440, the basis rate is 3.67%, and the historical quantile is 76.20% [1] - Palm Oil (P2605): The spot price is 8748.0, the futures price is 8308.0, the basis rate is 5.29%, and the historical quantile is 26.50% [1] - Rapeseed Meal (RM605): The spot price is 2480, the futures price is 2289.0, the basis rate is 8.34%, and the historical quantile is 82.40% [1] - Rapeseed Oil (OI2605): The spot price is 9790, the futures price is 8949.0, the basis rate is 9.40%, and the historical quantile is 96.40% [1] - Corn (C2603): The spot price is 2272.0, the futures price is 2189.0, the basis rate is 3.65%, and the historical quantile is 76.20% [1] - Corn Starch (CS2603): The spot price is 2620, the futures price is 2543.0, the basis rate is 3.03%, and the historical quantile is 33.70% [1] - Live Hogs (H2603): The spot price is [13000], the futures price is 12010.0, the basis rate is 8.24%, and the historical quantile is 76.20% [1] - Eggs (JD2603): The spot price is 3330, the futures price is 3007.0, the basis rate is 10.74%, and the historical quantile is 64.60% [1] - Cotton (CF605): The spot price is 15500, the futures price is 14810.0, the basis rate is 4.66%, and the historical quantile is 26.00% [1] - Sugar (SR605): The spot price is 5390, the futures price is 5299.0, the basis rate is 1.72%, and the historical quantile is 14.10% [1] - Apples (AP605): The spot price is 9934.0, the futures price is 9400, the basis rate is - 5.88%, and the historical quantile is 6.10% [1] - Jujubes (CJ605): The spot price is 9130.0, the futures price is 8200, the basis rate is - 10.19%, and the historical quantile is 46.90% [1] Energy and Chemicals - Para - Xylene (PX603): The spot price is 7262.0, the futures price is 7210.0, the basis rate is - 0.72%, and the historical quantile is 17.80% [1] - PTA (TA605): The spot price is 5116.0, the futures price is 5060.0, the basis rate is - 1.09%, and the historical quantile is 35.80% [1] - Ethylene Glycol (EG2605): The spot price is 3867.0, the futures price is 3720.0, the basis rate is 3.80%, and the historical quantile is 7.00% [1] - Polyester Staple Fiber (PF603): The spot price is 6510.0, the futures price is 6470.0, the basis rate is 0.62%, and the historical quantile is 52.90% [1] - Styrene (EB2602): The spot price is 7250.0, the futures price is 7116.0, the basis rate is 1.88%, and the historical quantile is 55.30% [1] - Methanol (MA605): The spot price is 2288.0, the futures price is 2257.0, the basis rate is - 1.85%, and the historical quantile is 18.80% [1] - Urea (UR605): The spot price is 1814.0, the futures price is 1740.0, the basis rate is - 4.08%, and the historical quantile is 2.30% [1] - LLDPE (L2605): The spot price is 6850.0, the futures price is 6820.0, the basis rate is 0.44%, and the historical quantile is 31.80% [1] - PP (PP2605): The spot price is 6590.0, the futures price is 6525.0, the basis rate is - 0.99%, and the historical quantile is 10.60% [1] - PVC (V2605): The spot price is 4878.0, the futures price is 4660.0, the basis rate is - 4.47%, and the historical quantile is 23.40% [1] - Caustic Soda (SH603): The spot price is 2100.0, the futures price is 2093.0, the basis rate is 0.33%, and the historical quantile is 45.00% [1] - LPG (PG2603): The spot price is 5048.0, the futures price is 4225.0, the basis rate is 19.48%, and the historical quantile is 91.10% [1] - Asphalt (BU2603): The spot price is 3168.0, the futures price is 3100.0, the basis rate is - 2.15%, and the historical quantile is 37.90% [1] - Butadiene Rubber (BR2603): The spot price is 12250.0, the futures price is 12100.0, the basis rate is - 1.22%, and the historical quantile is 14.70% [1] - Glass (FG605): The spot price is 1096.0, the futures price is 940.0, the basis rate is 16.60%, and the historical quantile is 9.47% [1] - Soda Ash (SA605): The spot price is 1222.0, the futures price is 1162.0, the basis rate is - 5.16%, and the historical quantile is 18.52% [1] - Natural Rubber (RU2605): The spot price is 16160.0, the futures price is 15850.0, the basis rate is - 1.96%, and the historical quantile is 77.34% [1] Financials - Stock Index Futures: - IF2603.CFF: The spot price is 4741.9, the futures price is 4740.0, the basis rate is - 0.04%, and the historical quantile is 58.50% [1] - IH2603.CFE: The spot price is 3112.1, the futures price is 3114.0, the basis rate is 0.06%, and the historical quantile is 67.50% [1] - IC2603.CFE: The spot price is 8227.7, the futures price is 8197.8, the basis rate is - 0.36%, and the historical quantile is 40.90% [1] - IM2603.CFE: The spot price is 8257.2, the futures price is 8156.0, the basis rate is - 1.24%, and the historical quantile is 16.80% [1] - Treasury Bond Futures: - 2 - year Treasury Bond (TS2603): The spot price is 102.34, the futures price is 100.04, the basis rate is 0.02%, and the historical quantile is 35.50% [1] - 5 - year Treasury Bond (TF2603): The spot price is 105.66, the futures price is 99.44, the basis rate is 0.00%, and the historical quantile is 27.50% [1] - 10 - year Treasury Bond (T2603): The spot price is 107.92, the futures price is 100.32, the basis rate is 0.07%, and the historical quantile is 26.40% [1] - 30 - year Treasury Bond (TL2603): The spot price is 125.64, the futures price is 111.28, the basis rate is 0.28%, and the historical quantile is 43.20% [1]
全品种价差日报-20260115
Guang Fa Qi Huo·2026-01-15 02:09