宝城期货品种套利数据日报（2025年10月16日）-20251016

Report Overview - This is a daily report on commodity arbitrage data from Baocheng Futures on October 16, 2025, covering multiple sectors including power coal, energy chemicals, black metals, non-ferrous metals, agricultural products, and stock index futures. 1. Power Coal - Base Price Data: The base price of power coal on October 15, 2025, was -70.4 yuan/ton, showing an upward trend compared to previous days. The price differences between May - January, September - January, and September - May were all 0.0 [2]. 2. Energy Chemicals (1) Energy Commodities - Base Price and Ratio: Data for fuel oil, INE crude oil, and the ratio of crude oil to asphalt were provided, including base prices and ratios on different dates from October 9 - 15, 2025 [7]. (2) Chemical Commodities - Base Price: Base prices for rubber, methanol, PTA, LLDPE, V, and PP were given for October 9 - 15, 2025, with some fluctuations [9]. - Inter - Period Price Difference: Inter - period price differences (May - January, September - January, September - May) for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol were presented [10]. - Inter - Variety Price Difference: Inter - variety price differences for LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3 * methanol were provided for October 9 - 15, 2025 [10]. 3. Black Metals - Inter - Period Price Difference: Inter - period price differences (May - January, September(10) - January, September(10) - May) for rebar, iron ore, coke, and coking coal were reported, along with notes on rebar's main contract months [19]. - Inter - Variety Price Difference: Inter - variety price differences for rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot - rolled coil were given for October 9 - 15, 2025 [19]. - Base Price: Base prices for rebar, iron ore, coke, and coking coal were provided for October 9 - 15, 2025 [20]. 4. Non - Ferrous Metals (1) Domestic Market - Domestic Base Price: Domestic base prices for copper, aluminum, zinc, lead, nickel, and tin were presented for October 9 - 15, 2025, showing significant fluctuations [28]. (2) London Market - LME Data: LME premiums and discounts, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss for copper, aluminum, zinc, lead, nickel, and tin on October 15, 2025, were reported [33]. 5. Agricultural Products - Base Price: Base prices for soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn were provided for October 9 - 15, 2025 [37]. - Inter - Period Price Difference: Inter - period price differences (May - January, September - January, September - May) for multiple agricultural products including soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton were presented [37]. - Inter - Variety Price Difference: Inter - variety price differences for 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 were given for October 9 - 15, 2025 [37]. 6. Stock Index Futures - Base Price: Base prices for CSI 300, SSE 50, CSI 500, and CSI 1000 were provided for October 9 - 15, 2025 [48]. - Inter - Period Price Difference: Inter - period price differences (next month - current month, next quarter - current quarter) for CSI 300, SSE 50, CSI 500, and CSI 1000 were reported [48].