全品种价差日报-20260311
Guang Fa Qi Huo·2026-03-11 01:08

Report Date and Title - The report is titled "Full Variety Spread Daily Report" and dated March 10, 2026 [3] Metals and Minerals Ferrous Metals - Silicon Iron (SF603) has a spot price of 5868, a futures price of 6048, a basis of 180, a basis rate of 3.07%, and a historical quantile of 81.80% [1] - Silicon Manganese (SM603) has a spot price of 6170, a futures price of 6132, a basis of 38, a basis rate of 0.62%, and a historical quantile of 32.80% [1] - Rebar (RB2605) has a spot price of 3220, a futures price of 3119, a basis of 101, a basis rate of 3.24%, and a historical quantile of 47.70% [1] - Hot Rolled Coil (HC2605) has a spot price of 3260, a futures price of 3270, a basis of -10, a basis rate of -0.131%, and a historical quantile of 14.50% [1] - Iron Ore (I2605) has a spot price of 828, a futures price of 785, a basis of 43, a basis rate of 5.54%, and a historical quantile of 36.00% [1] - Coke (J2605) has a spot price of 1745, a futures price of 1740, a basis of 5, a basis rate of 0.29%, and a historical quantile of 67.35% [1] - Coking Coal (JM2605) has a spot price of 1156, a futures price of 1168, a basis of -12, a basis rate of -1.03%, and a historical quantile of 26.50% [1] Non - Ferrous Metals - Copper (CU2604) has a spot price of 99480, a futures price of 100190, a basis of -710, a basis rate of -0.71%, and a historical quantile of 9.79% [1] - Aluminum (AL2604) has a spot price of 25200, a futures price of 24950, a basis of 250, a basis rate of 1.00%, and a historical quantile of 97.29% [1] - Alumina (AO2605) has a futures price of 5005, a basis of -250, a basis rate of -8.60%, and a historical quantile of 3.96% [1] - Zinc (ZN2604) has a spot price of 24290, a futures price of 24420, a basis of -130, a basis rate of -0.153%, and a historical quantile of 29.58% [1] - Tin (SN2604) has a spot price of 377950, a futures price of 383710, a basis of -5760, a basis rate of -1.50%, and a historical quantile of 4.79% [1] - Nickel (NISEOF) has a spot price of 135250, a futures price of 136520, a basis of -1270, a basis rate of -0.93%, and a historical quantile of 11.45% [1] - Stainless Steel (SS2605) has a spot price of 14400, a futures price of 14105, a basis of 465, a basis rate of 3.30%, and a historical quantile of 82.83% [1] - Lithium Carbonate (LC2605) has a spot price of 154750, a futures price of 161060, a basis of -6310, a basis rate of -3.92%, and a historical quantile of 6.38% [1] - Industrial Silicon (215605) has a spot price of 9250, a futures price of 8670, a basis of 580, a basis rate of 6.59%, and a historical quantile of 38.50% [1] Precious Metals - Gold (AU2604) has a spot price of 1140.0, a futures price of 1140.0, a basis of 0.0, a basis rate of 0.00%, and a historical quantile of 92.10% [1] - Silver (AG2606) has a spot price of 21290.0, a futures price of 21547.0, a basis of -257.0, a basis rate of -1.20%, and a historical quantile of 4.40% [1] Agricultural Products - Soybean Meal (M2605) has a spot price of 3250, a futures price of 2995.0, a basis of 255.0, a basis rate of 8.51%, and a historical quantile of 67.30% [1] - Soybean Oil (Y2605) has a spot price of 9040, a futures price of 8672.0, a basis of 368.0, a basis rate of 4.24%, and a historical quantile of 68.90% [1] - Palm Oil (P2605) has a spot price of 9670, a futures price of 9720.0, a basis of -50.0, a basis rate of -0.151%, and a historical quantile of 11.20% [1] - Rapeseed Meal (RM605) has a spot price of 2500, a futures price of 2433.0, a basis of 67.0 [1] - Rapeseed Oil (Oleos) has a spot price of 10770, a futures price of 9954.0, a basis of 816.0, a basis rate of 8.20%, and a historical quantile of 60.30% [1] - Corn (C2605) has a spot price of 2420, a futures price of 2395.0, a basis of 25.0, a basis rate of 1.04%, and a historical quantile of 47.60% [1] - Corn Starch (CS2605) has a spot price of 2780, a futures price of 2716.0, a basis of 64.0, a basis rate of 2.36%, and a historical quantile of 25.80% [1] - Live Hogs (FH5605) has a spot price of 10200, a futures price of 11200.0, a basis of -1000.0, a basis rate of -8.93%, and a historical quantile of 18.20% [1] - Eggs (JD2605) has a spot price of 2930, a futures price of 3427.0, a