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全品种价差日报-20250613
Guang Fa Qi Huo· 2025-06-13 03:16
1. Report Date - The report is dated June 13, 2025 [4] 2. Data Sources - The data sources include Wind, Mysteel, and the Research Institute of GF Futures [5] 3. Commodity Analysis Ferrous Metals - **Silicon Iron (SF509)**: The basis is 262, the basis rate is 5.07%, and the historical quantile is 87.10%. The spot price is 5428, and the futures price is 5166 [1] - **Silicon Manganese (SM509)**: The basis is 244, the basis rate is 4.50%, and the historical quantile is 62.80%. The spot price is 5670, and the futures price is 5426 [1] - **Rebar (RB2510)**: The basis is 122, the basis rate is 4.11%, and the historical quantile is 55.70%. The spot price is 3090, and the futures price is 2968 [1] - **Hot - Rolled Coil (HC2510)**: The basis is 100, the basis rate is 3.25%, and the historical quantile is 56.30%. The spot price is 3180, and the futures price is 3080 [1] - **Iron Ore (I2509)**: The basis is 29, the basis rate is 7.79%, and the historical quantile is 45.10%. The spot price is 759, and the futures price is 704 [1] - **Coke (J2509)**: The basis is 28, the basis rate is 2.16%, and the historical quantile is 60.09%. The spot price is 1357, and the futures price is 1329 [1] - **Coking Coal (JM2509)**: The basis is 61, the basis rate is 8.02%, and the historical quantile is 38.00%. The spot price is 828, and the futures price is 767 [1] Non - Ferrous Metals - **Copper (CU2507)**: The basis is 465, the basis rate is 0.59%, and the historical quantile is 81.45%. The spot price is 78610, and the futures price is 79075 [1] - **Aluminum (AL2507)**: The basis is 255, the basis rate is 1.25%, and the historical quantile is 92.29%. The spot price is 20395, and the futures price is 20650 [1] - **Alumina (AO2509)**: The basis is 365, the basis rate is 12.61%, and the historical quantile is 89.42%. The spot price is 3260, and the futures price is 2895 [1] - **Zinc (ZN2507)**: The basis is 155, the basis rate is 0.70%, and the historical quantile is 69.37%. The spot price is 22240, and the futures price is 22085 [1] - **Tin (SN2507)**: The basis is 150, the basis rate is 0.06%, and the historical quantile is 51.45%. The spot price is 265300, and the futures price is 265150 [1] - **Nickel (NI2507)**: The basis is 1000, the basis rate is 0.83%, and the historical quantile is 82.29%. The spot price is 121000, and the futures price is 120000 [1] - **Stainless Steel (SS2508)**: The basis is 385, the basis rate is 3.06%, and the historical quantile is 78.75%. The spot price is 12970, and the futures price is 12585 [1] - **Lithium Carbonate (LC2507)**: The basis is 210, the basis rate is 0.35%, and the historical quantile is 49.55%. The spot price is 60650, and the futures price is 60440 [1] - **Industrial Silicon (SI2507)**: The basis is - 695, the basis rate is - 9.32%, and the historical quantile is 48.48%. The spot price is 7455, and the futures price is 8150 [1] Precious Metals - **Gold (AU2508)**: The basis is - 4.8, the basis rate is - 0.61%, and the historical quantile is 5.00%. The spot price is 785.2, and the futures price is 780.4 [1] - **Silver (AG2508)**: The basis is - 49, the basis rate is - 0.56%, and the historical quantile is 6.10%. The spot price is 8819, and the futures price is 8770 [1] Agricultural Products - **Soybean Meal (M2509)**: The basis is - 219, the basis rate is - 7.18%, and the historical quantile is 0.10%. The spot price is 2830, and the futures price is 3049 [1] - **Soybean Oil (Y2509)**: The basis is 182, the basis rate is 2.37%, and the historical quantile is 23.70%. The spot price is 7870, and the futures price is 7688 [1] - **Palm Oil (P2509)**: The basis is 330, the basis rate is 4.12%, and the historical quantile is 64.10%. The spot price is 8340, and the futures price is 8010 [1] - **Rapeseed Meal (RM509)**: The basis is - 134, the basis rate is - 5.01%, and the historical quantile is 10.30%. The spot price is 2540, and the futures price is 2674 [1] - **Rapeseed Oil (O1509)**: The basis is 172, the basis rate is 1.87%, and the historical quantile is 56.40%. The spot price is 9350, and the futures price is 9178 [1] - **Corn (C2507)**: The basis is 18, the basis rate is 0.76%, and the historical quantile is 57.20%. The spot price is 2390, and the futures price is 2372 [1] - **Corn Starch (CS2507)**: The basis is - 10, the basis rate is - 0.37%, and the historical quantile is 9.60%. The spot price is 2710, and the futures price is 2700 [1] - **Live Hogs (LH2509)**: The basis is 300, the basis rate is 2.18%, and the historical quantile is 49.10%. The spot price is 14050, and the futures price is 13750 [1] - **Eggs (JD2508)**: The basis is - 959, the basis rate is - 27.49%, and the historical quantile is 0.10%. The spot price is 2530, and the futures price is 3489 [1] - **Cotton (CF509)**: The basis is 1272, the basis rate is 9.41%, and the historical quantile is 88.30%. The spot price is 14792, and the futures price is 13520 [1] - **Sugar (SR509)**: The basis is 483, the basis rate is 8.55%, and the historical quantile is 85.70%. The spot price is 6130, and the futures price is 5647 [1] - **Apples (AP510)**: The basis is 1024, the basis rate is 13.52%, and the historical quantile is 72.50%. The spot price is 8600, and the futures price is 7576 [1] - **Red Dates (CJ509)**: The basis is - 615, the basis rate is - 6.90%, and the historical quantile is 68.90%. The spot price is 8915, and the futures price is 8300 [1] Energy and Chemicals - **Para - Xylene (PX509)**: The basis is 172.7, the basis rate is 2.64%, and the historical quantile is 77.80%. The spot price is 6708.7, and the futures price is 6536 [1] - **PTA (TA509)**: The basis is 230, the basis rate is 4.98%, and the historical