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全品种价差日报-20260127
Guang Fa Qi Huo· 2026-01-27 01:29
| 折算价:72硅铁合格块:内蒙-天津仓单 | 硅铁 (SF603) | 0.89% | 61.00% | 5628 | 50 | 5678 | 122 | 2.09% | 2950 | 2858 | 折算价:6517硅锰:内蒙-湖北仓单 | 硅罐(SM603) | 49.30% | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 4.36% | 137 | 58.80% | 3280 | HRB40020mm: 上海 | 螺纹钢 (RB2605) | 3143 | -12 | -0 36% | Q235B: 4.75mm: 上海 | 热卷 (HC2605) | 3290 | 3302 | 13.60% | | | | | | ୧୧ | 铁矿石 (12605) | 850 | 785 | 8.38% | 折算价:62.5%巴混粉(BRBF):淡水河谷:日照港 | 51.60% | 15 | 0.88% | 1734 | ...
全品种价差日报-20260120
Guang Fa Qi Huo· 2026-01-20 05:32
Report Summary 1) Report Industry Investment Rating No information provided. 2) Core View of the Report No information provided. 3) Summary by Related Catalogs Ferrous Metals - For silicon iron (SF603), the spot price is 5648, the futures price is 5548, and the basis is 100 [1]. - For silicon manganese (SM603), the spot price is 5808, the futures price is 5970, and the basis is -162 [1]. - For rebar (RB2605), the spot price is 3290, the futures price is 3140, and the basis is 150 [1]. - For hot - rolled coil (HC2605), the spot price is 3280, the futures price is 3299, and the basis is -19 [1]. - For iron ore (I2605), the spot price is 852, the futures price is 794, and the basis is 58 [1]. - For coke (J2605), the spot price is 1734, the futures price is 1721, and the basis is 13 [1]. - For coking coal (JM2605), the spot price is 1175, the futures price is 1156, and the basis is 19 [1]. Non - Ferrous Metals - For copper (CU2603), the spot price is 100940, the futures price is 101180, and the basis is -240 [1]. - For aluminum (AL2603), the spot price is 23870, the futures price is 24090, and the basis is -220 [1]. - For alumina (AO2605), the spot price is 2733, the futures price is 2641, and the basis is 92 [1]. - For zinc (ZN2603), the spot price is 24450, the futures price is 24350, and the basis is 100 [1]. - For tin (SN2602), the spot price is 389800, the futures price is 389500, and the basis is 300 [1]. - For stainless steel (SS2603), the spot price is 14470, the futures price is 14305, and the basis is 165 [1]. - For lithium carbonate (LC2605), the spot price is 151000, the futures price is 147260, and the basis is 3740 [1]. - For industrial silicon (SI2605), the spot price is 9250, the futures price is 8845, and the basis is 405 [1]. Precious Metals - For gold (AU2604), the spot price is 1045.3, the futures price is 1048.9, and the basis is -3.6 [1]. - For silver (AG2604), the spot price is 23189.0, the futures price is 23136.0, and the basis is 53.0 [1]. Agricultural Products - For soybean meal (M2605), the spot price is 3080, the futures price is 2727.0, and the basis is 353.0 [1]. - For soybean oil (V2605), the spot price is 8450, the futures price is 7996.0, and the basis is 454.0 [1]. - For palm oil (P2605), the spot price is 8648.0, the futures price is 8620, and the basis is -28.0 [1]. - For rapeseed meal (RM2605), the spot price is 2390, the futures price is 2221.0, and the basis is 169.0 [1]. - For rapeseed oil (OI2605), the spot price is 9780, the futures price is 8902.0, and the basis is 878.0 [1]. - For corn (C2603), the spot price is 2355, the futures price is 2281.0, and the basis is 74.0 [1]. - For corn starch (CS2603), the spot price is 2620, the futures price is 2555.0, and the basis is 65.0 [1]. - For live pigs (H2603), the spot price is 13400, the futures price is 11705.0, and the