光期黑色：铁矿石基差及价差监测日报-20260324

Group 1: Report Overview - The report is titled "Guangda Futures Black: Iron Ore Basis and Spread Monitoring Daily Report" dated March 24, 2026 [1] Group 2: Futures Contract Information - For I05, the closing price today is 819.0, up 3.5 from the previous day; for I09, it's 786.5, up 5.5; for I01, it's 762.5, up 3.5 [3] - The I05 - I09 spread is 32.5 today, down 2.0 from the previous day; the I09 - I01 spread is 24.0, up 2.0; the I01 - I05 spread is -56.5, unchanged [3] Group 3: Basis Data - For various iron ore varieties, such as Carajás fines (Kafeng), the price today is 958, up 2.0 from the previous day, with a basis of 104, down 1 [7] - Other varieties like BRBF, Newman fines, etc., also have corresponding price, basis, and change data [7] Group 4: Basis Charts - There are charts showing the basis of different iron ore types including Brazilian fines, Australian medium - grade fines, Australian low - grade fines, domestic ores, etc. [9][11][12] Group 5: 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] - Brand premiums of existing varieties are adjusted, with only PB fines, BRBF, and Carajás fines having a 15 - yuan/ton premium [13] - Quality difference and premium rules for substitutes are modified, including adjusting the allowable range of iron grade and other elements, and introducing a dynamic adjustment mechanism for iron element premium [13] - Four more 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 6: Variety Spread Information - For example, the PB lump - PB fines spread is 111.0 today, up 1.0 from the previous day; the PB fines - mixed fines spread is 77.0, up 4.0 [15] Group 7: Variety Spread Charts - There are charts showing block - powder spreads, high - medium grade fines spreads, medium - low grade fines spreads, etc. [18][19][20] Group 8: 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]