quantile is 83.40%. The spot price is 4850, and the futures price is 4620 [1] - **Ethylene Glycol (EG2509)**: The basis is 136, the basis rate is 3.21%, and the historical quantile is 92.80%. The spot price is 4370, and the futures price is 4234 [1] - **Polyester Staple Fiber (PF507)**: The basis is 148, the basis rate is 2.33%, and the historical quantile is 78.30%. The spot price is 6510, and the futures price is 6362 [1] - **Styrene (EB2507)**: The basis is 407, the basis rate is 5.54%, and the historical quantile is 84.80%. The spot price is 7760, and the futures price is 7353 [1] - **Methanol (MA509)**: The basis is 92, the basis rate is 4.02%, and the historical quantile is 74.20%. The spot price is 2382, and the futures price is 2290 [1] - **Urea (UR509)**: The basis is 94, the basis rate is 5.71%, and the historical quantile is 40.60%. The spot price is 1740, and the futures price is 1646 [1] - **LLDPE (L2509)**: The basis is 58, the basis rate is 0.81%, and the historical quantile is 34.20%. The spot price is 7175, and the futures price is 7117 [1] - **PP (PP2509)**: The basis is 161, the basis rate is 2.31%, and the historical quantile is 62.20%. The spot price is 7130, and the futures price is 6969 [1] - **PVC (V2509)**: The basis is - 106, the basis rate is - 2.20%, and the historical quantile is 51.60%. The spot price is 4826, and the futures price is 4720 [1] - **Caustic Soda (SH209)**: The basis is 417.8, the basis rate is 18.16%, and the historical quantile is 87.50%. The spot price is 2718.8, and the futures price is 2301 [1] - **LPG (PG2507)**: The basis is 457, the basis rate is 11.04%, and the historical quantile is 63.60%. The spot price is 4598, and the futures price is 4141 [1] - **Asphalt (BU2509)**: The basis is 193, the basis rate is 5.47%, and the historical quantile is 82.90%. The spot price is 3720, and the futures price is 3527 [1] - **BR (BR2507)**: The basis is 565, the basis rate is 5.12%, and the historical quantile is 82.40%. The spot price is 11600, and the futures price is 11035 [1] - **Glass (FG509)**: The basis is 981, the basis rate is 4.94%, and the historical quantile is 80.67%. The spot price is 1032, and the futures price is 981 [1] - **Soda Ash (SA509)**: The basis is 45, the basis rate is 3.69%, and the historical quantile is 44.74%. The spot price is 1220, and the futures price is 1175 [1] - **Natural Rubber (RU2509)**: The basis is 265, the basis rate is 1.91%, and the historical quantile is 99.58%. The spot price is 13850, and the futures price is 13585 [1] Financial Futures - **CSI 300 Index Futures (IF2506)**: The basis is - 8.6, the basis rate is - 0.22%, and the historical quantile is 38.10%. The spot price is 3892.2, and the futures price is 3883.6 [1] - **SSE 50 Index Futures (IH2506)**: The basis is - 9.1, the basis rate is - 0.34%, and the historical quantile is 24.60%. The spot price is 2691.3, and the futures price is 2682.2 [1] - **CSI 500 Index Futures (IC2506)**: The basis is - 19.9, the basis rate is - 0.34%, and the historical quantile is 53.90%. The spot price is 5799.9, and the futures price is 5780 [1] - **CSI 1000 Index Futures (IM2506)**: The basis is - 35.4, the basis rate is - 0.58%, and the historical quantile is 36.80%. The spot price is 6192.2, and the futures price is 6156.8 [1] - **2 - Year Treasury Bond Futures (TS2509)**: The basis is - 0.06, the basis rate is - 0.06%, and the historical quantile is 12.30%. The spot price is 102.44, and the futures price is 100.29 [1] - **5 - Year Treasury Bond Futures (TF2509)**: The basis is - 0.01, the basis rate is - 0.01%, and the historical quantile is 25.50%. The spot price is 101.05, and the futures price is 106.14 [1] - **10 - Year Treasury Bond Futures (T2509)**: The basis is 0.21, the basis rate is 0.19%, and the historical quantile is 42.00%. The spot price is 109, and the futures price is 107.64 [1] - **30 - Year Treasury Bond Futures (TL2509)**: The basis is 0.4, the basis rate is 0.33%, and the historical quantile is 57.10%. The spot price is 136.28, and the futures price is 120.47 [1]
全品种价差日报-20250612
Guang Fa Qi Huo· 2025-06-12 01:54
Report Summary 1. Report Industry Investment Rating There is no information about the report industry investment rating in the provided content. 2. Core Viewpoints There are no explicit core viewpoints presented in the given text. It mainly provides a comprehensive list of various commodity futures and related data, including spot prices, historical quantiles, basis, and futures prices. 3. Summary by Categories Ferrous Metals - **Silicon Iron (SF509)**: Spot price is 5478, futures price is 5184, basis is 294, basis rate is 5.67%, and historical quantile is 89.20% [1]. - **Silicon Manganese (SM509)**: Spot price is 5700, futures price is 5486, basis rate is 3.90%, and historical quantile is 59.40% [1]. - **Rebar (RB2510)**: Spot price is 3110, futures price is 2991, basis rate is 3.98%, and historical quantile is 54.60% [1]. - **Hot - Rolled Coil (HC2510)**: Spot price is 3200, futures price is 3108, basis rate is 2.96%, and historical quantile is 54.30% [1]. - **Iron Ore (I2509)**: Spot price (converted price of 62.5% Brazilian blended powder) is 759, futures price is 707, basis rate is 7.33%, and historical quantile is 42.60% [1]. - **Coke (J2509)**: Spot price is 1357, futures price is 1356, basis rate is 0.08%, and historical quantile is 45.89% [1]. - **Coking Coal (JM2509)**: Spot price (converted price of S1.3 G75 main coking coal) is 828, futures price is 784, basis rate is 5.68%, and historical quantile is 30.20% [1]. Non - Ferrous Metals - **Copper (CU2507)**: Spot price is 79310, futures price is 79290, basis rate is 0.03%, and historical quantile is 44.16% [1]. - **Aluminum (AL2507)**: Spot price is 20400, futures price is 