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全品种价差日报-20260331
Guang Fa Qi Huo· 2026-03-31 07:05
Report Summary 1. Report Industry Investment Rating No information provided. 2. Report Core View The report presents the futures prices, spot prices, basis, basis rates, and historical quantiles of various commodities across multiple sectors on March 31, 2026, including black, non - ferrous, precious metals, agricultural products, energy and chemical, and financial sectors, offering insights into the market conditions of these commodities. 3. Summary by Sector Black Series - **Silicon Iron (SF603)**: Futures price is 6008, spot price is 6066, basis is - 28, basis rate is - 1.00%, and historical quantile is 50.00% [1] - **Silicon Manganese (SM603)**: Futures price is 6570, spot price is 6588, basis is - 18, basis rate is - 0.80%, and historical quantile is 21.70% [1] - **Rebar (RB2605)**: Futures price is 3139, spot price is 3230, basis is 91, basis rate is 2.90%, and historical quantile is 44.70% [1] - **Hot - Rolled Coil (HC2605)**: Futures price is 3308, spot price is 3290, basis is - 18, basis rate is - 0.50%, and historical quantile is 11.80% [1] - **Iron Ore (I2605)**: Futures price is 813, spot price is 840, basis is 27, basis rate is 3.30%, and historical quantile is 23.00% [1] - **Coke (J2605)**: Futures price is 1754, spot price is 1756, basis is 2, basis rate is 0.10%, and historical quantile is 68.30% [1] - **Main Coking Coal (J5)**: Futures price is 1214, spot price is 1297, basis is 83, basis rate is 6.80%, and historical quantile is 48.00% [1] Non - Ferrous Series - **Copper (CU2605)**: Futures price is 95760, spot price is 95195, basis is - 565, basis rate is - 0.59%, and historical quantile is 14.20% [1] - **Aluminum (AL2605)**: Futures price is 24725, spot price is 24530, basis is - 195, basis rate is - 0.79%, and historical quantile is 13.50% [1] - **Alumina (AO2605)**: Futures price is 2941, spot price is 2789, basis is - 152, basis rate is - 5.17%, and historical quantile is 17.50% [1] - **Zinc (ZN2605)**: Futures price is 23540, spot price is 23350, basis is - 190, basis rate is - 0.81%, and historical quantile is - 55 [1] - **Tin (SN2605)**: Futures price is 370720, spot price is 361800, basis is - 8920, basis rate is - 2.41%, and historical quantile is 1.90% [1] - **Nickel (NI2605)**: Futures price is 137120, spot price is 135150, basis is - 1970, basis rate is - 1.44%, and historical quantile is 4.80% [1] - **Stainless Steel (SS2605)**: Futures price is 14450, spot price is 14370, basis is 250, basis rate is 1.74%, and historical quantile is 5.50% [1] - **Lithium Carbonate (LC2605)**: Futures price is 171620, spot price is 164500, basis is - 7120, basis rate is - 4.15%, and historical quantile is 48.70% [1] - **Industrial Silicon (SISE05)**: Futures price is 9200, spot price is 8480, basis is 720, basis rate is 8.49%, and historical quantile is 48.70% [1] Precious Metals Series - **Gold (AU2606)**: Futures price is 998.66, spot price is 992.5, basis is - 6.2, basis rate is - 0.62%, and historical quantile is 0.90% [1] - **Silver (AG2606)**: Futures price is 17489.0, spot price is 17467.0, basis is - 22.0, basis rate is - 0.13%, and historical quantile is 51.00% [1] Agricultural Products Series - **Soybean Meal (M2605)**: Futures price is 3120, spot price is 2937, basis is 213, basis rate is 62.70%, and historical quantile is 7.25% [1] - **Soybean Oil (Y2605)**: Futures price is 8890, spot price is 8714, basis is 176, basis rate is 2.02%, and historical