宝城期货品种套利数据日报-20250429

1. Report Industry Investment Rating - No relevant content provided. 2. Report's Core View - The report presents the arbitrage data of various futures varieties on April 29, 2025, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, covering aspects such as basis, inter - period spreads, and inter - variety spreads. 3. Summary by Directory 3.1 Power Coal - Basis Data: From April 22 to April 28, 2025, the basis of power coal was - 141.4, - 143.4, - 144.4, - 146.4, - 147.4 yuan/ton respectively, showing a downward trend. The 5 - month to 1 - month, 9 - month to 1 - month, and 9 - month to 5 - month spreads were all 0 [2]. 3.2 Energy Chemicals 3.2.1 Energy Commodities - Basis Data: For crude oil, fuel oil, and the ratio of crude oil to asphalt, relevant basis and ratio data are presented. For example, on April 28, 2025, the basis of INE crude oil was - 40.24 yuan/ton, and the ratio of crude oil to asphalt was 0.1469 [9]. 3.2.2 Chemical Commodities - Basis Data: For commodities like natural rubber, methanol, PTA, LLDPE, PP, etc., basis data from April 22 to April 28, 2025 are provided. For example, the basis of natural rubber on April 28 was - 180 yuan/ton [10]. - Inter - period Spreads: Inter - period spreads for multiple chemical commodities are given, such as the 5 - month to 1 - month spread of natural rubber being - 985 yuan/ton [10]. - Inter - variety Spreads: Inter - variety spreads like LLDPE - PVC, LLDPE - PP, etc. are presented. For example, on April 28, 2025, the LLDPE - PVC spread was 2170 yuan/ton [10]. 3.3 Black Metals - Basis Data: The basis data of rebar, iron ore, coke, and coking coal from April 22 to April 28, 2025 are shown. For example, the basis of rebar on April 28 was 121.0 yuan/ton [15]. - Inter - period Spreads: Inter - period spreads for rebar, iron ore, coke, and coking coal are provided. For example, the 5 - month to 1 - month spread of rebar was - 97.0 yuan/ton [15]. - Inter - variety Spreads: Inter - variety spreads such as the ratio of rebar to iron ore, rebar to coke, etc. are presented. For example, on April 28, 2025, the ratio of rebar to iron ore was 4.40 [15]. 3.4 Non - ferrous Metals 3.4.1 Domestic Market - Basis Data: The domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from April 22 to April 28, 2025 are given. For example, the basis of copper on April 28 was - 40 yuan/ton [24]. 3.4.2 London Market - LME Data: LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss data for copper, aluminum, zinc, lead, nickel, and tin on April 28, 2025 are presented. For example, the LME spread of copper was 28.60, and the Shanghai - London ratio was 8.27 [30]. 3.5 Agricultural Products - Basis Data: The basis data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from April 22 to April 28, 2025 are provided. For example, the basis of soybeans No.1 on April 28 was - 265 yuan/ton [39]. - Inter - period Spreads: Inter - period spreads for multiple agricultural products are given, such as the 5 - month to 1 - month spread of soybeans No.1 being 8 yuan/ton [37]. - Inter - variety Spreads: Inter - variety spreads like the ratio of soybeans No.1 to corn, soybean oil to soybean meal, etc. are presented. For example, on April 28, 2025, the ratio of soybeans No.1 to corn was 1.79 [37]. 3.6 Stock Index Futures - Basis Data: The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from April 22 to April 28, 2025 are shown. For example, the basis of CSI 300 on April 28 was 51.02 [47]. - Inter - period Spreads: Inter - period spreads for CSI 300, SSE 50, CSI 500, and CSI 1000 are provided. For example, the next - month to current - month spread of CSI 300 was - 32.8 [47].