宝城期货品种套利数据日报-20250901

1. Report Industry Investment Rating - There is no information about the industry investment rating in the report. 2. Core Views - The report provides daily arbitrage data for various futures products including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures on August 29, 2025, along with historical data from August 25 - 28, 2025 [1][2][7][9]. 3. Summaries by Category Power Coal - Displays the basis and spreads (5 - 1 month, 9 - 1 month, 9 - 5 month) from August 25 - 29, 2025. The basis decreased from - 97.4 on August 25 to - 111.4 on August 29, while the spreads remained 0.0 during this period [1][2]. Energy Chemicals Energy Commodities - Presents the basis and price ratios for fuel oil, INE crude oil, and other energy products from August 25 - 29, 2025. For example, the basis of INE crude oil changed over these days [7]. Chemical Commodities - The basis data for rubber, methanol, PTA, LLDPE, V, and PP from August 25 - 29, 2025 are provided. The basis values of different chemicals fluctuated during the period. - Also shows the inter - delivery spreads (5 - 1 month, 9 - 1 month, 9 - 5 month) and inter - commodity spreads for chemicals [9][10]. Black Metals - Provides inter - delivery spreads (5 - 1 month, 9(10) - 1 month, 9(10) - 5 month) for rebar, iron ore, coke, and coking coal, as well as inter - commodity spreads (such as rebar/iron ore, rebar/coke, etc.) from August 25 - 29, 2025 [19]. Non - Ferrous Metals Domestic Market - The domestic basis data for copper, aluminum, zinc, lead, nickel, and tin from August 25 - 29, 2025 are given. The basis values of these metals changed over the days [27]. London Market - Displays LME spreads, Shanghai - London price ratios, CIF prices, domestic spot prices, and import profit and loss for LME non - ferrous metals on August 29, 2025 [33]. Agricultural Products - Includes basis, inter - delivery spreads (5 - 1 month, 9 - 1 month, 9 - 5 month), and inter - commodity spreads for various agricultural products such as soybeans, soybean meal, soybean oil, etc. from August 25 - 29, 2025 [39]. Stock Index Futures - Presents the basis data for CSI 300, SSE 50, CSI 500, and CSI 1000 from August 25 - 29, 2025, as well as inter - delivery spreads (next month - current month, next quarter - current quarter) [51].