全品种价差日报-20260304

Report Summary 1. Report Industry Investment Rating - Not mentioned in the provided content 2. Core View - The report presents the spot prices, futures prices, basis, basis rates, historical quantiles, and spot references of various commodities across multiple sectors including ferrous metals, non-ferrous metals, precious metals, agricultural products, energy chemicals, and financial products on March 2, 2026 [1][3] 3. Summary by Commodity Sectors Ferrous Metals - Silicon Iron (SF603): Spot price 5628, futures price 5726, basis - 98, basis rate - 1.71%, historical quantile 47.30% [1] - Silicon Manganese (SM603): Spot price 5970, futures price 6026, basis - 56, basis rate - 0.93%, historical quantile 16.70% [1] - Rebar (RB2605): Spot price 3210, futures price 3067, basis 143, basis rate 4.66%, historical quantile 60.90% [1] - Hot - Rolled Coil (HC2605): Spot price 3230, futures price 3215, basis 15, basis rate 0.47%, historical quantile 26.20% [1] - Iron Ore (12605): Spot price 794, futures price 751, basis 44, basis rate 5.85%, historical quantile 36.20% [1] - Coke (J2605): Spot price 1734, futures price 1636, basis 98, basis rate 6.03%, historical quantile 94.32% [1] - Coking Coal (JM2605): Spot price 1156, futures price 1094, basis 63, basis rate 5.72%, historical quantile 38.40% [1] Non - Ferrous Metals - Copper (CU2604): Spot price 101980, futures price 103920, basis - 1940, basis rate - 1.87%, historical quantile 0.83% [1] - Aluminum (AL2604): Spot price 23410, futures price 23835, basis - 425, basis rate - 1.78%, historical quantile 1.87% [1] - Alumina (AO2605): Spot price 2622, futures price 2744, basis - 122, basis rate - 4.44%, historical quantile 15.85% [1] - Zinc (ZN2604): Spot price 24380, futures price 24710, basis - 330, basis rate - 1.34%, historical quantile 3.54% [1] - Tin (SN2604): Spot price 430000, futures price 453240, basis - 23240, basis rate - 5.13%, historical quantile 0.20% [1] - Nickel (MISEOR): Spot price 138650, futures price 141560, basis - 2910, basis rate - 2.06%, historical quantile 1.04% [1] - Stainless Steel (SS2604): Spot price 14350, futures price 14205, historical quantile 59.44% [1] - Lithium Carbonate (LC2605): Spot price 172000, futures price 176040, basis - 4040, basis rate - 2.29%, historical quantile 12.11% [1] - Industrial Silicon (215605): Spot price 9150, futures price 8392, basis 755, basis rate 8.99%, historical quantile 50.80% [1] Precious Metals - Gold (AU2604): Spot price 1142.5, futures price 1147.9, basis - 5.4, basis rate - 0.50%, historical quantile 2.20% [1] - Silver (AG2604): Spot price 22369.0, futures price 23019.0, basis - 650.0, basis rate - 2.80%, historical quantile 2.30% [1] Agricultural Products - Soybean Meal (M2605): Spot price 3020, futures price 2833.0, basis 187.0, basis rate 6.60%, historical quantile 59.70% [1] - Soybean Oil (y2605): Spot price 8510, futures price 8226.0, basis 284.0, basis rate 3.45%, historical quantile 55.90% [1] - Palm Oil (P2605): Spot price 8680, futures price 8780.0, basis - 100.0, basis rate - 1.14%, historical quantile 1.70% [1] - Rapeseed Meal (RM605): Spot price 2350, futures price 2287.0, basis 63.0, basis rate 2.75%, historical quantile 58.20% [1] - Rapeseed Oil (Oleos): Spot price 9820, futures price 9185.0, basis 635.0, basis rate 6.91%, historical quantile 93.60% [1] - Corn (C2605): Spot price 2390, futures price 2360.0, basis 30.0, basis rate 1.27%, historical quantile 45.60% [1] - Corn Starch (CS2605): Spot price 2630, futures price 2667.0, basis - 37.0, basis rate - 1.39%, historical quantile 4.30% [1] - Live Hogs (FH5605): Spot price 11000, futures price 11485.0, basis - 485.0, basis rate - 4.22%, historical quantile 27.70% [1] - Eggs (JD2604): Spot price 2910, futures price 3267.0, basis - 357.0, basis rate - 10.93%, historical quantile 9.40% [1] - Cotton (CF605): Spot price 16600, futures price 15395.0, basis 1205.0, basis rate 7.83%, historical quantile 78.70% [1] - Sugar (SR605): Spot price 5390, futures price 5324.0, basis 66.0, basis rate 1.24%, historical quantile 9.60% [1] - Apples (AP605): Spot price 9400, futures price 9760.0, basis - 360.0, basis rate - 3.69%, historical quantile 9.80% [1] - Jujubes (CJ605): Spot price 7900, futures price 8785.0, basis - 885.0, basis rate - 10.07%, historical quantile 46.00% [1] Energy Chemicals - Para - Xylene (PX605): Spot price 7362.2, futures price 7394.0, basis - 31.8, basis rate - 0.43%, historical quantile 24.40% [1] - PTA (TA605): Spot price 5160.0, futures price 5250.0, basis - 90.0, basis rate - 1.71%, historical quantile 20.20% [1] - Ethylene Glycol (EG2605): Spot price 3610.0, futures price 3703.0, basis - 93.0, basis rate - 2.51%, historical quantile 21.70% [1] - Polyester Staple Fiber (PF604): Spot price 6630.0, futures price 6652.0, basis - 22.0, basis rate - 0.33%, historical quantile 35.50% [1] - Styrene (EB2604): Spot price 7645.0, futures price 7524.0, basis 121.0, basis rate 1.61%, historical quantile 52.30% [1] - Methanol (MA605): Spot price 2152.0, futures price 2179.0, basis - 27.0, basis rate - 1.24%, historical quantile 22.20% [1] - Urea (UR605): Spot price 1860.0, futures price 1847.0, basis 13.0, basis rate 0.70%, historical quantile 21.20% [1] - LLDPE (L2605): Spot price 6550.0, futures price 6597.0, basis - 47.0, basis rate - 0.71%, historical quantile 11.80% [1] - PP (PP2605): Spot price 6640.0, futures price 6611.0, basis 29.0, basis rate 0.44%, historical quantile 34.50% [1] - PVC (V2605): Spot price 4600.0, futures price 4792.0, basis - 192.0, basis rate - 4.01%, historical quantile 30.30% [1] - Caustic Soda (SHEOS): Spot price 1981.3, futures price 2125.0, basis - 143.8, basis rate - 6.76%, historical quantile 24.40% [1] - LPG (PG2604): Spot price 4748.0, futures price 4519.0, basis 229.0, basis rate 5.07%, historical quantile 44.20% [1] - Asphalt (BU2604): Spot price 3290.0, futures price 3346.0, basis - 56.0, basis rate - 1.67%, historical quantile 42.00% [1] - Butadiene Rubber (BR2603): Spot price 13000.0, futures price 12630.0, basis 370.0, basis rate 2.93%, historical quantile 73.40% [1] - Glass (FG605): Spot price 952.0, futures price 1058.0, basis - 106.0, basis rate - 11.13%, historical quantile 33.82% [1] - Soda Ash (SA605): Spot price 1151.0, futures price 1191.0, basis - 40.0, basis rate - 3.48%, historical quantile 31.72% [1] - Natural Rubber (RU2605): Spot price 16950.0, futures price 17155.0, basis - 205.0, basis rate - 1.21%, historical quantile 81.13% [1] Financial Products - IF2603.CFF: Spot price 4710.6, futures price 4713.8, basis 3.2, basis rate 0.07%, historical quantile 74.00% [1] - IH2603.CFE: Spot price 3039.4, futures price 3045.4, basis 6.0, basis rate 0.20%, historical quantile 86.60% [1] - IC2603.CFE: Spot price 8658.5, futures price 8645.4, basis - 13.1, basis rate - 0.15%, historical quantile 62.70% [1] - IM2603.CFE: Spot price 8560.8, futures price 8531.4, basis - 29.4, basis rate - 0.35%, historical quantile 47.90% [1] - 2 - Year Bond (TS2606): Spot price 100.00, futures price 102.45, basis - 0.01, basis rate - 0.01%, historical quantile 24.30%, conversion factor 0.9762 [1] - 5 - Year Bond (TF2606): Spot price 100.19, futures price 105.99, basis 0.03, basis rate 0.03%, historical quantile 33.80%, conversion factor 0.9450 [1] - 10 - Year Bond (T2606): Spot price 99.97, futures price 108.39, basis 0.04, basis rate 0.04%, historical quantile 20.80%, conversion factor 0.9219 [1] - 30 - Year Bond (TL2606): Spot price 123.17, futures price 112.12, basis 0.57, basis rate 0.51%, historical quantile 82.10%, conversion factor 1.0935 [1]