基差率
Search documents
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
Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoints No information provided. 3. Summary by Categories Metal Commodities - **Black Metals**: The price of silicon iron (SF506) futures was 5928, with a 5.00% change compared to the previous period, and the spot price was 5648. The price of silicon manganese (SM509) futures was 5950, up 2.50%. The price of rebar (RB2510) futures was 3129, and the price of hot - rolled coil (HC2510) futures was 3280, up 1.30%. The price of iron ore (I2509) futures fell 2.00% to 1531. The price of coke (J2509) futures decreased, and the price of coking coal (JM2509) futures was 106, with the spot price at 947 and a significant change rate [1]. - **Non - ferrous Metals**: The price of copper (CU2506) futures was 77580, slightly down 0.02% compared to the spot price of 77565. The price of aluminum (AL2506) futures was 19935, and the spot price was 19950. The price of zinc (ZN2506) futures was 22520, and the spot price was 22810. The price of tin (SNSE05) futures was 260570, and the spot price was 260200. The price of nickel (NISEOR) futures was 124690, and the spot price was 124000. The price of stainless steel (SS2506) futures was 12765, and the spot price was 13220. The price of lithium carbonate (LC2507) futures was 66960, and the spot price was 68850. The price of industrial silicon (SI2506) futures was 8800, up 8.52% [1]. - **Precious Metals**: The price of gold (AU2506) futures was 780.0, and the spot price of gold (AU (T + D)) was 778.2, down 0.20%. The price of silver (AG2506) futures was 8168.0, and the spot price of silver (AG (T + D)) was 8173.0, up 0.10% [1]. Agricultural Commodities - The price of soybean meal (M2509) futures was 3460, and the spot price was 2985, with a significant basis rate of 15.91%. The price of soybean oil (Y2509) futures was 8180, and the spot price was 7814. The price of palm oil (P2509) futures was 8174.0, and the spot price was 8820. The price of rapeseed meal (RM509) futures was 2641.0, and the spot price was 2500. The price of rapeseed oil (O1509) futures was 9333.0, and the spot price was 9400. The price of corn (C2507) futures was 2361.0, and the spot price was 2270. The price of corn starch (CS2507) futures was 2721.0, and the spot price was 2630. The price of live pigs (LH2509) futures was 14130.0, and the spot price was 14920. The price of eggs (JD2506) futures was 2981.0, and the spot price was 3290. The price of cotton (CF509) futures was 12950.0, and the spot price was 13998. The price of sugar (SR509) futures was 6260, and the spot price was 5977.0. The price of apples (AP510) futures was 8000, and the spot price was 7910.0. The price of red dates (CJ509) futures was 9070.0, and the spot price was 8300 [1]. Energy and Chemical Commodities - The price of p - xylene (PX509) futures was 6294.0, and the spot price was 6379.9. The price of PTA (TA509) futures was 4480.0, and the spot price was 4580.0. The price of ethylene glycol (EG2509) futures was 4190.0, and the spot price was 4210.0. The price of polyester staple fiber (PF506) futures was 6176.0, and the spot price was 6345.0. The price of styrene (EB2506) futures was 7079.0, and the spot price was 7265.0. The price of methanol (MA509) futures was 2433.0, and the spot price was 2310.0. The price of urea (UR509) futures was 1781.0, and the spot price was 1800.0. The price of LLDPE (L2509) futures was 7500.0, and the spot price was 7164.0. The price of PP (PP2509) futures was 7305.0, and the spot price was 7112.0. The price of PVC (V2509) futures was 4989.0, and the spot price was 4780. The price of caustic soda (SH509) futures was 2441.0, and the spot price was 2437.5. The price of LPG (PG2506) futures was 4409.0, and the spot price was 5148.0. The price of asphalt (BU2506) futures was 3451.0, and the spot price was 3525.0. The price of butadiene rubber (BR2506) futures was 11700.0, and the spot price was 11360.0. The price of glass (FG509) futures was 1136.0. The price of soda ash (SA509) futures was 1364.0, and the spot price was 1339.0. The price of natural rubber (RU2509) futures was 14730.0, and the spot price was 14550.0 [1]. Financial Commodities - For stock index futures, the price of IF2506.CFE futures was 3730.6, and the spot price was 3781.6. The price of IH2506.CFE futures was 2651.2, and the spot price was 2628.0. The price of IC2506.CFE futures was 5598.3, and the spot price was 5471.0. The price of IM2506.CFE futures was 5729.0, and the spot price was 5877.1. For bond futures, the price of 2 - year bond (TS2506) futures was 102.33, and the spot price was 99.31. The price of 5 - year bond (TF2506) futures was 105.93, and the spot price was 101.54. The price of 10 - year bond (T2506) futures was 108.87, and the spot price was 99.18. The price of 30 - year bond (TL2506) futures was 137.55, and the spot price was 120.15 [1].
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]