quantile is 36.80% [1] - **Palm Oil (P2605)**: Futures price is 9930, spot price is 9720, basis is - 210, basis rate is - 2.11%, and historical quantile is 0.10% [1] - **Rapeseed Meal (RM605)**: Futures price is 2330, spot price is 2320, basis is 10, basis rate is 0.43%, and historical quantile is 49.50% [1] - **Rapeseed Oil (OI605)**: Futures price is 10320, spot price is 9891, basis is 429, basis rate is 4.34%, and historical quantile is 89.90% [1] - **Corn (C2605)**: Futures price is 2390, spot price is 2346, basis is 44, basis rate is 1.88%, and historical quantile is 58.50% [1] - **Corn Starch (CS2605)**: Futures price is 2900, spot price is 2737, basis is 163, basis rate is 5.96%, and historical quantile is 79.20% [1] - **Live Pigs (H2605)**: Futures price is 10005, spot price is 9350, basis is - 655, basis rate is - 6.55%, and historical quantile is 22.30% [1] - **Eggs (JD2605)**: Futures price is 3453, spot price is 3400, basis is - 53, basis rate is - 1.53%, and historical quantile is 35.50% [1] - **Cotton (CF605)**: Futures price is 16650, spot price is 15385, basis is 1265, basis rate is 8.22%, and historical quantile is 86.50% [1] - **Sugar (SR605)**: Futures price is 5480, spot price is 5441, basis is 39, basis rate is 0.72%, and historical quantile is 7.60% [1] - **Apples (AP605)**: Futures price is 9863, spot price is 9800, basis is - 63, basis rate is - 0.64%, and historical quantile is 22.30% [1] - **Jujubes (CJ605)**: Futures price is 8775, spot price is 7900, basis is - 875, basis rate is - 9.97%, and historical quantile is 46.90% [1] Energy and Chemical Series - **Para - Xylene (PX605)**: Futures price is 10167.0, spot price is 9840.0, basis is - 327.0, basis rate is - 3.30%, and historical quantile is 96.40% [1] - **PTA (TA605)**: Futures price is 6768.0, spot price is 6720.0, basis is - 48.0, basis rate is - 0.71%, and historical quantile is 41.20% [1] - **Ethylene Glycol (EG2605)**: Futures price is 5365.0, spot price is 5359.0, basis is 6.0, basis rate is 0.11%, and historical quantile is 61.40% [1] - **Polyester Staple Fiber (PF606)**: Futures price is 8470.0, spot price is 8342.0, basis is 128.0, basis rate is 1.53%, and historical quantile is 74.20% [1] - **Styrene (EB2605)**: Futures price is 10935.0, spot price is 10789.0, basis is 146.0, basis rate is 1.35%, and historical quantile is 57.30% [1] - **Methanol (MA605)**: Futures price is 3520.0, spot price is 3319.0, basis is 201.0, basis rate is 6.06%, and historical quantile is 96.20% [1] - **Urea (UR605)**: Futures price is 1900.0, spot price is 1882.0, basis is 18.0, basis rate is 0.96%, and historical quantile is 23.40% [1] - **LLDPE (L2605)**: Futures price is 8925.0, spot price is 8804.0, basis is 121.0, basis rate is 1.37%, and historical quantile is 61.90% [1] - **PP (PP2605)**: Futures price is 9400.0, spot price is 9269.0, basis is 131.0, basis rate is 1.41%, and historical quantile is 64.80% [1] - **PVC (V2605)**: Futures price is 5551.0, spot price is 5450.0, basis is - 101.0, basis rate is - 1.82%, and historical quantile is 57.10% [1] - **Caustic Soda (SH605)**: Futures price is 2353.0, spot price is 2306.0, basis is - 47.0, basis rate is - 1.99%, and historical quantile is 38.90% [1] - **LPG (PG2605)**: Futures price is 7348.0, spot price is 6606.0, basis is 742.0, basis rate is 11.23%, and historical quantile is 86.90% [1] - **Asphalt (BU2606)**: Futures price is 4513.0, spot price is 4420.0, basis is - 93.0, basis rate is - 2.06%, and historical quantile is 32.60% [1] - **Butadiene Rubber (BR2605)**: Futures price is 18500.0, spot price is 17725.0, basis is 775.0, basis rate is 4.37%, and historical quantile is 96.50% [1] - **Glass (FG605)**: Futures price is 1040.0, spot price is 952.0, basis is - 88.0, basis rate is - 9.24%, and historical quantile is 46.60% [1] - **Soda Ash (SA605)**: Futures price is 1207.0, spot price is 1187.0, basis is - 20.0, basis rate is - 1.68%, and historical quantile is 46.80% [1] - **Pure Benzene (BZ2605)**: Futures price is 9062.0, spot price is 8930.0, basis is - 132.0, basis rate is - 1.46%, and historical quantile is 28.20% [1] - **Propylene (PL2605)**: Futures price is 8944.0, spot price is 8770.0, basis is - 174.0, basis rate is - 1.95%, and historical quantile is 17.30% [3] - **Bottle Chips (PR2605)**: Futures price is 8633.0, spot price is 8326.0, basis is 307.0, basis rate is 3.69%, and historical quantile is 98.50% [3] - **Natural Rubber (RU2605)**: Futures price is 16540.0, spot price is 16350.0, basis is - 190.0, and historical quantile is not provided [3] Financial Series - **Stock Index Futures (IF2606.CFE)**: Futures price is 4414.0, spot price is 4491.9500, basis is - 77.9500, basis rate is - 1.77%, and historical quantile is 2.30% [3] - **Stock Index Futures (IH2606.CFE)**: Futures price is 2814.4, spot price is 2837.3064, basis is - 22.9064, basis rate is - 0.81%, and historical quantile is 5.70% [3] - **Stock Index Futures (IC2606.CFE)**: Futures price is 7560.6, spot price is 7753.7234, basis is - 193.1234, basis rate is - 2.55%, and historical quantile is 0.30% [3] - **Stock Index Futures (IM2606.CFE)**: Futures price is 7509.4, spot price is 7767.9301, basis is - 258.5301, basis rate is - 3.44%, and historical quantile is 0.60% [3] - **2 - Year Treasury Bonds (TS2606)**: Futures price is 102.54, spot price is 100.16, basis is 0.06, basis rate is 0.06%, and historical quantile is 50.40% [3] - **5 - Year Treasury Bonds (TF2606)**: Futures price is 106.07, spot price is 100.33, basis is 0.09, basis rate is 0.09%, and historical quantile is 43.40% [3] - **10 - Year Treasury Bonds (T2606)**: Futures price is 108.36, spot price is 99.99, basis is 0.10, basis rate is 0.09%, and historical quantile is 30.20% [3] - **30 - Year Treasury Bonds (TL2606)**: Futures price is 111.52, spot price is 122.46, basis is 0.52, basis rate is 0.46%, and historical quantile is 74.00% [3]
全品种价差日报-20260316
Guang Fa Qi Huo· 2026-03-16 09:18
Report Information - Report Date: March 16, 2026 [2] - Report Author: Ye Qianning [2] - Author's Qualification Number: Z0016628 [2] - Investment Consulting Business Qualification: CSRC License [2011] No. 1292 [2] Commodity Information Ferrous Metals - **Silicon Iron (SF603)**: Spot price is 5928, futures price is 5888, basis is 40, basis rate is 0.68%, historical quantile is 60.40% [1] - **Silicon Manganese (SM603)**: Spot price is 6170, futures price is 6176, basis is -6, basis rate is -0.10%, historical quantile is 23.80% [1] - **Rebar (RB2605)**: Spot price is 3250, futures price is 3142, basis is 108, basis rate is 3.44%, historical quantile is 50.10% [1] - **Hot Rolled Coil (HC2605)**: Spot price is 3270, futures price is 3505, basis is -25, basis rate is -0.76%, historical quantile is 9.10% [1] - **Iron Ore (I2605)**: Spot price is 850, futures price is 812, basis is 38, basis rate is 4.69%, historical quantile is 31.20% [1] - **Coke (J2605)**: Spot price is 1734, futures price is 1738, basis is -3, basis rate is -0.19%, historical quantile is 63.24% [1] - **Coking Coal (JM2605)**: Spot price is 