basis is 1695.0 [1]. - For eggs (JD2603), the spot price is 3510, the futures price is 3023.0, and the basis is 487.0 [1]. - For cotton (CF2605), the spot price is 15650, the futures price is 14545.0, and the basis is 1105.0 [1]. - For white sugar (SR2605), the spot price is 5390, the futures price is 5244.0, and the basis is 146.0 [1]. - For apples (AP2605), the spot price is 9400, the futures price is 9345.0, and the basis is 55.0 [1]. - For red dates (CJ2605), the spot price is 8815.0, the futures price is 8000, and the basis is 815.0 [1]. Energy and Chemicals - For p - xylene (PX2603), the spot price is 7106.0, the futures price is 7055.0, and the basis is 51.0 [1]. - For PTA (TA2605), the spot price is 5030.0, the futures price is 4975.0, and the basis is 55.0 [1]. - For ethylene glycol (EG2605), the spot price is 3755.0, the futures price is 3635.0, and the basis is 120.0 [1]. - For polyester staple fiber (PF2603), the spot price is 6435.0, the futures price is 6398.0, and the basis is 37.0 [1]. - For styrene (EB2602), the spot price is 7430.0, the futures price is 7295.0, and the basis is 135.0 [1]. - For methanol (MA2605), the spot price is 2212.0, the futures price is 2207.0, and the basis is 5.0 [1]. - For urea (UR2605), the spot price is 1772.0, the futures price is 1750.0, and the basis is 22.0 [1]. - For LLDPE (L2605), the spot price is 6750.0, the futures price is 6667.0, and the basis is 83.0 [1]. - For PP (PP2605), the spot price is 6575.0, the futures price is 6482.0, and the basis is 93.0 [1]. - For PVC (V2605), the spot price is 4801.0, the futures price is 4560.0, and the basis is 241.0 [1]. - For caustic soda (SH2603), the spot price is 2005.0, the futures price is 1984.0, and the basis is 21.0 [1]. - For LPG (PG2603), the spot price is 4998.0, the futures price is 4092.0, and the basis is 906.0 [1]. - For asphalt (BU2603), the spot price is 3142.0, the futures price is 3080.0, and the basis is -62.0 [1]. - For butadiene rubber (BR2603), the spot price is 11800.0, the futures price is 11605.0, and the basis is 195.0 [1]. - For glass (FG2605), the spot price is 936.0, the futures price is 1070.0, and the basis is -134.0 [1]. - For soda ash (SA2605), the spot price is 1142.0, the futures price is 1192.0, and the basis is -50.0 [1]. - For natural rubber (RU2605), the spot price is 15745.0, the futures price is 15500.0, and the basis is -245.0 [1]. Financial Futures - For IF2603.CFF, the spot price is 4734.5, the futures price is 4728.6, and the basis is -5.9 [1]. - For IH2603.CFE, the spot price is 3075.9, the futures price is 3077.6, and the basis is 1.7 [1]. - For IC2603.CFE, the spot price is 8287.9, the futures price is 8266.0, and the basis is -21.9 [1]. - For IM2603.CFE, the spot price is 8265.6, the futures price is 8186.6, and the basis is -79.0 [1]. - For 2 - year treasury bond (TS2603), the spot price is 102.40, the futures price is 100.09, and the basis is 0.01 (after considering conversion factor) [1]. - For 5 - year treasury bond (TF2603), the spot price is 105.78, the futures price is 99.55, and the basis is 0.07 (after considering conversion factor) [1]. - For 10 - year treasury bond (T2603), the spot price is 108.04, the futures price is 100.42, and the basis is 0.06 (after considering conversion factor) [1]. - For 30 - year treasury bond (TL2603), the spot price is 125.30, the futures price is 110.91, and the basis is 0.35 (after considering conversion factor) [1].