20250, basis rate is 0.74%, and historical quantile is 83.33% [1]. - **Zinc (ZN2507)**: Spot price is 22230, futures price is 22140, basis rate is 0.41%, and historical quantile is 56.45% [1]. - **Tin (SN2507)**: Spot price is 265800, futures price is 265530, basis rate is 0.10%, and historical quantile is 55.20% [1]. - **Nickel (NI2507)**: Spot price is 121700, futures price is 121790, basis rate is - 0.07%, and historical quantile is 49.58% [1]. - **Stainless Steel (SS2508)**: Spot price is 12970, futures price is 12600, basis rate is 2.94%, and historical quantile is 77.25% [1]. Precious Metals - **Gold (AU2508)**: Spot price is 777.5, futures price is 774.5, basis rate is - 0.39%, and historical quantile is 19.50% [1]. - **Silver (AG2508)**: Spot price is 8882.0, futures price is 8902.0, basis rate is - 0.22%, and historical quantile is 37.40% [1]. Agricultural Products - **Soybean Meal (M2509)**: Spot price is 3047.0, futures price is 2840, basis rate is - 6.79%, and historical quantile is 24.10% [1]. - **Soybean Oil (Y2509)**: Spot price is 7880, futures price is 7694.0, basis rate is 2.42% [1]. - **Palm Oil (P2509)**: Spot price is 8330, futures price is 7970.0, basis rate is 4.52%, and historical quantile is 64.50% [1]. - **Rapeseed Meal (RM509)**: Spot price is 2638.0, futures price is 2530, basis rate is - 4.09%, and historical quantile is 15.70% [1]. - **Rapeseed Oil (O1509)**: Spot price is 9330, futures price is 9149.0, basis rate is 1.98%, and historical quantile is 58.20% [1]. - **Corn (C2507)**: Spot price is 2390, futures price is 2374.0, basis rate is 0.67%, and historical quantile is 56.70% [1]. - **Corn Starch (CS2507)**: Spot price is 2709.0, futures price is 2700, basis rate is - 0.33%, and historical quantile is 9.70% [1]. - **Live Hogs (LH2509)**: Spot price is 14050, futures price is 13600.0, basis rate is 3.31%, and historical quantile is 52.00% [1]. - **Eggs (JD2508)**: Spot price is 3515.0, futures price is 2620, basis rate is - 25.46% [1]. - **Cotton (CF509)**: Spot price is 14702, futures price is 13540.0, basis rate is 8.58%, and historical quantile is 81.70% [1]. - **Sugar (SR509)**: Spot price is 6150, futures price is 5668.0, basis rate is 8.50%, and historical quantile is 85.70% [1]. - **Apples (AP510)**: Spot price is 8600, futures price is 7551.0, basis rate is 13.89%, and historical quantile is 16.20% [1]. - **Red Dates (CJ509)**: Spot price is 8925.0, futures price is 8300, basis rate is - 7.00%, and historical quantile is 31.10% [1]. Energy and Chemicals - **Para - Xylene (PX509)**: Spot price is 6725.0, futures price is 6528.0, basis rate is 3.02%, and historical quantile is 82.90% [1]. - **PTA (TA509)**: Spot price is 4840.0, futures price is 4620.0, basis rate is 4.76%, and historical quantile is 82.90% [1]. - **Ethylene Glycol (EG2509)**: Spot price is 4370.0, futures price is 4285.0, basis rate is 1.98%, and historical quantile is 88.20% [1]. - **Polyester Staple Fiber (PF507)**: Spot price is 6490.0, futures price is 6414.0, basis rate is 1.18%, and historical quantile is 66.40% [1]. - **Styrene (EB2507)**: Spot price is 7760.0, futures price is 7349.0, basis rate is 5.59%, and historical quantile is 85.20% [1]. - **Methanol (MA509)**: Spot price is 2368.0, futures price is 2282.0, basis rate is 3.77%, and historical quantile is 71.90% [1]. - **Urea (UR509)**: Spot price is 1750.0, futures price is 1667.0, basis rate is 4.98%, and historical quantile is 37.50% [1]. - **LLDPE (L2509)**: Spot price is 7165.0, futures price is 7102.0, basis rate is 0.89%, and historical quantile is 36.20% [1]. - **PP (PP2509)**: Spot price is 7130.0, futures price is 6960.0, basis rate is 2.44%, and historical quantile is 64.40% [1]. - **PVC (V2509)**: Spot price is 4832.0, futures price is 4720.0, basis rate is - 2.32%, and historical quantile is 48.90% [1]. - **LPG (PG2507)**: Spot price is 4598.0, futures price is 4130.0, basis rate is 11.33%, and historical quantile is 64.30% [1]. - **Asphalt (BU2509)**: Spot price is 3720.0, futures price is 3461.0, basis rate is 7.48%, and historical quantile is 87.10% [1]. - **Butadiene Rubber (BR2507)**: Spot price is 11600.0, futures price is 11225.0, basis rate is 3.34%, and historical quantile is 68.30% [1]. - **Glass (FG509)**: Spot price is 1032.0, futures price is 998.0, basis rate is 3.29%, and historical quantile is 75.42% [1]. - **Soda Ash (SA509)**: Spot price is 1246.0, futures price is 1202.0, basis rate is 3.53%, and historical quantile is 86.66% [1]. - **Natural Rubber (RU2509)**: Spot price is 13890.0, futures price is 13750.0, basis rate is - 1.02% [1]. Financial Futures - **CSI 300 Index Futures (IF2506)**: Spot price is 3894.6, futures price is 3878.8, basis rate is - 0.41%, and historical quantile is 26.60% [1]. - **SSE 50 Index Futures (IH2506)**: Spot price is 2692.1, futures price is 2682.4, basis rate is - 0.36% [1]. - **CSI 500 Index Futures (IC2506)**: Spot price is 5792.9, futures price is 5761.2, basis rate is - 0.55%, and historical quantile is 39.20% [1]. - **CSI 1000 Index Futures (IM2506)**: Spot price is 6186.5, futures price is 6144.0, basis rate is - 0.69%, and historical quantile is 29.00% [1]. - **2 - Year Treasury Bond Futures (TS2509)**: Spot price is 102.45, futures price is 100.30, basis rate is - 0.06%, and historical quantile is 11.20% [1]. - **5 - Year Treasury Bond Futures (TF2509)**: Spot price is 106.17, futures price is 101.07, basis rate is - 0.02%, and historical quantile is 24.20% [1]. - **10 - Year Treasury Bond Futures (T2509)**: Spot price is 109.04, futures price is 107.64, basis rate is 0.16%, and historical quantile is 36.70% [1]. - **30 - Year Treasury Bond Futures (TL2509)**: Spot price is 136.22, futures price is 120.40, basis rate is 0.35%, and historical quantile is 61.30% [1].
