光期黑色：铁矿石基差及价差监测日报-20260310

Group 1: Report Overview - The report is the "Light Period Black: Iron Ore Basis and Spread Monitoring Daily Report" dated March 10, 2026, from Everbright Futures Research [1] Group 2: Futures Contract Information - The closing prices of I05, I09, and I01 futures contracts are 784.5, 758.0, and 741.0 respectively, with changes of 12.5, 11.5, and 12.0 compared to the previous day [3] - The spreads of I05 - I09, I09 - I01, and I01 - I05 are 26.5, 17.0, and -43.5 respectively, with changes of 1.0, -0.5, and -0.5 compared to the previous day [3] Group 3: Basis Data - The basis data of various iron ore varieties are presented, including prices, changes, and basis values. For example, the basis of Carajás fines is 81 today, down 3 from the previous day [7] Group 4: Exchange Rule Adjustments - Four new deliverable varieties (Benxi concentrate, IOC6, KUMBA, Ukrainian concentrate) are added, with brand premiums of 0, effective from the I2202 contract [13] - The brand premiums of existing varieties are adjusted, with only PB fines, BRBF, and Carajás fines having a premium of 15 yuan/ton, and the rest having 0 premium [13] - The allowable ranges of iron grade and other quality indicators are adjusted, and the quality premiums and discounts are more detailed [13] - Four new deliverable brands (Taigang concentrate, Magang concentrate, Minmetals standard fines, SP10 fines) are added, with brand premiums of 0 [13] - The adjusted deliverable brands and premiums apply to contracts from I2312 onwards [14] Group 5: Variety Spread Information - The spreads between different iron ore varieties are provided, such as the spread between PB lump and PB fines is 114.0 today, unchanged from the previous day [15] Group 6: Research Team Introduction - The black research team includes Qiu Yuecheng, Zhang Xiaojin, Liu Xi, and Zhang Chunjie, each with their own professional experience and qualifications [24]