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广发期货全品种价差日报-20250729
Guang Fa Qi Huo· 2025-07-29 06:57
Report Summary 1. Report Industry Investment Rating No industry investment rating is provided in the report. 2. Core View The report presents the spot prices, futures prices, basis, basis rates, historical quantiles, and spot references of various commodities on July 29, 2025, covering multiple sectors such as ferrous metals, non - ferrous metals, energy chemicals, and agricultural products. 3. Summary by Commodity Sectors Ferrous Metals - Iron ore (12509): Spot price is 813, futures price is 786, basis is 27, basis rate is 3.39%, historical quantile is not provided, and the reference is the converted price of 62.5% Brazilian mixed powder (BRBF) at Rizhao Port [1]. - Coke (J2509): Data incomplete. - Coking coal (JM2509): Spot price is 1260, futures price is 1101, basis is 160, basis rate is 14.49%, historical quantile is 69.30%, and the reference is the converted price of S1.3 G75 main coking coal (Meng 5) at Shaheyi [1]. Non - Ferrous Metals - Copper (CU2509): Spot price is 79075, futures price is 79000, basis is 75, basis rate is 0.09%, historical quantile is 50.20%, and the reference is the SMM 1 electrolytic copper average price [1]. - Aluminum (AL2509): Spot price is 20660, futures price is 20615, basis is 45, basis rate is 0.22%, historical quantile is 61.87%, and the reference is the SMM A00 aluminum average price [1]. - Zinc (ZN2509): Data incomplete. - Tin (SN2509): Spot price is 268800, futures price is 267880, basis is 920, basis rate is 0.34%, historical quantile is 71.66%, and the reference is the SMM 1 tin average price [1]. - Lithium carbonate (LC2509): Spot price is 73900, futures price is 73120, basis is 780, basis rate is 1.07%, historical quantile is 62.77%, and the reference is the SMM battery - grade lithium carbonate average price [1]. - Industrial silicon (SI2509): Spot price is 9950, futures price is 8915, basis is 1035, basis rate is 11.61%, historical quantile is not provided, and the reference is the SMM flux 215530 average price [1]. Precious Metals - Gold (AU2510): Spot price is 771.6, futures price is 774.8, basis is - 3.2, basis rate is - 0.41%, historical quantile is 18.60%, and the reference is the Shanghai Gold Exchange gold spot AU (T + D) [1]. - Silver (AG2510): Spot price is 9186.0, futures price is 9212.0, basis is - 26.0, basis rate is - 0.28%, historical quantile is 32.70%, and the reference is the Shanghai Gold Exchange silver spot AG (T + D) [1]. Agricultural Products - Rapeseed meal (RM509): Spot price is 2540, futures price is 2660.0, basis is - 120.0, historical quantile is 15.90%, and the reference is the ex - factory price of ordinary rapeseed meal in Zhanjiang, Guangdong [1]. - Rapeseed oil (OI509): Spot price is 9490, futures price is 9406.0, basis is 84.0, basis rate is 0.89%, historical quantile is 36.50%, and the reference is the ex - factory price of grade - four rapeseed oil in Nantong, Jiangsu [1]. - Corn (C2509): Spot price is 2350, futures price is 2319.0, basis is 31.0, basis rate is 1.34%, historical quantile is 63.30%, and the reference is the f.o.b. price of corn at Xizhou Port [1]. - Corn starch (CS2509): Partially incomplete data, with the price in Changchun, Jilin being 2740 for spot and 2683.0 for futures, basis is 57.0, basis rate is 2.12%, historical quantile is 26.00% [1]. - Live pigs (LH2509): Spot price is 14080, futures price is 14125.0, basis is - 45.0, basis rate is - 0.32%, historical quantile is 41.30%, and the reference is the ex - factory price of live pigs (outside ternary) in Henan [1]. - Eggs (JD2509): Spot price is 3040, futures price is 3576.0, basis is - 536.0, basis rate is - 14.99%, historical quantile is 5.90%, and the reference is the average price of eggs in Shijiazhuang, Hebei [1]. - PTA (TA509): Spot price is 4800.0, futures price is 4812.0, basis is - 12.0, basis rate is - 0.29%, historical quantile is 47.10%, and the reference is the market price (mid - price) of purified terephthalic acid (PTA) in East China [1]. - Ethylene glycol (EG2509): Spot price is 4500.0, futures price is 4436.0, basis is 64.0, basis rate is 1.44%, historical quantile is 83.00%, and the reference is the market price (mid - price) of ethylene glycol (MEG) in East China [1]. - Polyester staple fiber (PF509): Spot price is 6610.0, futures price is 6482.0, basis is 128.0, basis rate is 1.97%, historical quantile is 73.60%, and the reference is the market price (dominant price) of polyester staple fiber (1.4D*38mm (direct - spun)) in the East China market [1]. - Styrene (EB2509): Spot price is 7370.0, futures price is 7358.0, basis is 12.0, basis rate is 0.16%, historical quantile is 28.90%, and the reference is the market price (spot benchmark price) of styrene in East China, China [1]. - LLDPE (L2509): Spot