宝城期货品种套利数据日报-20250623

Report Industry Investment Rating - No relevant content provided Core Viewpoints - No clear core viewpoints are presented in the report. It mainly provides a comprehensive set of data on various futures products, including basis, inter - period spreads, and inter - variety spreads. Summary by Directory 1. Power Coal - Basis Data: From June 16 to June 20, 2025, the basis of power coal was - 192.4 yuan/ton, and the spreads of 5 - 1 month, 9 - 1 month, and 9 - 5 month were all 0.0 yuan/ton [2] 2. Energy and Chemicals (1) Energy Commodities - Basis Charts: There are basis charts for crude oil, fuel oil, and the ratio of crude oil to asphalt. The basis of crude oil is related to the spot price of China Shengli and the futures closing price of INE crude oil; the basis of fuel oil is related to the FOB Singapore spot price and the futures closing price of fuel oil [6][7][9] (2) Chemical Commodities - Basis Data: From June 16 to June 20, 2025, the basis data of various chemical products such as natural rubber, methanol, PTA, LLDPE, etc. are provided. For example, on June 20, the basis of natural rubber was 50 yuan/ton, and that of methanol was 256 yuan/ton [10] - Inter - period Spreads: The inter - period spreads of 5 - 1 month, 9 - 1 month, and 9 - 5 month for natural rubber, methanol, PTA, etc. are given. For example, the 5 - 1 month spread of natural rubber was 30 yuan/ton [10] - Inter - variety Spreads: The inter - variety spreads such as LLDPE - PVC, LLDPE - PP, etc. are presented. For example, on June 20, the LLDPE - PVC spread was 2536 yuan/ton [10] 3. Black Metals - Basis Data: From June 16 to June 20, 2025, the basis data of black metals including rebar, iron ore, coke, and coking coal are provided. For example, on June 20, the basis of rebar was 78.0 yuan/ton [15] - Inter - period Spreads: The inter - period spreads of rebar (5 - 1 month, 10 - 1 month, 10 - 5 month), iron ore, coke, and coking coal (5 - 1 month, 9 - 1 month, 9 - 5 month) are given [15] - Inter - variety Spreads: The inter - variety spreads such as rebar/iron ore, rebar/coke, etc. are presented. For example, on June 20, the rebar/iron ore ratio was 4.26 [15] 4. Non - ferrous Metals (1) Domestic Market - Basis Data: From June 16 to June 20, 2025, the domestic basis data of non - ferrous metals including copper, aluminum, zinc, etc. are provided. For example, on June 20, the basis of copper was 500 yuan/ton [23] (2) London Market - LME Data: On June 20, 2025, the LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss data of copper, aluminum, zinc, etc. are given. For example, the LME spread of copper was 274.99 [30] 5. Agricultural Products - Basis Data: From June 16 to June 20, 2025, the basis data of agricultural products such as soybeans, soybean meal, soybean oil, etc. are provided. For example, on June 20, the basis of soybean No.1 was - 179 yuan/ton [40] - Inter - period Spreads: The inter - period spreads of various agricultural products such as soybean No.1, soybean No.2, soybean meal, etc. are given. For example, the 5 - 1 month spread of soybean No.1 was 13 yuan/ton [38] - Inter - variety Spreads: The inter - variety spreads such as soybean No.1/corn, soybean oil/soybean meal, etc. are presented. For example, on June 20, the soybean No.1/corn ratio was 1.77 [38] 6. Stock Index Futures - Basis Data: From June 16 to June 20, 2025, the basis data of stock index futures including CSI 300, SSE 50, CSI 500, and CSI 1000 are provided. For example, on June 20, the basis of CSI 300 was 73.04 [48] - Inter - period Spreads: The inter - period spreads of CSI 300, SSE 50, CSI 500, and CSI 1000 for different periods (such as next month - current month, current quarter - current month, etc.) are given [48]