全品种价差日报-20250611
Guang Fa Qi Huo· 2025-06-11 03:28
Report Summary Core View The report presents the basis, spot prices, futures prices, basis rates, and historical quantiles of various commodities and financial futures on June 11, 2025, covering multiple sectors such as ferrous metals, non - ferrous metals, precious metals, agricultural products, energy and chemicals, and stock index futures [1]. Summary by Category Ferrous Metals - **Silicon Iron (SF509)**: Spot price is 5528, futures price is 5174, basis is 354, basis rate is 6.84%, and historical quantile is 92.20% [1]. - **Silicon Manganese (SM509)**: Spot price is 5700, futures price is 5542, basis is 158, basis rate is 2.85%, and historical quantile is 51.70% [1]. - **Rebar (RB2510)**: Spot price is 3190, futures price is 3110, basis is 80, basis rate is 2.57%, and historical quantile is 59.60% [1]. - **Hot - Rolled Coil (HC2510)**: Spot price is 3089, futures price is 3033, basis is 56, basis rate is 1.85%, and historical quantile is 56.70% [1]. - **Iron Ore (I2509)**: Spot price (converted price of 62.5% Brazilian mixed powder) is 753, futures price is 745, basis is 8, basis rate is 1.07%, and historical quantile is 45.30% [1]. - **Coke (J2509)**: Spot price (converted price of quasi - first - grade metallurgical coke) is 1357, futures price is 1349, basis is 8, basis rate is 0.60%, and historical quantile is 50.63% [1]. - **Coking Coal (JM2509)**: Spot price (converted price of S1.3 G75 main coking coal) is 838, futures price is 785, basis is 53, basis rate is 6.75%, and historical quantile is 34.50% [1]. Non - Ferrous Metals - **Copper (CU2507)**: Spot price is 79275, futures price is 78880, basis is 395, basis rate is 0.50%, and historical quantile is 77.70% [1]. - **Aluminum (AL2507)**: Spot price is 20160, futures price is 19980, basis is 180, basis rate is 0.90%, and historical quantile is 86.66% [1]. - **Alumina (AO2509)**: Spot price is 3262, futures price is 2886, basis is 376, basis rate is 13.04%, and historical quantile is 90.74% [1]. - **Zinc (ZN2507)**: Spot price is 22090, futures price is 21845, basis is 245, basis rate is 1.12%, and historical quantile is 80.62% [1]. - **Tin (SN2507)**: Spot price is 264800, futures price is 263420, basis is 1380, basis rate is 0.52%, and historical quantile is 82.29% [1]. - **Nickel (NISE07)**: Spot price is 121600, futures price is 121390, basis is 210, basis rate is 0.17%, and historical quantile is 63.54% [1]. - **Stainless Steel (SS2508)**: Spot price is 12870, futures price is 12460, basis is 410, basis rate is 3.29%, and historical quantile is 80.90% [1]. Precious Metals - **Gold (AU2508)**: Spot price is 775.1, futures price is 772.8, basis is - 2.2, basis rate is - 0.29%, and historical quantile is 36.20% [1]. - **Silver (AG2508)**: Spot price is 8887.0, futures price is 8882.0, basis is 5.0, basis rate is 0.06%, and historical quantile is 74.30% [1]. Agricultural Products - **Soybean Meal (M2509)**: Spot price is 3031.0, futures price is 2830, basis is 201.0, basis rate is 7.10%, and historical quantile is 79.60% [1]. - **Soybean Oil (Y2509)**: Spot price is 7960, futures price is 7758.0, basis is 202.0, basis rate is 2.60%, and historical quantile is 26.70% [1]. - **Palm Oil (P2509)**: Spot price is 8490, futures price is 8116.0, basis is 374.0, basis rate is 4.61%, and historical quantile is 65.50% [1]. - **Rapeseed Meal (RM509)**: Spot price is 2629.0, futures price is 2500, basis is 129.0, basis rate is 5.16%, and historical quantile is 11.90% [1]. - **Rapeseed Oil (O1509)**: Spot price is 9380, futures price is 9188.0, basis is 192.0, basis rate is 2.09%, and historical quantile is 59.80% [1]. - **Corn (C2507)**: Spot price is 2380, futures price is 2379.0, basis is 1.0, basis rate is 0.04%, and historical quantile is 48.20% [1]. - **Corn Starch (CS2507)**: Spot price is 2711.0, futures price is 2700, basis is - 11.0, basis rate is - 0.41%, and historical quantile is 9.20% [1]. - **Live Hogs (LH2509)**: Spot price is 14050, futures price is 13595.0, basis is 455.0, basis rate is 3.35%, and historical quantile is 52.30% [1]. - **Eggs (JD2507)**: Spot price is 2833.0, futures price is 2650, basis is 183.0, basis rate is 6.46%, and historical quantile is 15.90% [1]. - **Cotton (CF509)**: Spot price is 14644, futures price is 13520.0, basis is 