1243, futures price is 1178, basis is 65, basis rate is 5.52%, historical quantile is 40.70% [1] Non - Ferrous Metals - **Copper (CU2604)**: Spot price is 100515, futures price is 100310, basis is 205, basis rate is 0.20%, historical quantile is 74.79% [1] - **Aluminum (AL2604)**: Spot price is 25120, futures price is 24960, basis is 160, basis rate is 0.64%, historical quantile is 90.62% [1] - **Alumina (AO2605)**: Spot price is 2695, futures price is 2956, basis is -261, basis rate is -8.81%, historical quantile is 2.86% [1] - **Zinc (ZN2604)**: Spot price is 24010, futures price is 24140, basis is -130, basis rate is -0.54%, historical quantile is 29.79% [1] - **Tin (SN2604)**: Spot price is 386600, futures price is 374110, basis is 12490, basis rate is 3.34%, historical quantile is 98.75% [1] - **Nickel (NISEOF)**: Spot price is 137950, futures price is 136930, basis is 1020, basis rate is 0.74%, historical quantile is 91.45% [1] - **Stainless Steel (SS2605)**: Spot price is 14450, futures price is 14190, basis is 430, basis rate is 3.03%, historical quantile is 76.39% [1] - **Lithium Carbonate (LC2605)**: Spot price is 159000, futures price is 152080, basis is 6920, basis rate is 4.55%, historical quantile is 98.45% [1] - **Industrial Silicon (SISEOF)**: Spot price is 9200, futures price is 8675, basis is 525, basis rate is 6.05%, historical quantile is 33.86% [1] Precious Metals - **Gold (AU2604)**: Spot price is 1131.3, futures price is 1133.00, basis is -1.8, basis rate is -0.15%, historical quantile is 48.20% [1] - **Silver (AG2606)**: Spot price is 20887.0, futures price is 20923.0, basis is -36.0, basis rate is -0.17%, historical quantile is 28.40% [1] Agricultural Products - **Palm Oil (P2605)**: Spot price is 9750, futures price is 9768.0, basis is -18.0, basis rate is -0.18%, historical quantile is 21.40% [3] - **Rapeseed Meal (RM605)**: Spot price is 2630, futures price is 2591.0, basis is 39.0, basis rate is 1.51%, historical quantile is 53.00% [3] - **Rapeseed Oil (Oleos)**: Spot price is 10540, futures price is 9821.0, basis is 719.0, basis rate is 7.32%, historical quantile is 95.60% [3] - **Corn (C2605)**: Spot price is 2430, futures price is 2386.0, basis is 44.0, basis rate is 1.84%, historical quantile is 57.90% [3] - **Corn Starch (CS2605)**: Spot price is 2800, futures price is 2729.0, basis is 71.0, basis rate is 2.60%, historical quantile is 30.20% [3] - **Live Hogs (LH2605)**: Spot price is 10150, futures price is 11150.0, basis is -1000.0, basis rate is -8.97%, historical quantile is 18.20% [3] - **Eggs (JD2605)**: Spot price is 3000, futures price is 3433.0, basis is -433.0, basis rate is -12.61%, historical quantile is 11.50% [3] - **Cotton (CF605)**: Spot price is 16650, futures price is 15415.0, basis is 1235.0, basis rate is 8.01%, historical quantile is 85.50% [3] - **White Sugar (SR605)**: Spot price is 5500, futures price is 5447.0, basis is 53.0, basis rate is 0.97%, historical quantile is 7.80% [3] - **Apples (AP605)**: Spot price is 9800, futures price is 9998.0, basis is -198.0, basis rate is -1.98%, historical quantile is 14.90% [3] - **Jujubes (C1605)**: Spot price is 7900, futures price is 9095.0, basis is -1195.0, basis rate is -13.14%, historical quantile is 36.60% [3] - **Soybean Meal (M2605)**: Spot price is 3390, futures price is 3128.0, basis is 262.0, basis rate is 8.38%, historical quantile is 68.50% [5] - **Soybean Oil (V2605)**: Spot price is 8900, futures price is 8690.0, basis is 210.0, basis rate is 2.42%, historical quantile