宝城期货品种套利数据日报-20250526

Report Industry Investment Rating - Not provided in the report Core Viewpoints - The report presents the daily arbitrage data of various futures products on May 26, 2025, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, aiming to provide data support for investors' trading decisions [1][5][15][24][40][47] Summary by Directory 1. Power Coal - Base Difference Data: From May 19 to May 23, 2025, the base difference of power coal was - 189.4 yuan/ton on May 19 and - 190.4 yuan/ton from May 20 to May 23; the differences between May - January, September - January, and September - May were all 0 [2] 2. Energy Chemicals Energy Commodities - Base Difference and Ratio Data: From May 19 to May 23, 2025, the base difference of INE crude oil ranged from - 11.31 to - 5.39 yuan/ton; the base difference of fuel oil was 101.32 yuan/ton on May 22, and other data were not provided; the ratio of crude oil to asphalt ranged from 0.1290 to 0.1329 [6] Chemical Commodities - Base Difference Data: For various chemical products such as natural rubber, methanol, PTA, etc., the base differences showed different values from May 19 to May 23, 2025. For example, the base difference of natural rubber was - 5 yuan/ton on May 19 and 165 yuan/ton on May 23 [11] - Inter - period Data: The inter - period differences of various chemical products, such as the differences between May - January, September - January, and September - May, also had different values. For example, the difference between May - January of natural rubber was 90 yuan/ton [11] - Inter - variety Data: The inter - variety differences of various chemical products, such as LLDPE - PVC, LLDPE - PP, etc., also showed different values from May 19 to May 23, 2025 [11] 3. Black Metals - Base Difference Data: From May 19 to May 23, 2025, the base differences of rebar, iron ore, coke, and coking coal showed different values. For example, the base difference of rebar was 111.0 yuan/ton on May 19 and 114.0 yuan/ton on May 23 [16] - Inter - period Data: The inter - period differences of rebar, iron ore, coke, and coking coal, such as the differences between May - January, September - January, and September - May, also had different values [16] - Inter - variety Data: The inter - variety data such as the ratio of rebar to iron ore, rebar to coke, etc., also showed different values from May 19 to May 23, 2025 [16] 4. Non - ferrous Metals Domestic Market - Base Difference Data: From May 19 to May 23, 2025, the base differences of copper, aluminum, zinc, lead, nickel, and tin in the domestic market showed different values. For example, the base difference of copper was 310 yuan/ton on May 19 and 350 yuan/ton on May 23 [25] - LME Data: On May 23, 2025, the LME premium or discount, Shanghai - London ratio, CIF price, domestic spot price, and import profit and loss of various non - ferrous metals were provided [31] London Market - LME Base Difference, Shanghai - London Ratio, and Import Profit and Loss Data: Data on LME base difference, Shanghai - London ratio, and import profit and loss of various non - ferrous metals were presented [31] 5. Agricultural Products - Base Difference Data: From May 19 to May 23, 2025, the base differences of various agricultural products such as soybeans, soybean meal, and corn showed different values [40] - Inter - period Data: The inter - period differences of various agricultural products, such as the differences between May - January, September - January, and September - May, also had different values [40] - Inter - variety Data: The inter - variety data such as the ratio of soybeans to corn, soybean oil to soybean meal, etc., also showed different values from May 19 to May 23, 2025 [40] 6. Stock Index Futures - Base Difference Data: From May 19 to May 23, 2025, the base differences of CSI 300, SSE 50, CSI 500, and CSI 1000 showed different values. For example, the base difference of CSI 300 was 33.95 on May 19 and 36.07 on May 23 [48] - Inter - period Data: The inter - period differences of CSI 300, SSE 50, CSI 500, and CSI 1000, such as the differences between the next - month and the current - month, the current - quarter and the current - month, etc., also had different values [48]