数 联系：... Wind、Mystel、广友期货研究所。请仔细阅读报告尾端免费声明。历史分位数:根据各品种近五年的基差水平排序 免费声明 | 5年期债(TF2512) | 99.27 | 105.53 0.02 0.02% 30.50% 国债期货基差=现货价格-期货价格"转换因子（转换因子随 转换因子 0.9405 | | | | --- | --- | --- | --- | --- | | 10年期债(T2512) | 68 66 | 期货合约和CTD券变化,转换因子如备注所示) 107.67 0.11 0.10% 29.20% | 转换因子 0.9264 | | | 30年期债(TL2512) | 129.24 | 114.26 0.46 0.40% 67.70% | | 转换因子 1.1271 | | 122 | 2.09% | 48.00% | 折算价:6517硅锰:内蒙-湖北仓单 | 5970 | 5848 | 硅锰(SM601) | 4.69% | 3260 | 146 | 螺纹钢 (RB2601) | 3114 | 62 50% | HRB40020mm: 上海 | | | | | | -- ...

| -0.48% | 硅铁(SF51) | -28 | 55.30% | 折算价:72硅铁合格块:内蒙-天津仓单 | 5758 | 5786 | 0.54% | 32 | 硅锰(SM601) | 5970 | 2038 | 31.20% | 折算价:6517硅锰:内蒙-湖北仓单 | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 123 | 3.88% | 螺纹钢 (RB2601) | 3290 | 56.60% | HRB40020mm: 上海 | 3167 | 42 | Q235B: 4.75mm: 上海 | 3400 | 3358 | 1.25% | 36.50% | 热卷 (HC2601) | | | | | | 40.40% | 48 | 5.96% | 折算价:62.5%巴混粉(BRBF):淡水河谷:日照港 | 853 | 铁矿石 (12601) | 806 | -6.49% | 1646 | 1760 | ...