宝城期货品种套利数据日报-20250912

Group 1: Report Overview - The report is the Baocheng Futures Variety Arbitrage Data Daily Report for September 12, 2025, covering multiple commodity sectors including thermal coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures [1] Group 2: Thermal Coal - The table shows the basis, 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month spreads of thermal coal from September 5 to September 11, 2025. The basis on September 11 was - 126.4 yuan/ton, and the spreads were all 0.0 [2] Group 3: Energy Chemicals Energy Commodities - Data on the basis of fuel oil, crude oil, and asphalt, and the ratio of crude oil to asphalt are presented from September 5 to September 11, 2025. For example, on September 11, the basis of INE crude oil was 16.42 yuan/ton, and the ratio of crude oil to asphalt was 0.1413 [7] Chemical Commodities - Basis: The basis of rubber, methanol, PTA, LLDPE, V, and PP from September 5 to September 11, 2025 is provided. For instance, on September 11, the basis of rubber was - 1005 yuan/ton [9] - Inter - delivery spreads: The 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month spreads of rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are given. For example, the 5 - month minus 1 - month spread of rubber was 30 yuan/ton [10] - Inter - commodity spreads: The spreads of LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3*methanol from September 5 to September 11, 2025 are shown. On September 11, the LLDPE - PVC spread was 2352 yuan/ton [10] Group 4: Black Metals Inter - delivery spreads - The 5 - month minus 1 - month, 9 - month(10) minus 1 - month, and 9 - month(10) minus 5 - month spreads of rebar, iron ore, coke, and coking coal are presented. For example, the 5 - month minus 1 - month spread of rebar was 49.0 yuan/ton [19] Inter - commodity spreads - The ratios of rebar to iron ore, rebar to coke, coke to coking coal, and the spread of rebar minus hot - rolled coil from September 5 to September 11, 2025 are given. On September 11, the ratio of rebar to iron ore was 3.88 [19] Basis - The basis of rebar, iron ore, coke, and coking coal from September 5 to September 11, 2025 is provided. On September 11, the basis of rebar was 118.0 yuan/ton [20] Group 5: Non - Ferrous Metals Domestic Market - The domestic basis of copper, aluminum, zinc, lead, nickel, and tin from September 5 to September 11, 2025 is shown. On September 11, the basis of copper was 10 yuan/ton [27] London Market - Data on LME non - ferrous metals including LME premium/discount, Shanghai - London ratio, CIF price, domestic spot price, and import profit/loss for copper, aluminum, zinc, lead, nickel, and tin on September 11, 2025 are presented. For example, the LME premium/discount of copper was (61.54) [34] Group 6: Agricultural Products Basis - The basis of soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from September 5 to September 11, 2025 is provided. On September 11, the basis of soybeans No.1 was 115 yuan/ton [39] Inter - delivery spreads - The 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month spreads of various agricultural products are given. For example, the 5 - month minus 1 - month spread of soybeans No.1 was 47 yuan/ton [39] Inter - commodity spreads - The ratios and spreads such as soybeans No.1 to corn, soybeans No.2 to corn, soybean oil to soybean meal, soybean meal minus rapeseed meal, soybean oil minus palm oil, rapeseed oil minus soybean oil, and corn minus corn starch from September 5 to September 11, 2025 are shown. On September 11, the ratio of soybeans No.1 to corn was 1.79 [39] Group 7: Stock Index Futures Basis - The basis of CSI 300, SSE 50, CSI 500, and CSI 1000 from September 5 to September 11, 2025 is provided. On September 11, the basis of CSI 300 was - 13.97 [51] Inter - delivery spreads - The spreads of next - month minus current - month and next - quarter minus current - quarter for CSI 300, SSE 50, CSI 500, and CSI 1000 are presented. For example, the next - month minus current - month spread of CSI 300 was - 53.8 [53]