Maike 迈科期货 TO DISCOVER VALUE TO CREATE VALUE TO SHARE VALUE www.mkqh.com 迈科期货基差统计表 | | 名称 | 交易代码 | 主力基差率 | 较昨日増减 | 当月基差 | 次月基差 | 再次月基差 | 录自导科 | 次月合约 | 再次月合约 | 现货价格 | 现货价格来源 | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | | 铜 | CU | 0.21% | 0.86% | 215 | 115 | 165 | 101870 | 101970 | 101920 | 102085 | SMM 1#电解铜 | | | 指 | AL | 0.04% | 1.23% | 10 | -15 | -60 | 23990 | 24015 | 24060 | 24000 | SMM A00铝 | | | 锌 | ZN | 0.52% | 0.54% | 125 | 80 | 40 | 24045 | 24090 | 24130 | 2417 ...

※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.mkqh.com 迈科期货基差统计表 2026年01月08日9:00 备注: 1.基差率为主力合约基差率，计算公式: 主力基差率=（现货价格-主力合约价格）/主力合约价格。基差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, | | 名称 | 交易代码 | 主力基差率 | 较昨日増减 | 当月基差 | 次月基差 | 再次月基差 | 录自合公 | 次月合约 | 再次月合约 | 现货价格 | 现货价格来源 | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | | 铜 | CU | -0.65% | -1.01% | -680 | -800 | -790 | 104090 | 104210 | 104200 | 103410 | ...

光大期货能化商品日报 光大期货能化商品日报（2026 年 1 月 7 日） 一、研究观点 | 品种 | 点评 | 观点 | | --- | --- | --- | | | 周二油价重心再度回落，其中 WTI 2 月合约收盘下跌 1.19 美元至 | | | | 57.13 美元/桶，跌幅 2.04%。布伦特 3 月合约收盘下跌 1.06 美元 | | | | 至 60.70 美元/桶，跌幅 1.72%。SC2602 以 426.1 元/桶收盘，下跌 | | | | 1.2 元/桶，跌幅为 0.28%。库存数据方面，API 数据显示，上周， | | | | 美国 API 原油库存减少 276.6 万桶，之前一周为增加 174.7 万桶。 | | | | API 库欣原油库存增加 66.5 万桶，前值为增加 84.5 桶。成品油汽 | | | | 油库存增加 441 万桶，前值为增加 624.8 万桶、馏分油库存增加 | | | | 492.6 万桶，前值为增加 97.7 万桶。消息称美国与委内瑞拉正在 | | | 原油 | 商讨将委内瑞拉的原油出口至美国一事。1 月 7 日美国总统特朗 | 震荡 | | | 普 ...

| -1.12% | 折算价:72硅铁合格块:内蒙-天津仓单 | 5695 | -64 | 49.30% | 硅铁 (SF603) | 5628 | -6 | 折算价:6517硅锰:内蒙-湖北仓单 | -0.10% | 5840 | 5846 | 硅罐 (SM603) | 24.30% | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 5.89% | HRB40020mm: 上海 | 螺纹钢 (RB2605) | 3310 | 3127 | 183 | 69.40% | 0.00% | 3280 | 0 | 18.50% | Q235B: 4.75mm: 上海 | 热卷 (HC2605) | 3280 | | | | | | 67 | 779 | 8.66% | 846 | 52.50% | 折算价:62.5%巴混粉(BRBF):淡水河谷:日照港 | 铁矿石 (12605) | -16 | -0.90% | 折算价:准 ...

叶倩宁 Z0016628 黑色系 基差 | 硅铁(SF603) | 52.30% | 折算价:72硅铁合格块:内蒙-天津仓单 | 5628 | 5656 | -0.50% | -28 | 8 | 0.14% | 折算价:6517硅锰:内蒙-湖北仓单 | 5840 | 5835 | 硅罐(SM603) | 26.70% | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 5.87% | 184 | HRB40020mm: 上海 | 3320 | 3136 | 69.60% | 螺纹钢 (RB2605) | -15 | 3270 | -0.46% | Q235B: 4.75mm: 上海 | 热卷 (HC2605) | 3285 | 12.20% | | | | | | ਦੇਰੇ | 7.56% | 780 | 46.90% | 折算价:62.5%巴混粉(BRBF):淡水河谷:日照港 | 铁矿石 (12605) | 838 | ...