price is 7340.0, futures price is 7335.0, basis is 5.0, basis rate is 0.07%, historical quantile is 21.10%, and the reference is the duty - paid self - pick - up price (mid - price) of linear low - density polyethylene LLDPE (film - grade) in Shandong [1]. - PP (PP2509): Spot price is 7165.0, futures price is 7130.0, basis is 35.0, basis rate is 0.49%, historical quantile is 31.40%, and the reference is the duty - paid self - pick - up price (mid - price) of polypropylene PP (drawn - grade, melt index 2 - 4) in Zhejiang [1]. - Caustic soda (SH509): Spot price is 2593.8, futures price is 2593.0, basis is 0.8, basis rate is 0.03%, historical quantile is 48.00%, and the reference is the market price (dominant price) of caustic soda (32% ion - membrane caustic soda) in the Shandong market, converted to 100% [1]. - LPG (PG2509): Spot price is 4448.0, futures price is 3992.0, basis is 456.0, basis rate is 11.42%, historical quantile is 62.90%, and the reference is the market price of liquefied petroleum gas in the Guangzhou area [1]. - Asphalt (BU2509): Spot price is 3775.0, futures price is 3569.0, basis is 206.0, basis rate is 5.77%, historical quantile is 82.70%, and the reference is the market price (dominant price) of asphalt (heavy - traffic asphalt) in the Shandong area [1]. - Glass (FG509): Spot price is 1200.0, futures price is 1223.0, basis is - 23.0, basis rate is - 1.98%, historical quantile is 57.77%, and the reference is the market price of 5mm large - plate glass in Shahe, from Shahe Great Wall Glass (daily) [1]. - Soda ash (SA509): Spot price is 1320.0, futures price is 1316.0, basis is 4.0, basis rate is 0.30%, historical quantile is 33.61%, and the reference is the market price of heavy - quality soda ash in Shahe (daily) [1]. - Cotton (CF509): Spot price is 15473, futures price is 14075.0, basis is 1398.0, basis rate is 9.93%, and the reference is the factory - arrival price of cotton 3128B in Xinjiang [1]. - Apples (AP510): Spot price is 8600, futures price is 8052.0, basis is 548.0, basis rate is 6.81%, historical quantile is 43.40%, and the reference is the theoretical delivery price of apples (daily/Steel Union) [1]. - Red dates (CJ601): Spot price is 8300, futures price is 10695.0, basis is - 2395.0, basis rate is - 22.39%, historical quantile is 6.50%, and the reference is the wholesale price of first - grade grey dates in Hebei (Steel Union) [1]. Energy and Chemicals - Urea (UR509): Spot price is 1780.0, futures price is 1738.0, basis is 42.0, basis rate is 2.42%, historical quantile is 24.00%, and the reference is the market price (dominant price) of urea (small - particle) in the Shandong area [1]. - Methanol (MA509): Spot price is 2392.5, futures price is 2404.0, basis is - 11.5, basis rate is - 0.48%, historical quantile is 27.30%, and the reference is the market price (spot benchmark price) of methanol in Taicang, Jiangsu, China [1]. - PVC (V2509): Spot price is 5100.0, futures price is 5149.0, basis is - 49.0, basis rate is - 0.99%, historical quantile is 67.80%, and the reference is the market price (dominant price) of polyvinyl chloride (SG - 5) in the Changzhou market, China [1]. - Natural rubber (RU2509): Spot price is 15100.0, futures price is 15065.0, basis is 35.0, basis rate is 0.23%, historical quantile is 96.87%, and the reference is the Shanghai market price of natural rubber (Yunnan state - owned full - latex) [1]. Others - Alumina (AO2509): Spot price is 3244, futures price is 3243, basis rate is 0.03%, historical quantile is 33.48%, and the reference is the SMM alumina index average price [1]. - Nickel (NI2509): Spot price is 122500, futures price is 121620, basis is 880, basis rate is 0.72%, historical quantile is 85.62%, and the reference is the SMM 1 imported nickel average price [1]. - Stainless steel (SS2509): Spot price is 13070, futures price is 12840, basis is 230, basis rate is 1.79%, historical quantile is 44.42%, and the reference is 304/2B:2*1240*C from Wuxi Hongwang (including trimming fee) [1]. - Silicon iron (SF509): Spot price is 5878, futures price is 5840, basis is 38, basis rate is 0.65%, historical quantile is 63.00%, and the reference is the converted price of 72 - silicon iron qualified blocks from Inner Mongolia to Tianjin warehouse receipts [1]. - Silicon manganese (SM509): Spot price is 5970, futures price is 6028, basis is - 58, basis rate is - 0.96%, historical quantile is 17.80%, and the reference is the converted price of 6517 silicon manganese from Inner Mongolia to Hubei warehouse receipts [1]. - Rebar (RB2510): Spot price is 3390, futures price is 3248, basis is 142, basis rate is 4.37%, and the reference is HRB400 20mm in Shanghai [1]. - Hot - rolled coil (HC2510): Spot price is 3440, futures price is 3397, basis is 43, basis rate is 1.27%, and the reference is Q235B: 4.75mm in Shanghai [1].