广发期货日评-20251231
Guang Fa Qi Huo· 2025-12-31 02:17
1. Report's Industry Investment Ratings - Not provided in the given content 2. Core Views of the Report - The short - term negative factors for the index have been exhausted, and it has rebounded continuously. The broad - based ETFs have also clearly flowed back recently, with limited downside space. The volatility is showing signs of recovery, and the RMB exchange rate has risen significantly. Core assets are expected to rise. Before the festival, there may be capital withdrawals, and there will be short - term fluctuations [3]. - The sentiment in the bond market has recovered, but the overall market sentiment is fragile and sensitive to negative factors. In the short term, with unclear positive factors, the bond market may maintain a volatile trend [3]. - For precious metals, the market sentiment needs time to recover after the sharp fall in the gold market due to rapid capital outflows. The "irrational" upward trend of silver is expected to end, bringing volatility reduction [3]. - The steel market is in a state of production reduction and inventory reduction, and the price maintains a range - bound trend [3]. - The new energy market has different trends. For example, the industrial silicon futures have rebounded in a volatile manner, while the lithium carbonate market has seen significant adjustments due to the profit - taking of risk - averse funds before the festival [3]. 3. Summaries According to Different Categories 3.1 Futures Variety Views - **Non - ferrous Metals**: - Copper: The copper price has corrected, and the spot discount has narrowed. It is recommended to take profits on long positions when the price is high. The main contract focuses on the support level of 95,500 - 96,000 [3]. - Aluminum: The spot discount has widened to a high value this year. Long positions can take short - term profits when the price is high. The main contract operates in the range of 21,800 - 22,800, and long positions can be arranged after the price correction [3]. - Zinc: The decline in TC supports the price, and the spot performance is average. The main contract refers to the range of 22,800 - 23,800, with a low - buying strategy in the range, and the cross - market reverse arbitrage should be continued to hold [3]. - **Energy and Chemicals**: - PX: The short - term is in a high - level volatile state; the medium - term should be treated with a low - buying strategy; the long - short spread between PX2605 and PX2609 should be mainly long at low levels [3]. - PTA: The short - term is in a high - level volatile state; the medium - term should be treated with a low - buying strategy; the long - short spread between TA2605 and TA2609 should be mainly long at low levels [3]. - Methanol: Affected by geopolitical factors, the price has risen significantly. It is recommended to reduce the MTO spread of the 05 contract [3]. - **Agricultural Products**: - Corn: The upward momentum is insufficient, and the market has fallen after rising. It is in a weakly volatile state [3]. - Cotton: The supply - demand outlook is optimistic. Attention should be paid to the restocking situation of downstream enterprises. It is in a strongly volatile state [3]. - Apple: The demand is weak, and the price is falling. It is recommended to close long positions at an appropriate time [3]. 3.2 Futures Variety Operation Suggestions - **Stock Index Futures**: It is recommended to continue to hold the bull spread portfolio and match it with a small amount of short - selling near - month out - of - the - money call options for hedging [3]. - **Treasury Bond Futures**: In the short term, pay attention to the capital situation and the central bank's bond - buying situation. In the medium term, pay attention to the performance of the first - quarter economic start and the stock market trend. The unilateral strategy is to wait and see for the time being, continue to pay attention to the positive arbitrage in the spot - futures strategy, and still tend to steepen the yield curve in the curve strategy [3]. - **Precious Metal Futures**: Gold is recommended to be purchased at a low price after the Spring Festival. For silver, before the New Year's Day, it is recommended to close or lock the positions and wait for a suitable allocation window after the festival [3].
