铁矿石基差及价差监测日报-20260309

Group 1: Report Information - Report title: "Guangqi Black: Iron Ore Basis and Spread Monitoring Daily Report" [1] - Date: March 9, 2026 [1] Group 2: Futures Contract Prices and Spreads - I05 contract: Today's closing price is 772.0, up 13.0 from the previous day [2] - I09 contract: Today's closing price is 746.5, up 11.0 from the previous day [2] - I01 contract: Today's closing price is 729.0, up 7.5 from the previous day [2] - I05 - I09 spread: Today's spread is 25.5, up 2.0 from the previous day [2] - I09 - I01 spread: Today's spread is 17.5, up 3.5 from the previous day [2] - I01 - I05 spread: Today's spread is -43.0, down 5.5 from the previous day [2] Group 3: Basis Data - For various iron ore varieties, including Carajás fines, BRBF, Newman fines, etc., the basis values have changed compared to the previous day, with most showing a decrease [6] Group 4: Exchange Rule Adjustments - Four new deliverable varieties (Benxi iron concentrate, IOC6, KUMBA, Ukrainian iron concentrate) are added, with a brand premium of 0 starting from the I2202 contract [13] - The brand premiums of existing varieties are adjusted, with only PB fines, BRBF, and Carajás fines having a brand premium of 15 yuan/ton, and the rest being 0 [13] - The allowable range of iron grade and other element indicators is adjusted, and the quality premium and discount rules are more detailed [13] - Four new deliverable brands (Taigang iron concentrate, Magang iron concentrate, Minmetals standard fines, SP10 fines) are added, with a brand premium of 0 [13] - The adjusted deliverable brands and premiums apply to contracts from I2312 onwards [14] Group 5: Variety Spreads - For various variety spreads such as PB lump - PB fines, Newman lump - Newman fines, etc., the values have changed compared to the previous day [15] Group 6: Research Team Introduction - Qiu Yuecheng: Current assistant director of the research institute and director of black research at Everbright Futures [24] - Zhang Xiaojin: Current director of resource product research at Everbright Futures [24] - Liu Xi: Current black researcher at Everbright Futures [24] - Zhang Chunjie: Current black researcher at Everbright Futures [24]