Report Summary 1. Report Industry Investment Rating No investment rating information is provided in the report. 2. Core View The report presents the daily arbitrage data of various futures varieties on September 8, 2025, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, aiming to provide data reference for investors. 3. Summary by Category Power Coal - The report shows the basis data of power coal from September 1 to September 5, 2025. The basis values are -113.4, -117.4, -120.4, -121.4, and -122.4 respectively, and the values of 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads are all 0.0 [2] Energy Chemicals Energy Commodities - The basis data of fuel oil, INE crude oil, and crude oil/asphalt from September 1 to September 5, 2025 are presented, with specific values fluctuating each day [7] Chemical Commodities - Basis data: From September 1 to September 5, 2025, the basis values of rubber, methanol, PTA, LLDPE, V, and PP are given, showing different trends [9] - Inter - period spreads: For rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol, the 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads are provided [11] - Inter - variety spreads: From September 1 to September 5, 2025, the spreads of LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3*methanol are presented [11] Black Metals - Inter - period spreads: For rebar, iron ore, coke, and coking coal, the 5 - 1 month, 9(10) - 1 month, and 9(10) - 5 month spreads are given [20] - Inter - variety spreads: From September 1 to September 5, 2025, the spreads of rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot rolled coil are presented [20] Non - Ferrous Metals Domestic Market - The domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from September 1 to September 5, 2025 are provided, showing different trends [29] London Market - On September 5, 2025, the LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss data of copper, aluminum, zinc, lead, nickel, and tin are presented [33] Agricultural Products - Basis data: The basis values of soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from September 1 to September 5, 2025 are given [38] - Inter - period spreads: For soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton, the 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads are provided [38] - Inter - variety spreads: From September 1 to September 5, 2025, the spreads of soybeans No.1/corn, soybeans No.2/corn, soybean oil/soybean meal, soybean meal - rapeseed meal, soybean oil - palm oil, rapeseed oil - soybean oil, and corn - corn starch are presented [38] Stock Index Futures - Basis data: The basis values of CSI 300, SSE 50, CSI 500, and CSI 1000 from September 1 to September 5, 2025 are given [50] - Inter - period spreads: For CSI 300, SSE 50, CSI 500, and CSI 1000, the spreads of next - month - current - month and next - quarter - current - quarter are provided [50]
宝城期货品种套利数据日报-20250908
Bao Cheng Qi Huo·2025-09-08 11:32