全品种价差日报-20260306

Report Title - Full Variety Spread Daily Report [4] Report Date - March 6, 2026 [7] Report Author - Ye Qianning, Z0016628 [7] Commodity Analysis Ferrous Metals - For silicon iron (SF603), the futures price is 5828, the basis rate is -0.86%, and the historical quantile is 50.40% [1] - For silicon manganese (SM603), the futures price is 6092, the basis rate is 0.46%, and the historical quantile is 51.90% [1] - For rebar (RB2605), the futures price is 3230, the basis rate is 0.65%, and the historical quantile is 29.00% [1] - For hot - rolled coil (HC2605), the futures price is 3209, the basis rate is 0.65%, and the historical quantile is 41.80% [1] - For iron ore (I2605), the futures price is 810, the basis rate is 6.66%, and the historical quantile is 86.11% [1] - For coke (J2605), the futures price is 1734, the basis rate is 3.44%, and the historical quantile is 86.11% [1] - For coking coal (JM2605), the futures price is 1156, the basis rate is 4.57%, and the historical quantile is 35.40% [1] Non - ferrous Metals - For copper (CU2604), the futures price is 101475, the basis rate is 0.39%, and the historical quantile is 86.25% [1] - For aluminum (AL2604), the futures price is 25120, the basis rate is 1.23%, and the historical quantile is 99.37% [1] - For alumina (AO2605), the futures price is 2648, the basis rate is 11.89%, and the historical quantile is 0.49% [1] - For zinc (ZN2604), the futures price is 24640, the basis rate is -0.41%, and the historical quantile is 75.62% [1] - For tin (SN2604), the futures price is 406850, the basis rate is 3.84%, and the historical quantile is 99.37% [1] - For nickel (MISEOF), the futures price is 136800, the basis rate is 0.39%, and the historical quantile is 79.79% [1] - For stainless steel (SS2604), the futures price is 14450, the basis rate is 3.65%, and the historical quantile is 89.27% [1] - For lithium carbonate (LC2605), the futures price is 155860, the basis rate is 0.09%, and the historical quantile is 58.81% [1] Precious Metals - For gold (AU2604), the futures price is 1152.0, the basis rate is -0.30%, and the historical quantile is 19.00% [1] - For silver (AG2604), the futures price is 21639.0, the basis rate is -2.60%, and the historical quantile is 2.80% [1] Agricultural Products - For soybean meal (M2605), the futures price is 2843.0, the basis rate is 5.17%, and the historical quantile is 55.20% [1] - For soybean oil (Y2605), the futures price is 8370.0, the basis rate is 2.63%, and the historical quantile is 46.10% [1] - For palm oil (P2605), the futures price is 9070.0, the basis rate is -0.88%, and the historical quantile is 3.90% [1] - For rapeseed meal (RM605), the futures price is 2318.0, the basis rate is 0.95%, and the historical quantile is 49.70% [1] - For rapeseed oil (OI605), the futures price is 9489.0, the basis rate is 6.54%, and the historical quantile is 94.00% [1] - For corn (C2605), the futures price is 2384.0, the basis rate is 1.30%, and the historical quantile is 50.90% [1] - For corn starch (CS2605), the futures price is 2696.0, the basis rate is 1.26%, and the historical quantile is 15.60% [1] - For live pigs (H2605), the futures price is 11140.0, the basis rate is -5.75%, and the historical quantile is 23.70% [1] - For eggs (JD2605), the futures price is 3396.0, the basis rate is -15.49%, and the historical quantile is 6.50% [1] - For cotton (CF605), the futures price is 16400, the basis rate is 7.54%, and the historical quantile is 77.40% [1] - For white sugar (SR605), the futures price is 5390, the basis rate is 1.13%, and the historical quantile is 8.70% [1] - For apples (AP605), the futures price is 10753.0, the basis rate is -8.86%, and the historical quantile is 0.10% [1] - For red dates (CJ605), the futures price is 8980.0, the basis rate is -12.03%, and the historical quantile is 40.50% [1] Energy and Chemicals - For paraxylene (PX605), the futures price is 8344.0, the basis rate is 0.55%, and the historical quantile is 44.30% [1] - For PTA (TA605), the futures price is 5820.0, the basis rate is -0.17%, and the historical quantile is 55.00% [1] - For ethylene glycol (EG2605), the futures price is 4170.0, the basis rate is -0.33%, and the historical quantile is 54.30% [1] - For polyester staple fiber (PF604), the futures price is 7205.0, the basis rate is -1.03%, and the historical quantile is 23.20% [1] - For styrene (EB2604), the futures price is 8656.0, the basis rate is 1.84%, and the historical quantile is 60.50% [1] - For methanol (MA605), the futures price is 2480.0, the basis rate is -0.28%, and the historical quantile is 35.30% [1] - For urea (UR605), the futures price is 1814.0, the basis rate is 3.64%, and the historical quantile is 39.30% [1] - For LLDPE (L2605), the futures price is 7393.0, the basis rate is 0.09%, and the historical quantile is 26.70% [1] - For PP (PP2605), the futures price is 7480.0, the basis rate is 0.29%, and the historical quantile is 32.70% [1] - For PVC (V2605), the futures price is 5016.0, the basis rate is -3.91%, and the historical quantile is 30.20% [1] - For caustic soda (SH605), the futures price is 1981.3, the basis rate is -12.87%, and the historical quantile is 16.80% [1] - For LPG (PG2604), the futures price is 5148.0, the basis rate is 0.41%, and the historical quantile is 30.40% [1] - For asphalt (BU2604), the futures price is 3550.0, the basis rate is -2.98%, and the historical quantile is 29.10% [1] - For butadiene rubber (BR2604), the futures price is 13300.0, the basis rate is -6.40%, and the historical quantile is 0.60% [1] - For glass (FG605), the futures price is 1058.0, the basis rate is -11.13%, and the historical quantile is 33.82% [1] - For soda ash (SA605), the futures price is 1151.0, the basis rate is -3.48%, and the historical quantile is 31.72% [1] - For natural rubber (RU2605), the futures price is 16555.0, the basis rate is 0.87%, and the historical quantile is 98.74% [1] Financial Futures - For IF2603.CFE, the futures price is 4647.7, the basis rate is -0.40%, and the historical quantile is 25.40% [1] - For IH2603.CFE, the futures price is 2988.5, the basis rate is -0.05%, and the historical quantile is 47.10% [1] - For IC2603.CFE, the futures price is 8309.2, the basis rate is -0.65%, and the historical quantile is 16.40% [1] - For IM2603.CFE, the futures price is 8171.1, the basis rate is -0.51%, and the historical quantile is 39.10% [1] - For 2 - year bond (TS2606), the futures price is 100.03, the basis rate is -0.03%, and the historical quantile is 18.40% [1] - For 5 - year bond (TF2606), the futures price is 100.12, the basis rate is 0.04%, and the historical quantile is 35.10% [1] - For 10 - year bond (T2606), the futures price is 108.53, the basis rate is 0.06%, and the historical quantile is 24.20% [1] - For 30 - year bond (TL2606), the futures price is 123.82, the basis rate is 0.47%, and the historical quantile is 76.30% [1]