Report Summary 1. Report Industry Investment Rating No information provided. 2. Report Core View The report presents the futures prices, spot prices, basis, basis rates, and historical quantiles of various commodities across multiple sectors on March 31, 2026, including black, non - ferrous, precious metals, agricultural products, energy and chemical, and financial sectors, offering insights into the market conditions of these commodities. 3. Summary by Sector Black Series - Silicon Iron (SF603): Futures price is 6008, spot price is 6066, basis is - 28, basis rate is - 1.00%, and historical quantile is 50.00% [1] - Silicon Manganese (SM603): Futures price is 6570, spot price is 6588, basis is - 18, basis rate is - 0.80%, and historical quantile is 21.70% [1] - Rebar (RB2605): Futures price is 3139, spot price is 3230, basis is 91, basis rate is 2.90%, and historical quantile is 44.70% [1] - Hot - Rolled Coil (HC2605): Futures price is 3308, spot price is 3290, basis is - 18, basis rate is - 0.50%, and historical quantile is 11.80% [1] - Iron Ore (I2605): Futures price is 813, spot price is 840, basis is 27, basis rate is 3.30%, and historical quantile is 23.00% [1] - Coke (J2605): Futures price is 1754, spot price is 1756, basis is 2, basis rate is 0.10%, and historical quantile is 68.30% [1] - Main Coking Coal (J5): Futures price is 1214, spot price is 1297, basis is 83, basis rate is 6.80%, and historical quantile is 48.00% [1] Non - Ferrous Series - Copper (CU2605): Futures price is 95760, spot price is 95195, basis is - 565, basis rate is - 0.59%, and historical quantile is 14.20% [1] - Aluminum (AL2605): Futures price is 24725, spot price is 24530, basis is - 195, basis rate is - 0.79%, and historical quantile is 13.50% [1] - Alumina (AO2605): Futures price is 2941, spot price is 2789, basis is - 152, basis rate is - 5.17%, and historical quantile is 17.50% [1] - Zinc (ZN2605): Futures price is 23540, spot price is 23350, basis is - 190, basis rate is - 0.81%, and historical quantile is - 55 [1] - Tin (SN2605): Futures price is 370720, spot price is 361800, basis is - 8920, basis rate is - 2.41%, and historical quantile is 1.90% [1] - Nickel (NI2605): Futures price is 137120, spot price is 135150, basis is - 1970, basis rate is - 1.44%, and historical quantile is 4.80% [1] - Stainless Steel (SS2605): Futures price is 14450, spot price is 14370, basis is 250, basis rate is 1.74%, and historical quantile is 5.50% [1] - Lithium Carbonate (LC2605): Futures price is 171620, spot price is 164500, basis is - 7120, basis rate is - 4.15%, and historical quantile is 48.70% [1] - Industrial Silicon (SISE05): Futures price is 9200, spot price is 8480, basis is 720, basis rate is 8.49%, and historical quantile is 48.70% [1] Precious Metals Series - Gold (AU2606): Futures price is 998.66, spot price is 992.5, basis is - 6.2, basis rate is - 0.62%, and historical quantile is 0.90% [1] - Silver (AG2606): Futures price is 17489.0, spot price is 17467.0, basis is - 22.0, basis rate is - 0.13%, and historical quantile is 51.00% [1] Agricultural Products Series - Soybean Meal (M2605): Futures price is 3120, spot price is 2937, basis is 213, basis rate is 62.70%, and historical quantile is 7.25% [1] - Soybean Oil (Y2605): Futures price is 8890, spot price is 8714, basis is 176, basis rate is 2.02%, and historical quantile is 36.80% [1] - Palm Oil (P2605): Futures price is 9930, spot price is 9720, basis is - 210, basis rate is - 2.11%, and historical quantile is 0.10% [1] - Rapeseed Meal (RM605): Futures price is 2330, spot price is 2320, basis is 10, basis rate is 0.43%, and historical quantile is 49.50% [1] - Rapeseed Oil (OI605): Futures price is 10320, spot price is 9891, basis is 429, basis rate is 4.34%, and historical quantile is 89.90% [1] - Corn (C2605): Futures price is 2390, spot price is 2346, basis is 44, basis rate is 1.88%, and historical quantile is 58.50% [1] - Corn Starch (CS2605): Futures price is 2900, spot price is 2737, basis is 163, basis rate is 5.96%, and historical quantile is 79.20% [1] - Live Pigs (H2605): Futures price is 10005, spot price is 9350, basis is - 655, basis rate is - 6.55%, and historical quantile is 22.30% [1] - Eggs (JD2605): Futures price is 3453, spot price is 3400, basis is - 53, basis rate is - 1.53%, and historical quantile is 35.50% [1] - Cotton (CF605): Futures price is 16650, spot price is 15385, basis is 1265, basis rate is 8.22%, and historical quantile is 86.50% [1] - Sugar (SR605): Futures price is 5480, spot price is 5441, basis is 39, basis rate is 0.72%, and