广发期货日报-20251231
Guang Fa Qi Huo· 2025-12-31 01:57
Report Overview - The report is a daily spread report on all varieties dated December 31, 2025, with investment consulting business qualification (Certificate No. [2011] 1292) [2] Commodity Analysis Ferrous Metals - **Silicon Iron (SF603)**: Futures price is 5750, the spot price is 5678, the basis is -72, the basis rate is -1.29%, and the historical quantile is 48.60% [1] - **Silicon Manganese (SM603)**: Futures price is 5942, the basis is -0.37%, and the historical quantile is 21.60% [1] - **Rebar (RB2605)**: Futures price is 3134, the spot price is 3300, the basis is 166, the basis rate is 5.30%, and the historical quantile is 66.60% [1] - **Hot Rolled Coil (HC2605)**: Futures price is 3282, the basis is 17.70%, and the historical quantile is not provided [1] - **Iron Ore (I2605)**: Futures price is 870, the spot price is 789, the basis is -81, the basis rate is -10.22%, and the historical quantile is 61.00% [1] - **Coke (J2605)**: Futures price is 1715, the spot price is 1713, the basis is -2, the basis rate is -0.14%, and the historical quantile is 63.40% [1] - **Coking Coal (JM2605)**: Futures price is 1156, the spot price is 1120, the basis is 37, the basis rate is 3.26%, and the historical quantile is 36.70% [1] Non - Ferrous Metals - **Copper (CU2602)**: Futures price is 97620, the spot price is 98090, the basis is -470, the basis rate is -0.48%, and the historical quantile is 14.37% [1] - **Aluminum (AL2602)**: Futures price is 22180, the spot price is 22565, the basis is -385, the basis rate is -1.71%, and the historical quantile is 0.41% [1] - **Alumina (AO2605)**: Futures price is 2701, the spot price is 2751, the basis is -50, the basis rate is -1.82%, and the historical quantile is 17.62% [1] - **Zinc (ZN2602)**: Futures price is 23230, the spot price is 23380, the basis is -150, the basis rate is -0.64%, and the historical quantile is 23.95% [1] - **Tin (SN2602)**: Futures price is 323500, the spot price is 326330, the basis is -2830, the basis rate is -0.87%, and the historical quantile is 8.95% [1] - **Nickel (NI2602)**: Futures price is 129300, the spot price is 132390, the basis is -3090, the basis rate is 0.62%, and the historical quantile is 400 (not clear if this is correct format) [1] - **Stainless Steel (SS2602)**: Futures price is 13090, the spot price is 13320, the basis is 230, the basis rate is 1.76%, and the historical quantile is 42.91% [1] - **Lithium Carbonate (LC2605)**: Futures price is 118000, the spot price is 121580, the basis is -3580, the basis rate is -2.94%, and the historical quantile is 13.21% [1] - **Industrial Silicon (SIS605)**: Futures price is 335, the spot price is 9250, the basis is 8915, the basis rate is 19.96%, and the historical quantile is not provided [1] Precious Metals - **Gold (AU2602)**: Futures price is 982.2, the spot price is 984.8, the basis is -2.6, the basis rate is -0.27%, and the historical quantile is 29.40% [1] - **Silver (AG2604)**: Futures price is 18119.0, the spot price is 18140.0, the basis is -21.0, the basis rate is -0.12%, and the historical quantile is 49.40% [1] Agricultural Products - **Soybean Meal (M5605)**: Futures price is 2778.0, the spot price is 3060, the basis is 282.0, the basis rate is 10.15%, and the historical quantile is 67.90% [1] - **Soybean Oil (A5e02)**: Futures price is 7878.0, the spot price is 8300, the basis is 422.0, the basis rate is 5.36%, and the historical quantile is 73.30% [1] - **Palm Oil (P2605)**: Futures price is 8620, the spot price is 8658.0, the basis is -38.0, the basis rate is -0.44%, and the historical quantile is 15.50% [1] - **Rapeseed