全品种价差日报-20260126

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core View No information provided. 3. Summary by Category Ferrous Metals - Silicon Iron (SF603): Spot price 5652, futures price 5678, basis 26, basis rate 0.46%, historical quantile 58.10% [1] - Silicon Manganese (SM603): Spot price 2950, futures price 5856, basis 94, basis rate 1161%, historical quantile not provided [1] - Rebar (RB2605): Spot price 3270, futures price 3142, basis 128, basis rate 4.07%, historical quantile 56.30% [1] - Hot Rolled Coil (HC2605): Spot price 3290, futures price 3305, basis -15, basis rate -0.45%, historical quantile not provided [1] - Iron Ore (I2605): Spot price 850, futures price not provided, basis not provided, basis rate not provided, historical quantile 44.10% [1] - Coke (J2605): Spot price 1734, futures price 1722, basis 12, basis rate 0.71%, historical quantile 71.92% [1] - Coking Coal (JM2605): Spot price 1156, futures price 1157, basis -1, basis rate -0.09%, historical quantile 31.40% [1] Non - Ferrous Metals - Copper (CU2603): Spot price 100830, futures price 101340, basis -510, basis rate -0.50%, historical quantile 14.16% [1] - Aluminum (AL2603): Spot price 24110, futures price 24290, basis -180, basis rate -0.74%, historical quantile 12.50% [1] - Alumina (AO2605): Spot price 2632, futures price 2724, basis -92, basis rate -3.39%, historical quantile 13.87% [1] - Zinc (ZN2603): Spot price 24550, futures price 24585, basis -35, basis rate -0.14%, historical quantile 56.45% [1] - Tin (SN2603): Spot price 420300, futures price 429570, basis -9270, basis rate -1.16%, historical quantile 0.41% [1] - Nickel (NI2603): Spot price 144800, futures price 148010, basis -3210, basis rate -2.22%, historical quantile 0.41% [1] - Stainless Steel (SS2603): Spot price 14770, futures price 14725, basis 45, basis rate 0.31%, historical quantile 11.80% [1] - Industrial Silicon (215605): Spot price 9250, futures price 8820, basis 430, basis rate 4.65%, historical quantile 25.66% [1] - Gold (AU2604): Spot price 1110.4, futures price 1115.6, basis -5.3, basis rate -0.50%, historical quantile 2.50% [1] Precious Metals - IC2603.CFE: Spot price 8590.2, futures price 8658.2, basis 68.0, basis rate 0.79%, historical quantile 99.80% [1] - Silver (AG2604): Spot price 24988.0, futures price 24965.0, basis 23.0, basis rate 0.09%, historical quantile 95.20% [1] Agricultural Products - Soybean Meal (M2605): Spot price 3080, futures price 2751.0, basis 329.0, basis rate 10.68%, historical quantile 73.20% [1] - Soybean Oil (Y2605): Spot price 8490, futures price 8094.0, basis 396.0, basis rate 4.66%, historical quantile 69.70% [1] - Palm Oil (P2605): Spot price 8880, futures price 8910.0, basis -30.0, basis rate -0.34%, historical quantile 16.70% [1] - Methanol (MA605): Spot price 2263.0, futures price 2298.0, basis -35.0, basis rate -1.55%, historical quantile 16.10% [1] - Corn (C2603): Spot price 2360, futures price 2300.0, basis 60.0, basis rate 2.54%, historical quantile 64.60% [1] - Live Hogs (LH2603): Spot price 13250, futures price 11565.0, basis 1685.0, basis rate 12.72%, historical quantile 88.10% [1] - Eggs (JD2603): Spot price 3730, futures price 3046.0, basis 684.0, basis rate 18.34%, historical quantile 81.10% [1] - Cotton (CF605): Spot price 15550, futures price 14695.0, basis 855.0, basis rate 5.49%, historical quantile 37.60% [1] - Sugar (SR605): Spot price 5340, futures price 5180.0, basis 160.0, basis rate 3.00%, historical