宁证期货期现日报-20260121

Group 1: Energy and Chemicals Futures Market - Crude oil: The main contract closed at 440.8, up 0.52% from the previous settlement. Volume increased by 26,065 lots to 78,058 lots, and open interest decreased by 111 lots to 39,936 lots [2]. - PTA: The main contract closed at 5,154, up 1.50% from the previous settlement. Volume increased by 94,325 lots to 1,430,723 lots, and open interest increased by 8,005 lots to 1,466,380 lots [2]. - PX: The main contract closed at 7,206, up 0.84% from the previous settlement. Volume increased by 30,519 lots to 339,590 lots, and open interest decreased by 16,476 lots to 170,240 lots [2]. - Rubber: The main contract closed at 15,745, up 0.86% from the previous settlement. Volume decreased by 45,090 lots to 206,109 lots, and open interest increased by 2,136 lots to 181,112 lots [2]. - NR: The main contract closed at 12,615, up 0.56% from the previous settlement. Volume decreased by 1,172 lots to 48,971 lots, and open interest decreased by 1,666 lots to 62,058 lots [2]. Spot Market and Basis - Crude oil (Oman): Spot price was 400.0, up 6.0 from the previous day. The basis improved to -41 from -98 [3]. - PTA (East China): Spot price was 5,090, up 80 from the previous day. The basis improved to -64 from -119 [3]. - PX (Zhenhai Refining & Chemical, Zhejiang): Spot price remained at 7,300. The basis decreased to 94 from 166 [3]. - Rubber (SCRWF, Shanghai): Spot price remained at 15,400. The basis improved to -345 from -1,640 [3]. Spread and Other Indicators - PXN remained at 339. - PTA cash - flow cost increased to 4,933 from 4,886 [4]. Group 2: Steel and Related Products Futures Market - Rebar: The main contract (2605) closed at 3,117, down 0.35% from the previous settlement. Volume decreased by 302,922 lots to 633,661 lots, and open interest increased by 1,023 lots to 1,742,258 lots [9]. - Hot - rolled coil: The main contract (2605) closed at 3,286, down 0.06% from the previous settlement. Volume decreased by 136,699 lots to 335,123 lots, and open interest decreased by 36,985 lots to 1,449,160 lots [9]. - Iron ore: The main contract (2605) closed at 784, down 0.32% from the previous settlement. Volume decreased by 137,601 lots to 225,102 lots, and open interest decreased by 11,163 lots to 575,249 lots [9]. - Coke: The main contract (2605) closed at 1,683.5, down 0.59% from the previous settlement. Volume decreased by 7,401 lots to 14,616 lots, and open interest decreased by 71 lots to 38,358 lots [9]. - Coking coal: The main contract (2605) closed at 1,129, down 1.83% from the previous settlement. Volume decreased by 223,511 lots to 864,680 lots, and open interest decreased by 17,288 lots to 515,444 lots [9]. Spot Market and Basis - Rebar (HRB400 20MM, Shanghai): Spot price was 3,270, down 10 from the previous day. The basis decreased to 153 from 169 [10]. - Hot - rolled coil (4.75MM, Shanghai): Spot price was 3,270, down 10 from the previous day. The basis decreased to -16 from 4 [10]. - Iron ore (Rizhao Port PB powder): Spot price was 797, up 3 from the previous day. The basis increased to 13 from 4.5 [10]. - Coke (Xingtai): Spot price remained at 1,370. The basis decreased to -313.5 from -303.5 [10]. - Coking coal (Liulin): Spot price remained at 1,550. The basis decreased to 421 from 426 [10]. Spread and Other Indicators - Rebar 05 - 10 spread increased to -45 from -48. - Hot - rolled coil 05 - 10 spread remained at -19. - Iron ore 05 - 10 spread decreased to 21.5 from 22. - Coke 05 - 10 spread increased to -85 from -106. - Coking coal 05 - 10 spread increased to -86 from -104. - Rebar mill profit on the futures market increased to -159.4 from -171.8. - Hot - rolled coil mill profit on the futures market increased to 159.6 from 143.2. - The total spread between rebar and hot - rolled coil increased to 169 from 165. - The ratio of rebar to iron ore increased to 3.98 from 3.94. - The ratio of coke to coking coal on the futures market remained at 1.49 [11]. Group 3: Financial Futures and Precious Metals Futures Market - Stock index futures: IF main contract closed at 4,722.80, up 0.41% from the previous settlement. Volume decreased by 5,750 lots to 74,116 lots, and open interest decreased by 6,123 lots to 173,409 lots. IH main contract closed at 3,073.60, down 0.01% from the previous settlement. Volume increased by 2,727 lots to 34,230 lots, and open interest increased by 1,743 lots to 58,489 lots. IC main contract closed at 8,371.00, up 1.89% from the previous settlement. Volume decreased by 21,477 lots to 101,832 lots, and open interest decreased by 4,994 lots to 175,976 lots. IM main contract closed at 8,231.00, up 1.73% from the previous settlement. Volume decreased by 17,500 lots to 133,027 lots, and open interest decreased by 6,631 lots to 192,142 lots [13]. - Treasury bond futures: Two - year Treasury bond main contract closed at 102.43, down 0.01% from the previous settlement. Volume decreased by 4,787 lots to 25,032 lots, and open interest decreased by 1,054 lots to 69,242 lots. Five - year Treasury bond main contract closed at 105.88, up 0.01% from the previous settlement. Volume increased by 5,171 lots to 54,402 lots, and open interest decreased by 194 lots to 147,077 lots. Ten - year Treasury bond main contract closed at 108.20, up 0.03% from the previous settlement. Volume increased by 11,164 lots to 73,032 lots, and open interest increased