is 44.00% [5] Energy and Chemicals - **Para - Xylene (PX605)**: Spot price is 10128.5, futures price is 10018.0, basis is 110.5, basis rate is 1.10%, historical quantile is 62.90% [3] - **PTA (TA605)**: Spot price is 6930.0, futures price is 6934.0, basis is -4.0, basis rate is -0.06%, historical quantile is 57.30% [3] - **Ethylene Glycol (EG2605)**: Spot price is 4560.0, futures price is 4729.0, basis is -169.0, basis rate is -3.57%, historical quantile is 3.90% [3] - **Polyester Staple Fiber (PF604)**: Spot price is 8400.0, futures price is 8382.0, basis is 18.0, basis rate is 0.21%, historical quantile is 48.70% [3] - **Styrene (EB2604)**: Spot price is 9865.0, futures price is 10000.0, basis is -135.0, basis rate is -1.35%, historical quantile is 9.80% [3] - **Methanol (MA605)**: Spot price is 2825.0, futures price is 2805.0, basis is 20.0, basis rate is 0.71%, historical quantile is 56.70% [3] - **Urea (UR605)**: Spot price is 1900.0, futures price is 1889.0, basis is 11.0, basis rate is 0.58%, historical quantile is 20.60% [3] - **LLDPE (L2605)**: Spot price is 8275.0, futures price is 8416.0, basis is -141.0, basis rate is -1.68%, historical quantile is 2.30% [3] - **PP (PP2605)**: Spot price is 8700.0, futures price is 8603.0, basis is 97.0, basis rate is 1.13%, historical quantile is 54.90% [3] - **PVC (V2605)**: Spot price is 5670.0, futures price is 5724.0, basis is -54.0, basis rate is -0.94%, historical quantile is 70.30% [3] - **Caustic Soda (SH605)**: Spot price is 2093.8, futures price is 2604.0, basis is -510.3, basis rate is -19.59%, historical quantile is 0.50% [3] - **LPG (PG2604)**: Spot price is 6148.0, futures price is 5734.0, basis is 414.0, basis rate is 7.22%, historical quantile is 58.40% [3] - **Asphalt (BU2604)**: Spot price is 3970.0, futures price is 4089.0, basis is -119.0, basis rate is -2.91%, historical quantile is 26.80% [3] - **Butadiene Rubber (BR2604)**: Spot price is 15600.0, futures price is 15725.0, basis is -125.0, basis rate is -0.79%, historical quantile is 18.90% [3] - **Glass (FG605)**: Spot price is 976.0, futures price is 1135.0, basis is -159.0, basis rate is -16.29%, historical quantile is 9.05% [3] - **Soda Ash (SA605)**: Spot price is 1257.0, futures price is 1277.0, basis is -20.0, basis rate is -1.59%, historical quantile is 46.94% [3] - **Pure Benzene (BZ2604)**: Spot price is 8270.0, futures price is 8288.0, basis is -18.0, basis rate is -0.22%, historical quantile is 86.10% [3] - **Propylene (PL2605)**: Spot price is 8050.0, futures price is 8342.0, basis is -292.0, basis rate is -3.50%, historical quantile is 6.40% [3] - **Bottle Chips (PR2605)**: Spot price is 8950.0, futures price is 8306.0, basis is 644.0, basis rate is 7.75%, historical quantile is 99.40% [3] - **Natural Rubber (RU2605)**: Spot price is 16900.0, futures price is 16765.0, basis is 135.0, basis rate is 0.80%, historical quantile is 98.32% [3] Financial Futures - **Stock Index Futures**: - **IF2603.CFF**: Spot price is 4669.1400, futures price is 4658.0, basis is -11.1400, basis rate is -0.24%, historical quantile is 36.70% [3] - **IH2603.CFE**: Spot price is 2956.8468, futures price is 2957.0, basis is 0.1532, basis rate is 0.01%, historical quantile is 56.20% [3] - **IC2603.CFE**: Spot price is 8239.7980, futures price is 8213.8, basis is -25.9980, basis rate is -0.32%, historical quantile is 44.70% [3] - **IM2603.CFE**: Spot price is 8214.2926, futures price is 8187.0, basis is -27.2926, basis rate is -0.33%, historical quantile is 50.70% [3] - **Treasury