宝城期货品种套利数据日报-20250818

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View of the Report The report presents the daily arbitrage data of various futures varieties on August 18, 2025, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, covering aspects such as basis, inter - period spreads, and inter - commodity spreads. 3. Summary by Directory Power Coal - The basis data from August 11 to August 15, 2025, shows a trend of change, with values of - 115.4, - 113.4, - 108.4, - 106.4, and - 103.4 respectively. The spreads of 5 - 1, 9 - 1, and 9 - 5 are all 0.0 [1][2] Energy Chemicals - Energy Commodities: For fuel oil, INE crude oil, and the ratio of crude oil to asphalt, data such as basis, ratio, and spread are provided from August 11 to August 15, 2025 [6] - Chemical Commodities - Basis: The basis data of rubber, methanol, PTA, LLDPE, V, and PP from August 11 to August 15, 2025, show different trends of change [8] - Inter - period Spreads: The inter - period spreads of 5 - 1, 9 - 1, and 9 - 5 for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are presented [9] - Inter - commodity Spreads: The inter - commodity spreads of LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3 * methanol from August 11 to August 15, 2025, are provided [9] Black Metals - Inter - period Spreads: The inter - period spreads of 5 - 1, 9(10) - 1, and 9(10) - 5 for rebar, iron ore, coke, and coking coal are given [18] - Inter - commodity Spreads: The inter - commodity spreads of rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot rolled coil from August 11 to August 15, 2025, are presented [18] - Basis: The basis data of rebar, iron ore, coke, and coking coal from August 11 to August 15, 2025, are provided [19] Non - ferrous Metals - Domestic Market: The domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from August 11 to August 15, 2025, are presented [26] - London Market: Data such as LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss for LME non - ferrous metals on August 15, 2025, are provided [32] Agricultural Products - Basis: The basis data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, corn, etc. from August 11 to August 15, 2025, are presented [37] - Inter - period Spreads: The inter - period spreads of 5 - 1, 9 - 1, and 9 - 5 for soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, etc. are given [37] - Inter - commodity Spreads: The inter - commodity spreads of soybeans No.1/corn, soybeans No.2/corn, soybean oil/soybean meal, etc. from August 11 to August 15, 2025, are presented [37] Stock Index Futures - Basis: The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from August 11 to August 15, 2025, are presented [48] - Inter - period Spreads: The inter - period spreads of next - month - current - month and next - quarter - current - quarter for CSI 300, SSE 50, CSI 500, and CSI 1000 are given [50]