宝城期货品种套利数据日报-20250709
Bao Cheng Qi Huo·2025-07-09 01:37
- Report Industry Investment Rating - There is no information provided regarding the report industry investment rating in the given content. 2. Report's Core View - The report presents the daily arbitrage data of various futures varieties on July 9, 2025, including base spreads, inter - month spreads, and inter - commodity spreads for different sectors such as power coal, energy and chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures [1][5][15][23][37][46]. 3. Summary by Category 3.1 Power Coal - Base Spread: On July 8, 2025, the base spread of power coal was - 175.4 yuan/ton, showing a slight increase compared to previous days [2]. - Inter - month Spreads: The 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads were all 0.0 yuan/ton from July 2 to July 8, 2025 [2]. 3.2 Energy and Chemicals 3.2.1 Energy Commodities - Base Spreads: On July 8, 2025, the base spread of INE crude oil was - 26.99 yuan/ton, and the ratio of crude oil to asphalt was 0.1420 [6]. - Fuel Oil: The base spread data for fuel oil was not fully available on July 8, 2025 [6]. 3.2.2 Chemical Commodities - Base Spreads: On July 8, 2025, the base spreads of natural rubber, methanol, PTA, LLDPE, and PP were - 35, 67, 95, 105, and 605 yuan/ton respectively [11]. - Inter - month Spreads: For example, the 5 - 1 month spread of natural rubber was 50 yuan/ton, and the 9 - 1 month spread was - 870 yuan/ton [11]. - Inter - commodity Spreads: On July 8, 2025, the spread of LLDPE - PVC was 2364 yuan/ton, and the spread of LLDPE - PP was 196 yuan/ton [11]. 3.3 Black Metals - Base Spreads: On July 8, 2025, the base spreads of rebar, iron ore, coke, and coking coal were 67.0, 60.8, - 126.1, and - 48.5 yuan/ton respectively [16]. - Inter - month Spreads: For rebar, the 5 - 1 month spread was 9.0 yuan/ton, and the 10 - 1 month spread was - 20.0 yuan/ton [16]. - Inter - commodity Spreads: On July 8, 2025, the ratio of rebar to iron ore was 4.18, and the ratio of rebar to coke was 2.1502 [16]. 3.4 Non - ferrous Metals 3.4.1 Domestic Market - Base Spreads: On July 8, 2025, the base spreads of copper, aluminum, zinc, lead, nickel, and tin were 270, 65, - 40, - 130, 1250, and - 600 yuan/ton respectively [24]. 3.4.2 London Market - LME Data: On July 8, 2025, the LME spreads of copper, aluminum, zinc, lead, nickel, and tin were 51.31, - 0.60, - 9.88, - 23.04, - 207.63, and - 20.00 respectively; the Shanghai - London ratios were 8.08, 7.94, 8.16, 8.40, 7.95, and 7.94 respectively [31]. 3.5 Agricultural Products - Base Spreads: On July 8, 2025, the base spreads of soybeans No.1, soybeans No.2, soybean meal, soybean oil, and rapeseed meal varied [39]. - Inter - month Spreads: For example, the 5 - 1 month spread of palm oil was - 145 yuan/ton, and the 9 - 1 month spread was 51 yuan/ton [37]. - Inter - commodity Spreads: On July 8, 2025, the ratio of soybeans No.1 to corn was 1.77, and the ratio of soybean oil to soybean meal was 2.71 [37]. 3.6 Stock Index Futures - Base Spreads: On July 8, 2025, the base spreads of CSI 300, SSE 50, CSI 500, and CSI 1000 were 39.85, 19.39, 19.74, and 171.90 respectively [47]. - Inter - month Spreads: For CSI 300, the spread between the next - month and the current - month contract was - 16.8 [47].