1124.0, basis rate is 8.31%, and historical quantile is 78.50% [1]. - **Sugar (SR509)**: Spot price is 6170, futures price is 5717.0, basis is 453.0, basis rate is 7.92%, and historical quantile is 82.60% [1]. - **Apples (AP510)**: Spot price is 8600, futures price is 7523.0, basis is 1077.0, basis rate is 14.32%, and historical quantile is 74.80% [1]. - **Red Dates (CJ509)**: Spot price is 8995.0, futures price is 8300, basis is - 695.0, basis rate is - 7.73%, and historical quantile is 65.50% [1]. Energy and Chemicals - **Para - Xylene (PX509)**: Spot price is 6777.2, futures price is 6502.0, basis is 275.2, basis rate is 4.23%, and historical quantile is 93.30% [1]. - **PTA (TA509)**: Spot price is 4865.0, futures price is 4612.0, basis is 253.0, basis rate is 5.49%, and historical quantile is 84.30% [1]. - **Ethylene Glycol (EG2509)**: Spot price is 4365.0, futures price is 4269.0, basis is 96.0, basis rate is 2.25%, and historical quantile is 89.90% [1]. - **Polyester Staple Fiber (PF507)**: Spot price is 6500.0, futures price is 6358.0, basis is 142.0, basis rate is 2.23%, and historical quantile is 77.40% [1]. - **Styrene (EB2507)**: Spot price is 7505.0, futures price is 7346.0, basis is 159.0, basis rate is 2.16%, and historical quantile is 58.90% [1]. - **Methanol (MA509)**: Spot price is 2380.0, futures price is 2276.0, basis is 104.0, basis rate is 4.57%, and historical quantile is 79.30% [1]. - **Urea (UR509)**: Spot price is 1760.0, futures price is 1678.0, basis is 82.0, basis rate is 4.89%, and historical quantile is 37.00% [1]. - **LLDPE (L2509)**: Spot price is 7175.0, futures price is 7106.0, basis is 69.0, basis rate is 0.97%, and historical quantile is 38.20% [1]. - **PP (PP2509)**: Spot price is 7130.0, futures price is 6941.0, basis is 189.0, basis rate is 2.72%, and historical quantile is 67.80% [1]. - **PVC (V2509)**: Spot price is 4810.0, futures price is 4700.0, basis is 110.0, basis rate is 2.29%, and historical quantile is 49.90% [1]. - **Caustic Soda (SH509)**: Spot price is 2750.0, futures price is 2324.0, basis is 426.0, basis rate is 18.33%, and historical quantile is 88.20% [1]. - **LPG (PG2507)**: Spot price is 4548.0, futures price is 4119.0, basis is 429.0, basis rate is 10.42%, and historical quantile is 61.10% [1]. - **Asphalt (BU2509)**: Spot price is 3710.0, futures price is 3483.0, basis is 227.0, basis rate is 6.52%, and historical quantile is 85.40% [1]. - **Butadiene Rubber (BR2507)**: Spot price is 11600.0, futures price is 11230.0, basis is 370.0, basis rate is 3.29%, and historical quantile is 68.30% [1]. - **Glass (FG509)**: Spot price is 1032.0, futures price is 995.0, basis is 37.0, basis rate is 3.59%, and historical quantile is 76.00% [1]. - **Soda Ash (SA509)**: Spot price is 1254.0, futures price is 1208.0, basis is 46.0, basis rate is 3.67%, and historical quantile is 44.84% [1]. - **Natural Rubber (RU2509)**: Spot price is 13850.0, futures price is 13805.0, basis is 45.0, basis rate is 0.32%, and historical quantile is 97.95% [1]. Stock Index Futures - **IF2506.CFE**: Spot price (implied) is 3865.5, futures price is 3841.0, basis is - 24.5, basis rate is - 0.64%, and historical quantile is 11.90% [1]. - **IH2506.CFE**: Spot price (implied) is 2676.4, futures price is 2660.0, basis is - 16.4, basis rate is - 0.62%, and historical quantile is 30.20% [1]. - **IC2506.CFE**: Spot price (implied) is 5758.0, futures price is 5718.2, basis is - 39.8, basis rate is - 0.70%, and historical quantile is 10.00% [1]. - **IM2506.CFE**: Spot price (implied) is 6161.7, futures price is 6113.8, basis is - 47.9, basis rate is - 0.78%, and historical quantile is 26.00% [1]. - **TS2509**: Spot price (implied) is 102.44, futures price is 100.28, basis is - 0.07, basis rate is - 0.07%, and historical quantile is 24.30% [1]. - **TF2509**: Spot price (implied) is 106.12, futures price is 101.02, basis is - 0.02, basis rate is - 0.02%, and historical quantile is 40.70% [1]. - **T2509**: Spot price (implied) is 108.98, futures price is 107.61, basis is 0.20, basis rate is 0.19%, and historical quantile is 55.20% [1]. - **TL2509**: Spot price (implied) is 135.91, futures price is 120.16, basis is 0.39, basis rate is 0.32%, and historical quantile is 55.20% [1]. Industry Investment Rating No industry investment rating is provided in the report.
