宝城期货品种套利数据日报（2025年6月19日）-20250619

1. Report Industry Investment Rating - No relevant content provided 2. Report's Core View - The report presents the arbitrage data of various futures varieties on June 19, 2025, including power coal, energy - chemical products, black metals, non - ferrous metals, agricultural products, and stock index futures, covering aspects such as basis, inter - period spreads, and inter - variety spreads [1][4][13][21][39][46] 3. Summary by Directory 3.1 Power Coal - Basis Data: From June 12 to June 18, 2025, the basis of power coal remained at - 192.4 yuan/ton, and the spreads of 5 - 1 month, 9 - 1 month, and 9 - 5 month were all 0 [2] 3.2 Energy - Chemical 3.2.1 Energy Commodities - Basis Charts: There are basis charts for crude oil, fuel oil, and the ratio chart of crude oil to asphalt, showing the relationship between spot prices and futures prices [5][6][8] 3.2.2 Chemical Commodities - Basis Data: From June 12 to June 18, 2025, the basis data of various chemical products such as natural rubber, methanol, PTA, etc. are presented, with different values and trends [9] - Inter - period Spread Data: The inter - period spreads of 5 - 1 month, 9 - 1 month, and 9 - 5 month for multiple chemical products are provided, including natural rubber, methanol, PTA, etc. [9] - Inter - variety Spread Data: The inter - variety spreads such as LLDPE - PVC, LLDPE - PP, etc. are given from June 12 to June 18, 2025 [9] 3.3 Black Metals - Basis Data: From June 12 to June 18, 2025, the basis data of black metals including rebar, iron ore, coke, and coking coal are presented, with different values and trends [14] - Inter - period Spread Data: The inter - period spreads of rebar (5 - 1 month, 10 - 1 month, 10 - 5 month) and those of iron ore, coke, and coking coal (5 - 1 month, 9 - 1 month, 9 - 5 month) are provided [14] - Inter - variety Spread Data: The inter - variety spreads such as rebar/iron ore, rebar/coke, etc. are given from June 12 to June 18, 2025 [14] 3.4 Non - Ferrous Metals 3.4.1 Domestic Market - Basis Data: From June 12 to June 18, 2025, the domestic basis data of non - ferrous metals including copper, aluminum, zinc, etc. are presented, with different values and trends [22] - LME - related Data: On June 18, 2025, data such as LME forward premiums/discounts, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit/loss for non - ferrous metals are provided [29] 3.4.2 London Market - Relevant Charts: There are LME basis charts, Shanghai - London ratio charts, and import profit/loss charts for non - ferrous metals [31][32][33] 3.5 Agricultural Products - Basis Data: From June 12 to June 18, 2025, the basis data of agricultural products including soybeans, soybean meal, soybean oil, etc. are presented, with different values and trends [39] - Inter - period Spread Data: The inter - period spreads of 5 - 1 month, 9 - 1 month, and 9 - 5 month for multiple agricultural products are provided, including soybeans, soybean meal, soybean oil, etc. [37][39] - Inter - variety Spread Data: The inter - variety spreads such as soybean 1/corn, soybean 2/corn, etc. are given from June 12 to June 18, 2025 [37] 3.6 Stock Index Futures - Basis Data: From June 12 to June 18, 2025, the basis data of stock index futures including CSI 300, SSE 50, CSI 500, and CSI 1000 are presented, with different values and trends [47] - Inter - period Spread Data: The inter - period spreads of multiple contracts (next month - current month, current quarter - current month, etc.) for CSI 300, SSE 50, CSI 500, and CSI 1000 are provided [47]