historical quantile is 7.60% [1] - Apples (AP605): Futures price is 9863, spot price is 9800, basis is - 63, basis rate is - 0.64%, and historical quantile is 22.30% [1] - Jujubes (CJ605): Futures price is 8775, spot price is 7900, basis is - 875, basis rate is - 9.97%, and historical quantile is 46.90% [1] Energy and Chemical Series - Para - Xylene (PX605): Futures price is 10167.0, spot price is 9840.0, basis is - 327.0, basis rate is - 3.30%, and historical quantile is 96.40% [1] - PTA (TA605): Futures price is 6768.0, spot price is 6720.0, basis is - 48.0, basis rate is - 0.71%, and historical quantile is 41.20% [1] - Ethylene Glycol (EG2605): Futures price is 5365.0, spot price is 5359.0, basis is 6.0, basis rate is 0.11%, and historical quantile is 61.40% [1] - Polyester Staple Fiber (PF606): Futures price is 8470.0, spot price is 8342.0, basis is 128.0, basis rate is 1.53%, and historical quantile is 74.20% [1] - Styrene (EB2605): Futures price is 10935.0, spot price is 10789.0, basis is 146.0, basis rate is 1.35%, and historical quantile is 57.30% [1] - Methanol (MA605): Futures price is 3520.0, spot price is 3319.0, basis is 201.0, basis rate is 6.06%, and historical quantile is 96.20% [1] - Urea (UR605): Futures price is 1900.0, spot price is 1882.0, basis is 18.0, basis rate is 0.96%, and historical quantile is 23.40% [1] - LLDPE (L2605): Futures price is 8925.0, spot price is 8804.0, basis is 121.0, basis rate is 1.37%, and historical quantile is 61.90% [1] - PP (PP2605): Futures price is 9400.0, spot price is 9269.0, basis is 131.0, basis rate is 1.41%, and historical quantile is 64.80% [1] - PVC (V2605): Futures price is 5551.0, spot price is 5450.0, basis is - 101.0, basis rate is - 1.82%, and historical quantile is 57.10% [1] - Caustic Soda (SH605): Futures price is 2353.0, spot price is 2306.0, basis is - 47.0, basis rate is - 1.99%, and historical quantile is 38.90% [1] - LPG (PG2605): Futures price is 7348.0, spot price is 6606.0, basis is 742.0, basis rate is 11.23%, and historical quantile is 86.90% [1] - Asphalt (BU2606): Futures price is 4513.0, spot price is 4420.0, basis is - 93.0, basis rate is - 2.06%, and historical quantile is 32.60% [1] - Butadiene Rubber (BR2605): Futures price is 18500.0, spot price is 17725.0, basis is 775.0, basis rate is 4.37%, and historical quantile is 96.50% [1] - Glass (FG605): Futures price is 1040.0, spot price is 952.0, basis is - 88.0, basis rate is - 9.24%, and historical quantile is 46.60% [1] - Soda Ash (SA605): Futures price is 1207.0, spot price is 1187.0, basis is - 20.0, basis rate is - 1.68%, and historical quantile is 46.80% [1] - Pure Benzene (BZ2605): Futures price is 9062.0, spot price is 8930.0, basis is - 132.0, basis rate is - 1.46%, and historical quantile is 28.20% [1] - Propylene (PL2605): Futures price is 8944.0, spot price is 8770.0, basis is - 174.0, basis rate is - 1.95%, and historical quantile is 17.30% [3] - Bottle Chips (PR2605): Futures price is 8633.0, spot price is 8326.0, basis is 307.0, basis rate is 3.69%, and historical quantile is 98.50% [3] - Natural Rubber (RU2605): Futures price is 16540.0, spot price is 16350.0, basis is - 190.0, and historical quantile is not provided [3] Financial Series - Stock Index Futures (IF2606.CFE): Futures price is 4414.0, spot price is 4491.9500, basis is - 77.9500, basis rate is - 1.77%, and historical quantile is 2.30% [3] - Stock Index Futures (IH2606.CFE): Futures price is 2814.4, spot price is 2837.3064, basis is - 22.9064, basis rate is - 0.81%, and historical quantile is 5.70% [3] - Stock Index Futures (IC2606.CFE): Futures price is 7560.6, spot price is 7753.7234, basis is - 193.1234, basis rate is - 2.55%, and historical quantile is 0.30% [3] - Stock Index Futures (IM2606.CFE): Futures price is 7509.4, spot price is 7767.9301, basis is - 258.5301, basis rate is - 3.44%, and historical quantile is 0.60% [3] - 2 - Year Treasury Bonds (TS2606): Futures price is 102.54, spot price is 100.16, basis is 0.06, basis rate is 0.06%, and historical quantile is 50.40% [3] - 5 - Year Treasury Bonds (TF2606): Futures price is 106.07, spot price is 100.33, basis is 0.09, basis rate is 0.09%, and historical quantile is 43.40% [3] - 10 - Year Treasury Bonds (T2606): Futures price is 108.36, spot price is 99.99, basis is 0.10, basis rate is 0.09%, and historical quantile is 30.20% [3] - 30 - Year Treasury Bonds (TL2606): Futures price is 111.52, spot price is 122.46, basis is 0.52, basis rate is 0.46%, and historical quantile is 74.00% [3]
全品种价差日报-20260331
Guang Fa Qi Huo·2026-03-31 07:05