宝城期货品种套利数据日报-20250626

Report Industry Investment Rating - No relevant content provided Core Viewpoints - The report presents the basis, inter - period, and inter - variety data of various futures products on different dates from June 19 to June 25, 2025, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures [2][10][15]. Summaries by Directory Power Coal - Basis Data: The basis of power coal on June 25, 2025, was - 184.4 yuan/ton, showing a slight change compared with previous days [2]. - Inter - period Data: The 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads were all 0.0 [2]. Energy and Chemicals Energy Commodities - Basis Data: For crude oil, fuel oil, and the ratio of crude oil to asphalt, relevant basis and ratio data are presented on different dates. For example, the basis of INE crude oil on June 25, 2025, was - 32.94 yuan/ton, and the ratio of crude oil to asphalt was 0.1527 [9]. Chemical Commodities - Basis Data: The basis of various chemical products such as natural rubber, methanol, PTA, LLDPE, and PP showed different values on different dates. For example, the basis of natural rubber on June 25, 2025, was - 20 yuan/ton [10]. - Inter - period Data: Different inter - period spreads (5 - 1 month, 9 - 1 month, 9 - 5 month) are provided for various chemical products [10]. - Inter - variety Data: The inter - variety spreads such as LLDPE - PVC, LLDPE - PP, and PP - 3*methanol are presented on different dates [10]. Black Metals - Basis Data: The basis of products like rebar, iron ore, coke, and coking coal showed fluctuations from June 19 to June 25, 2025. For example, the basis of rebar on June 25, 2025, was 74.0 yuan/ton [15]. - Inter - period Data: Different inter - period spreads for rebar, iron ore, coke, and coking coal are given. For example, the 5 - 1 month spread of coke was - 16.5 yuan/ton [15]. - Inter - variety Data: The inter - variety ratios such as rebar/iron ore, rebar/coke, and coke/coking coal, as well as the spread between rebar and hot - rolled coil, are presented on different dates [15]. Non - ferrous Metals Domestic Market - Basis Data: The domestic basis of copper, aluminum, zinc, lead, nickel, and tin showed different values on different dates. For example, the basis of copper on June 25, 2025, was - 50 yuan/ton [23]. - LME - related Data: LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss data for copper, aluminum, zinc, lead, nickel, and tin are provided on June 25, 2025 [30]. London Market - Basis Data: LME basis data is presented, along with Shanghai - London ratio and import profit and loss data [32][33][34]. Agricultural Products - Basis Data: The basis of products such as soybeans, soybean meal, soybean oil, and corn showed different values on different dates [40]. - Inter - period Data: Different inter - period spreads for various agricultural products are given [38][40]. - Inter - variety Data: The inter - variety ratios and spreads such as soybean 1/corn, soybean oil/soybean meal, and soybean meal - rapeseed meal are presented on different dates [38]. Stock Index Futures - Basis Data: The basis of CSI 300, SSE 50, CSI 500, and CSI 1000 stock index futures showed different values on different dates from June 19 to June 25, 2025. For example, the basis of CSI 300 on June 25, 2025, was 37.27 [48]. - Inter - period Data: Different inter - period spreads (next month - current month, current quarter - current month, etc.) for CSI 300, SSE 50, CSI 500, and CSI 1000 are provided [48].