Meal (RM605)**: Futures price is 2403.0, the spot price is 2550, the basis is 147.0, the basis rate is 6.12%, and the historical quantile is 75.90% [1] - **Rapeseed Oil (Oleos)**: Futures price is 9086.0, the spot price is 9820, the basis is 734.0, the basis rate is 8.08%, and the historical quantile is 94.60% [1] - **Corn (C2603)**: Futures price is 2230.0, the spot price is 2330, the basis is 100.0, the basis rate is 4.48%, and the historical quantile is 88.70% [1] - **Corn Starch (CS2603)**: Futures price is 2526.0, the spot price is 2620, the basis is 94.0, the basis rate is 3.72%, and the historical quantile is 42.90% [1] - **Live Hogs (H2603)**: Futures price is 11790.0, the spot price is 12500, the basis is 710.0, the basis rate is 6.02%, and the historical quantile is 68.50% [1] - **Eggs (JD2602)**: Futures price is 2910, the spot price is 2938.0, the basis is -28.0, the basis rate is -0.99%, and the historical quantile is 36.80% [1] - **Cotton (CF605)**: Futures price is 14560.0, the spot price is 15384, the basis is 824.0, the basis rate is 5.66%, and the historical quantile is 34.80% [1] - **Sugar (SR605)**: Futures price is 5258.0, the spot price is 5420, the basis is 162.0, the basis rate is 3.08%, and the historical quantile is 0.00% [1] - **Apples (AP605)**: Futures price is 9200, the spot price is 9200, the basis is 0.0, the basis rate is 23.70%, and the historical quantile is not provided [1] - **Red Dates (CJ605)**: Futures price is 8300, the spot price is 9020.0, the basis is -720.0, the basis rate is -7.98%, and the historical quantile is 58.30% [1] Energy and Chemicals - **Paraxylene (PX603)**: Futures price is 7316.0, the spot price is 7203.0, the basis is -113.0, the basis rate is -1.54%, and the historical quantile is 9.20% [1] - **PTA (TA605)**: Futures price is 5144.0, the spot price is 5100.0, the basis is 44.0, the basis rate is -0.80%, and the historical quantile is 40.00% [1] - **Ethylene Glycol (EG2605)**: Futures price is 3847.0, the spot price is 3710.0, the basis is -137.0, the basis rate is -3.56%, and the historical quantile is 9.60% [1] - **Polyester Staple Fiber (PF602)**: Futures price is 6564.0, the spot price is 6540.0, the basis is -24.0, the basis rate is -0.37%, and the historical quantile is 34.90% [1] - **Styrene (EB2602)**: Futures price is 6860.0, the spot price is 6781.0, the basis is 79.0, the basis rate is 1.17%, and the historical quantile is 46.50% [1] - **Methanol (MA605)**: Futures price is 2219.0, the spot price is 2182.0, the basis is -37.0, the basis rate is -1.67%, and the historical quantile is 15.60% [1] - **Urea (UR605)**: Futures price is 1743.0, the spot price is 1710.0, the basis is -33.0, the basis rate is -1.89%, and the historical quantile is 7.80% [1] - **LLDPE (L2605)**: Futures price is 6461.0, the spot price is 6365.0, the basis is -96.0, the basis rate is -1.49%, and the historical quantile is 3.90% [1] - **PP (PP2605)**: Futures price is 6321.0, the spot price is 6275.0, the basis is -46.0, the basis rate is -0.73%, and the historical quantile is 14.40% [1] - **PVC (V2605)**: Futures price is 4810.0, the spot price is 4500.0, the basis is -310.0, the basis rate is -6.44%, and the historical quantile is 5.80% [1] - **Caustic Soda (SH603)**: Futures price is 2196.9, the spot price is 2273.0, the basis is -76.1, the basis rate is -3.35%, and the historical quantile is 31.80% [1] - **LPG (PG2602)**: Futures price is 4528.0, the spot price is 4097.0, the basis is 431.0, the basis rate is 10.52%, and the historical quantile is 61.90% [1] - **Asphalt (BU2602)**: Futures price is 3038.0, the spot price is 2940.0, the basis is -98.0, the