基差统计表-20250603
Mai Ke Qi Huo· 2025-06-03 05:15
Report Summary 1. Report Industry Investment Rating No information about the industry investment rating is provided in the content. 2. Core View The report presents the basis rate statistics of various futures on May 27, 2025, including details such as trading codes, prices of different contracts, spot prices, basis rates, and their changes compared to the previous day. This data can be used by investors to analyze the market conditions and potential investment opportunities of different commodities futures [4]. 3. Summary by Commodity Category Non - Ferrous Metals - **Copper (CU)**: The spot price is 78,590, the basis rate is 0.15%, and the price of the next - month contract is 77,910 with a change of 320 compared to the previous day [4]. - **Aluminum (AL)**: The spot price of SMM A00 aluminum is 20,350, the basis rate is 0.97%, and the price of the next - month contract is 20,155 with a change of - 0.05% compared to the previous day [4]. - **Zinc (ZN)**: The spot price of SMM 0 zinc ingot is 22,570, the basis rate is 1.69%, and the price of the next - month contract is 22,195 with a change of - 0.15% compared to the previous day [4]. - **Lead (PB)**: The spot price of SMM 1 lead ingot is 16,835, the basis rate is - 0.98%, and the price of the next - month contract is 16,840 with a change of - 160 compared to the previous day [4]. - **Tin**: The spot price of SMM 1 tin is 264,640, the basis rate is - 0.02%, and the price of the next - month contract is 264,500 with a change of - 50 compared to the previous day [4]. - **Nickel (NI)**: The spot price of SMM 1 electrolytic nickel is 123,210, the basis rate is 1.06%, and the price of the next - month contract is 122,850 with a change of 940 compared to the previous day [4]. Industrial Metals and Minerals - **Industrial Silicon**: The spot price of SMM Huayue Tongyang 553 silicon is 8,800, the basis rate is 11.40%, and the price of the next - month contract is 7,720 with a change of 875 compared to the previous day [4]. - **Carbonate Lithium**: The spot price of domestic 99.5% carbonate lithium is 60,400, the basis rate is 3.43%, and the price of the next - month contract is 61,420 with a change of 1,01% compared to the previous day [4]. Precious Metals - **Gold (AU)**: The spot price of AuT + D on the Shanghai Gold Exchange is 779.22, the basis rate is - 5.36%, and the price of the next - month contract is 777.30 with a change of - 3.44 compared to the previous day [4]. - **Silver (AG)**: The spot price of Ag(T + D) on the Shanghai Gold Exchange is 8,299, the basis rate is - 0.50%, and the price of the next - month contract is 8,280 with a change of - 41 compared to the previous day [4]. Steel and Related Products - **Rebar (RB)**: The spot price of HRB400 20mm in Shanghai is 3,140, the basis rate is 4.53%, and the price of the next - month contract is 3,020 with a change of 120 compared to the previous day [4]. - **Hot - Rolled Coil (HC)**: The spot price of Q235B 4.75mm in Shanghai is 3,220, the basis rate is 2.61%, and the price of the next - month contract is 3,161 with a change of 82 compared to the previous day [4]. Energy and Chemicals - **Crude Oil (SC)**: The spot price of Chinese Shengli crude oil in the Pacific Rim is 455.0, the basis rate is - 1.63%, and the price of the next - month contract is 452.2 with a change of - 2.8 compared to the previous day [4]. - **Fuel Oil (FU)**: The spot price of bonded marine fuel oil 380CST in Zhoushan is 3,57, the basis rate is 5.13%, and the price of the next - month contract is 3,193 with a change of - 3.04 compared to the previous day [4]. - **LPG (PG)**: The spot price in Guangzhou is 4,798, the basis rate is 18.12%, and the price of the next - month contract is 4,091 with a change of - 0.61% compared to the previous day [4]. - **Methanol (MA)**: The spot price in East China is 2,293, the basis rate is 3.87%, and the price of the next - month contract is 2,239 with a change of - 0.77% compared to the previous day [4]. - **PTA (TA)**: The spot price in East China is 4,905, the basis rate is 3.83%, and the price of the next - month contract is 4,598 with a change of 0.14% compared to the previous day [4]. - **Polypropylene (PP)**: The market price of Hangzhou Shaoxing Sanyuan T30S is 7,430, the basis rate is 7.23%, and the price of the next - month contract is 6,896 with a change of 0.29% compared to the previous day [4]. - **Styrene (EB)**: The spot price in East China is 7,825, the basis rate is 8.76%, and the price of the next - month contract is 7,005 with a change of 3.90% compared to the previous day [4]. - **Short - Fiber (PF)**: The price of Fangxiang semi - glossy natural white 1.56 * 38mm polyester staple fiber is 6,560, the basis rate is 2.02%, and the price of the next - month contract is 6,402 with a change of 0.01% compared to the previous day [4]. - **PVC**: The spot price of the calcium - carbide method in East China is 5,405, the basis rate is 11.10%, and the price of the next - month contract is 5,100 with a change of - 0.25% compared to the previous day [4]. - **Rubber (RU)**: The spot price of Thai - made rubber in the Qingdao Free Trade Zone is 15,285, the basis rate is - 0.69%, and the price of the next - month contract is 14,300 with a change of - 860 compared to the previous day [4]. - **20 Standard Rubber (NR)**: The spot price of Thai 20 standard rubber in the Qingdao Free Trade Zone is 12,771, the basis rate is 1.00%, and the price of the next - month contract is 12,410 with a change of - 0.51% compared to the previous day [4]. - **Soda Ash (SA)**: The market price in Shache and Chongqing is 1,289, the basis rate is 2.79%, and the price of the next - month contract is 1,237 with a change of 1 compared to the previous day [4]. - **Urea (UR)**: The spot price of small - particle urea in Henan is 1,850, the basis rate is 1.87%, and the price of the next - month contract is 1,737 with a change of - 1.03% compared to the previous day [4]. - **Pulp (SP)**: The spot price of bleached softwood pulp (Silver Star, Chile) is 6,248, the basis rate is 15.65%, and the price of the next - month contract is 5,300 with a change of 948 compared to the previous day [4]. Agricultural Products - **Soybeans**: The spot price of domestic third - grade soybeans in Harbin is 4,087, the basis rate is - 3.3%, and the price of the next - month contract is 2,950 with a change of - 152 compared to the previous day [4]. - **Soybean Meal**: The spot price of ordinary protein soybean meal in Zhangjiagang is 3,002, the basis rate is - 3.7%, and the price of the next - month contract is 2,709 with a change of - 100 compared to the previous day [4]. - **Rapeseed Meal**: The spot price of ordinary rapeseed meal in Nantong is 2,349, the basis rate is 0.01%, and the price of the next - month contract is 2,332 with a change of - 96 compared to the previous day [4]. - **Vegetable Oils and Fats**: - **First - Grade Soybean Oil**: The spot price in Zhangjiagang is 8,120, the basis rate is 5.40%, and the price of the next - month contract is 7,682 with a change of 590 compared to the previous day [4]. - **Rapeseed Oil**: The spot price in Jiangsu is 9,610, the basis rate is 2.43%, and the price of the next - month contract is 9,026 with a change of 228 compared to the previous day [4]. - **Peanut Oil**: The spot price of Baisha peanuts (45% oil content, 9% water content) in Changtu is 8,800, the basis rate is 6.64%, and the price of the next - month contract is 8,252 with a change of 548 compared to the previous day [4]. - **Palm Oil**: The spot price of 24 - degree palm oil in Guangdong is 8,520, the basis rate is 7.12%, and the price of the next - month contract is 7,954 with a change of - 0.30% compared to the previous day [4]. - **Grains**: - **Corn**: The spot price of second - grade national standard corn at Bayuquan Port is 2,344, the basis rate is 0.09%, and the price of the next - month contract is 2,320 with a change of - 24 compared to the previous day [4]. - **Corn Starch**: The factory price in Changchun is 2,723, the basis rate is 1.39%, and the price of the next - month contract is 2,690 with a change of - 33 compared to the previous day [4]. - **Livestock and Poultry Products - **Pigs**: The spot price of external ternary pigs in Henan is 14,430, the basis rate is 6.10%, and the price of the next - month contract is 13,00 with a change of 130 compared to the previous day [4]. - **Soft Commodities - **Cotton**: The spot price of the cotton price index 328 in Xinjiang is 13,445, the basis rate is 0.19%, and the price of the next - month contract is 13,385 with a change of 1221 compared to the previous day [4]. - **Sugar**: The spot price of daily - consumption sugar in Liuzhou is 6,200, the basis rate is 6.26%, and the price of the next - month contract is 5,653 with a change of - 0.04% compared to the previous day [4]. Stock Index Futures - **CSI 300 (IF)**: The spot price is 3,860.1, the basis rate is - 0.18%, and the price of the next - month contract is 3,831.2 with a change of 28.9 compared to the previous day [4]. - **SSE 50 (IH)**: The spot price is 2,699.4, the basis rate is 0.56%, and the price of the next - month contract is 2,646.2 with a change of 47.2 compared to the previous day [4]. - **CSI 500 (IC)**: The spot price is 5,669.5, the basis rate is - 0.30%, and the price of the next - month contract is 5,400.0 with a change of 74.9 compared to the previous day [4].
全品种价差日报-20250516
Guang Fa Qi Huo· 2025-05-16 06:08
| 品种/合约 | 现货价格 | 期货价格 | 基差 | 基差率 | 历史分位数 | 现货参考 | | 留注 | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 硅铁 (SF507) | 5778 | 5660 | 118 | 2.08% | 74.60% | 折算价:72硅铁合格块:内蒙-天津仓单 | | | | 硅罐(SM509) | 5920 | 5876 | 44 | 0.75% | 33.00% | 折算价:6517硅锰:内蒙-湖北仓单 | | | | 螺纹钢 (RB2510) | 3240 | 3118 | 122 | 3.91% | 56.40% | HRB40020mm:上海 | | | | 热卷 (HC2510) | 3300 | 3260 | 40 | 1.23% | 36.20% | Q235B: 4.75mm: 上海 | | | | 铁矿石 (12509) | 809 | 737 | 73 | 9.90% | 55.70% | 折算价:62.5%巴混粉(BRBF):淡水河谷:日照港 | | | | 焦炭 (J2509) ...
全品种价差日报-20250515
Guang Fa Qi Huo· 2025-05-15 06:42
| 硅铁 (SF507) | 5778 | 5678 | 100 | 1.76% | 72.00% | 折算价:72硅铁合格块:内蒙-天津仓单 | 硅罐(SM509) | 56 | 折算价:6517硅锰:内蒙-湖北仓单 | 5920 | 0.95% | 35.70% | 5864 | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 123 | 3127 | HRB40020mm:上海 | 3250 | 56.70% | 螺纹钢 (RB2510) | 3.93% | Q235B: 4.75mm: 上海 | 53 | 1.62% | 41.40% | 热卷 (HC2510) | 3320 | 3267 | | | | | | 72 | 809 | 737 | 9.82% | 折算价:62.5%巴混粉(BRBF):淡水河谷:日照港 | 铁矿石 (12509) | 55.40% | -2 | 焦炭 (J2509) | 1480 ...
基差统计表-20250509
Mai Ke Qi Huo· 2025-05-09 09:08
1.基差率为主力合约基差率,计算公式: 基差率- (现货价格-主力合约价格) /主力合约价格。基基率历史最值计算的样本为2015年1月1日至今。 2.数据来源: Wind金融终端、钢联数据终端。带"报价为周更数据; 带"报价现货与基准交割品有差别。 迈科期货基差统计表 备注 ※有色金属期货价格为结算价,其他期货价格为收盘价。 Maike 迈科期货 TO DISCOVER VALUE TO CREATE VALUE TO SHARE VALUE www.mkgh.com | 交易代码 基差率 | 名称 | | | 较昨日增减 | 当月基差 | 次月基差 | 再次月基差 | 当月合约 | 次月合约 | 再次月合约 | 现货价格 | 现货价格来源 | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 0.40% | 詞 | CU | 1.10% | | 852 | 1305 | 1725 | 77580 | 77130 | 76710 | 78435 | SMM 1#电解铜 | | 铝 | | AL | ...
广发期货全品种价差日报-20250429
Guang Fa Qi Huo· 2025-04-29 02:44
| 89.30% | 280 | 硅铁 (SF506) | 5928 | 5648 | 5.00% | 折算价:72硅铁合格块:内蒙-天津仓单 | 硅罐(SM509) | 5950 | 2.50% | 折算价:6517硅锰:内蒙-湖北仓单 | 146 | 49.30% | 5804 | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 111 | 3.50% | 3240 | 53.60% | 螺纹钢 (RB2510) | 3129 | HRB40020mm: 上海 | 43 | 37.60% | Q235B: 4.75mm: 上海 | 热卷 (HC2510) | 3280 | 3237 | 1.30% | | | | | | 87 | 798 | 63.20% | 711 | 12.30% | 折算价:62.5%巴混粉(BRBF):淡水河谷:日照港 | 铁矿石 (12509) | 1531 | 1562 | -2.00% ...