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core View No information provided. 3. Summary by Related Catalog Metals - Copper (CU): The main contract basis rate is -0.54%, down 0.28% from yesterday. The spot price is 92,240 yuan [3]. - Aluminum (AL): The main contract basis rate is -1.18%, down 0.50% from yesterday. The spot price is 21,730 yuan [3]. - Zinc (ZN): The main contract basis rate is 0.46%, down 0.02% from yesterday. The spot price is 23,130 yuan [3]. - Lead (PB): The main contract basis rate is -0.51%, down 0.39% from yesterday. The spot price is 16,725 yuan [3]. - Nickel (NI): The main contract basis rate is 2.66%, up 0.38% from yesterday. The spot price is 116,600 yuan [3]. - Industrial Silicon (SI): The main contract basis rate is 6.73%, down 1.38% from yesterday. The spot price is 9,200 yuan [3]. - Carbonate Lithium (LC): The main contract basis rate is -9.03%, up 0.24% from yesterday. The spot price is 97,570 yuan [3]. - Gold (AU): The main contract basis rate is -0.59%, up 0.10% from yesterday. The spot price is 974.68 yuan [3]. - Silver (AG): The main contract basis rate is -0.37%, down 0.01% from yesterday. The spot price is 15,463 yuan [3]. Building Materials and Energy - Rebar (RB): The main contract basis rate is 6.24%, down 0.44% from yesterday. The spot price is 3,320 yuan [3]. - Hot Rolled Coil (HC): The main contract basis rate is 0.70%, down 0.38% from yesterday. The spot price is 3,300 yuan [3]. - Iron Ore: The main contract basis rate is 6.92%, down 0.47% from yesterday. The spot price is 831.3 yuan [3]. - Coke: The main contract basis rate is 0.72%, down 1.54% from yesterday. The spot price is 1,615 yuan [3]. - Coking Coal (JIM): The main contract basis rate is -0.80%, down 6.02% from yesterday. The spot price is 1,117.5 yuan [3]. - Thermal Coal (ZC): The main contract basis rate is -9.78%, down 1.12% from yesterday. The spot price is 723.0 yuan [3]. - Ferrosilicon (SF): The main contract basis rate is -7.01%, down 0.59% from yesterday. The spot price is 5,200 yuan [3]. - Silicomanganese (SM): The main contract basis rate is -0.17%, down 0.38% from yesterday. The spot price is 5,770 yuan [3]. - Stainless Steel: The main contract basis rate is 2.25%, up 0.07% from yesterday. The spot price is 12,700 yuan [3]. - Glass (FG): The main contract basis rate is -3.0%, down 3.2% from yesterday. The spot price is 1,030 yuan [3]. Agricultural Products - Soybeans (A): The main contract basis rate is -2.5%, up 1.17% from yesterday. The spot price is 3,940 yuan [3]. - Soybean Meal (M): The main contract basis rate is 10.67%, unchanged from yesterday. The spot price is 3,040 yuan [3]. - Rapeseed Meal (RM): The main contract basis rate is 7.26%, down 0.84% from yesterday. The spot price is 2,510 yuan [3]. - Rapeseed Oil (OI): The main contract basis rate is 6.20%, down 0.72% from yesterday. The spot price is 9,500 yuan [3]. - Peanuts (PK): The main contract basis rate is 17.56%, up 0.26% from yesterday. The spot price is 9,400 yuan [3]. - Palm Oil (P): The main contract basis rate is 0.38%, down 0.07% from yesterday. The spot price is 8,400 yuan [3]. - Corn (C): The main contract basis rate is 4.57%, up 0.76% from yesterday. The spot price is 2,290 yuan [3]. - Corn Starch (CS): The main contract basis rate is 2.84%, down 0.26% from yesterday. The spot price is 2,570 yuan [3]. - Apples (AP): The main contract basis rate is 13.98%, up 0.51% from yesterday. The spot price is 7,800 yuan [3]. - Eggs (JD): The main contract basis rate is 6.31%, up 6.05% from yesterday. The spot price is 3,100 yuan [3]. - Hogs (LH): The main contract basis rate is 4.64%, up 1.88% from yesterday. The spot price is 11,850 yuan [3]. - Cotton (CF): The main contract basis rate is 8.45%, down 0.31% from yesterday. The spot price is 15,139 yuan [3]. - Sugar (SR): The main contract basis rate is 5.64%, up 0.37% from yesterday. The spot price is 5,390 yuan [3]. Chemicals - Methanol (MA): The main contract basis rate is -0.07%, up 0.21% from yesterday. The spot price is 2,173 yuan [3]. - Ethanol (EG): The main contract basis rate is -3.24%, down 0.23% from yesterday. The spot price is 3,645 yuan [3]. - PTA (TA): The main contract basis rate is -1.22%, up 0.14% from yesterday. The spot price is 4,690 yuan [3]. - Polypropylene (PP): The main contract basis rate is 8.30%, down 0.43% from yesterday. The spot price is 6,800 yuan [3]. - Styrene (EB): The main contract basis rate is 1.64%, down 0.40% from yesterday. The spot price is 6,490 yuan [3]. - Short - Fiber (PF): The main contract basis rate is 2.24%, down 0.90% from yesterday. The spot price is 6,310 yuan [3]. - Plastic: The main contract basis rate is 8.09%, up 0.05% from yesterday. The spot price is 7,000 yuan [3]. - PVC (V): The main contract basis rate is 14.80%, down 7.40% from yesterday. The spot price is 5,405 yuan [3]. - Rubber (RU): The main contract basis rate is -1.76%, up 0.45% from yesterday. The spot price is 15,050 yuan [3]. - 20 - Numbered Rubber (NR): The main contract basis rate is 4.30%, up 0.60% from yesterday. The spot price is 12,991 yuan [3]. - Soda Ash (SA): The main contract basis rate is -3.86%, down 1.04% from yesterday. The spot price is 1,147 yuan [3]. - Urea (UR): The main contract basis rate is -1.64%, down 3.10% from yesterday. The spot price is 1,680 yuan [3]. - Pulp (SP): The main contract basis rate is 0.45%, up 0.11% from yesterday. The spot price is 5,525 yuan [3]. Energy - Crude Oil (SC): The main contract basis rate is -8.2%, up 0.13% from yesterday. The spot price is 394.5 yuan [3]. - Fuel Oil (FU): The main contract basis rate is 7.68%, up 0.32% from yesterday. The spot price is 2,626 yuan [3]. - Asphalt (BU): The main contract basis rate is -1.42%, up 1.96% from yesterday. The spot price is 2,910 yuan [3]. - Low - Sulfur Fuel Oil (LU): The main contract basis rate is 0.54%, down 0.97% from yesterday. The spot price is 2,947 yuan [3]. - LPG (PG): The main contract basis rate is 10.20%, up 3.31% from yesterday. The spot price is 4,528 yuan [3]. Stock Index Futures - CSI 300 (IF): The main contract basis rate is 0.05%, up 0.02% from yesterday. The spot price is 4,552.8 [3]. - SSE 50 (IH): The main contract basis rate is 0.12%, down 0.03% from yesterday. The spot price is 2,998.5 [3]. - CSI 500 (IC): The main contract basis rate is 0.00%, up 0.12% from yesterday. The spot price is 7,100.8 [3].

