宝城期货品种套利数据日报-20250829

Report Summary 1. Report Industry Investment Rating No information regarding the industry investment rating is provided in the report. 2. Core View The report presents the daily arbitrage data of various futures products on August 29, 2025, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, showing their basis, inter - period spreads, and inter - commodity spreads over a period from August 22 to August 28, 2025. 3. Summary by Category Power Coal - Basis: On August 28, 2025, the basis of power coal was - 109.4 yuan/ton, compared to - 108.4 yuan/ton on August 27, - 105.4 yuan/ton on August 26, - 97.4 yuan/ton on August 25 and August 22 [2]. - Inter - period Spreads: The 5 - 1, 9 - 1, and 9 - 5 spreads were all 0.0 yuan/ton from August 22 to August 28 [2]. Energy Chemicals Energy Commodities - Basis: For fuel oil, the basis on August 28 was 14.00 yuan/ton; for INE crude oil, it was 52.47 yuan/ton on August 28. The ratio of crude oil to asphalt and other data are also presented for different dates [6]. - Price Ratios: The price ratios of different energy commodities on different dates are provided, such as 11.95, 28.31, etc. [6]. Chemical Commodities - Basis: The basis data of rubber, methanol, PTA, LLDPE, V, and PP from August 22 to August 28 are given. For example, the basis of rubber was - 1045 yuan/ton on August 28 [8]. - Inter - period Spreads: The 5 - 1, 9 - 1, and 9 - 5 inter - period spreads of rubber, methanol, PTA, etc. are presented. For instance, the 5 - 1 spread of rubber was 85 yuan/ton [10]. - Inter - commodity Spreads: The inter - commodity spreads such as LLDPE - PVC, LLDPE - PP, etc. from August 22 to August 28 are shown. For example, the LLDPE - PVC spread was 2418 yuan/ton on August 28 [10]. Black Metals - Basis: The basis data of螺纹钢, iron ore, coke, and coking coal from August 22 to August 28 are provided. For example, the basis of螺纹钢 was 151.0 yuan/ton on August 28 [20]. - Inter - period Spreads: The 5 - 1, 9(10) - 1, and 9(10) - 5 inter - period spreads of螺纹钢, iron ore, etc. are presented. For example, the 5 - 1 spread of螺纹钢 was 41.0 yuan/ton [19]. - Inter - commodity Spreads: The inter - commodity spreads such as螺/矿, 螺/焦炭, etc. from August 22 to August 28 are shown. For example, the 螺/矿 ratio was 3.99 on August 28 [19]. Non - Ferrous Metals Domestic Market - Basis: The basis data of copper, aluminum, zinc, lead, nickel, and tin from August 22 to August 28 are given. For example, the basis of copper was 210 yuan/ton on August 28 [27]. London Market - LME Premiums and Discounts: The LME premiums and discounts of copper, aluminum, zinc, lead, nickel, and tin on August 28 are presented. For example, the LME premium/discount of copper was (82.79) [35]. - Shanghai - London Ratios: The Shanghai - London ratios of these metals on August 28 are provided, such as 8.06 for copper [35]. - CIF and Domestic Spot Prices: The CIF and domestic spot prices of these metals on August 28 are given, along with the import profit and loss data [35]. Agricultural Products - Basis: The basis data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, etc. from August 22 to August 28 are presented. For example, the basis of soybeans No.1 was 133 yuan/ton on August 28 [40]. - Inter - period Spreads: The 5 - 1, 9 - 1, and 9 - 5 inter - period spreads of various agricultural products are shown. For example, the 5 - 1 spread of soybeans No.1 was 48 yuan/ton [40]. - Inter - commodity Spreads: The inter - commodity spreads such as 豆一/玉米, 豆油/豆粕, etc. from August 22 to August 28 are given. For example, the 豆一/玉米 ratio was 1.81 on August 28 [40]. Stock Index Futures - Basis: The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from August 22 to August 28 are provided. For example, the basis of CSI 300 was 3.38 on August 28 [52]. - Inter - period Spreads: The inter - period spreads of the next - month - current - month and next - quarter - current - quarter of CSI 300, SSE 50, CSI 500, and CSI 1000 are presented. For example, the next - month - current - month spread of CSI 300 was - 7.8 [52].