铁矿石(I2509)

Search documents
全品种价差日报-20250811
Guang Fa Qi Huo· 2025-08-11 08:16
| 24 | 硅锰(SM509) | 0.40% | 29.10% | 折算价:6517硅锰:内蒙-湖北仓单 | 6070 | 6046 | 127 | 57.70% | 3340 | 3.95% | HRB40020mm:上海 | 螺纹钢 (RB2510) | 3213 | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | Q235B: 4.75mm: 上海 | 22 | 0.64% | 3450 | 3428 | 26.40% | 热卷(HC2510) | 42 | 5.31% | 832 | 折算价:62.5%巴混粉(BRBF):淡水河谷:日照港 | 790 | 36.10% | 铁矿石 (12509) | | | | | | -3.73% | 1592 | -62 | 1654 | 26.81% | 焦炭 (J2509) | 折算价:准一级冶金焦A13, S0.7,CSR60,MT7:日照港 | 焦煤 (JM260 ...
广发期货全品种价差日报-20250701
Guang Fa Qi Huo· 2025-07-01 03:28
投资咨询业务资格:证监许可 [2011] 1292号 2025年7月1日 | 68.20% | 硅铁 (SF509) | 折算价:72硅铁合格块:内蒙-天津仓单 | 5344 | 184 | 5528 | 3.44% | 178 | 硅罐(SM509) | 5820 | 55.00% | 折算价:6517硅锰:内蒙-湖北仓单 | 5642 | 3.15% | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 133 | 3130 | 2997 | 4.44% | 螺纹钢 (RB2510) | 59.20% | HRB40020mm:上海 | 77 | 热卷(HC2510) | 3200 | 3123 | 49.20% | Q235B: 4.75mm: 上海 | 2.47% | | | | | | 759 | 716 | 43 | 折算价:62.5%巴混粉(BRBF):淡水河谷:日照港 | 铁矿石 (12509) | 6.0 ...
全品种价差日报-20250627
Guang Fa Qi Huo· 2025-06-27 05:17
1. Report Industry Investment Rating - No relevant content provided. 2. Core View of the Report - The report presents a daily spread report for all varieties on June 27, 2025, including data on various commodities such as metals, agricultural products, energy, and chemical products, with details on spot prices, futures prices, basis, basis rates, and historical quantiles [1][3]. 3. Summary by Categories Metals - **Ferrous Metals**: For silicon iron (SF509), the spot price is 5528, the futures price is 5384, the basis is 144, and the basis rate is 2.67% with a historical quantile of 76.30%. For silicon manganese (SM509), the spot price is 5676, the futures price is 5790, the basis is -114, and the basis rate is -2.01% with a historical quantile of 45.50%. Similar data is provided for other ferrous metals like螺纹钢 (RB2510), 热卷 (HC2510), 铁矿石 (I2509), 焦炭 (J2509), and 焦煤 (JM2509) [1]. - **Non - Ferrous Metals**: For copper (CU2508), the spot price is 78940, the futures price is 78890, the basis is 50, and the basis rate is 0.06% with a historical quantile of 46.66%. For aluminum (AL2508), the spot price is 20610, the futures price is 20445, the basis is 165, and the basis rate is 0.81% with a historical quantile of 85.41%. Other non - ferrous metals such as zinc (ZN2508), tin (SN2508), nickel (NI2508), stainless steel (SS2508), and lithium carbonate (LC2509) also have their respective data presented [1]. - **Precious Metals**: For gold (AU2508), the spot price is 775.3, the futures price is 773.3, the basis is 2.0, and the basis rate is 0.26% with a historical quantile of 40.10%. For silver (AG2508), the spot price is 8796.0, the futures price is 8773.0, the basis is 23.0, and the basis rate is 0.26% with a historical quantile of 32.70% [1]. Agricultural Products - For soybean meal (M2509), the spot price is 2936.0, the futures price is 2820, the basis is 116.0, and the basis rate is 3.95% with a historical quantile of 12.90%. For soybean oil (Y2509), the spot price is 8140, the futures price is 8000.0, the basis is 140.0, and the basis rate is 1.75% with a historical quantile of 20.00%. Other agricultural products like palm oil (P2509), rapeseed meal (RM509), rapeseed oil (O1509), corn (C2509), corn starch (CS2509), live pigs (LH2509), eggs (JD2508), cotton (CF509), sugar (SR509), apples (AP510), and jujubes (CJ509) are also covered [1]. Energy and Chemicals - For p - xylene (PX509), the spot price is 6959.7, the futures price is 6722.0, the basis is 237.7, and the basis rate is 3.54% with a historical quantile of 87.90%. For PTA (TA509), the spot price is 5030.0, the futures price is 4770.0, the basis is 260.0, and the basis rate is 5.45% with a historical quantile of 84.90%. Other energy and chemical products such as ethylene glycol (EG2509), styrene (EB2508), methanol (MA509), urea (UR509), LLDPE (L2509), PP (PP2509), PVC (V2509), caustic soda (SH209), LPG (PG2508), asphalt (BU2509), butadiene rubber (BR2508), glass (FG509), and soda ash (SA509) are included in the report [1]. Financial Futures - For stock index futures such as IF2509.CFF, the spot price is 3946.0, the futures price is 3904.2, the basis is - 41.8, and the basis rate is - 1.07% with a historical quantile of 6.70%. For bond futures like 2 - year bond (TS2509), 5 - year bond (TF2509), 10 - year bond (T2509), and 30 - year bond (TL2509), their respective data on spot prices, futures prices, bases, basis rates, and historical quantiles are provided [1].
