宝城期货品种套利数据日报（2025年10月15日）-20251015

1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report The report is a daily arbitrage data report of Baocheng Futures on October 15, 2025, presenting the basis, inter - period, and inter - variety data of various commodities including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures [1][5][18][25][38][49]. 3. Summary by Related Catalogs Power Coal - The basis data of power coal from September 30, 2025, to October 14, 2025, is presented, with the basis on October 14 being - 81.4 yuan/ton, showing an increasing trend compared to previous days [2]. Energy Chemicals Energy Commodities - The basis data of fuel oil, INE crude oil, and the ratio of crude oil to asphalt from September 30, 2025, to October 14, 2025, are provided. For example, the basis of INE crude oil on October 14 was 2.52 yuan/ton [7]. Chemical Commodities - Basis: The basis data of rubber, methanol, PTA, LLDPE, PVC, and PP from September 30, 2025, to October 14, 2025, are shown. For instance, the basis of rubber on October 14 was - 595 yuan/ton [9]. - Inter - period: The inter - period data of rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are presented. For example, the 5 - month minus 1 - month inter - period of rubber was - 10 yuan/ton [10]. - Inter - variety: The inter - variety data of LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3*methanol from September 30, 2025, to October 14, 2025, are given. For example, the LLDPE - PVC value on October 14 was 2252 yuan/ton [10]. Black Metals - Basis: The basis data of rebar, iron ore, coke, and coking coal from September 30, 2025, to October 14, 2025, are provided. For example, the basis of rebar on October 14 was 139.0 yuan/ton [18]. - Inter - period: The inter - period data of rebar, iron ore, coke, and coking coal are presented. For example, the 5 - month minus 1 - month inter - period of rebar was 56.0 yuan/ton [19]. - Inter - variety: The inter - variety data of rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot - rolled coil from September 30, 2025, to October 14, 2025, are given. For example, the rebar/iron ore ratio on October 14 was 3.88 [19]. Non - Ferrous Metals Domestic Market - The domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from September 30, 2025, to October 14, 2025, are presented. For example, the basis of copper on October 14 was 1450 yuan/ton [29]. London Market - The LME premium/discount, Shanghai - London ratio, CIF, domestic spot price, and import profit/loss data of copper, aluminum, zinc, lead, nickel, and tin on October 14, 2025, are provided. For example, the LME premium/discount of copper was 54.87 [34]. Agricultural Products - Basis: The basis data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, corn from September 30, 2025, to October 14, 2025, are shown. For example, the basis of soybeans No.1 on October 14 was 7 yuan/ton [39]. - Inter - period: The inter - period data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton are presented. For example, the 5 - month minus 1 - month inter - period of soybeans No.1 was 42 yuan/ton [39]. - Inter - variety: The inter - variety data 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, and corn - corn starch from September 30, 2025, to October 14, 2025, are given. For example, the soybeans No.1/corn ratio on October 14 was 1.90 [39]. Stock Index Futures - Basis: The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from September 30, 2025, to October 14, 2025, are provided. For example, the basis of CSI 300 on October 14 was 31.86 [50]. - Inter - period: The inter - period data 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 inter - period of CSI 300 was - 17.6 [50].