宝城期货品种套利数据日报-20250606

1. Report Industry Investment Rating No relevant content provided. 2. Report's Core View The report is a daily data report on commodity arbitrage from Baocheng Futures on June 6, 2025, presenting the basis, inter - period spreads, and inter - variety spreads of various commodities including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures [1]. 3. Summary According to Related Catalogs 3.1 Power Coal - Basis: From May 29 to June 5, 2025, the basis was negative, and the values were - 190.4, - 190.4, - 191.4, - 192.4, - 192.4 respectively. The spreads of 5 - 1, 9 - 1, and 9 - 5 were all 0 [2]. 3.2 Energy Chemicals 3.2.1 Energy Commodities - Basis and Ratio: The report shows the basis of crude oil, fuel oil, and the ratio of crude oil to asphalt. For example, on June 5, 2025, the ratio of crude oil to asphalt was 0.1332 [6][9]. 3.2.2 Chemical Commodities - Basis: The basis data of various chemical commodities such as natural rubber, methanol, PTA, etc. are provided from May 29 to June 5, 2025. For example, the basis of natural rubber on June 5 was 5 yuan/ton [10]. - Inter - period Spreads: The inter - period spreads of different contracts (5 - 1, 9 - 1, 9 - 5) for various chemical commodities are presented. For example, the 5 - 1 spread of natural rubber was 25 yuan/ton [10]. - Inter - variety Spreads: The inter - variety spreads such as LLDPE - PVC, LLDPE - PP, etc. are given from May 29 to June 5, 2025. For example, on June 5, the LLDPE - PVC spread was 2281 yuan/ton [10]. 3.3 Black Metals - Basis: The basis data of rebar, iron ore, coke, and coking coal from May 29 to June 5, 2025 are provided. For example, the basis of rebar on June 5 was 131.0 yuan/ton [15]. - Inter - period Spreads: The inter - period spreads of different contracts for rebar, iron ore, coke, and coking coal are presented. For example, the 5 - 1 spread of rebar was 1.0 yuan/ton [15]. - Inter - variety Spreads: The inter - variety spreads such as screw/ore, screw/coke, etc. are given from May 29 to June 5, 2025. For example, on June 5, the screw/ore ratio was 4.22 [15]. 3.4 Non - ferrous Metals 3.4.1 Domestic Market - Basis: The basis data of copper, aluminum, zinc, lead, nickel, and tin from May 29 to June 5, 2025 are provided. For example, the basis of copper on June 5 was 230 yuan/ton [24]. - LME Data: The 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 June 5, 2025 are presented. For example, the LME spread of copper was 93.15 [30]. 3.4.2 London Market - LME Basis and Related Ratios: The LME basis, Shanghai - London ratios, etc. are presented, but specific data is not fully detailed in the text [32][33]. 3.5 Agricultural Products - Basis: The basis data of soybeans, soybean meal, soybean oil, etc. from May 29 to June 5, 2025 are provided. For example, the basis of soybeans on June 5 was - 58 yuan/ton [40]. - Inter - period Spreads: The inter - period spreads of different contracts for various agricultural products are presented. For example, the 5 - 1 spread of soybeans was 31 yuan/ton [40]. - Inter - variety Spreads: The inter - variety spreads such as soybean/corn, soybean oil/soybean meal, etc. are given from May 29 to June 5, 2025. For example, on June 5, the soybean/corn ratio was 1.77 [38]. 3.6 Stock Index Futures - Basis: The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from May 29 to June 5, 2025 are provided. For example, the basis of CSI 300 on June 5 was 25.56 [48]. - Inter - period Spreads: The inter - period spreads of different contracts for CSI 300, SSE 50, CSI 500, and CSI 1000 are presented. For example, the next - month - current - month spread of CSI 300 was - 38.8 [48].