基差统计表-20260306
Mai Ke Qi Huo·2026-03-06 09:07
- Report Industry Investment Rating - There is no information about the report industry investment rating in the provided content. 2. Core Viewpoints - There are no explicit core viewpoints presented in the given text. 3. Summary by Related Catalogs 3.1 General Information - The report is the Maike Futures Basis Statistics Table dated March 6, 2026, at 9:00 [2]. - The settlement price is used for non - ferrous metal futures, and the closing price is used for other futures. The basis rate is the main contract basis rate, calculated as (spot price - main contract price) / main contract price, and the sample for historical basis rate extremes is from January 1, 2015, to the present. Data sources include Wind Financial Terminal and Steel Union Data Terminal [3]. 3.2 Futures Product Data - Non - ferrous Metals: For example, the main contract basis rate of copper is 0.14%, the spot price is 101560, and the price of the main contract is 101330. Aluminum has a basis rate of - 0.16%, zinc 0.26%, lead - 1.16%, tin 1.59%, and nickel 1.88% [3]. - Industrial Metals: Industrial silicon has a basis rate of 5.85%, and stainless steel 2.80% [3]. - Energy and Chemicals: Crude oil has a basis rate of - 17.34%, fuel oil 15.63%, and asphalt - 2.98% [3]. - Agricultural Products: Soybean has a basis rate of - 11.87%, bean粕 5.17%, and peanut 16.34% [3]. - Soft Commodities: Sugar has a basis rate of 1.13%, and methanol 1.93% [3]. - Financial Futures: CSI 300 Index Futures has a basis rate of 0.40%, SSE 50 Index Futures 0.05%, and CSI 500 Index Futures 0.65% [3].