广发期货全品种价差日报-20260120

Report Overview - The report is a full - variety spread daily report dated January 20, 2026, providing data on the spot prices, futures prices, basis, basis rates, and historical quantiles of multiple commodities across different sectors [2]. Report Industry Investment Rating - There is no information about the industry investment rating in the provided content. Report's Core View - There is no clear core view stated in the provided content. The report mainly presents a comprehensive set of data on various commodities. Summary by Commodity Sectors Ferrous Metals - For silicon iron (SF603), the spot price is 5648, the futures price is 5548, with a basis of 100 and a basis rate of 1.80% [1]. - For silicon manganese (SM603), the spot price is 5970, the futures price is 5808, with a basis of 162 and a basis rate of 2.79% [1]. - For rebar (RB2605), the spot price is 3290, the futures price is 3140, with a basis of 150 and a basis rate of 4.56% [1]. - For hot - rolled coil (HC2605), the spot price is 3280, the futures price is 3299, with a basis of - 19 and a basis rate of - 0.58% [1]. - For iron ore (I2605), the spot price is 852, the futures price is 794, with a basis of 58 and a basis rate of 7.35% [1]. - For coke (J2605), the spot price is 1734, the futures price is 1721, with a basis of 13 and a basis rate of 0.75% [1]. - For coking coal (JM2605), the spot price is 1175, the futures price is 1156, with a basis of 19 and a basis rate of 1.64% [1]. Non - Ferrous Metals - For copper (CU2603), the spot price is 101180, the futures price is 100940, with a basis of 240 and a basis rate of 0.24% [1]. - For aluminum (AL2603), the spot price is 24090, the futures price is 23870, with a basis of 220 and a basis rate of 0.91% [1]. - For zinc (ZN2603), the spot price is 24450, the futures price is 24350, with a basis of 100 and a basis rate of 0.41% [1]. - For tin (SN2602), the spot price is 389800, the futures price is 389500, with a basis of 300 and a basis rate of 0.08% [1]. - For nickel (NI2603), the spot price is 142500, the futures price is 142320, with a basis of 180 and a basis rate of 0.13% [1]. - For stainless steel (SS2603), the spot price is 14470, the futures price is 14305, with a basis of 165 and a basis rate of 1.15% [1]. - For lithium carbonate (LC2605), the spot price is 151000, the futures price is 147260, with a basis of 3740 and a basis rate of 2.54% [1]. - For industrial silicon (SI2605), the spot price is 9250, the futures price is 8845, with a basis of 405 and a basis rate of 4.58% [1]. Precious Metals - For gold (AU2604), the spot price is 1048.9, the futures price is 1045.3, with a basis of 3.6 and a basis rate of 0.30% [1]. - For silver (AG2604), the spot price is 23189.0, the futures price is 23136.0, with a basis of 53.0 and a basis rate of 0.23% [1]. Agricultural Products - For soybean meal (M2605), the spot price is 3080, the futures price is 2727.0, with a basis of 353.0 and a basis rate of 12.94% [1]. - For soybean oil (V2605), the spot price is 8450, the futures price is 7996.0, with a basis of 454.0 and a basis rate of 5.68% [1]. - For palm oil (P2605), the spot price is 8648.0, the futures price is 8620, with a basis of - 28.0 and a basis rate of - 0.32% [1]. - For rapeseed meal (RM2605), the spot price is 2390, the futures price is 2221.0, with a basis of 169.0 and a basis rate of 7.61% [1]. - For rapeseed oil (OI2605), the spot price is 9780, the futures price is 8902.0, with a basis of 878.0 and a basis rate of 9.86% [1]. - For corn (C2603), the spot price is 2355, the futures price is 2281.0, with a basis of 74.0 and a basis rate of 3.24% [1]. - For corn starch (CS2603), the spot price is 2620, the futures price is 2555.0, with a basis of 65.0 and a basis rate of 2.54% [1]. - For live pigs (H2603), the spot price is 13400, the futures price is 11705.0, with a basis of 1695.0 and a basis rate of 14.48% [1]. - For eggs (JD2603), the spot price is 3510, the futures price is 3023.0, with a basis of 487.0 and a basis rate of 16.11% [1]. - For cotton (CF2605), the spot