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宝城期货品种套利数据日报-20250609
Bao Cheng Qi Huo·2025-06-09 02:59
  1. Report Industry Investment Rating - No relevant content provided 2. Core Views of the Report - The report presents the basis, price ratio, and spread data of various commodities including thermal coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures on different dates in June 2025, which can help investors understand the market conditions and potential investment opportunities of these commodities [2][6][16][24][37][47] 3. Summary by Directory 3.1 Power Coal - Basis data from May 30, 2025, to June 6, 2025, are presented, and the basis is negative. The 5 - 1, 9 - 1, and 9 - 5 spreads are all 0 [2] 3.2 Energy Chemicals 3.2.1 Energy Commodities - Basis data of INE crude oil and fuel oil, and the price ratio of crude oil to asphalt from May 30, 2025, to June 6, 2025, are provided. The basis of INE crude oil is negative [6] 3.2.2 Chemical Commodities - Basis, inter - month spread, and inter - commodity spread data of various chemical commodities such as natural rubber, methanol, PTA, etc., from May 30, 2025, to June 6, 2025, are given [11] 3.3 Black Metals - Basis, inter - month spread, and inter - commodity data of black metals including rebar, iron ore, coke, and coking coal from May 30, 2025, to June 6, 2025, are presented [16] 3.4 Non - Ferrous Metals 3.4.1 Domestic Market - Domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from May 30, 2025, to June 6, 2025, are provided [24] 3.4.2 London Market - LME price premium or discount, Shanghai - London price ratio, CIF price, domestic spot price, and import profit and loss data of copper, aluminum, zinc, lead, nickel, and tin on June 6, 2025, are given [30] 3.5 Agricultural Products - Basis, inter - month spread, and inter - commodity spread data of agricultural products such as soybeans, soybean meal, soybean oil, etc., from May 30, 2025, to June 6, 2025, are presented [37][39] 3.6 Stock Index Futures - Basis and inter - month spread data of CSI 300, SSE 50, CSI 500, and CSI 1000 index futures are provided [47]