basis rate is -3.23%, and the historical quantile is 30.50% [1] - **Butadiene Rubber (BR2602)**: Futures price is 11565.0, the spot price is 11500.0, the basis is -65.0, the basis rate is -0.56%, and the historical quantile is 22.80% [1] - **Float Glass (FG605)**: Futures price is 896.0, the spot price is 1051.0, the basis is -155.0, the basis rate is -17.30%, and the historical quantile is 8.19% [1] - **Soda Ash (SA605)**: Futures price is 1122.0, the spot price is 1181.0, the basis is -59.0, the basis rate is -5.26%, and the historical quantile is 18.69% [1] - **Natural Rubber (RU2605)**: Futures price is 15300.0, the spot price is 15670.0, the basis is -370.0, the basis rate is -2.42%, and the historical quantile is 74.89% [1] Financial Futures - **IF2603.CFF**: Futures price is 4651.3, the spot price is 4622.2, the basis is 29.1, the basis rate is 0.63%, and the historical quantile is 14.20% [1] - **IH2603.CFE**: Futures price is 3036.6, the spot price is 3035.4, the basis is 1.2, the basis rate is 0.04%, and the historical quantile is 49.70% [1] - **IC2603.CFE**: Futures price is 7458.9, the spot price is 7381.0, the basis is 77.9, the basis rate is 1.06%, and the historical quantile is 6.80% [1] - **IM2603.CFE**: Futures price is 7459.2, the spot price is 7597.3, the basis is -138.1, the basis rate is 1.85%, and the historical quantile is 10.60% [1] - **2 - Year Bond (152603)**: Futures price is 100.13, the spot price is 102.48, the basis is -2.35 (calculated), the basis rate is -1.85%, and the historical quantile is 17.80% [1] - **5 - Year Bond (TF2603)**: Futures price is 105.81, the spot price is 99.51, the basis is -6.3 (calculated), the basis rate is 0.07%, and the historical quantile is 17.90% [1] - **10 - Year Bond (T2603)**: Futures price is 107.94, the spot price is 100.31, the basis is -7.63 (calculated), the basis rate is 0.06%, and the historical quantile is 22.70% [1] - **30 - Year Bond (TL2603)**: Futures price is 126.22, the spot price is 111.80, the basis is -14.42 (calculated), the basis rate is 0.27%, and the historical quantile is 42.50% [1]
全品种价差日报-20251211
Guang Fa Qi Huo· 2025-12-11 02:33
Report Summary 1. Report Industry Investment Rating - Not provided in the report. 2. Core View of the Report - The report presents the spot prices, futures prices, basis, basis rates, historical quantiles, and spot references of various commodities, including ferrous metals, non-ferrous metals, precious metals, agricultural products, energy and chemicals, and financial futures on December 11, 2025. [1] 3. Summary by Commodity Category Ferrous Metals - **Silicon Iron (SF603)**: Spot price is 5478, futures price is 5434, basis is 44, basis rate is 0.81%, and historical quantile is 60.50%. [1] - **Silicon Manganese (SM603)**: Spot price is 5790, futures price is 5724, basis is 66, basis rate is 1.15%, and historical quantile is 38.00%. [1] - **Rebar (RB2605)**: Spot price is 3280, futures price is 3117, basis is 163, basis rate is 5.23%, and historical quantile is 66.50%. [1] - **Hot Rolled Coil (HC2605)**: Spot price is 3280, futures price is 3282, basis is -2, basis rate is -0.06%, and historical quantile is 17.60%. [1] - **Iron Ore (I2605)**: Spot price is 842, futures price is 769, basis is 73, basis rate is 9.45%, and historical quantile is 56.30%. [1] - **Coke (J2601)**: Spot price is 1603, futures price is 1527, basis is 76, basis rate is 4.95%, and historical quantile is 90.22%. [1] - **Coking Coal (JM2605)**: Spot price is 1160, futures price is 1070, basis is 90, basis rate is 8.41%, and historical quantile is 48.10%. [1] Non - Ferrous Metals - **Copper (CU2601)**: Spot price