price is 15650, the futures price is 14545.0, with a basis of 1105.0 and a basis rate of 7.60% [1]. - For white sugar (SR2605), the spot price is 5390, the futures price is 5244.0, with a basis of 146.0 and a basis rate of 2.78% [1]. - For apples (AP2605), the spot price is 9400, the futures price is 9345.0, with a basis of 55.0 and a basis rate of 0.59% [1]. - For red dates (CJ2605), the spot price is 8815.0, the futures price is 8000, with a basis of - 815.0 and a basis rate of - 9.25% [1]. Energy and Chemicals - For paraxylene (PX2603), the spot price is 7106.0, the futures price is 7055.0, with a basis of 51.0 and a basis rate of 0.72% [1]. - For PTA (TA2605), the spot price is 5030.0, the futures price is 4975.0, with a basis of 55.0 and a basis rate of 1.09% [1]. - For ethylene glycol (EG2605), the spot price is 3755.0, the futures price is 3635.0, with a basis of 120.0 and a basis rate of 3.20% [1]. - For polyester staple fiber (PF2603), the spot price is 6435.0, the futures price is 6398.0, with a basis of 37.0 and a basis rate of 0.58% [1]. - For styrene (EB2602), the spot price is 7430.0, the futures price is 7295.0, with a basis of 135.0 and a basis rate of 1.85% [1]. - For methanol (MA2605), the spot price is 2212.0, the futures price is 2207.0, with a basis of 5.0 and a basis rate of 0.23% [1]. - For urea (UR2605), the spot price is 1772.0, the futures price is 1750.0, with a basis of 22.0 and a basis rate of 1.24% [1]. - For LLDPE (L2605), the spot price is 6750.0, the futures price is 6667.0, with a basis of 83.0 and a basis rate of 1.24% [1]. - For PP (PP2605), the spot price is 6575.0, the futures price is 6482.0, with a basis of 93.0 and a basis rate of 1.43% [1]. - For PVC (V2605), the spot price is 4801.0, the futures price is 4560.0, with a basis of 241.0 and a basis rate of 5.02% [1]. - For caustic soda (SH2603), the spot price is 2005.0, the futures price is 1984.0, with a basis of 21.0 and a basis rate of 1.03% [1]. - For LPG (PG2603), the spot price is 4998.0, the futures price is 4092.0, with a basis of 906.0 and a basis rate of 22.14% [1]. - For asphalt (BU2603), the spot price is 3142.0, the futures price is 3080.0, with a basis of 62.0 and a basis rate of 1.97% [1]. - For butadiene rubber (BR2603), the spot price is 11800.0, the futures price is 11605.0, with a basis of 195.0 and a basis rate of 1.68% [1]. - For glass (FG2605), the spot price is 1070.0, the futures price is 936.0, with a basis of 134.0 and a basis rate of 14.32% [1]. - For soda ash (SA2605), the spot price is 1192.0, the futures price is 1142.0, with a basis of 50.0 and a basis rate of 4.38% [1]. - For natural rubber (RU2605), the spot price is 15745.0, the futures price is 15500.0, with a basis of - 245.0 and a basis rate of - 1.58% [1]. Financial Instruments - For IF2603.CFF, the spot price is 4734.5, the futures price is 4728.6, with a basis of - 5.9 and a basis rate of - 0.12% [1]. - For IH2603.CFE, the spot price is 3075.9, the futures price is 3077.6, with a basis of 1.7 and a basis rate of 0.05% [1]. - For IC2603.CFE, the spot price is 8287.9, the futures price is 8266.0, with a basis of - 21.9 and a basis rate of - 0.27% [1]. - For IM2603.CFE, the spot price is 8265.6, the futures price is 8186.6, with a basis of - 79.0 and a basis rate of - 0.97% [1]. - For 2 - year Treasury bond (TS2603), the spot price is 102.40, the futures price is 100.09, with a basis of 2.31 (after considering conversion factor) and a basis rate of 2.31% (approx.) [1]. - For 5 - year Treasury bond (TF2603), the spot price is 105.78, the futures price is 99.55, with a basis of 6.23 (after considering conversion factor) and a basis rate of 6.23% (approx.) [1]. - For 10 - year Treasury bond (T2603), the spot price is 108.04, the futures price is 100.42, with a basis of 7.62 (after considering conversion factor) and a basis rate of 7.62% (approx.) [1]. - For 30 - year Treasury bond (TL2603), the spot price is 125.30, the futures price is 110.91, with a basis of 14.39 (after considering conversion factor) and a basis rate of 14.39% (approx.) [1].