Bond Futures**: - **2 - Year Treasury Bond (TS2606)**: Spot price is 100.03, futures price is 102.47, basis is 0.00, basis rate is 0.00%, historical quantile is 29.80%, conversion factor is 0.9762 [3] - **5 - Year Treasury Bond (TF2606)**: Spot price is 100.17, futures price is 105.97, basis is 0.03, basis rate is 0.03%, historical quantile is 33.60%, conversion factor is 0.9450 [3] - **10 - Year Treasury Bond (T2606)**: Spot price is 99.85, futures price is 108.24, basis is 0.07, basis rate is 0.07%, historical quantile is 26.20%, conversion factor is 0.9219 [3] - **30 - Year Treasury Bond (TL2606)**: Spot price is 121.90, futures price is 111.11, basis is 0.40, basis rate is 0.36%, historical quantile is 58.00%, conversion factor is 1.0935 [3] Data Source - Wind, Mysteel, GF Futures Research Institute [3] Historical Quantile Calculation - Based on the basis levels of each variety in the
全品种价差日报-20260106
Guang Fa Qi Huo· 2026-01-06 03:03
Report Summary 1. Report Industry Investment Rating No information provided. 2. Core View of the Report The report presents the spot prices, futures prices, basis, basis rates, historical quantiles, and other data of various commodities on January 6, 2026, covering ferrous metals, non - ferrous metals, precious metals, agricultural products, energy chemicals, and financial products. 3. Summary by Commodity Categories Ferrous Metals - **Silicon Iron (SF603)**: Spot price is 5624, futures price is 5638, basis is 14, basis rate is 0.25%, and historical quantile is 56.90% [1] - **Silicon Manganese (SM603)**: Spot price is 5920, historical quantile is 35.00% [1] - **Rebar (RB2605)**: Spot price of HRB400 20mm in Shanghai is 3104, futures price is 3290, basis is 186, basis rate is 5.99%, and historical quantile is 69.90% [1] - **Hot - Rolled Coil (HC2605)**: Spot price of Q235B 4.75mm in Shanghai is 3248, futures price is 3250, basis is 2, basis rate is 0.06%, and historical quantile is 19.60% [1] - **Iron Ore (I2605)**: Spot price of 62.5% Brazilian mixed powder (BRBF) at Rizhao Port is 1649, futures price is 1702, basis is 53, basis rate is 3.23%, and historical quantile is 56.90% [1] - **Coke (J2605)**: Spot price of quasi - first - grade metallurgical coke at Rizhao Port is 797, futures price is 871, basis is 74, basis rate is 8.55%, and historical quantile is 85.48% [1] - **Coking Coal (JM2605)**: Spot price of S1.3 G75 main coking coal (Meng 5) at Shaheyi is 1081, futures price is 1156, basis is 76, basis rate is 6.99%, and historical quantile is 45.90% [1] Non - Ferrous Metals - **Copper (CU2602)**: Spot price is 100575, futures price is 101350, basis is - 775, basis rate is - 0.76%, and historical quantile is 6.25% [1] - **Aluminum (AL2602)**: Spot price of SMM A00 aluminum average is 23310, futures price is 23645, basis is - 335, basis rate is - 1.42%, and historical quantile is 1.45% [1] - **Alumina (AO2605)**: Spot price of SMM alumina index average is 2697, futures price is 2770, basis is - 73, basis rate is - 2.65%, and historical quantile is 14.31% [1] - **Zinc (ZN2602)**: Spot price of SMM 1 zinc ingot average is 23820, futures price is 23900, basis is 80, basis rate is 0.34%, and historical quantile is 71.04% [1] - **Tin (SN2602)**: Spot price of SMM 1 tin average is 331600, futures price is 334370, basis is - 2770, basis rate is - 0.83%, and historical quantile is 9.79% [1] - **Nickel (NI2602)**: Spot price of SMM 1 imported nickel average is 134100, futures price is 134750, basis is 650, basis rate is 0.48%, and historical quantile