全品种价差日报-20250729
Guang Fa Qi Huo· 2025-07-29 05:10
Report Summary 1) Report Industry Investment Rating There is no information about the report industry investment rating in the provided content. 2) Core Viewpoint of the Report There is no clear core viewpoint presented in the given content. It mainly provides a comprehensive list of various commodity futures and their corresponding spot prices, futures prices, basis, basis rates, historical quantiles, and spot references. 3) Summary by Categories Metals - **Iron Ore (12509)**: Spot price not clear, futures price 813, basis 27, basis rate 3.39%, historical quantile not provided, reference: 62.5% BRBF (Vale) at Rizhao Port [1] - **Coke (J2509)**: No data provided [1] - **Coking Coal (JM2509)**: Spot price 1260, futures price 1101, basis 160, basis rate 14.49%, historical quantile 69.30%, reference: S1.3 G75 Main Coking Coal (Meng 5) at Shaheyi [1] - **Copper (CU2509)**: Spot price 79075, futures price 79000, basis 75, basis rate 0.09%, historical quantile 50.20%, reference: SMM 1 Electrolytic Copper Average Price [1] - **Aluminum (AL2509)**: Spot price 20660, futures price 20615, basis 45, basis rate 0.22%, historical quantile 61.87%, reference: SMM A00 Aluminum Average Price [1] - **Zinc (ZN2509)**: No data provided [1] - **Tin (SN2509)**: Spot price 268800, futures price 267880, basis 920, basis rate 0.34%, historical quantile 71.66%, reference: SMM 1 Tin Average Price [1] - **Gold (AU2510)**: Spot price 771.6, futures price 774.8, basis -3.2, basis rate -0.41%, historical quantile 18.60%, reference: Shanghai Gold Exchange Gold Spot AU (T+D) [1] - **Silver (AG2510)**: Spot price 9186.0, futures price 9212.0, basis -26.0, basis rate -0.28%, historical quantile 32.70%, reference: Shanghai Gold Exchange Silver Spot AG (T+D) [1] - **Alumina (AO2509)**: Spot price 3244, futures price 3243, basis not clear, basis rate 0.03%, historical quantile 33.48%, reference: SMM Alumina Index Average Price [1] - **Nickel (NISE09)**: Spot price 122500, futures price 121620, basis 880, basis rate 0.72%, historical quantile 85.62%, reference: SMM 1 Imported Nickel Average Price [1] - **Stainless Steel (SS2509)**: Spot price 13070, futures price 12840, basis 230, basis rate 1.79%, historical quantile 44.42%, reference: 304/2B:2*1240*C: Wuxi Hongwang (Including Trimming Fee) [1] - **Silicon Iron (SF509)**: Spot price 5878, futures price 5840, basis 38, basis rate 0.65%, historical quantile 63.00%, reference: Converted Price: 72 Silicon Iron Qualified Blocks: Inner Mongolia - Tianjin Warehouse Receipt [1] - **Silicon Manganese (SM509)**: Spot price 5970, futures price 6028, basis -58, basis rate -0.96%, historical quantile 17.80%, reference: Converted Price: 6517 Silicon Manganese: Inner Mongolia - Hubei Warehouse Receipt [1] - **Rebar (RB2510)**: Spot price 3390, futures price 3248, basis 142, basis rate 4.37%, reference: HRB400 20mm: Shanghai [1] - **Hot Rolled Coil (HC2510)**: Spot price 3440, futures price 3397, basis 43, basis rate 1.27%, reference: Q235B: 4.75mm: Shanghai [1] Chemicals and Energy - **Carbonate Lithium (LC2509)**: Spot price 73900, futures price 73120, basis 780, basis rate 1.07%, historical quantile 62.77%, reference: SMM Battery - Grade Carbonate Lithium Average Price [1] - **Industrial Silicon (SI2509)**: Spot price 9950, futures price 8915, basis 1035, basis rate 11.61%, reference: SMM Annual Flux 215530 Average Price [1] - **PTA (TA509)**: Spot price 4800.0, futures price 4812.0, basis -12.0, basis rate -0.29%, historical quantile 47.10%, reference: Market Price (Middle Price): Purified Terephthalic Acid (PTA): East China Region [1] - **Ethylene Glycol (EG2509)**: Spot price 4500.0, futures price 4436.0, basis 64.0, basis rate 1.44%, historical quantile 83.00%, reference: Market Price (Middle Price): Ethylene Glycol (MEG): East China Region [1] - **Polyester Staple Fiber (PF509)**: Spot price 6610.0, futures price 6482.0, basis 128.0, basis rate 1.97%, historical quantile 73.60%, reference: Market Price (Mainstream Price): Polyester Staple Fiber (1.4D*38mm (Direct Spinning)): East China Market [1] - **Styrene (EB2509)**: Spot price 7370.0, futures price 7358.0, basis 12.0, basis rate 0.16%, historical quantile 28.90%, reference: China: East China: Market Price (Spot Benchmark Price): Styrene [1] - **LLDPE (L2509)**: Spot price 7340.0, futures price 7335.0, basis 5.0, basis rate 0.07%, historical quantile 21.10%, reference: Duty - Paid Self - Pick - up Price (Middle Price): Linear Low - Density Polyethylene LLDPE (Film Grade): Shandong [1] - **PP (PP2509)**: Spot price 7165.0, futures price 7130.0, basis 35.0, basis rate 0.49%, historical quantile 31.40%, reference: Duty - Paid Self - Pick - up Price (Middle Price): Polypropylene PP (Drawing Grade, Melt Index 2 - 4): Zhejiang [1] - **Caustic Soda (SH509)**: Spot price 2593.8, futures price 2593.0, basis 0.8, basis rate 0.03%, historical quantile 48.00%, reference: Market Price (Mainstream Price) Caustic Soda (32% Ion - Membrane Caustic Soda): Shandong Market: Converted to 100% [1] - **LPG (PG2509)**: Spot price 4448.0, futures price 3992.0, basis 456.0, basis rate 11.42%, historical quantile 62.90%, reference: Market Price: Liquefied Petroleum Gas: Guangzhou Region [1] - **Asphalt (BU2509)**: Spot price 3775.0, futures price 3569.0, basis 206.0, basis rate 5.77%, historical quantile 82.70%, reference: Market Price (Mainstream Price): Asphalt (Heavy - Traffic Asphalt): Shandong Region [1] - **Butadiene Rubber (BR2509)**: No data provided [1] - **Glass (FG509)**: Spot price 1200.0, futures price 1223.0, basis -23.0, basis rate -1.98%, historical quantile 57.77%, reference: Float Glass: 5mm: Large Plate: Market Price: Shahe: Shahe Great Wall Glass (Daily) [1] - **Soda Ash (SA509)**: Spot price 1320.0, futures price 1316.0, basis 4.0, basis rate 0.30%, historical quantile 33.61%, reference: Soda Ash: Heavy - Duty: Market Price: Shahe (Daily) [1] - **Urea (UR509)**: Spot price 1780.0, futures price 1738.0, basis 42.0, basis rate 2.42%, historical quantile 24.00%, reference: Market Price (Mainstream Price): Urea (Small Granules): Shandong Region [1] - **Methanol (MA509)**: Spot price 2392.5, futures price 2404.0, basis -11.5, basis rate -0.48%, historical quantile 27.30%, reference: China: Jiangsu Taicang: Market Price (Spot Benchmark Price): Methanol [1] - **PVC (V2509)**: Spot price 5100.0, futures price 5149.0, basis -49.0, basis rate -0.99%, historical quantile 67.80%, reference: China: Changzhou Market: Market Price (Mainstream Price): Polyvinyl Chloride (SG - 5) [1] - **Butadiene Rubber (BR9000)**: Spot price 12100.0, futures price 11955.0, basis 145.0, basis rate 1.21%, historical quantile 44.10%, reference: China: Distribution Price: Butadiene Rubber (Daqing, BR9000): PetroChina East China [1] - **Natural Rubber (RU2509)**: Spot price 15100.0, futures price 15065.0, basis 35.0, basis rate 0.23%, historical quantile 96.87%, reference: Shanghai Market Price: Natural Rubber (Yunnan State - Owned Full - Latex) [1] Agricultural Products - **Rapeseed Meal (RM509)**: Spot price 2540, futures price 2660.0, basis -120.0, historical quantile 15.90%, reference: Guangdong Zhanjiang Factory Price: Common Rapeseed Meal [1] - **Rapeseed Oil (O1509)**: Spot price 9490, futures price 9406.0, basis 84.0, basis rate 0.89%, historical quantile 36.50%, reference: Jiangsu: Nantong: Factory Price: Fourth - Grade Rapeseed Oil [1] - **Corn (C2509)**: Spot price 2350, futures price 2319.0, basis 31.0, basis rate 1.34%, historical quantile 63.30%, reference: FOB Price: Corn: Xizhou Port [1] - **Corn Starch (CS2509)**: Some data missing, reference: Jilin: Changchun: Factory Price: Corn Starch [1] - **Live Hogs (LH2509)**: Spot price 14080, futures price 14125.0, basis -45.0, basis rate -0.32%, historical quantile 41.30%, reference: Henan Factory Price: Live Hogs (External Ternary) [1] - **Eggs (JD2509)**: Spot price 3040, futures price 3576.0, basis -536.0, basis rate -14.99%, historical quantile 5.90%, reference: Hebei: Shijiazhuang: Average Price: Eggs [1] - **Cotton (CF509)**: Spot price 15473, futures price 14075.0, basis 1398.0, basis rate 9.93%, reference: Xinjiang: Factory - Arrival Price: Cotton: 3128B [1] - **Apples (AP510)**: Spot price 8600, futures price 8052.0, basis 548.0, basis rate 6.81%, historical quantile 43.40%, reference: Apples: Delivery Theoretical Price (Daily/Steel Union) [1] - **Jujubes (CJ601)**: Spot price 8300, futures price 10695.0, basis -2395.0, basis rate -22.39%, historical quantile 6.50%, reference: Grey Jujubes: First - Grade: Wholesale Price: Hebei (Steel Union) [1] - **Soybean Meal (M2509)**: Spot price 2860, futures price 2990.0, basis -130.0, basis rate -4.35%, historical quantile 15.30%, reference: Jiangsu·Zhangjiagang: Factory Price: Common Protein Soybean Meal [1] - **Soybean Oil (Y2509)**: Spot price 8180, futures price 8120.0, basis 60.0, basis rate 0.74%, historical quantile 4.30%, reference: Jiangsu: Zhangjiagang: Factory Price: Fourth - Grade Soybean Oil [1] - **Palm Oil (P2509)**: Spot price 8940, futures price 8946.0, basis -6.0, basis rate -0.07%, historical quantile 15.20%, reference: Delivery Price: Palm Oil: Huangpu Port [1] - **Sugar (SR509)**: Spot price 6120, futures price 5845.0, basis 275.0, basis rate 4.70%, historical quantile 53.80%, reference: Spot Price: White Sugar: Liuzhou Platform [1] - **Paraxylene (PX509)**: Spot price 7018.2, futures price 6890.0, basis 128.2, basis rate 1.86%, historical quantile 61.40%, reference: China Main Port: Spot Price (CFR): Paraxylene: Converted to RMB [1] Financial Futures - **IF2509.CFF**: Spot price 4135.8, futures price 4122.0, basis -13.8, basis rate -0.34%, historical quantile 30.10% [1] - **IC2509.CFE**: Some data missing [1] - **IM2509.CFE**: Spot price 6730.0, futures price 6602.0, basis -128.0, basis rate -1.94%, historical quantile 9.60% [1] - **2 - Year Treasury Bond (TS2509)**: Spot price 100.27, futures price 102.36, basis 0.00, historical quantile 25.50%, conversion factor 0.9796 [1] - **10 - Year Treasury Bond (T2509)**: Spot price 100.79, futures price 108.40, basis 0.05, basis rate 0.04%, historical quantile 20.80%, conversion factor provided [1] - **5 - Year Treasury Bond (TF2509)**: Spot price 100.71, futures price 105.72, basis 0.04, basis rate 0.04%, historical quantile 32.50%, conversion factor 0.9522 [1] - **30 - Year Treasury Bond (TL2509)**: Spot price 134.26, futures price 118.80, basis 0.26, basis rate 0.22%, historical quantile 35.20%, conversion factor 1.12
《金融》日报-20250729
Guang Fa Qi Huo· 2025-07-29 02:49
