光期黑色：铁矿石基差及价差监测日报-20260311

Group 1: Report Overview - The report is titled "Guangda Futures Black: Iron Ore Basis and Spread Monitoring Daily Report" dated March 11, 2026 [1] Group 2: Futures Contract Prices and Spreads - I05 closed at 784.0 today, down 0.5 from the previous day; I09 closed at 757.0, down 1.0; I01 closed at 739.0, down 2.0 [3] - The spread between I05 - I09 is 27.0 today, up 0.5 from the previous day; I09 - I01 is 18.0, up 1.0; I01 - I05 is -45.0, down 1.5 [3] Group 3: Basis Data - The basis data of various iron ore varieties are presented, including prices, changes, delivery costs, and basis values [7] - For example, the basis of Carajás fines is 81 today, unchanged from the previous day; BRBF is 43, up 4 [7] Group 4: Exchange Rule Adjustments - Four new deliverable varieties (Benxi Concentrate, IOC6, KUMBA, Ukrainian Concentrate) are added with a brand premium 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 0 [13] - The allowable ranges of quality indicators and their corresponding quality premiums are modified, and a dynamic adjustment mechanism for iron element premium is introduced [13] - Four more deliverable brands (Taigang Concentrate, Magang 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 - The spreads between different iron ore varieties are provided, such as PB lump - PB fines, which is 108.0 today, down 6.0 from the previous day [15] - Other spreads like PB fines - mixed fines, PB fines - Super Special fines, etc., are also presented with their daily changes [15] Group 6: Research Team - The black research team includes Qiu Yuecheng, Zhang Xiaojin, Liu Xi, and Zhang Chunjie, with their respective positions and professional experiences introduced [24]