股指期货数据日报 2025年12月18日 IM每日行情 | | | | | | IM行情概要 | | | | | | | | IM成交持仓 | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 单位：点、手、亿元 | | | | | | | | | | | | 单位：手 | | | | 收盘价 | +/- | 成交量 | +/- | | 成交额 | +/- | 持仓量 | +/- | 持仓保证金 | | 600,000 | | | 中证1000 | 7272.40 | -0.22% | 20,004 | | -9% | 3,490 | -5% | | | | | | | | IM2512 | 7275.40 | -0.26% | 78,623 | | -36% | 1,148 | -36% | 50,338 | -35,409 | | 8 8 | 500,000 | | | IM2601 | 7213.00 | -0.16% | 39,669 | | -9% | 574 | -8% | ...

知识图强,求实奉献,客户至上,合作共赢 叶倩宁 | 硅铁 (SF603) | 5478 | 5434 | | 44 | 0 81% | 60.50% | 折算价:72硅铁合格块:内蒙-天津仓单 | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 硅罐 (SM603) | 5790 | 5724 | ୧୧ | | 115% | 38.00% | 折算价:6517硅锰:内蒙-湖北仓单 | | | | 3280 | 3117 | | 163 | 5.23% | 66.50% | HRB40020mm: 上海 | | | 螺纹钢 (RB2605) | | | | | | | | | | 热卷(HC2605) | 3280 | 3282 | -2 | | -0.06% | 17.60% | Q235B: 4.75mm: 上海 | | | 铁矿石 (12605) | 842 | 769 | 73 | | 9.45% | 56.30% | 折算价:62.5%巴混粉(BRBF):淡水河谷:日照港 | | | 焦炭 (J2601) | 1603 | 152 ...