全品种价差日报-20250414
Guang Fa Qi Huo· 2025-04-14 07:08
Report Date - The report is dated April 14, 2025 [3] Core Data Summary Ferrous Metals - Silicon iron (SF506) futures price is 5998, up 2.04% from the previous price, with a historical quantile of 75.80% [1] - Silicon manganese (SM505) futures price is 6070, up 1.91%, historical quantile 44.70% [1] - Rebar (RB2510) futures price change is 0.93%, historical quantile not shown [1] - Hot - rolled coil (HC2510) futures price change is 0.25%, historical quantile not shown [1] - Iron ore (I2509) futures price change and historical quantile are 61.40% and 11.59% respectively [1] - Coke (J2505) futures price is down 1.78%, historical quantile 40.06% [1] - Coking coal (JM2505) futures price is up 20.22%, historical quantile 71.10% [1] Non - ferrous Metals - Copper (CU2505) futures price is 75230, down 0.90%, historical quantile 6.25% [1] - Aluminum (AL2506) futures price is 19695, down 0.58%, historical quantile 17.91% [1] - Alumina (AO2505) futures price is 2763, up 3.86%, historical quantile 56.59% [1] - Zinc (ZN2506) futures price is 22660, up 0.18%, historical quantile 53.54% [1] - Tin (SN2505) futures price is 257450, down 1.42%, historical quantile 3.54% [1] - Nickel (NI2505) futures price is 121300, down 0.58%, historical quantile 24.58% [1] - Stainless steel (SS2506) futures price is 13370, up 5.28%, historical quantile 95.07% [1] - Industrial silicon (SI2505) futures price is 10100, up 6.82%, historical quantile 50.62% [1] - Lithium carbonate (LC2505) futures price is 71600, up 1.91%, historical quantile 63.39% [1] Precious Metals - Gold (AU2506) futures price is 757.8, up 0.06%, historical quantile 96.80% [1] - Silver (AG2506) futures price is 7970.0, up 0.18%, historical quantile 96.90% [1] Agricultural Products - Soybean meal (M2509) futures price is 3120, up 1.23%, historical quantile 25.00% [1] - Soybean oil (Y2509) futures price is 7680.0, up 3.65%, historical quantile 35.80% [1] - Palm oil (P2505) futures price is 8748.0, up 5.17%, historical quantile 67.80% [1] - Rapeseed meal (RM509) futures price is 2690.0, down 5.95%, historical quantile 5.00% [1] - Rapeseed oil (OI505) futures price is 9310.0, up 0.43%, historical quantile 20.10% [1] - Corn (C2505) futures price is 2220, down 2.20%, historical quantile 21.20% [1] - Corn starch (CS2507) futures price is 2663.0, down 0.49%, historical quantile 8.60% [1] - Live hog (LH2509) futures price is 14345.0, up 3.17%, historical quantile 57.10% [1] - Eggs (JD2505) futures price is 3137.0, down 0.22%, historical quantile 30.60% [1] - Cotton (CF505) futures price is 12810.0, up 10.97%, historical quantile 91.30% [1] - Sugar (SR505) futures price is 6086.0, up 2.04%, historical quantile 35.10% [1] - Apples (AP505) futures price is 7600, down 5.70%, historical quantile 5.60% [1] - Red dates (CJ505) futures price is 9020.0, down 6.87%, historical quantile 70.00% [1] Energy and Chemicals - Paraxylene (PX505) futures price is 6136.0, up 1.35%, historical quantile 58.90% [1] - PTA (TA505) futures price is 4358.0, down 1.33%, historical quantile 31.00% [1] - Ethylene glycol (EG2505) futures price is 4279.0, up 1.54%, historical quantile 86.20% [1] - Polyester staple fiber (PF506) futures price is 6136.0, up 2.59%, historical quantile 79.90% [1] - Styrene (EB2505) futures price is 7520.0, up 0.73%, historical quantile 39.80% [1] - Methanol (MA505) futures price is 2392.0, up 4.10%, historical quantile 77.30% [1] - Urea (UR505) futures price is 1910.0, up 2.14%, historical quantile 22.90% [1] - LLDPE (L2509) futures price is 7252.0, up 3.90%, historical quantile 84.90% [1] - PP (PP2509) futures price is 7189.0, up 1.54%, historical quantile 53.30% [1] - PVC (V2505) futures price is 4930.0, down 2.23%, historical quantile 49.00% [1] - Caustic soda (SH202) futures price is 2361.0, up 3.24%, historical quantile 65.80% [1] - LPG (PG2505) futures price is 5298.0, up 20.57%, historical quantile 92.50% [1] - Asphalt (BU2506) futures price is 3425.0, up 3.32%, historical quantile 75.70% [1] - Butadiene rubber (BR2505) futures price is 11775.0, up 1.91%, historical quantile 58.50% [1] - Glass (FG505) futures price is 1152.0, up 0.52%, historical quantile 64.00% [1] - Soda ash (SA505) futures price is 1347.0, up 1.48%, historical quantile 31.36% [1] - Natural rubber (RU2509) futures price is 14995.0, down 3.77%, historical quantile 68.95% [1] Financial Futures - CSI 300 (IF2506) futures price is 3686.6, down 1.73%, historical quantile 3.40% [1] - SSE 50 (IH2506) futures price is 2619.6, down 0.92% [1] - CSI 500 (IC2504) futures price is 5555.8, down 0.46%, historical quantile 46.80% [1] - CSI 1000 (IM2506) futures price is 5672.2, down 3.35%, historical quantile 6.00% [1] - 2 - year Treasury bond (TS2506) futures price is 102.66, down 0.24% [1] - 5 - year Treasury bond (TF2506) futures price is 106.41, up 0.03%, historical quantile 13.50% [1] - 10 - year Treasury bond (T2506) futures price is 108.99, up 0.03% [1] - 30 - year Treasury bond (TL2506) futures price is 136.90, up 0.13%, historical quantile 18.00% [1]