is 91700, futures price is 91850, basis is -150, basis rate is -0.16%, and historical quantile is 32.70%. [1] - **Aluminum (AL2602)**: Spot price is 21770, futures price is 21935, basis is -165, basis rate is -0.75%, and historical quantile is 9.79%. [1] - **Alumina (AO2601)**: Spot price is 2807, futures price is 2477, basis is 330, basis rate is 13.31%, and historical quantile is 87.22%. [1] - **Zinc (ZN2601)**: Spot price is 23000, futures price is 23075, basis is -75, basis rate is -0.33%, and historical quantile is 43.75%. [1] - **Tin (SN2601)**: Spot price is 316700, futures price is 322630, basis is -5930, basis rate is -1.84%, and historical quantile is 1.45%. [1] - **Nickel (NI2601)**: Spot price is 117000, futures price is 117090, basis is -90, basis rate is -0.08%, and historical quantile is 46.66%. [1] - **Stainless Steel (SS2601)**: Spot price is 12970, futures price is 12555, basis is 415, basis rate is 3.31%, and historical quantile is 75.96%. [1] - **Lithium Carbonate (LC2605)**: Spot price is 92700, futures price is 95980, basis is -3280, basis rate is -3.42%, and historical quantile is 14.09%. [1] - **Industrial Silicon (SI2601)**: Spot price is 9200, futures price is 8250, basis is 950, basis rate is 11.52%, and historical quantile is 62.38%. [1] Precious Metals - **Gold (AU2602)**: Spot price is 951.1, futures price is 956.4, basis is -5.3, basis rate is -0.55%, and historical quantile is 2.20%. [1] - **Silver (AG2602)**: Spot price is 14377.0, futures price is 14373.0, basis is 4.0, basis rate is 0.03%, and historical quantile is 91.00%. [1] Agricultural Products - **Soybean Meal (M2605)**: Spot price is 3040, futures price is 2754.0, basis is 286.0, basis rate is 10.38%, and historical quantile is 67.90%. [1] - **Soybean Oil (Y2605)**: Spot price is 8410, futures price is 8000.0, basis is 410.0, basis rate is 5.13%, and historical quantile is 70.10%. [1] - **Palm Oil (P2605)**: Spot price is 8530, futures price is 8528.0, basis is 2.0, basis rate is 0.02%, and historical quantile is 23.00%. [1] - **Rapeseed Meal (RM605)**: Spot price is 2450, futures price is 2329.0, basis is 121.0, basis rate is 5.20%, and historical quantile is 71.20%. [1] - **Rapeseed Oil (OI601)**: Spot price is 9680, futures price is 9443.0, basis is 237.0, basis rate is 2.51%, and historical quantile is 75.40%. [1] - **Corn (C2601)**: Spot price is 2290, futures price is 2241.0, basis is 49.0, basis rate is 2.19%, and historical quantile is 67.40%. [1] - **Corn Starch (CS2601)**: Spot price is 2650, futures price is 2532.0, basis is 118.0, basis rate is 4.66%, and historical quantile is 60.30%. [1] - **Live Hogs (LH2603)**: Spot price is 11300, futures price is 11310.0, basis is -10.0, basis rate is -0.09%, and historical quantile is 44.90%. [1] - **Eggs (JD2601)**: Spot price is 3020, futures price is 3153.0, basis is -133.0, basis rate is -4.22%, and historical quantile is 27.10%. [1] - **Cotton (CF601)**: Spot price is 14830, futures price is 13780.0, basis is 1050.0, basis rate is 7.62%, and historical quantile is 64.90%. [1] - **Sugar (SR605)**: Spot price is 5480, futures price is 5225.0, basis is 255.0, basis rate is 4.88%, and historical quantile is 26.70%. [1] - **Apples (AP605)**: Spot price is 9000, futures price is 9510.0, basis is -510.0, basis rate is -5.36%, and historical quantile is 7.00%. [1] - **Jujubes (CJ605)**: Spot price is 8600, futures price is 9290.0, basis is -690.0, basis rate is -7.43%, and historical quantile is 61.80%. [1] Energy and Chemicals - **Para - Xylene (PX603)**: Spot price is 6774.0, futures price is 6746.0, basis is 28.0, basis rate is 0.42%, and historical quantile