全品种价差日报-20250610
Guang Fa Qi Huo· 2025-06-10 07:05
Report Information - Report Title: All-variety Spread Daily Report [2] - Report Date: June 10, 2025 [2] - Data Sources: Wind, Mysteel, GF Futures Research Institute [3] Core Data Ferrous Metals - Silicon Iron (SF509): Futures price is 5528, spot price is 5174, basis is 354, basis rate is 6.84%, historical quantile is 92.30% [1] - Silicon Manganese (SM509): Futures price is 5720, spot price is 5552, basis is 168, basis rate is 3.03% [1] - Rebar (RB2510): Futures price is 2981, spot price is 3110, basis is -129, basis rate is -4.33%, historical quantile is 58.30% [1] - Hot Rolled Coil (HC2510): Futures price is 300E, spot price is 3200, basis is -105, basis rate is -3.39%, historical quantile is 57.90% [1] - Iron Ore (I2509): Futures price is 758, spot price is 703, basis is 55, basis rate is 7.79%, historical quantile is 45.10% [1] - Coke (J2509): Futures price is 1347, spot price is 1339, basis is 8, basis rate is 0.59%, historical quantile is 50.31% [1] - Coking Coal (JM2509): Futures price is 838, spot price is 780, basis is 58, basis rate is 7.44%, historical quantile is 36.10% [1] Non-ferrous Metals - Copper (CU2507): Futures price is 78910, spot price is 78875, basis is -35, basis rate is -0.04%, historical quantile is 36.66% [1] - Aluminum (AL2507): Futures price is 20210, spot price is 20025, basis is 185, basis rate is 0.92%, historical quantile is 87.50% [1] - Zinc (ZN2507): Futures price is 22520, spot price is 21910, basis is 610, basis rate is 2.78%, historical quantile is 98.75% [1] - Tin (SN2507): Futures price is 263900, spot price is 263740, basis is 160, basis rate is 0.06%, historical quantile is 52.08% [1] - Nickel (NI2507): Futures price is 122710, spot price is 122700, basis is -10, basis rate is -0.01%, historical quantile is 52.70% [1] - Stainless Steel (SS2507): Futures price is 13170, spot price is 12640, basis is 530, basis rate is 4.19%, historical quantile is 90.98% [1] - Lithium Carbonate (LC2507): Futures price is 60700, spot price is 60550, basis is 150, basis rate is -0.74%, historical quantile is 40.48% [1] - Industrial Silicon (SI2507): Futures price is 8150, spot price is 7475, basis is 675, basis rate is 9.03%, historical quantile is 48.12% [1] Precious Metals - Gold (AU2508): Futures price is 739.8, spot price is 735.4, basis is -4.4, basis rate is -0.60%, historical quantile is 7.40% [1] - Silver (AG2508): Futures price is 8008.0, spot price is 7967.0, basis is -41.0, basis rate is -0.51%, historical quantile is 9.80% [1] Agricultural Products - Soybean Meal (M2509): Futures price is 3019.0, spot price is 2840, basis is -179.0, basis rate is -5.93%, historical quantile is 27.00% [1] - Soybean Oil (Y2509): Futures price is 7970, spot price is 7766.0, basis is 204.0, basis rate is 2.63% [1] - Palm Oil (P2509): Futures price is 8580, spot price is 8182.0, basis is 398.0, basis rate is 4.86%, historical quantile is 66.00% [1] - Rapeseed Meal (RM509): Futures price is 2614.0, spot price is 2490, basis is -124.0, basis rate is -4.74%, historical quantile is 12.90% [1] - Rapeseed Oil (OI509): Futures price is 9360, spot price is 9182.0, basis is 178.0, basis rate is 1.94%, historical quantile is 57.10% [1] - Corn (C2507): Futures price is 2357.0, spot price is 2350, basis is -7.0, basis rate is -0.30%, historical quantile is 43.50% [1] - Corn Starch (CS2507): Futures price is 2700, spot price is 2687.0, basis is 13.0, basis rate is 0.48%, historical quantile is 13.80% [1] - Live Hogs (LH2509): Futures price is 13880, spot price is 13475.0, basis is 405.0, basis rate is 3.01%, historical quantile is 51.60% [1] - Eggs (JD2507): Futures price is 2837.0, spot price is 2650, basis is -187.0, basis rate is -6.59%, historical quantile is 15.50% [1] - Cotton (CF509): Futures price is 14485, spot price is 13495.0, basis is 990.0, basis rate is 7.34%, historical quantile is 60.10% [1] - Sugar (SR509): Futures price is 6170, spot price is 5734.0, basis is 436.0, basis rate is 7.60%, historical quantile is 80.20% [1] - Apples (AP510): Futures price is 8600, spot price is 7486.0, basis is 1114.0, basis rate is 14.88%, historical quantile is 75.60% [1] - Red Dates (CJ509): Futures price is 8910.0, spot price is 8300, basis is -610.0, basis rate is -6.85%, historical quantile is 69.20% [1] Energy and Chemicals - Paraxylene (PX509): Futures price is 7063.7, spot price is 6788.0, basis is 275.7, basis rate is 4.06%, historical quantile is 93.90% [1] - PTA (TA509): Futures price is 4980.0, spot price is 4814.0, basis is 166.0, basis rate is 3.45%, historical quantile is 79.40% [1] - Ethylene Glycol (EG2509): Futures price is 4510.0, spot price is 4359.0, basis is 151.0, basis rate is 3.46%, historical quantile is 94.10% [1] - Polyester Staple Fiber (PF507): Futures price is 6530.0, spot price is 6500.0, basis is 30.0, basis rate is 0.46%, historical quantile is 55.50% [1] - Styrene (EB2507): Futures price is 7790.0, spot price is 7226.0, basis is 564.0, basis rate is 7.81%, historical quantile is 91.90% [1] - Methanol (MA509): Futures price is 2235.0, spot price is 2218.0, basis is 17.0, basis rate is 0.77%, historical quantile is 51.00% [1] - Urea (UR509): Futures price is 1880.0, spot price is 1784.0, basis is 96.0, basis rate is 5.38%, historical quantile is 41.60% [1] - LLDPE (L2509): Futures price is 7125.0, spot price is 7025.0, basis is 100.0, basis rate is 1.42%, historical quantile is 47.30% [1] - PP (PP2509): Futures price is 7135.0, spot price is 6918.0, basis is 217.0, basis rate is 3.14%, historical quantile is 72.80% [1] - PVC (V2509): Futures price is 4744.0, spot price is 4650.0, basis is -94.0, basis rate is -1.98%, historical quantile is 55.20% [1] - Caustic Soda (SH209): Futures price is 2750.0, spot price is 2479.0, basis is 271.0, basis rate is 10.93%, historical quantile is 83.10% [1] - LPG (PG2507): Futures price is 4698.0, spot price is 4120.0, basis is 578.0, basis rate is 14.03%, historical quantile is 73.40% [1] - Asphalt (BU2509): Futures price is 3640.0, spot price is 3514.0, basis is 126.0, basis rate is 3.59%, historical quantile is 77.50% [1] - Butadiene Rubber (BR2507): Futures price is 11700.0, spot price is 11345.0, basis is 355.0, basis rate is 3.13%, historical quantile is 67.10% [1] - Glass (FG509): Futures price is 1036.0, spot price is 1006.0, basis is 30.0, basis rate is 2.90%, historical quantile is 73.26% [1] - Soda Ash (SA509): Futures price is 1252.0, spot price is 1202.0, basis is 50.0, basis rate is 3.99%, historical quantile is 44.84% [1] - Natural Rubber (RU2509): Futures price is 13725.0, spot price is 13650.0, basis is -75.0, basis rate is -0.55%, historical quantile is 93.75% [1] Financial Futures - CSI 300 (IF2506): Futures price is 3885.2, spot price is 3867.8, basis is 17.4, basis rate is 0.45%, historical quantile is 24.40% [1] - SSE 50 (IH2506): Futures price is 2686.8, spot price is 2676.6, basis is 10.2, basis rate is 0.38% [1] - CSI 500 (IC2506): Futures price is 5805.7, spot price is 5766.4, basis is 39.3, basis rate is 0.68%, historical quantile is 30.70% [1] - CSI 1000 (IM2506): Futures price is 6219.0, spot price is 6167.8, basis is 51.2, basis rate is 0.83%, historical quantile is 24.30% [1] - 2-year Treasury Bond (TS2509): Futures price is 102.44, spot price is 100.28, basis is -2.16, basis rate is -2.11%, historical quantile is 10.80% [1] - 5-year Treasury Bond (TF2509): Futures price is 106.12, spot price is 101.02, basis is -5.1, basis rate is -4.81%, historical quantile is 23.60% [1] - 10-year Treasury Bond (T2509): Futures price is 108.98, spot price is 99.63, basis is -9.35, basis rate is -8.58%, historical quantile is 10.70% [1] - 30-year Treasury Bond (TL2509): Futures price is 135.79, spot price is 120.07, basis is -15.72, basis rate is -13.09%, historical quantile is 52.60% [1]