宝城期货品种套利数据日报（2025年9月26日）：一、动力煤-20250926

Report Overview - This is the Baocheng Futures variety arbitrage data daily report for September 26, 2025, covering multiple commodity sectors including thermal coal, energy chemicals, black metals, non-ferrous metals, agricultural products, and stock index futures [1] 1. Thermal Coal - Base Price Data: From September 19 - 25, 2025, the base price of thermal coal remained at -95.4 yuan/ton (except -96.4 yuan/ton on September 22 and -97.4 yuan/ton on September 19), and the spreads of 5 - 1 month, 9 - 1 month, and 9 - 5 month were all 0.0 yuan/ton [2] 2. Energy Chemicals (1) Energy Commodities - Base Price: Base price data for fuel oil, crude oil/asphalt, INE crude oil from September 19 - 25, 2025 are provided, with specific values varying each day [7] (2) Chemical Commodities - Base Price: Base price data for rubber, methanol, PTA, LLDPE, V, PP from September 19 - 25, 2025 are provided, with values changing daily [9] - Inter - period Spreads: Inter - period spreads for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are presented, including 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads [11] - Inter - commodity Spreads: Inter - commodity spreads for LLDPE - PVC, LLDPE - PP, PP - PVC, PP - 3 * methanol from September 19 - 25, 2025 are provided [11] 3. Black Metals - Base Price: Base price data for rebar, iron ore, coke, and coking coal from September 19 - 25, 2025 are provided [21] - Inter - period Spreads: Inter - period spreads for rebar, iron ore, coke, and coking coal are presented, including 5 - 1 month, 9(10) - 1 month, and 9(10) - 5 month spreads [20] - Inter - commodity Spreads: Inter - commodity spreads for rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot rolled coil from September 19 - 25, 2025 are provided [20] 4. Non - ferrous Metals (1) Domestic Market - Domestic Base Price: Domestic base price data for copper, aluminum, zinc, lead, nickel, and tin from September 19 - 25, 2025 are provided [28] (2) London Market - LME Data: LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit/loss data for copper, aluminum, zinc, lead, nickel, and tin on September 25, 2025 are provided [32] 5. Agricultural Products - Base Price: Base price data for soybeans No.1, soybeans No.2, soybean meal, soybean oil, corn, etc. from September 19 - 25, 2025 are provided [36] - Inter - period Spreads: Inter - period spreads for soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, etc. are presented, including 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads [36] - Inter - commodity Spreads: Inter - commodity spreads for soybeans No.1/corn, soybeans No.2/corn, soybean oil/soybean meal, etc. from September 19 - 25, 2025 are provided [36] 6. Stock Index Futures - Base Price: Base price data for CSI 300, SSE 50, CSI 500, and CSI 1000 from September 19 - 25, 2025 are provided [47] - Inter - period Spreads: Inter - period spreads for CSI 300, SSE 50, CSI 500, and CSI 1000, including next month - current month and next quarter - current quarter spreads, are presented [47]