is 33.90%. [1] - **PTA (TA601)**: Spot price is 4610.0, futures price is 4616.0, basis is -6.0, basis rate is -0.13%, and historical quantile is 54.10%. [1] - **Ethylene Glycol (EG2601)**: Spot price is 3665.0, futures price is 3682.0, basis is -17.0, basis rate is -0.46%, and historical quantile is 52.80%. [1] - **Polyester Staple Fiber (PF602)**: Spot price is 6275.0, futures price is 6114.0, basis is 161.0, basis rate is 2.63%, and historical quantile is 79.10%. [1] - **Styrene (EB2601)**: Spot price is 6645.0, futures price is 6469.0, basis is 176.0, basis rate is 2.72%, and historical quantile is 63.80%. [1] - **Methanol (MA601)**: Spot price is 2078.0, futures price is 2053.0, basis is 25.0, basis rate is 1.22%, and historical quantile is 56.60%. [1] - **Urea (UR601)**: Spot price is 1700.0, futures price is 1645.0, basis is 55.0, basis rate is 3.34%, and historical quantile is 33.20%. [1] - **LLDPE (L2601)**: Spot price is 6625.0, futures price is 6561.0, basis is 64.0, basis rate is 0.98%, and historical quantile is 42.30%. [1] - **PP (PP2601)**: Spot price is 6345.0, futures price is 6162.0, basis is 183.0, basis rate is 2.97%, and historical quantile is 72.60%. [1] - **PVC (V2601)**: Spot price is 4330.0, futures price is 4328.0, basis is 2.0, basis rate is 0.05%, and historical quantile is 81.60%. [1] - **Caustic Soda (SH603)**: Spot price is 2218.8, futures price is 2110.0, basis is 108.8, basis rate is 9.15%, and historical quantile is 64.50%. [1] - **LPG (PG2601)**: Spot price is 4498.0, futures price is 4242.0, basis is 256.0, basis rate is 6.03%, and historical quantile is 48.20%. [1] - **Asphalt (BU2602)**: Spot price is 2930.0, futures price is 2940.0, basis is -10.0, basis rate is -0.34%, and historical quantile is 50.10%. [1] - **Butadiene Rubber (BR2602)**: Spot price is 10600.0, futures price is 10605.0, basis is -5.0, basis rate is -0.05%, and historical quantile is 28.00%. [1] - **Glass (FG601)**: Spot price is 968.0, futures price is 964.0, basis is 4.0, basis rate is 0.41%, and historical quantile is 77.52%. [1] - **Soda Ash (SA601)**: Spot price is 1104.0, futures price is 1094.0, basis is 10.0, basis rate is 0.91%, and historical quantile is 53.15%. [1] - **Natural Rubber (RU2605)**: Spot price is 14850.0, futures price is 15215.0, basis is -365.0, basis rate is -2.46%, and historical quantile is 76.73%. [1] Financial Futures - **Stock Index Futures**: - **IF2512.CFE**: Spot price is 4591.8, futures price is 4574.2, basis is -17.6, basis rate is -0.39%, and historical quantile is 26.30%. [1] - **IH2512.CFE**: Spot price is 2988.6, futures price is 2980.8, basis is -7.8, basis rate is -0.26%, and historical quantile is 26.70%. [1] - **IC2512.CFE**: Spot price is 7156.0, futures price is 7122.2, basis is -33.8, basis rate is -0.47%, and historical quantile is 37.00%. [1] - **IM2512.CFE**: Spot price is 7408.2, futures price is 7371.4, basis is -36.8, basis rate is -0.50%, and historical quantile is 50.20%. [1] - **Treasury Bond Futures**: - **2 - Year Treasury Bond (TS2603)**: Spot price is 100.09, futures price is 102.46, basis is -0.05, basis rate is -0.05%, and historical quantile is 13.30%. [1] - **5 - Year Treasury Bond (TF2603)**: Spot price is 99.50, futures price is 105.81, basis is -0.09, basis rate is -0.08%, and historical quantile is 16.50%. [1] - **10 - Year Treasury Bond (T2603)**: Spot price is 100.39, futures price is 108.00, basis is 0.08, basis rate is 0.07%, and historical quantile is 26.20%. [1] - **30 - Year Treasury Bond (TL2603)**: Spot price is 127.54, futures price is 112.68, basis is 0.63, basis rate is 0.56%, and historical quantile is 86.70%. [1]