光期黑色：铁矿石基差及价差监测日报-20260313

Group 1: Report Overview - Report title: "Guangqi Black: Iron Ore Basis and Spread Monitoring Daily Report" [1] - Date: March 13, 2026 [1] Group 2: Futures Contracts - I05 contract: Today's closing price is 795.5, up 8.0 from the previous day; I05 - I09 spread is 29.0, unchanged from the previous day [3] - I09 contract: Today's closing price is 766.5, up 8.0 from the previous day; I09 - I01 spread is 17.0, down 1.0 from the previous day [3] - I01 contract: Today's closing price is 749.5, up 9.0 from the previous day; I01 - I05 spread is -46.0, up 1.0 from the previous day [3] Group 3: Basis Data - For various iron ore varieties, such as Carajás fines (Kafeng), BRBF, Newman fines, etc., the report provides today's price, previous day's price, change, delivery cost, today's basis, previous day's basis, and basis change [7] Group 4: Basis Charts - The report presents basis charts for different types of iron ore, including Brazilian fines, Australian medium - grade fines, Australian low - grade fines, domestic ores, etc. [9][10][11] Group 5: Contract Adjustments - Newly added 4 deliverable varieties (Benxi iron concentrate, IOC6, KUMBA, Ukrainian iron concentrate) with a brand premium of 0 starting from the I2202 contract [12] - Adjusted brand premiums for existing varieties, with only PB fines, BRBF, and Carajás fines having a brand premium of 15 yuan/ton, and the rest being 0 [12] - Modified quality differences and quality premiums for substitutes, including adjusting the allowable range of iron grade and setting allowable ranges for other elements [12] - Introduced dynamic adjustment of the premium value for the iron element index (X), with different calculation methods based on the average settlement price of the nearest delivery month contract [12] - Added 4 new deliverable brands (Taigang iron concentrate, Magang iron concentrate, Minmetals standard fines, SP10 fines) with a brand premium of 0 [12] - The adjusted deliverable brands and premiums apply to contracts starting from I2312 [13] Group 6: Variety Spreads - The report shows the spread data between different iron ore varieties, such as PB lump - PB fines, Newman lump - Newman fines, etc., including today's value, previous day's value, and change [14] - It also presents various spread charts for different types of iron ore spreads [15][16][17][18][19][20] Group 7: Research Team - The black research team includes Qiu Yuecheng, Zhang Xiaojin, Liu Xi, and Zhang Chunjie, with their positions, experience, and qualification numbers provided [23]