宝城期货品种套利数据日报-20250603

Report Overview - The report is the Baocheng Futures Variety Arbitrage Data Daily Report for June 3, 2025, covering multiple sectors including power coal, energy chemicals, black commodities, non - ferrous metals, agricultural products, and stock index futures [1] 1. Power Coal - Base Price Data: From May 26 to May 30, 2025, the power coal basis was - 190.4 yuan/ton, and the spreads of 5 - 1 month, 9 - 1 month, and 9 - 5 month were all 0.0 [2] 2. Energy Chemicals 2.1 Energy Commodities - Base Price and Ratio Data: From May 26 to May 30, 2025, the INE crude oil basis ranged from - 11.71 to - 2.01 yuan/ton; the fuel oil basis on May 29, 28, and 27 was 73.58, 93.87, and 50.10 yuan/ton respectively; the crude oil/asphalt ratio ranged from 0.1297 to 0.1316 [6] 2.2 Chemical Commodities - Base Price Data: From May 26 to May 30, 2025, the basis of various chemical products such as natural rubber, methanol, PTA, etc. showed different values. For example, the natural rubber basis on May 30 was 95 yuan/ton [11] - Inter - period Spread Data: The inter - period spreads of various chemical products such as natural rubber, methanol, PTA, etc. in different time intervals (5 - 1 month, 9 - 1 month, 9 - 5 month) also had different values. For example, the 5 - 1 month spread of natural rubber was 85 yuan/ton [11] - Inter - variety Spread Data: The inter - variety spreads such as LLDPE - PVC, LLDPE - PP, etc. also had different values on different dates. For example, the LLDPE - PVC spread on May 30 was 2213 yuan/ton [11] 3. Black Commodities - Base Price Data: From May 26 to May 30, 2025, the basis of black commodities such as rebar, iron ore, coke, and coking coal showed different values. For example, the rebar basis on May 30 was 169.0 yuan/ton [16] - Inter - period Spread Data: The inter - period spreads of black commodities such as rebar, iron ore, coke, and coking coal in different time intervals (5 - 1 month, 9 - 1 month, 9 - 5 month) also had different values. For example, the 5 - 1 month spread of rebar was 6.0 yuan/ton [16] - Inter - variety Spread Data: The inter - variety spreads such as rebar/iron ore, rebar/coke, etc. also had different values on different dates. For example, the rebar/iron ore ratio on May 30 was 4.22 [16] 4. Non - ferrous Metals 4.1 Domestic Market - Base Price Data: From May 26 to May 30, 2025, the domestic basis of non - ferrous metals such as copper, aluminum, zinc, etc. showed different values. For example, the copper basis on May 30 was 730 yuan/ton [25] 4.2 London Market - LME Premium and Discount, Shanghai - London Ratio, etc.: On May 30, 2025, the LME premium and discount, Shanghai - London ratio, CIF price, domestic spot price, and import profit and loss of non - ferrous metals such as copper, aluminum, zinc, etc. were given. For example, the LME copper premium and discount was 51.49, and the Shanghai - London copper ratio was 8.14 [31] 5. Agricultural Products - Base Price Data: From May 26 to May 30, 2025, the basis of agricultural products such as soybeans, corn, etc. showed different values. For example, the basis of soybean No. 1 on May 30 was - 37 [39] - Inter - period Spread Data: The inter - period spreads of agricultural products such as soybean No. 1, soybean No. 2, etc. in different time intervals (5 - 1 month, 9 - 1 month, 9 - 5 month) also had different values. For example, the 5 - 1 month spread of soybean No. 1 was 49 yuan/ton [37] - Inter - variety Spread Data: The inter - variety spreads such as soybean No. 1/corn, soybean No. 2/corn, etc. also had different values on different dates. For example, the soybean No. 1/corn ratio on May 30 was 1.76 [37] 6. Stock Index Futures - Base Price Data: From May 26 to May 30, 2025, the basis of stock index futures such as CSI 300, SSE 50, etc. showed different values. For example, the CSI 300 basis on May 30 was 17.83 [47] - Inter - period Spread Data: The inter - period spreads of stock index futures such as CSI 300, SSE 50, etc. in different time intervals (next month - current month, current quarter - current month, etc.) also had different values. For example, the next month - current month spread of CSI 300 was - 38.0 [47]