1. Report Information - Report title: Stock Index Futures Data Daily Report [1] - Date: December 10, 2025 [2] 2. IM Futures 2.1 Daily Quotes - The closing price of CSI 1000 was 7,408.24, up 0.37%, with a trading volume of 21,561 lots (down 6%) and a trading value of 36.02 billion yuan (down 8%) [4] - The IM main - contract (IM2512) rose 0.22% to close at 7,371.4 points. The trading volume of IM four - contracts was 177,447 lots, an increase of 36,576 lots from the previous day; the total open interest was 369,233 lots, an increase of 9,226 lots [4][5] 2.2 Basis and Other Indicators - The IM main - contract was at a discount of 36.84 points, down 4.06 points from the previous day; the annualized basis rate was - 18.24% [5] - The dividend impacts of the four IM contracts were 0.34 points, 1.2 points, 1.21 points, and 44.18 points respectively [5] 2.3 Main Seats - For IM2512, the top five seats in terms of trading volume had a total of 46,882 lots, an increase of 11,437 lots from the previous day. The top five seats in terms of long positions had 45,109 lots (an increase of 1,400 lots), and the top five seats in terms of short positions had 56,585 lots (an increase of 1,488 lots) [19] 3. IF Futures 3.1 Daily Quotes - The closing price of CSI 300 was 4,591.83, down 0.14%, with a trading volume of 16,911 lots (down 8%) and a trading value of 40.15 billion yuan (down 11%) [24] - The IF main - contract (IF2512) fell 0.17% to close at 4,574.2 points. The trading volume of IF four - contracts was 122,684 lots, an increase of 23,187 lots from the previous day; the total open interest was 276,464 lots, an increase of 7,169 lots [24][25] 3.2 Basis and Other Indicators - The IF main - contract was at a discount of 17.63 points, down 2.61 points from the previous day; the annualized basis rate was - 14.07% [25] - The dividend impacts of the four IF contracts were 3.54 points, 9.82 points, 10.92 points, and 40.57 points respectively [25] 3.3 Main Seats - For IF2512, the top five seats in terms of trading volume had a total of 75,172 lots, an increase of 12,528 lots from the previous day. The top five seats in terms of long positions had 54,636 lots (a decrease of 1,176 lots), and the top five seats in terms of short positions had 56,894 lots (an increase of 127 lots) [37] 4. IC Futures 4.1 Daily Quotes - The closing price of CSI 500 was 7,155.99, up 0.49%, with a trading volume of 15,397 lots (down 8%) and a trading value of 28.05 billion yuan (down 8%) [42] - The IC main - contract (IC2512) rose 0.4% to close at 7,122.2 points. The trading volume of IC four - contracts was 116,534 lots, an increase of 20,739 lots from the previous day; the total open interest was 252,255 lots, an increase of 2,642 lots [42][43] 4.2 Basis and Other Indicators - The IC main - contract was at a discount of 33.79 points, down 6.86 points from the previous day; the annualized basis rate was - 17.32% [43] - The dividend impacts of the four IC contracts were 0.84 points, 2.37 points, 2.94 points, and 57.32 points respectively [43] 4.3 Main Seats - For IC2512, the top five seats in terms of trading volume had a total of 31,609 lots, an increase of 5,655 lots from the previous day. The top five seats in terms of long positions had 34,243 lots (an increase of 1,249 lots), and the top five seats in terms of short positions had 44,390 lots (an increase of 1,291 lots) [58] 5. IH Futures 5.1 Daily Quotes - The closing price of SSE 50 was 2,988.64, down 0.31%, with a trading volume of 4,151 lots (down 4%) and a trading value of 10.13 billion yuan (down 8%) [64] - The IH main - contract (IH2512) fell 0.35% to close at 2,980.8 points. The trading volume of IH four - contracts was 51,211 lots, an increase of 12,074 lots from the previous day; the total open interest was 96,737 lots, an increase of 4,369 lots [64] 5.2 Basis and Other Indicators - The IH main - contract was at a discount of 7.84 points, down 1.48 points from the previous day; the annualized basis rate was - 9.6% [65] - The dividend impacts of the four IH contracts were 4.68 points, 12.33 points, 13.5 points, and 31.52 points respectively [65] 5.3 Main Seats - For IH2512, the top five seats in terms of trading volume had a total of 35,039 lots, an increase of 9,905 lots from the previous day. The top five seats in terms of long positions had 23,003 lots (an increase of 1,156 lots), and the top five seats in terms of short positions had 27,634 lots (an increase of 651 lots) [80]

知识图强,求实奉献,客户至上,合作共赢 | 现货价格 | 期货价格 | 基差率 | 留注 | 品种/合约 | 基差 | 历史分位数 | 现货参考 | 1.18% | 64 | 折算价:72硅铁合格块:内蒙-天津仓单 | 硅铁 (SF603) | 5444 | 63.10% | 5508 | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 1.12% | 64 | 折算价:6517硅锰:内蒙-湖北仓单 | 硅罐(SM603) | 5800 | 5736 | 37.50% | 157 | 5.03% | 螺纹钢 (RB2605) | HRB40020mm: 上海 | 3280 | 3123 | 65.20% | | | | | | Q235B: 4.75mm: 上海 | -11 | 热卷 (HC2605) | 3280 | 3291 | -033% | 13.40% | 64 | 779 | 折算价:62.5%巴混粉(BRBF) ...