全品种价差日报-20260202

1. Report Industry Investment Rating - No information provided in the content 2. Core View of the Report - The report presents the basis, basis rate, historical quantiles, spot price, futures price, and spot reference for various commodities including ferrous metals, non - ferrous metals, precious metals, agricultural products, energy and chemical products, and financial futures on February 2, 2026 [1][2] 3. Summary by Commodity Categories Ferrous Metals - For silicon iron (SF603), the basis is 18, basis rate is 0.32%, historical quantile is 57.40%, spot price is 5678, and futures price is 5660 [1] - For silicon manganese (SM603), the basis is 122, basis rate is 1.67%, historical quantile is 45.00%, spot price is 5970, and futures price is 5872 [1] - For rebar (RB2605), the basis is 3.90%, historical quantile is 54.00%, spot price is 3250, and futures price is 3128 [1] - For hot - rolled coil (HC2605), the basis is - 18, basis rate is 0.55%, historical quantile is 11.40%, spot price is 3270, and futures price is 3288 [1] - For iron ore (I2605), the basis is 46, basis rate is 5.79%, historical quantile is 83.70%, spot price is 837, and futures price is 792 [1] - For coke (J2605), the basis is 13, basis rate is 0.74%, historical quantile is 72.71%, spot price is 1734, and futures price is 1722 [1] - For coking coal (JM2605), the basis is 0, basis rate is 0.04%, historical quantile is 32.00%, spot price is 1156, and futures price is 1156 [1] Non - Ferrous Metals - For copper (CU2603), the basis is 730, basis rate is 0.70%, historical quantile is 94.37%, spot price is 104410, and futures price is 103680 [1] - For aluminum (AL2603), the basis is 100, basis rate is 0.41%, historical quantile is 85.20%, spot price is 24660, and futures price is 24560 [1] - For alumina (AO2605), the basis is - 145, basis rate is 9.91%, historical quantile is 45.25%, spot price is 2623, and futures price is 2768 [1] - For zinc (ZN2603), the basis is - 55, basis rate is 0.43%, historical quantile is 33.95%, spot price is 25835, and futures price is 25720 [1] - For tin (SN2603), the basis is 18650, basis rate is 4.80%, historical quantile is 99.79%, spot price is 428650, and futures price is 409000 [1] - For nickel (NI2603), the basis is 2700, basis rate is 1.93%, historical quantile is 98.54%, spot price is 142700, and futures price is 140000 [1] - For stainless steel (SS2603), the basis is 430, basis rate is 3.04%, historical quantile is 79.18%, spot price is 14570, and futures price is 14140 [1] - For lithium carbonate (LC2605), the basis is 12300, basis rate is 8.30%, historical quantile is 99.55%, spot price is 160500, and futures price is 148200 [1] - For industrial silicon (SISEOF), the basis is 400, basis rate is 4.52%, historical quantile is 23.35%, spot price is 9250, and futures price is 8850 [1] Precious Metals - For gold (AU2604), the basis is 2.6, basis rate is 0.20%, historical quantile is 99.80%, spot price is 1164.0, and futures price is 1161.4 [1] - For silver (AG2604), the basis is - 411.0, basis rate is - 1.50%, historical quantile is 0.40%, spot price is 27941.0, and futures price is 27530.0 [1] Agricultural Products - For soybean meal (M2605), the basis is 293.0, basis rate is 10.59%, historical quantile is 69.90%, spot price is 3060, and futures price is 2767.0 [1] - For soybean oil (V2605), the basis is 338.0, basis rate is 4.08%, historical quantile is 62.30%, spot price is 8620, and futures price is 8282.0 [1] - For palm oil (P2605), the basis is - 50.0, basis rate is 10.54%, historical quantile is 11.20%, spot price is 9190, and futures price is 9240.0 [1] - For rapeseed meal (RM605), the basis is 183.0, basis rate is 8.00%, historical quantile is 82.00%, spot price is 2470, and futures price is 2287.0 [1] - For rapeseed oil (Oleos), the basis is - 770.0, basis rate is 8.21%, historical quantile is 96.20%, spot price is 9380.0, and futures price is 10150 [1] - For corn (C2603), the basis is 69.0, basis rate is 3.04%, historical quantile is 70.30%, spot price is 2340, and futures price is 2271.0 [1] - For corn starch (CS2603), the basis is 109.0, basis rate is 4.32%, historical quantile is 53.20%, spot price is 2630, and futures price is 2521.0 [1] - For live pigs (LH2603), the basis is 1430.0, basis rate is 12.75%, historical quantile is 84.00%, spot price is 12650, and futures price is 11220.0 [1] - For eggs (JD2603), the basis is 1018.0, basis rate is 33.91%, historical