宝城期货品种套利数据日报-20250529

1. Report Industry Investment Rating - No relevant content provided 2. Core View of the Report - The report presents the daily arbitrage data of various futures products on May 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 [1][5][15][24][38][46] 3. Summary by Directory 3.1 Power Coal - Basis data from May 22 to May 28, 2025, shows a constant value of - 190.4 yuan/ton, and the 5 - 1, 9 - 1, and 9 - 5 spreads are all 0 [2] 3.2 Energy Chemicals 3.2.1 Energy Commodities - For INE crude oil, the basis on May 28, 2025, was - 5.39 yuan/ton. The fuel oil basis and the crude oil/asphalt ratio also have corresponding data from May 22 to May 28 [6] 3.2.2 Chemical Commodities - Basis, inter - period spreads, and inter - variety spreads of various chemical products such as natural rubber, methanol, PTA, etc., are provided from May 22 to May 28, 2025 [11] 3.3 Black Metals - Basis, inter - period spreads, and inter - variety spreads of black metal products including rebar, iron ore, coke, and coking coal are presented from May 22 to May 28, 2025 [16] 3.4 Non - Ferrous Metals 3.4.1 Domestic Market - Domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from May 22 to May 28, 2025, are given [25] 3.4.2 London Market - LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss data of copper, aluminum, zinc, lead, nickel, and tin on May 28, 2025, are provided [31] 3.5 Agricultural Products - Basis, inter - period spreads, and inter - variety spreads of agricultural products such as soybeans, soybean meal, soybean oil, etc., from May 22 to May 28, 2025, are shown [39] 3.6 Stock Index Futures - Basis and inter - period spreads of CSI 300, SSE 50, CSI 500, and CSI 1000 stock index futures are provided [47]