Report Industry Investment Rating - Not provided in the document. Core Viewpoint - Not provided in the document. Summary According to Relevant Catalogs 1. Power Coal - Base Difference: From May 14 to May 20, 2025, the base difference of power coal was -184.4, -187.4, -187.4, -189.4, -190.4 yuan/ton respectively, showing a downward trend [2]. 2. Energy Chemicals (1) Energy Commodities - Base Difference: The base difference data of crude oil, fuel oil, etc., on different dates from May 14 to May 20, 2025, are presented, such as the base difference of INE crude oil being -9.79 on May 20 [9]. - Price Ratio: The price ratio of crude oil to asphalt on different dates from May 14 to May 20, 2025, is given, with the price ratio on May 20 being 0.1373 [9]. (2) Chemical Commodities - Base Difference: The base difference data of various chemical products such as natural rubber, methanol, PTA, etc., on different dates from May 14 to May 20, 2025, are provided, for example, the base difference of natural rubber on May 20 was -40 yuan/ton [10]. - Inter - period Spread: The inter - period spread data of different chemical products in different periods (5 - 1 month, 9 - 1 month, 9 - 5 month) are presented, like the 5 - 1 month spread of natural rubber being 120 yuan/ton [10]. - Inter - variety Spread: The inter - variety spread data of different chemical products on different dates from May 14 to May 20, 2025, are given, such as the LLDPE - PVC spread on May 20 being 2289 yuan/ton [10]. 3. Black Metals - Base Difference: The base difference data of black metals such as rebar, iron ore, coke, and coking coal on different dates from May 14 to May 20, 2025, are provided, for example, the base difference of rebar on May 20 was 122.0 yuan/ton [15]. - Inter - period Spread: The inter - period spread data of black metals in different periods are presented, like the 5 - 1 month spread of rebar being 12.0 yuan/ton [15]. - Inter - variety Spread: The inter - variety spread data of black metals on different dates from May 14 to May 20, 2025, are given, such as the rebar/iron ore ratio on May 20 being 4.22 [15]. 4. Non - ferrous Metals (1) Domestic Market - Domestic Base Difference: The domestic base difference data of non - ferrous metals such as copper, aluminum, zinc, etc., on different dates from May 14 to May 20, 2025, are provided, for example, the base difference of copper on May 20 was 910 yuan/ton [23]. - LME Data: The LME data of non - ferrous metals on May 20, 2025, including LME premium/discount, Shanghai - London ratio, CIF price, domestic spot price, and import profit and loss, are presented, such as the LME premium of copper being 3.16 [30]. (2) London Market - LME Base Difference, Shanghai - London Ratio, Import Profit and Loss: Relevant data and trends are presented through charts [32][33][34]. 5. Agricultural Products - Base Difference: The base difference data of agricultural products such as soybeans, soybean meal, soybean oil, etc., on different dates from May 14 to May 20, 2025, are provided, for example, the base difference of soybean No.1 on May 20 was -191 yuan/ton [40]. - Inter - period Spread: The inter - period spread data of agricultural products in different periods are presented, like the 5 - 1 month spread of soybean No.1 being -8 yuan/ton [38]. - Inter - variety Spread: The inter - variety spread data of agricultural products on different dates from May 14 to May 20, 2025, are given, such as the soybean No.1/corn ratio on May 20 being 1.81 [38]. 6. Stock Index Futures - Base Difference: The base difference data of stock index futures such as CSI 300, SSE 50, CSI 500, and CSI 1000 on different dates from May 14 to May 20, 2025, are provided, for example, the base difference of CSI 300 on May 20 was 32.77 [48]. - Inter - period Spread: The inter - period spread data of stock index futures in different periods are presented, like the next - month/current - month spread of CSI 300 being -39.6 [48].
宝城期货品种套利数据日报-20250521
Bao Cheng Qi Huo·2025-05-21 02:32