quantile is 92.70%, spot price is 4020 [1] - For cotton (CF605), the basis is 1130.0, basis rate is 7.70%, historical quantile is 75.80%, spot price is 15800, and futures price is 14670.0 [1] - For sugar (SR605), the basis is 132.0, basis rate is 2.52%, historical quantile is 18.50%, spot price is 5380, and futures price is 5248.0 [1] - For apples (AP605), the basis is - 118.0, basis rate is 1.24%, historical quantile is 19.20%, spot price is 9518.0, and futures price is 9400 [1] - For red dates (C1605), the basis is - 950.0, basis rate is 10.61%, historical quantile is 44.60%, spot price is 8000, and futures price is 8950.0 [1] Energy and Chemical Products - For paraxylene (PX603), the basis is 30.0, basis rate is 0.41%, historical quantile is 37.90%, spot price is 7312.0, and futures price is 7282.0 [1] - For PTA (TA605), the basis is - 70.0, basis rate is + 1.33%, historical quantile is 29.60%, spot price is 5270.0, and futures price is 5200.0 [1] - For ethylene glycol (EG2605), the basis is - 108.0, basis rate is 16.60%, historical quantile is 42.76%, spot price is 3805.0, and futures price is 3913.0 [1] - For polyester staple fiber (PF603), the basis is 14.0, basis rate is 0.21%, historical quantile is 47.40%, spot price is 6670.0, and futures price is 6656.0 [1] - For styrene (EB2603), the basis is - 171.0, basis rate is 2.22%, historical quantile is 63.40%, spot price is 7714.0, and futures price is 7885.0 [1] - For methanol (MA605), the basis is - 50.0, basis rate is + 2.16%, historical quantile is 11.80%, spot price is 2270.0, and futures price is 2320.0 [1] - For urea (UR605), the basis is 0.0, basis rate is 0.00%, historical quantile is 16.70%, spot price is 1790.0, and futures price is 1790.0 [1] - For LLDPE (L2605), the basis is - 64.0, basis rate is + 0.91%, historical quantile is 8.30%, spot price is 7014.0, and futures price is 6950.0 [1] - For PP (PP2605), the basis is - 34.0, basis rate is 10.50%, historical quantile is 18.20%, spot price is 6824.0, and futures price is 6790.0 [1] - For PVC (V2605), the basis is - 283.0, basis rate is 9.30%, historical quantile is 45.59%, spot price is 5063.0, and futures price is 4780.0 [1] - For caustic soda (SH603), the basis is 109.0, basis rate is 13.01%, historical quantile is 27.70%, spot price is 1975.0, and futures price is 1866.0 [1] - For LPG (PG2603), the basis is 558.0, basis rate is 73.40%, historical quantile is 44.79%, spot price is 4848.0, and futures price is 4290.0 [1] - For asphalt (BU2603), the basis is - 164.0, basis rate is 12.91%, historical quantile is 17.90%, spot price is 3260.0, and futures price is 3424.0 [1] - For butadiene rubber (BR2603), the basis is - 390.0, basis rate is 4.60%, historical quantile is 12.34%, spot price is 13000.0, and futures price is 13390.0 [1] - For glass (FG605), the basis is - 116.0, basis rate is 28.51%, historical quantile is 43.44%, spot price is 1056.0, and futures price is 940.0 [1] - For soda ash (SA605), the basis is - 40.0, basis rate is 29.97%, historical quantile is 28.51%, spot price is 1204.0, and futures price is 1164.0 [1] - For natural rubber (RU2605), the basis is - 110.0, basis rate is 10.68%, historical quantile is 88.07%, spot price is 16360.0, and futures price is 16250.0 [1] Financial Futures - For IF2603.CFE, the basis is 4.7, basis rate is 0.10%, historical quantile is 77.50%, spot price is 4711.0, and futures price is 4706.3 [1] - For IH2603.CFE, the basis is 7.5, basis rate is 0.24%, historical quantile is 90.70%, spot price is 3074.0, and futures price is 3066.5 [1] - For IC2603.CFE, the basis is - 8.1, basis rate is + 0.10%, historical quantile is 71.60%, spot price is 8370.5, and futures price is 8362.4 [1] - For IM2603.CFE, the basis is 5.7, basis rate is 0.07%, historical quantile is 91.20%, spot price is 8260.6, and futures price is 8254.9 [1] - For 2 - year bond (TS2603), the basis is 0.04, basis rate is 0.03%, historical quantile is 41.70%, spot price is 102.39, and futures price is 100.11 [1] - For 5 - year bond (TF2603), the basis is 0.01, basis rate is 0.01%, historical quantile is 30.00%, spot price is 105.88, and futures price is 99.66 [1] - For 10 - year bond (T2603), the basis is 0.06, basis rate is 0.05%, historical quantile is 23.30%, spot price is 108.29, and futures price is 100.63 [1] - For 30 - year bond (TL2603), the basis is 0.61, basis rate is 0.54%, historical quantile is 84.70%, spot price is 126.60, and futures price is 111.86 [1]