宝城期货品种套利数据日报（2025年10月14日）-20251014

1. Report Industry Investment Rating - No relevant content provided 2. Core View of the Report - The report is a daily report on commodity arbitrage data from Baocheng Futures on October 14, 2025, presenting the basis, inter - period spreads, and inter - commodity spreads of various commodities in different sectors [1][5][18][25][38][49] 3. Summary by Related Catalogs 3.1 Power Coal - The basis data of power coal from September 29, 2025, to October 13, 2025, is presented, with the basis on October 13 being - 87.4 yuan/ton, showing an upward trend compared to previous days. The spreads of 5 - month vs 1 - month, 9 - month vs 1 - month, and 9 - month vs 5 - month are all 0.0 [1][2] 3.2 Energy and Chemicals 3.2.1 Energy Commodities - The basis data of fuel oil, INE crude oil, and the ratio of crude oil to asphalt from September 29, 2025, to October 13, 2025, are provided. For example, the basis of INE crude oil on October 13 is 4.17 yuan/ton [7] 3.2.2 Chemical Commodities - Basis: The basis data of rubber, methanol, PTA, LLDPE, V, and PP from September 29, 2025, to October 13, 2025, are given. For instance, the basis of rubber on October 13 is - 690 yuan/ton [9] - Inter - period Spreads: The inter - period spreads of rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are presented, such as the 5 - month vs 1 - month spread of rubber being - 15 yuan/ton [10] - Inter - commodity Spreads: The inter - commodity spreads of LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3*methanol from September 29, 2025, to October 13, 2025, are shown. For example, the LLDPE - PVC spread on October 13 is 2285 yuan/ton [10] 3.3 Black Metals - Basis: The basis data of rebar, iron ore, coke, and coking coal from September 29, 2025, to October 13, 2025, are provided. For example, the basis of rebar on October 13 is 127.0 yuan/ton [18] - Inter - period Spreads: The inter - period spreads of rebar, iron ore, coke, and coking coal are presented, like the 5 - month vs 1 - month spread of rebar being 54.0 yuan/ton [19] - Inter - commodity Spreads: The inter - commodity spreads of rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot rolled coil from September 29, 2025, to October 13, 2025, are shown. For example, the rebar/iron ore ratio on October 13 is 3.86 [19] 3.4 Non - ferrous Metals 3.4.1 Domestic Market - The domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from September 29, 2025, to October 13, 2025, are presented. For example, the basis of copper on October 13 is - 280 yuan/ton [29] 3.4.2 London Market - The LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss data of copper, aluminum, zinc, lead, nickel, and tin on October 13, 2025, are provided. For example, the LME spread of copper is 226.78 [34] 3.5 Agricultural Products - Basis: The basis data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, corn, etc., from September 29, 2025, to October 13, 2025, are given. For example, the basis of soybeans No.2 on October 13 is 265.84 yuan/ton [39] - Inter - period Spreads: The inter - period spreads of various agricultural products are presented, such as the 5 - month vs 1 - month spread of soybeans No.1 being 35 yuan/ton [39] - Inter - commodity Spreads: The inter - commodity spreads of soybeans No.1/corn, soybeans No.2/corn, soybean oil/soybean meal, etc., from September 29, 2025, to October 13, 2025, are shown. For example, the soybean oil/soybean meal ratio on October 13 is 2.82 [39] 3.6 Stock Index Futures - Basis: The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from September 29, 2025, to October 13, 2025, are provided. For example, the basis of CSI 300 on October 13 is 31.38 [50] - Inter - period Spreads: The inter - period spreads of CSI 300, SSE 50, CSI 500, and CSI 1000 (next month - current month, next quarter - current quarter) are presented. For example, the next month - current month spread of CSI 300 is - 10.6 [50]