宝城期货品种套利数据日报-20250915

Report Summary 1. Report Industry Investment Rating There is no information about the industry investment rating in the report. 2. Core View The report provides the daily arbitrage data of various futures varieties of Baocheng Futures on September 15, 2025, including the basis, inter - period and inter - variety data of power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures. 3. Summary by Category Power Coal - The basis data from September 8 to September 12, 2025 is provided, with values of - 124.4, - 126.4, - 126.4, - 126.4, - 121.4 respectively. The 5 - 1, 9 - 1, and 9 - 5 inter - period spreads are all 0.0 during this period [1][2] Energy and Chemicals Energy Commodities - The basis data of fuel oil, INE crude oil, and crude oil / asphalt from September 8 to September 12, 2025 is presented, along with their ratios [8] Chemical Commodities - Basis data of rubber, methanol, PTA, LLDPE, V, and PP from September 8 to September 12, 2025 is provided. For example, the basis of rubber on September 12 is - 870 [10] - Inter - period spreads (5 - 1, 9 - 1, 9 - 5) of rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are given. For instance, the 5 - 1 spread of rubber is 25 [11] - Inter - variety spreads of LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3 * methanol from September 8 to September 12, 2025 are provided. For example, the LLDPE - PVC spread on September 12 is 2303 [11] Black Metals - Inter - period spreads (5 - 1, 9(10) - 1, 9(10) - 5) of rebar, iron ore, coke, and coking coal are given. For example, the 5 - 1 spread of rebar is 56.0 [20] - Inter - variety spreads of rebar / iron ore, rebar / coke, coke / coking coal, and rebar - hot rolled coil from September 8 to September 12, 2025 are provided. For example, the rebar / iron ore ratio on September 12 is 3.89 [20] - Basis data of rebar, iron ore, coke, and coking coal from September 8 to September 12, 2025 is presented. For example, the basis of rebar on September 12 is 83.0 [21] Non - Ferrous Metals Domestic Market - The domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from September 8 to September 12, 2025 is provided. For example, the basis of copper on September 12 is - 350 [28] London Market - LME premium / discount, Shanghai - London ratio, CIF, domestic spot price, and import profit / loss of LME non - ferrous metals (copper, aluminum, zinc, lead, nickel, tin) on September 12, 2025 are given. For example, the LME premium / discount of copper is (73.42) [36] Agricultural Products - Basis data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, corn from September 8 to September 12, 2025 is provided. For example, the basis of soybeans No.1 on September 12 is 101 [43] - Inter - period spreads (5 - 1, 9 - 1, 9 - 5) of soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton are given. For example, the 5 - 1 spread of soybeans No.1 is 46 [43] - Inter - variety 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, corn - corn starch from September 8 to September 12, 2025 are provided. For example, the soybeans No.1 / corn ratio on September 12 is 1.80 [43] Stock Index Futures - The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from September 8 to September 12, 2025 is provided. For example, the basis of CSI 300 on September 12 is - 1.20 [55] - The inter - period spreads (next month - current month, next quarter - current quarter) of CSI 300, SSE 50, CSI 500, and CSI 1000 are given. For example, the next month - current month spread of CSI 300 is - 8.2 [55]