by 1,698 lots to 243,456 lots. Thirty - year Treasury bond main contract closed at 112.25, up 0.75% from the previous settlement. Volume increased by 1,260 lots to 109,819 lots, and open interest decreased by 78 lots to 144,204 lots [13]. - Precious metals: Shanghai gold main contract closed at 1,088.90, up 3.80% from the previous settlement. Volume increased by 32,223 lots to 103,931 lots, and open interest decreased by 8,279 lots to 64,180 lots. Shanghai silver main contract closed at 23,180.00, down 0.03% from the previous settlement. Volume increased by 7,975 lots to 60,910 lots, and open interest decreased by 3,594 lots to 46,814 lots [13]. Basis and Other Indicators - IF basis decreased to 0.27 from 3.42, with a spot price of 4,723.07. - IH basis decreased to -6.42 from 2.67, with a spot price of 3,067.18. - IC basis decreased to -30.89 from 17.36, with a spot price of 8,340.11. - IM basis decreased to 16.68 from 23.69, with a spot price of 8,247.68. - Gold basis decreased to -30.54 from 3.80, with a spot price of 1,086.10. - Silver basis increased to -125.00 from -129.00, with a spot price of 23,228.00. - The ratio of Shanghai gold index to Shanghai silver index decreased to 0.05 from 0.08. - The spread between 30 - year and 10 - year Treasury bonds decreased to 4.05 from 5.75. - The spread between 30 - year and 5 - year Treasury bonds decreased to 6.37 from 7.19. - The spread between 10 - year and 5 - year Treasury bonds increased to 2.32 from 1.44. - The spread between 10 - year and 2 - year Treasury bonds increased to 5.77 from 3.83. - The spread between 5 - year and 2 - year Treasury bonds increased to 3.45 from 2.39 [14][15]. Group 4: Other Chemicals Futures Market - Soda ash: The main contract (2605) closed at 1,163, down 1.61% from the previous settlement. Volume decreased by 126,968 lots to 652,780 lots, and open interest increased by 19,651 lots to 1,173,371 lots [17]. - Glass: The main contract (2605) closed at 1,039, down 2.35% from the previous settlement. Volume decreased by 105,806 lots to 612,826 lots, and open interest increased by 31,714 lots to 1,240,656 lots [17]. - Methanol: The main contract (2605) closed at 2,209, up 0.45% from the previous settlement. Volume increased by 123,958 lots to 1,195,172 lots, and open interest increased by 18,039 lots to 848,962 lots [17]. - PP: The main contract (2605) closed at 6,485, up 0.42% from the previous settlement. Volume decreased by 2,378 lots to 291,242 lots, and open interest increased by 2,082 lots to 468,323 lots [17]. Spot Market and Basis - Soda ash (East China, Chongqing): Spot price remained at 1,230. The basis increased to 67 from 23 [19]. - Glass (National floating glass average): Spot price remained at 1,099. The basis increased to 60 from 43 [19]. - Methanol (Jiangsu Taicang mainstream): Spot price increased to 2,220 from 2,198. The basis increased to 11 from -8 [19]. - PP (East China PP拉丝): Spot price decreased to 6,420 from 6,432. The basis decreased to -65 from -29 [19]. Spread and Other Indicators - Soda ash 05 - 09 spread decreased to -63 from -61. - Glass 05 - 09 spread increased to -107 from -109. - Methanol 05 - 09 spread decreased to -23 from -19. - PP 05 - 09 spread decreased to -34 from -31. - The spread between glass 2605 and soda ash 2605 decreased to -124 from -121. - The spread between PP2605 and 3 * methanol 2605 increased to -142 from -157 [20]. Group 5: Non - ferrous Metals Futures Market - Shanghai copper: The main contract closed at 101,280, up 0.04% from the previous settlement. Volume increased by 54,255 lots to 230,318 lots, and open interest increased by 4,886 lots to 223,784 lots [23]. - Shanghai aluminum: The main contract closed at 24,155, up 0.56% from the previous settlement. Volume increased by 20,723 lots to 468,256 lots, and open interest increased by 10,473 lots to 343,223 lots [23]. - Shanghai zinc: The main contract closed at 24,350, down 0.20% from the previous settlement. Volume increased by 3,030 lots to 146,086 lots, and open interest decreased by 4,200 lots to 121,693 lots [23]. - Shanghai lead: The main contract closed at 17,115, down 0.67% from the previous settlement. Volume increased by 9,580 lots to 46,316 lots, and open interest decreased by 4,839 lots to 69,351 lots [23]. - Shanghai nickel: The main contract closed at 143,060, up 0.39% from the previous settlement. Volume increased by 50,447 lots to 745,593 lots, and open interest decreased by 3,283 lots to 75,722 lots [23]. - Shanghai tin: The main contract closed at 418,420, up 5.79% from the previous settlement. Volume increased by 34,246 lots to 281,882 lots, and open interest decreased by 874 lots to 22,953 lots [23]. - Alumina: The main contract closed at 2,672, down 0.71% from the previous settlement. Volume decreased by 183,171 lots to 371,676 lots, and open interest decreased by 16,569 lots to 486,425 lots [23]. - Industrial silicon: The main contract closed at 8,780, up 0.52% from the previous settlement. Volume decreased by 57,731 lots to 280,575 lots, and open interest decreased by 865 lots to 223,687 lots [23]. - Lithium carbonate: The main contract closed at 166,740, up 7.26% from the previous settlement. Volume decreased by 74,656 lots to 376,418 lots, and open interest increased by 12,577 lots to 427,928 lots [23]. Basis and Other Indicators - Shanghai copper basis decreased to -1,220 from -505, with a spot price