Report Industry Investment Ratings - No information provided in the reports. Core Views - No clear core views are presented in the reports. The documents mainly contain data on various financial products such as stock index futures, treasury bond futures, precious metals, container shipping, and trading calendars. Summary by Relevant Catalogs Stock Index Futures (Doc 1) - **IF期现价差**: The latest value is -13.82, a change of -2.66 from the previous day, with a 1 - year historical quantile of 32.70% and an all - time quantile of 30.10% [1]. - **IH期现价差**: The latest value is 3.03, a change of 1.75 from the previous day, with a 1 - year historical quantile of 74.50% and an all - time quantile of 75.00% [1]. - **IC期现价差**: The latest value is -101.42 [1]. - **IM期现价差**: The latest value is -27.17, a change of -127.98 from the previous day, with a 1 - year historical quantile of 70.00% and an all - time quantile of 9.60% [1]. - **跨期价差**: There are various values for different contracts (e.g., IF跨期价差, IH跨期价差, IC跨期价差, IM跨期价差) with corresponding changes and quantiles [1]. - **跨品种比值**: For example, IC/IF is 1.5095, a change of -0.0007 from the previous day, with a 1 - year historical quantile of 84.40% and an all - time quantile of 66.70% [1]. Treasury Bond Futures (Doc 2) - **基差**: TS基差 is 1.5937, TF基差 is 1.4203, T基差 is 1.4264, and TL基差 is 1.3256 on 2025 - 07 - 28, with corresponding changes and historical quantiles [2]. - **跨期价差**: Different contracts (TS跨期价差, TF跨期价差, T跨期价差, TL跨期价差) have their own values, changes, and historical quantiles [2]. - **跨品种价差**: For example, TS - TF is -3.3580 on 2025 - 07 - 28, with a change of -0.0980 [2]. Precious Metals (Doc 4) - **期货收盘价**: Domestic and foreign futures contracts (AU2510, AG2510, COMEX黄金主力合约, COMEX白银主力合约) have their closing prices, changes, and percentage changes from different dates [4]. - **现货价格**: London gold, London silver, 上金所黄金T + D, and 上金所白银T + D have their prices, changes, and percentage changes [4]. - **基差**: For example, 黄金TD - 沪金主力 is -3.20, with a change of 0.51 from the previous value, and a 1 - year historical quantile of 23.60% [4]. - **比价**: CONEX종(暗 is 86.46, a change of -0.65 from the previous value, with a percentage change of -0.75% [4]. - **利率与汇率**: 10 - year US Treasury yield is 4.42, a change of 0.02 from the previous value, with a percentage change of 0.5% [4]. - **库存与持仓**: 上期所黄金库存 is 30258, with no change from the previous value [4]. Container Shipping (Doc 6) - **现货报价**: Shipping rates from Shanghai to Europe for different shipping companies (MAERSK马士基, CMA达飞, etc.) have their prices, changes, and percentage changes on 2025 - 07 - 29 compared to 2025 - 07 - 28 [6]. - **集运指数**: SCFIS (欧洲航线) settlement price index is 2316.56 on 2025 - 07 - 28, a change of -83.9 from 2025 - 07 - 21, with a percentage change of -3.50% [6]. - **期货价格及基差**: EC2602 has a price of 1541.0 on 2025 - 07 - 28, a change of 22.2 from 2025 - 07 - 25, with a percentage change of 1.46% [6]. - **基本面数据**: Global container shipping capacity supply is 3272.71 on 2025 - 07 - 29, with no change from the previous day [6]. Trading Calendar (Doc 7) - **海外数据/资讯**: At 22:00, there will be data on US June JOLTs job openings (in millions) and US July Conference Board consumer confidence index [7]. - **国内数据/资讯**: For example, at 17:00, there will be data on the arrival forecast of MEG in the main ports of East China (in million tons) [7].
广发期货《金融》日报-20250729
Guang Fa Qi Huo· 2025-07-29 02:28
Report Industry Investment Rating No relevant content provided. Core Viewpoints No clear core viewpoints are presented in the reports. The documents mainly provide various data on different futures and related market indicators. Summary by Category 1. Stock Index Futures - **Price - Spread Data**: On July 29, 2025, the IF, IH, IC, and IM futures showed different values in terms of spot - futures spreads, inter - period spreads, and cross - variety ratios. For example, the IF spot - futures spread was - 13.82, with a change of - 2.66 from the previous day, and its 1 - year historical quantile was 32.70% [1]. - **Ratio Data**: Cross - variety ratios such as CSI 500/CSI 300, IC/IF, etc., also had specific values and changes. For instance, the IC/IF ratio was 1.5095, with a change of - 0.0007 [1]. 2. Treasury Bond Futures - **IRR and Basis**: As of July 28, 2025, the IRR of TS was 1.5937, and the basis of TF was 1.4203, with corresponding changes and historical quantiles [2]. - **Inter - period and Cross - variety Spreads**: Different inter - period spreads (e.g., current - quarter to next - quarter) and cross - variety spreads (e.g., TS - TF) had specific values and historical quantiles [2]. 3. Precious Metals - **Price Changes**: From July 25 to July 28, 2025, domestic and foreign precious metal futures and spot prices changed. For example, the AU2510 contract price decreased from 777.32 to 774.78 yuan/gram, a decline of - 0.33% [4]. - **Basis and Ratio**: The basis and ratio of precious metals also changed. For example, the gold TD - Shanghai gold main contract basis was - 3.20, with a change of 0.51 from the previous value, and its 1 - year historical quantile was 23.60% [4]. 4. Container Shipping Industry - **Spot Quotes**: On July 29, 2025, the spot quotes of shipping companies on the Shanghai - Europe route had different changes. For example, MAERSK's quote increased by 3.03% to 3235 dollars/FEU [6]. - **Index Data**: Shipping indices such as SCFIS and SCFI showed different degrees of decline. For instance, SCFIS (European route) decreased by - 3.50% from July 21 to July 28, 2025 [6]. 5. Trading Calendar - **Overseas Data**: On July 29, 2025, at 22:00, data on US June JOLTs job vacancies and US July Conference Board consumer confidence index were to be released [7]. - **Domestic Data**: Data on various domestic commodities such as manganese silicon, iron ore, polyester, glass, and polysilicon were expected to be updated on the same day, including inventory, port throughput, and production - sales ratios [7].
