宝城期货品种套利数据日报（2025年10月13日）-20251013

1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report The report is a daily report on futures variety arbitrage data from Baocheng Futures on October 13, 2025, presenting the basis, inter - period, and inter - variety data of multiple futures varieties including thermal coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures [1][5][19][26][39][49]. 3. Summary by Directory 3.1 Thermal Coal - The basis data for thermal coal from September 26 to October 10, 2025, is presented, with the basis on October 10 being - 96.4 yuan/ton, and the 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month spreads all being 0.0 [2]. 3.2 Energy Chemicals 3.2.1 Energy Commodities - Basis data for fuel oil, crude oil/asphalt, INE crude oil, etc., from September 26 to October 10, 2025, are provided, such as the basis of INE crude oil on October 10 being 47.20 yuan/ton [7]. 3.2.2 Chemical Commodities - Basis data for rubber, methanol, PTA, LLDPE, V, PP from September 26 to October 10, 2025, are shown. For example, the basis of rubber on October 10 was - 665 yuan/ton [9]. - Inter - period data for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are presented, including 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month spreads [11]. - Inter - variety data for LLDPE - PVC, LLDPE - PP, PP - PVC, PP - 3 * methanol from September 26 to October 10, 2025, are given, like the LLDPE - PVC spread on October 10 being 2298 yuan/ton [11]. 3.3 Black Metals - Basis data for rebar, iron ore, coke, and coking coal from September 26 to October 10, 2025, are provided. For instance, the basis of rebar on October 10 was 157.0 yuan/ton [19]. - Inter - period data for rebar, iron ore, coke, and coking coal are presented, including 5 - month minus 1 - month, 9(10) - month minus 1 - month, and 9(10) - month minus 5 - month spreads [20]. - Inter - variety data for rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot - rolled coil from September 26 to October 10, 2025, are given, such as the rebar/iron ore ratio on October 10 being 3.91 [20]. 3.4 Non - Ferrous Metals 3.4.1 Domestic Market - Domestic basis data for copper, aluminum, zinc, lead, nickel, and tin from September 26 to October 10, 2025, are presented. For example, the basis of copper on October 10 was 700 yuan/ton [29]. 3.4.2 London Market - LME non - ferrous metal data including copper, aluminum, zinc, lead, nickel, and tin on October 10, 2025, are provided, including LME premium/discount, Shanghai - London ratio, CIF, domestic spot price, and import profit/loss [33]. 3.5 Agricultural Products - Basis data for soybeans No. 1, soybeans No. 2, soybean meal, soybean oil, corn, etc., from September 26 to October 10, 2025, are shown. For example, the basis of soybeans No. 1 on October 10 was 7327.3 yuan/ton [39]. - Inter - period data for soybeans No. 1, soybeans No. 2, soybean meal, soybean oil, rapeseed meal, etc., are presented, including 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month spreads [39]. - Inter - variety data for soybeans No. 1/corn, soybeans No. 2/corn, soybean oil/soybean meal, soybean meal - rapeseed meal, etc., from September 26 to October 10, 2025, are given, such as the soybean oil/soybean meal ratio on October 10 being 2.85 [39]. 3.6 Stock Index Futures - Basis data for CSI 300, SSE 50, CSI 500, and CSI 1000 from September 26 to October 10, 2025, are provided. For example, the basis of CSI 300 on October 10 was 24.63 [50]. - Inter - period data for CSI 300, SSE 50, CSI 500, and CSI 1000 are presented, including next - month minus current - month and next - quarter minus current - quarter spreads [50].