宝城期货品种套利数据日报-20250916

1. Report Industry Investment Rating - No investment rating information is provided in the report. 2. Core View of the Report - The report presents the daily arbitrage data of various futures varieties of Baocheng Futures on September 16, 2025, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures [1][5][21][27][39][50]. 3. Summary by Directory 3.1 Power Coal - The report shows the basis and spread data of power coal from September 9 to September 15, 2025. The basis on September 15 was - 115.4 yuan/ton, while the spreads of 5 - 1, 9 - 1, and 9 - 5 were all 0 [2]. 3.2 Energy Chemicals 3.2.1 Energy Commodities - Data on the basis, ratio, and other indicators of energy commodities such as fuel oil, crude oil, and asphalt from September 9 to September 15, 2025 are presented. For example, the basis of INE crude oil on September 15 was 99.61 yuan/ton, and the ratio of crude oil to asphalt was 0.1408 [7]. 3.2.2 Chemical Commodities - The basis, spread, and cross - variety spread data of chemical commodities such as rubber, methanol, PTA, LLDPE, V, and PP are provided. For instance, the basis of rubber on September 15 was - 995 yuan/ton, and the LLDPE - PVC spread on September 15 was 2304 yuan/ton [9][10]. 3.3 Black Metals - Cross - period and cross - variety spread data of black metals including rebar, iron ore, coke, and coking coal are given. For example, the 5 - 1 cross - period spread of rebar was 65.0 yuan/ton, and the screw/ore ratio on September 15 was 3.92 [20]. 3.4 Non - Ferrous Metals 3.4.1 Domestic Market - The domestic basis data of non - ferrous metals such as copper, aluminum, zinc, lead, nickel, and tin from September 9 to September 15, 2025 are presented. For example, the basis of copper on September 15 was 10 yuan/ton [28]. 3.4.2 London Market - Data on LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss of LME non - ferrous metals on September 15, 2025 are provided. For example, the LME spread of copper was (61.93), and the Shanghai - London ratio was 8.02 [34]. 3.5 Agricultural Products - The basis, cross - period, and cross - variety spread data of agricultural products such as soybeans, soybean meal, soybean oil, corn, and rapeseed meal are provided. For example, the basis of soybeans on September 15 was 121 yuan/ton, and the soybean/corn ratio on September 15 was 1.81 [39]. 3.6 Stock Index Futures - The basis and cross - period spread data of stock index futures including CSI 300, SSE 50, CSI 500, and CSI 1000 from September 9 to September 15, 2025 are presented. For example, the basis of CSI 300 on September 15 was 5.26, and the next - month - to - current - month spread was - 9.2 [51].