【金十期货图示】金十期货APP独家整理:07月28日国内期货基差数据已更新,点击查看。
news flash· 2025-07-28 07:43
| 品种 | 地区/标的 | 单位 | 现货价格 | 日常分析 价信 | 主力基差 | 【甚至率 | | --- | --- | --- | --- | --- | --- | --- | | 不锈钢 | 无锡 | 元/吨 | 13550 | 12840 | 710 | 5.2% | | 螺纹钢 | 上海 | 元/吨 | 3390 | 3248 | 142 | 4.2% | | 热券 | 上海 | 元/吨 | 3460 | 3397 | 63 | 1.8% | | 铁矿石 | 日照港PB粉 | 元/吨 | 775 | 786 | -11 | -1.4% | | 硅铁 | 72#硅铁全国 均价 | 元/吨 | 5620.71 | 5840 | -219.29 | -3.9% | | 锰硅 | 全国 | 元/吨 | 5709.81 | 6028 | -318.19 | -5.6% | | 焦炭 三 | 邢台 天 | | 元/吨 = 1270 × 1608.5 | | -338.5 -26.7% | | 金十期货图示 金十期货APP独家整理:07月28日国内期货基差数据已更新,点击查看。 能源化工期货 04 l 2 ...
金融日报-20250721
Guang Fa Qi Huo· 2025-07-21 06:11
Report Summary 1. Report Industry Investment Rating No information about the industry investment rating is provided in the reports. 2. Core Views There are no explicit core views presented in the reports. The reports mainly provide data on various futures, including price differentials, closing prices, and related indicators. 3. Summary by Category 3.1 Stock Index Futures Spread - **IF期现价差**: 32.30%, down 16.75, 5.94 in historical 1 - year percentile, 25.90% in all - time percentile [1] - **IH期现价差**: 2.48, up 5.34, 74.10% in historical 1 - year percentile, 72.20% in all - time percentile [1] - **IC期现价差**: - 98.81, up 5.65, 8.10% in historical 1 - year percentile, 2.80% in all - time percentile [1] - **IM期现价差**: - 138.47, up 6.80, 90.00% in historical 1 - year percentile, 8.20% in all - time percentile [1] 3.2 Treasury Bond Futures Spread - **TS基差 (2025 - 07 - 18)**: 1.5570, up 0.0032, 22.20% in listed - since percentile [2] - **TF基差 (2025 - 07 - 18)**: 1.6510, up 0.0085, 44.60% in listed - since percentile [2] - **T基差 (2025 - 07 - 18)**: 1.3735, up 0.0708, 46.80% in listed - since percentile [2] - **TL基差 (2025 - 07 - 18)**: 1.7138, up 0.2243, 60.70% in listed - since percentile [2] 3.3 Precious Metals Spot - Futures - **AU2510合约 (7月17日)**: 776.28 yuan/g, down 0.38, - 0.05% [4] - **AG2510合约 (7月17日)**: 9166 yuan/kg, up 14, 0.15% [4] - **COMEX黄金主力合约 (7月17日)**: 3345.40, down 8.80, - 0.26% [4] - **COMEX白银主力合约 (7月17日)**: 38.44 dollars/ounce, up 0.31, 0.81% [4] 3.4 Container Shipping Industry Spot - Futures - **SCFIS (欧洲航线) (7月14日)**: 2421.94, up 163.9, 7.26% [7] - **SCFIS (美西航线) (7月14日)**: 1266.59, down 291.2, - 18.69% [7] - **EC2602 (7月18日)**: 1495.1, up 9.4, 0.63% [7] - **EC2510 (主力) (7月18日)**: 1613.0, up 31.7, 2.00% [7] 3.5 Trading Calendar - **海外数据/资讯**: Include US 6 - month Conference Board Leading Index monthly rate, Brazil secex report, USDA export inspection and crop growth data [9] - **国内数据/资讯**: Cover global manganese ore shipments, iron ore shipments and arrivals, SMM electrolytic copper social inventory, etc [9]
广发期货《金融》日报-20250716
Guang Fa Qi Huo· 2025-07-16 07:54
Group 1: Stock Index Futures Spread Daily Report Report Industry Investment Rating - Not provided Core View - The report presents the latest values, historical quantiles, and changes of various stock index futures spreads, including IF, IH, IC, and IM, on July 16, 2025 [1]. Summary by Directory - **Stock Index Futures Spreads**: Provides the latest values, historical 1 - year and full - historical quantiles, and changes compared to the previous day for IF, IH, IC, and IM futures' term - spot spreads, inter - term spreads, and cross - variety ratios [1]. Group 2: Treasury Bond Futures Spread Daily Report Report Industry Investment Rating - Not provided Core View - The report shows the latest values, changes, and historical quantiles of various treasury bond futures spreads, including basis, inter - term spreads, and cross - variety spreads, on July 16, 2025 [2]. Summary by Directory - **Treasury Bond Futures Spreads**: Presents the IRR, basis, inter - term spreads, and cross - variety spreads of TS, TF, T, and TL treasury bond futures, along with their changes and historical quantiles [2]. Group 3: Precious Metals Spot - Futures Daily Report Report Industry Investment Rating - Not provided Core View - The report details the domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals on July 16, 2025 [9]. Summary by Directory - **Domestic Futures Closing Prices**: The AU2510 contract closed at 780.40 yuan/gram, down 0.13%, and the AG2510 contract closed at 9225 yuan/kg, up 0.20% [9]. - **Foreign Futures Closing Prices**: COMEX gold closed at 3330.50 dollars/ounce, down 0.64%, and COMEX silver closed at 37.99 dollars/ounce, down 1.11% [9]. - **Spot Prices**: London gold was at 3323.14 dollars/ounce, down 0.59%, and London silver was at 37.69 dollars/ounce, down 1.12% [9]. - **Basis**: Gold TD - Shanghai gold main contract was - 4.27, down 0.33, and silver TD - Shanghai silver main contract was - 41, down 6 [9]. - **Ratios**: COMEX gold/silver was 87.68, up 0.47%, and SHFE gold/silver was 84.60, down 0.32% [9]. - **Interest Rates and Exchange Rates**: The 10 - year US Treasury yield was 4.50%, up 1.6%, and the US dollar index was 98.63, up 0.53% [9]. - **Inventory and Positions**: SHFE gold inventory increased by 0.05%, and SHFE silver inventory decreased by 0.08% [9]. Group 4: Container Shipping Industry Spot - Futures Daily Report Report Industry Investment Rating - Not provided Core View - The report provides information on spot quotes, container shipping indices, futures prices, basis, and fundamental data of the container shipping industry on July 16, 2025 [11]. Summary by Directory - **Spot Quotes**: MAERSK's Shanghai - Europe 6 - week future freight rate increased by 1.39%, while CMA CGM increased by 4.02%, and some remained unchanged [11]. - **Container Shipping Indices**: The SCFIS (European route) increased by 7.26%, and the SCFIS (US West route) decreased by 18.69% [11]. - **Futures Prices and Basis**: Futures contracts such as EC2602, EC2604, etc. all had varying degrees of increase, and the basis of the main contract increased by 10.20% [11]. - **Fundamental Data**: Global container shipping capacity supply remained unchanged, Shanghai port on - time rate decreased by 18.66%, and monthly export amount increased by 2.87% [11]. Group 5: Trading Calendar Report Industry Investment Rating - Not provided Core View - The report lists overseas and domestic economic data and financial events to be released on July 16, 2025 [12]. Summary by Directory - **Overseas Data/Information**: Includes the eurozone's May seasonally - adjusted trade balance, US June PPI, industrial output, and API and EIA crude oil inventories [12]. - **Domestic Data/Information**: Covers steel - related surveys, Chinese port commercial crude oil inventories, glass production - sales ratio, and soda ash delivery warehouse inventory [12].
沥青早报-20250711
Yong An Qi Huo· 2025-07-11 00:20
Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoints No clear core viewpoints are presented in the given content. 3. Summary by Relevant Catalogs Futures Contracts - The price of BU main contract on 7/10 was 3629, with a daily change of 6 and an interval change of 58 [4]. - The price of BU06 on 7/10 was 3370, with a daily change of 16 and an interval change of 100 [4]. - The price of BU09 on 7/10 was 3629, with a daily change of 6 and an interval change of 58 [4]. - The price of BU12 on 7/10 was 3447, with a daily change of 7 and an interval change of 70 [4]. - The price of BU03 on 7/10 was 3384, with a daily change of 1 and an interval change of 69 [4]. Trading Volume and Open Interest - The trading volume on 7/10 was 176,852, a decrease of 46,382 from the previous day and a decrease of 30,278 from the interval [4]. - The open interest on 7/10 was 471,972, an increase of 2,951 from the previous day and a decrease of 12,902 from the interval [4]. Spot Prices - The low - end price in the Shandong market on 7/10 was 3580, a decrease of 20 from the previous day and an increase of 20 from the interval [4]. - The low - end price in the East China market on 7/10 was 3670, with no daily change and an increase of 20 from the interval [4]. - The low - end price in the South China market on 7/10 was 3600, with no daily and interval change [4]. - The low - end price in the North China market on 7/10 was 3750, with no daily and interval change [4]. - The low - end price in the Northeast market on 7/10 was 3850, with no daily change and a decrease of 50 from the interval [4]. Basis and Spread - The Shandong basis on 7/10 was - 49, a decrease of 26 from the previous day and a decrease of 38 from the interval [4]. - The East China basis on 7/10 was 41, a decrease of 6 from the previous day and a decrease of 38 from the interval [4]. - The South China basis on 7/10 was - 29, a decrease of 6 from the previous day and a decrease of 28 from the interval [4]. - The 03 - 06 spread on 7/10 was 14, a decrease of 15 from the previous day and a decrease of 31 from the interval [4]. - The 06 - 09 spread on 7/10 was - 259, an increase of 10 from the previous day and an increase of 42 from the interval [4]. - The 09 - 12 spread on 7/10 was 182, a decrease of 1 from the previous day and a decrease of 12 from the interval [4]. - The 12 - 03 spread on 7/10 was 63, an increase of 6 from the previous day [4]. Crack Spread and Profit - The asphalt Brent crack spread on 7/10 was - 97, a decrease of 21 from the previous day and a decrease of 59 from the interval [4]. - The asphalt Ma Rui profit on 7/10 was - 157, a decrease of 18 from the previous day and a decrease of 53 from the interval [4]. - The ordinary refinery comprehensive profit on 7/10 was 419, a decrease of 10 from the previous day and a decrease of 46 from the interval [4]. - The import profit (South Korea - East China) on 7/10 was - 153, with no daily change and an increase of 12 from the interval [4]. - The import profit (Singapore - South China) on 7/10 was - 961, an increase of 2 from the previous day and a decrease of 7 from the interval [4]. Related Prices - The Brent crude oil price on 7/10 was 70.2, with no daily change and an increase of 1.4 from the interval [4]. - The gasoline market price in Shandong on 7/10 was 7831, with no daily change and an increase of 81 from the interval [4]. - The diesel market price in Shandong on 7/10 was 6788, a decrease of 23 from the previous day and a decrease of 19 from the interval [4]. - The residue oil market price in Shandong on 7/10 was 3625, an increase of 10 from the previous day and a decrease of 15 from the interval [4].