basis of -497.0, a basis rate of -14.50%, and a historical quantile of 7.50% [1] - Cotton (CF605) has a spot price of 16500, a futures price of 15285.0, a basis of 1215.0, a basis rate of 7.95%, and a historical quantile of 84.60% [1] - Sugar (SR605) has a spot price of 5540, a futures price of 5436.0, a basis of 104.0, a basis rate of 1.91%, and a historical quantile of 12.00% [1] - Apples (AP605) has a spot price of 9800, a futures price of 10287.0, a basis of -487.0, a basis rate of -4.73%, and a historical quantile of 7.50% [1] - Red Dates (CJ605) has a spot price of 7900, a futures price of 9060.0, a basis of -1160.0, a basis rate of -12.80%, and a historical quantile of 38.10% [1] Energy and Chemicals - Paraxylene (PX605) has a spot price of 10637.0, a futures price of 9028.0, a basis of 1609.0, a basis rate of 17.82%, and a historical quantile of 99.80% [1] - PTA (TA605) has a spot price of 6295.0, a futures price of 6316.0, a basis of -21.0, a basis rate of -0.33%, and a historical quantile of 51.10% [1] - Ethylene Glycol (EG2605) has a spot price of 4700.0, a futures price of 4597.0, a basis of 103.0, a basis rate of 2.24%, and a historical quantile of 91.10% [1] - Polyester Staple Fiber (PF604) has a spot price of 7500.0, a futures price of 7864.0, a basis of -364.0, a basis rate of -4.63%, and a historical quantile of 5.70% [1] - Styrene (EB2604) has a spot price of 11100.0, a futures price of 9587.0, a basis of 1513.0, a basis rate of 15.78%, and a historical quantile of 99.60% [1] - Methanol (MA605) has a spot price of 2830.0, a futures price of 2830.0, a basis of 0.0, a basis rate of 0.00%, and a historical quantile of 43.20% [1] - Urea (UR605) has a spot price of 1880.0, a futures price of 1905.0, a basis of -25.0, a basis rate of -1.31%, and a historical quantile of 10.30% [1] - LLDPE (L2605) has a spot price of 9400.0, a futures price of 7944.0, a basis of 1456.0, a basis rate of 18.83%, and a historical quantile of 99.90% [1] - PP (PP2605) has a spot price of 9730.0, a futures price of 8034.0, a basis of 1696.0, a basis rate of 21.11%, and a historical quantile of 99.80% [1] - PVC (V2605) has a spot price of 5600.0, a futures price of 5466.0, a basis of 134.0, a basis rate of 2.45%, and a historical quantile of 91.60% [1] - Caustic Soda (SH605) has a spot price of 2046.9, a futures price of 2442.0, a basis of -395.1, a basis rate of -16.18%, and a historical quantile of 8.80% [1] - LPG (PG2604) has a spot price of 5898.0, a futures price of 5616.0, a basis of 282.0, a basis rate of 5.02%, and a historical quantile of 48.80% [1] - Asphalt (BU2604) has a spot price of 4080.0, a futures price of 4075.0, a basis of 5.0, a basis rate of 0.12%, and a historical quantile of 55.10% [1] - Butadiene Rubber (BR2604) has a spot price of 15800.0, a futures price of 15835.0, a basis of -35.0, a basis rate of -0.22%, and a historical quantile of 28.50% [1] - Glass (FG605) has a spot price of 952.0, a futures price of 1058.0, a basis of -106.0, a basis rate of -11.13%, and a historical quantile of 33.82% [1] - Soda Ash (SA605) has a spot price of 1151.0, a futures price of 1191.0, a basis of -40.0, a basis rate of -3.48%, and a historical quantile of 31.72% [1] - Natural Rubber (RU2605) has a spot price of 16950.0, a futures price of 16895.0, a basis of 55.0, a basis rate of 0.32%, and a historical quantile of 97.06% [1] Financial Futures - IF2603.CFF has a basis rate of -0.135% and a historical quantile of 28.50% [1] - IH2603.CFE has a spot price of 2963.0, a futures price of 2962.4, a basis of -0.6, a basis rate of -0.02%, and a historical quantile of 52.10% [1] - IC2603.CFE has a spot price of 8279.5, a futures price of 8267.0, a basis of -12.5, a basis rate of -0.15%, and a historical quantile of 63.80% [1] - IM2603.CFE has a spot price of 8203.9, a futures price of 8191.0, a basis of -12.9, a basis rate of -0.16%, and a historical quantile of 66.50% [1] - 2 - Year Bond (TS2606) has a historical quantile of 29.30% [1] - 5 - Year Bond (TF2606) has a historical quantile of 34.40% [1] - 10 - Year Bond (T2606) has a historical quantile of 23.50% [1] - 30 - Year Bond (TL2606) has a basis rate of 0.56% and a historical quantile of 87.40% [1]

全品种价差日报-20260311 - Reportify