宝城期货品种套利数据日报-20250905

Report Industry Investment Rating No relevant content provided. 2. Core View of the Report The report is a daily report on futures variety arbitrage data from Baocheng Futures on September 5, 2025, presenting the basis, inter - period, and inter - variety data of various futures varieties including thermal coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures. 3. Summary by Related Catalogs 3.1 Thermal Coal - The basis data of thermal coal from August 29, 2025, to September 4, 2025, are - 111.4, - 113.4, - 117.4, - 120.4, - 121.4 yuan/ton respectively, and the 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads are all 0 [1][2]. 3.2 Energy Chemicals 3.2.1 Energy Commodities - The basis data of fuel oil, INE crude oil, and the ratio of crude oil to asphalt from August 29, 2025, to September 4, 2025, are presented, such as the basis of INE crude oil on September 4 is 142.49 yuan/ton, and the ratio of crude oil to asphalt is 0.1382 [7]. 3.2.2 Chemical Commodities - Basis: The basis data of rubber, methanol, PTA, LLDPE, V, and PP from August 29, 2025, to September 4, 2025, are provided. For example, the basis of rubber on September 4 is - 910 yuan/ton [9]. - Inter - period: The 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads of rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are given. For example, the 5 - 1 month spread of rubber is 75 yuan/ton [11]. - Inter - variety: The inter - variety spreads such as LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3 * methanol from August 29, 2025, to September 4, 2025, are presented. For example, on September 4, LLDPE - PVC is 2354 yuan/ton [11]. 3.3 Black Metals - Inter - period: The 5 - 1 month, 9(10) - 1 month, and 9(10) - 5 month spreads of rebar, iron ore, coke, and coking coal are provided. For example, the 5 - 1 month spread of rebar is 48.0 yuan/ton [21]. - Inter - variety: The inter - variety data such as the ratio of rebar to iron ore, rebar to coke, coke to coking coal, and rebar - hot rolled coil from August 29, 2025, to September 4, 2025, are presented. For example, on September 4, the ratio of rebar to iron ore is 3.97 [21]. - Basis: The basis data of rebar, iron ore, coke, and coking coal from August 29, 2025, to September 4, 2025, are given. For example, the basis of rebar on September 4 is 93.0 yuan/ton [22]. 3.4 Non - ferrous Metals 3.4.1 Domestic Market - The domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from August 29, 2025, to September 4, 2025, are presented. For example, the basis of copper on September 4 is 250 yuan/ton [29]. 3.4.2 London Market - The LME premium/discount, Shanghai - London ratio, CIF, domestic spot price, and import profit/loss data of copper, aluminum, zinc, lead, nickel, and tin on September 4, 2025, are provided. For example, the LME premium/discount of copper is (67.16) [35]. 3.5 Agricultural Products - Basis: The basis data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, corn, etc. from August 29, 2025, to September 4, 2025, are given. For example, the basis of soybeans No.1 on September 4 is 95 yuan/ton [42]. - Inter - period: The 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads of various agricultural products are presented. For example, the 5 - 1 month spread of soybeans No.1 is 46 yuan/ton [42]. - Inter - variety: The inter - variety data such as the ratio of soybeans No.1 to corn, soybeans No.2 to corn, soybean oil to soybean meal, etc. from August 29, 2025, to September 4, 2025, are provided. For example, on September 4, the ratio of soybeans No.1 to corn is 1.80 [42]. 3.6 Stock Index Futures - Basis: The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from August 29, 2025, to September 4, 2025, are presented. For example, the basis of CSI 300 on September 4 is 15.81 [54]. - Inter - period: The spreads of the next - month minus the current - month and the next - quarter minus the current - quarter for CSI 300, SSE 50, CSI 500, and CSI 1000 are given. For example, the next - month minus the current - month spread of CSI 300 is - 9.4 [54].