《金融》日报-20250710
Guang Fa Qi Huo· 2025-07-10 03:19
Report Summary 1. Report Industry Investment Rating No information provided in the reports. 2. Core Views No clear core views are presented in the reports. The reports mainly provide daily data on various futures, including price differences, basis, ratios, and related economic indicators. 3. Summary by Related Catalogs 3.1 Stock Index Futures Spread Daily Report - **Price Differences**: Presents price differences of various stock index futures contracts (IF, IH, IC, IM), including spot - futures spreads, inter - period spreads, and cross - variety ratios. For example, IF spot - futures spread is - 15.92, with a change of 3.47 compared to the previous day [1]. - **Percentiles**: Provides historical 1 - year and full - history percentiles for price differences, helping to understand the relative position of current price differences [1]. 3.2 Treasury Bond Futures Spread Daily Report - **Basis**: Displays basis data for different treasury bond futures (TS, TF, T, TL), such as TS basis with a value of 1.6452 and a change of - 0.0090 on July 9, 2025 [2]. - **Inter - period Spreads**: Presents inter - period spreads for different treasury bond futures contracts, including spreads between different quarters [2]. - **Cross - variety Spreads**: Shows cross - variety spreads between different treasury bond futures, like TS - TF with a value of - 3.6960 and a change of - 0.0270 on July 9, 2025 [2]. 3.3 Precious Metals Spot - Futures Daily Report - **Futures and Spot Prices**: Provides domestic and foreign futures closing prices, spot prices, and their changes for gold and silver. For example, AU2508 contract closed at 766.82 yuan/g on July 9, 2025, down 9.40 yuan from the previous day [5]. - **Basis and Ratios**: Displays basis data and price ratios between different precious metal contracts, such as the ratio of COMEX gold to silver being 90.77, up 1.10 from the previous day [5]. - **Interest Rates and Exchange Rates**: Presents data on interest rates (10 - year and 2 - year US Treasury yields, 10 - year TIPS Treasury yield) and exchange rates (US dollar index, offshore RMB exchange rate) [5]. 3.4 Shipping Industry Spot - Futures Daily Report - **Spot Quotes**: Provides spot shipping quotes, including Shanghai - Europe future 6 - week freight rates for different shipping companies and various shipping indices (SCFIS, SCFI) [8]. - **Futures Prices and Basis**: Displays futures prices of shipping contracts and the basis of the main contract. For example, the main contract EC2508 closed at 2012.5 on July 9, 2025, up 6.3 from the previous day [8]. - **Fundamental Data**: Presents fundamental data such as global container shipping capacity supply, port - related indicators, and overseas economic indicators [8]. 3.5 Data/Information Report - **Overseas Data/Information**: Lists overseas economic indicators and financial events, including US Federal Reserve's monetary policy meeting minutes, US initial jobless claims, and EIA natural gas inventory [9]. - **Domestic Data/Information**: Presents domestic economic indicators and financial events for different industries, such as SMM electrolytic copper social inventory, steel - related production and inventory data [9].
20250703申万期货有色金属基差日报-20250703
研究局限性和风险提示 | | 20250703申万期货有色金属基差日报 | | | --- | --- | --- | | | 铜: 可能短期区间波动 | | | 摘要 | 锌: 可能短期宽幅波动 | | | | 铝: 可能短期内震荡 | | | | 镍: 可能短期内震荡 | | | 品种 | 观点 | 策略方向 | | | 铜:夜盘铜价收涨。目前精矿加工费总体低位以及低铜价,考验冶炼产量。 根据国家统计局数据来看,国内下游需求总体稳定向好,电力行业延续正增 | | | 铜 | 长;汽车产销正增长;家电产量增速趋缓;地产持续疲弱。多空因素交织, | 可能短期区 | | | 铜价可能区间波动。关注美国关税进展,以及美元、铜冶炼和家电产量等因 | 间波动 | | | 素变化。 | | | | 锌:夜盘锌价收涨。近期精矿加工费持续回升。由国家统计局数据来看,国 内汽车产销正增长,基建稳定增长,家电产量增速趋缓,地产持续疲弱。市 | 可能短期宽 | | 锌 | | | | | 场预期今年精矿供应明显改善,冶炼供应可能恢复。短期锌价可能宽幅波 动,关注美国关税进展,以及美元、锌冶炼和家电产量等因素变化。 | 幅波动 | ...