quantile 26.50% [1] - Apples (AP605): Spot price 9400, futures price 9535.0, basis -135.0, basis rate -1.44%, historical quantile 18.20% [1] - Red Dates (CJ605): Spot price 8800.0, futures price 8000, basis -800.0, basis rate -9.09%, historical quantile 53.50% [1] Energy and Chemicals - Paraxylene (PX603): Spot price 7409.0, futures price 7508.0, basis -99.0, basis rate -1.34%, historical quantile 10.50% [1] - Polypropylene (PP2605): Spot price 6600.0, futures price 6656.0, basis -56.0, basis rate -0.84%, historical quantile 12.60% [1] - Ethylene Glycol (EG2605): Spot price 3875.0, futures price 3997.0, basis -122.0, basis rate -3.15%, historical quantile 13.50% [1] - Polyester Staple Fiber (PF603): Spot price 6630.0, futures price 6782.0, basis -152.0, basis rate -2.24%, historical quantile 15.70% [1] - Styrene (EB2603): Spot price 7900.0, futures price 7708.0, basis 192.0, basis rate 2.43%, historical quantile 66.90% [1] - Butadiene Rubber (BR2603): Spot price 12700.0, futures price 12930.0, basis -230.0, basis rate -1.81%, historical quantile 10.40% [1] - Urea (UR605): Spot price 1760.0, futures price 1788.0, basis -28.0, basis rate -1.59%, historical quantile 9.20% [1] - LLDPE (L2605): Spot price 6775.0, futures price 6865.0, basis -90.0, basis rate -1.33%, historical quantile 4.80% [1] - PVC (V2605): Spot price 4650.0, futures price 4921.0, basis -271.0, basis rate -5.83%, historical quantile 12.20% [1] - Caustic Soda (SH603): Spot price 1943.8, futures price 1945.0, basis -1.3, basis rate -0.07%, historical quantile 43.70% [1] - LPG (PG2603): Spot price 4748.0, futures price 4174.0, basis 574.0, basis rate 12.09%, historical quantile 74.90% [1] - Asphalt (BU2603): Spot price 3090.0, futures price 3236.0, basis -146.0, basis rate -4.72%, historical quantile 21.20% [1] - PTA (TA605): Spot price 5295.0, futures price 5448.0, basis -153.0, basis rate -2.89%, historical quantile 10.30% [1] - Natural Rubber (RU2605): Spot price 16000.0, futures price 16315.0, basis -315.0, basis rate -1.97%, historical quantile 77.19% [1] Financial Futures - IF2603.CFE: Spot price 4702.5, futures price 4709.2, basis 6.7, basis rate 0.14%, historical quantile 82.50% [1] - IH2603.CFE: Spot price 3032.2, futures price 3037.8, basis 5.6, basis rate 0.18%, historical quantile 85.70% [1] - 2 - Year Treasury Bond (TS2603): Spot price 100.10, futures price 102.42, basis 0.00, basis rate 0.00%, historical quantile 29.30% [1] - 5 - Year Treasury Bond (TF2603): Spot price 99.63, futures price 105.88, basis -0.02, basis rate -0.02%, historical quantile 25.50% [1] - 30 - Year Treasury Bond (TL2603): Spot price 126.83, futures price 112.29, basis 0.36, basis rate 0.32%, historical quantile 52.70% [1] - 10 - Year Treasury Bond (T2603): Spot price 100.54, futures price 108.20, basis 0.04, basis rate 0.04%, historical quantile 20.90% [1] - IM2603.CFE: Spot price 8470.7, futures price 8516.6, basis 45.9, basis rate 0.54%, historical quantile 99.50% [1] Others - Glass (FG605): Spot price 928.0, futures price 1064.0, basis -136.0, basis rate -14.66%, historical quantile 17.64% [1] - Rapeseed Meal (RM605): Spot price 2440, futures price 2235.0, basis 205.0, basis rate 8.40%, historical quantile 83.90% [1] - Rapeseed Oil (Oleos): Spot price 9810, futures price 8991.0, basis 819.0, basis rate 8.35%, historical quantile 96.40% [1] - Corn Starch (CS2603): Spot price 2630, futures price 2575.0, basis 55.0, basis rate 2.10%, historical quantile 22.60% [1]