is 84.79% [1] - **Stainless Steel (SS2602)**: Spot price of 304/2B 2*1240*C in Wuxi Hongwang (including trimming fee) is 13075, futures price is 13370, basis is - 295, basis rate is - 2.21%, and historical quantile is 54.07% [1] - **Lithium Carbonate (LC2605)**: Spot price of SMM battery - grade lithium carbonate average is 129980, futures price is 119500, basis is 10480, basis rate is 8.06%, and historical quantile is 2.42% [1] - **Industrial Silicon (SI2605)**: Spot price is 9250, futures price is 8730, basis is 520, basis rate is 5.96%, and historical quantile is 31.90% [1] Precious Metals - **Gold (AU2602)**: Spot price of Shanghai Gold Exchange gold spot AU (T + D) is 992.6, futures price is 995.0, basis is 2.4, basis rate is 0.24%, and historical quantile is 35.50% [1] - **Silver (AG2604)**: Spot price of Shanghai Gold Exchange silver spot AG (T + D) is 18319.0, futures price is 18247.0, basis is 72.0, basis rate is 0.39%, and historical quantile is 98.50% [1] Agricultural Products - **Soybean Meal (M2605)**: Spot price of common protein soybean meal at Zhangjiagang, Jiangsu is 3050, futures price is 2754.0, basis is 296.0, basis rate is 10.75%, and historical quantile is 69.90% [1] - **Soybean Oil (Y2605)**: Spot price of fourth - grade soybean oil at Zhangjiagang, Jiangsu is 8290, futures price is 7856.0, basis is 434.0, basis rate is 5.52%, and historical quantile is 74.70% [1] - **Palm Oil (P2605)**: Spot price at Huangpu Port is 8488.0, futures price is 8430, basis is - 58.0, basis rate is - 0.68%, and historical quantile is 11.10% [1] - **Rapeseed Meal (RM605)**: Spot price of common rapeseed meal at Zhanjiang, Guangdong is 2530, futures price is 2361.0, basis is 169.0, basis rate is 7.16%, and historical quantile is 79.60% [1] - **Rapeseed Oil (Oleos)**: Spot price of fourth - grade rapeseed oil at Nantong, Jiangsu is 9780, futures price is 9044.0, basis is 736.0, basis rate is 8.14%, and historical quantile is 94.90% [1] - **Corn (C2603)**: Spot price at Jinzhou Port is 2310, futures price is 2224.0, basis is 86.0, basis rate is 3.87%, and historical quantile is 83.30% [1] - **Corn Starch (CS2603)**: Spot price at Changchun, Jilin is 2620, futures price is 2509.0, basis is 111.0, basis rate is 4.42%, and historical quantile is 54.90% [1] - **Live Pigs (H2603)**: Spot price at Henan is 12850, futures price is 11660.0, basis is 1190.0, basis rate is 10.21%, and historical quantile is 82.50% [1] - **Eggs (JD2603)**: Spot price at Shijiazhuang, Hebei is 2992.0, futures price is 2910, basis is 82.0, basis rate is 2.74%, and historical quantile is 32.50% [1] - **Cotton (CF605)**: Spot price at Xinjiang is 15442, futures price is 14655.0, basis is 787.0, basis rate is 5.37%, and historical quantile is 31.80% [1] - **Sugar (SR605)**: Spot price at Liuzhou Station is 5370, futures price is 5257.0, basis is 113.0, basis rate is 2.15%, and historical quantile is 16.80% [1] - **Apples (AP605)**: Spot price (theoretical delivery price) is 9547.0, futures price is 9200, basis is - 347.0, basis rate is - 3.63%, and historical quantile is 10.30% [1] - **Red Dates (CJ605)**: Spot price of first - grade grey dates at Hebei is 8955.0, futures price is 8200, basis is - 755.0, basis rate is - 8.43%, and historical quantile is 56.50% [1] Energy Chemicals - **Paraxylene (PX603)**: Spot price at Chinese main ports is 7210.0, futures price is 7113.0, basis is - 97.0, basis rate is - 1.35%, and historical quantile is 10.60% [1] - **PTA (TA605)**: Spot price in East China is 5046.0, futures