宝城期货品种套利数据日报-20250528

Report Industry Investment Rating No relevant information provided. 2. Core View The report presents the basis, price spreads, and other data of various commodities including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures on different dates from May 21 to May 27, 2025, offering data support for investors to analyze market trends and arbitrage opportunities. 3. Summary by Directory 3.1 Power Coal - The basis of power coal from May 21 to May 27, 2025, was - 190.4 yuan/ton, and the spreads of 5 - 1, 9 - 1, and 9 - 5 were all 0 [2]. 3.2 Energy Chemicals 3.2.1 Energy Commodities - For INE crude oil, the basis on May 27, 2025, was - 7.49 yuan/ton, showing a change compared to previous days. The basis of fuel oil was not available on May 27, and the crude oil/asphalt ratio was 0.1302 [6]. 3.2.2 Chemical Commodities - Basis: The basis of various chemicals such as natural rubber, methanol, PTA, etc., had different values on different dates. For example, the basis of natural rubber on May 27 was - 95 yuan/ton [11]. - Inter - month Spreads: Different inter - month spreads (5 - 1, 9 - 1, 9 - 5) were presented for chemicals like natural rubber, methanol, and PTA [11]. - Inter - commodity Spreads: Spreads such as LLDPE - PVC, LLDPE - PP, etc., also showed variations on different dates [11]. 3.3 Black Metals - Basis: The basis of rebar, iron ore, coke, and coking coal had different values on different dates. For example, the basis of rebar on May 27 was 140.0 yuan/ton [16]. - Inter - month Spreads: Different inter - month spreads were presented for rebar, iron ore, coke, and coking coal [16]. - Inter - commodity Spreads: Ratios such as rebar/iron ore, rebar/coke, and coke/coking coal, as well as the spread of rebar - hot - rolled coil, were provided [16]. 3.4 Non - ferrous Metals 3.4.1 Domestic Market - The domestic basis of copper, aluminum, zinc, etc., had different values on different dates. For example, the basis of copper on May 27 was 370 yuan/ton [24]. 3.4.2 London Market - Data on LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss were provided for copper, aluminum, zinc, etc. For example, the LME spread of copper on May 27 was 40.08 [31]. 3.5 Agricultural Products - Basis: The basis of soybeans, soybean meal, soybean oil, etc., had different values on different dates. For example, the basis of soybean No.1 on May 27 was - 64 yuan/ton [40]. - Inter - month Spreads: Different inter - month spreads were presented for various agricultural products [40]. - Inter - commodity Spreads: Ratios such as soybean No.1/corn, soybean oil/soybean meal, etc., were provided [40]. 3.6 Stock Index Futures - Basis: The basis of CSI 300, SSE 50, CSI 500, and CSI 1000 had different values on different dates. For example, the basis of CSI 300 on May 27 was 30.20 [48]. - Inter - month Spreads: Different inter - month spreads (next - current, current - quarter - current, etc.) were presented for CSI 300, SSE 50, CSI 500, and CSI 1000 [48].