price is 5000.0, basis is - 46.0, basis rate is - 0.91%, and historical quantile is 39.20% [1] - **Ethylene Glycol (EG2605)**: Spot price in East China is 3732.0, futures price is 3605.0, basis is - 127.0, basis rate is - 3.40%, and historical quantile is 12.20% [1] - **Polyester Staple Fiber (PF602)**: Spot price in East China market is 6515.0, futures price is 6462.0, basis is 53.0, basis rate is 0.82%, and historical quantile is 56.30% [1] - **Styrene (EB2602)**: Spot price in East China is 6835.0, futures price is 6739.0, basis is 96.0, basis rate is 1.42%, and historical quantile is 49.00% [1] - **Methanol (MA605)**: Spot price in Jiangsu, Taicang is 2220.0, futures price is 2215.0, basis is 5.0, basis rate is 0.23%, and historical quantile is 46.80% [1] - **Urea (UR605)**: Spot price in Shandong is 1768.0, futures price is 1720.0, basis is 48.0, basis rate is 2.78%, and historical quantile is 4.80% [1] - **LLDPE (L2605)**: Spot price in Shandong is 6449.0, futures price is 6435.0, basis is 14.0, basis rate is 0.22%, and historical quantile is 18.60% [1] - **PP (PP2605)**: Spot price in Zhejiang is 6330.0, futures price is 6300.0, basis is 30.0, basis rate is 0.48%, and historical quantile is 18.50% [1] - **PVC (V2605)**: Spot price in Changzhou is 4764.0, futures price is 4480.0, basis is 284.0, basis rate is 6.36%, and historical quantile is 9.00% [1] - **Caustic Soda (SH603)**: Spot price in Shandong is 2164.0, futures price is 2156.3, basis is 7.7, basis rate is 0.36%, and historical quantile is 42.50% [1] - **LPG (PG2602)**: Spot price in Guangzhou is 4858.0, futures price is 4136.0, basis is 722.0, basis rate is 17.46%, and historical quantile is 85.70% [1] - **Asphalt (BU2602)**: Spot price in Shandong is 3133.0, futures price is 3070.0, basis is 63.0, basis rate is 2.01%, and historical quantile is 39.40% [1] - **Butadiene Rubber (BR2602)**: Spot price in East China is 11645.0, futures price is 11500.0, basis is - 145.0, basis rate is - 1.25%, and historical quantile is 15.10% [1] - **Glass (FG605)**: Spot price in Shahe is 1081.0, futures price is 900.0, basis is 181.0, basis rate is 20.11%, and historical quantile is 4.63% [1] - **Soda Ash (SA605)**: Spot price in Shahe is 1177.0, futures price is 1137.0, basis is 40.0, basis rate is 3.52%, and historical quantile is 28.84% [1] - **Natural Rubber (RU2605)**: Spot price in Shanghai is 15605.0, futures price is 15250.0, basis is 355.0, basis rate is 2.33%, and historical quantile is 0.00% [1] Financial Products - **Stock Index Futures**: - **IF2603.CFE**: Spot price is 4697.0, futures price is 4717.7, basis is 20.7, basis rate is 0.44%, and historical quantile is 23.10% [1] - **IH2603.CFE**: Spot price is 3098.8, futures price is 3099.7, basis is - 0.9, basis rate is - 0.03%, and historical quantile is 50.60% [1] - **IC2603.CFE**: Spot price is 7651.2, futures price is 7596.0, basis is - 55.2, basis rate is - 0.73%, and historical quantile is 16.40% [1] - **IM2603.CFE**: Spot price is 7639.0, futures price is 7753.9, basis is - 114.9, basis rate is - 1.50%, and historical quantile is 14.30% [1] - **Treasury Bond Futures**: - **TS2603**: Spot price is 100.10, futures price is 102.42, basis is - 2.32, basis rate is - 2.32%, and historical quantile is 29.20% [1] - **TF2603**: Spot price is 99.44, futures price is 105.69, basis is - 6.25, basis rate is - 6.29%, and historical quantile is 23.00% [1] - **T2603**: Spot price is 100.25, futures price is 107.84, basis is - 7.59, basis rate is - 7.57%, and historical quantile