宝城期货品种套利数据日报（2025年10月21日）：一、动力煤-20251021

Report Summary 1. Report Industry Investment Rating No information provided in the report regarding industry investment rating. 2. Core View of the Report The report presents the daily arbitrage data of various futures varieties on October 21, 2025, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, aiming to provide data references for investors [1]. 3. Summary by Directory Power Coal - The report shows the basis and spread data of power coal from October 14 to October 20, 2025. The basis values are - 81.4, - 70.4, - 60.4, - 53.4, - 45.4 respectively, while the spreads of 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month are all 0.0 [1][2]. Energy Chemicals - Energy Commodities: It provides the basis, price ratio, and other data of energy commodities such as fuel oil, INE crude oil, and the ratio of crude oil to asphalt from October 14 to October 20, 2025 [7]. - Chemical Commodities: - Basis: The basis data of rubber, methanol, PTA, LLDPE, V, and PP from October 14 to October 20, 2025 are presented. For example, the basis of rubber is - 595, - 645, - 600, - 445, - 510 respectively [9]. - Inter - period Spreads: The inter - period spreads of 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are given [11]. - Inter - commodity Spreads: The inter - commodity spreads of LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3 * methanol from October 14 to October 20, 2025 are provided [11]. Black Metals - Inter - period Spreads: The inter - period spreads of 5 - month minus 1 - month, 9 - month (10) minus 1 - month, and 9 - month (10) minus 5 - month for rebar, iron ore, coke, and coking coal are presented. For example, the 5 - month minus 1 - month spread of rebar is 56.0 [20]. - Inter - commodity Spreads: The inter - commodity spreads of rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot - rolled coil from October 14 to October 20, 2025 are provided [20]. - Basis: The basis data of rebar, iron ore, coke, and coking coal from October 14 to October 20, 2025 are given [21]. Non - Ferrous Metals - Domestic Market: The domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from October 14 to October 20, 2025 are presented. For example, the basis of copper on October 20 is 400 [28]. - London Market: The LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit - loss data of copper, aluminum, zinc, lead, nickel, and tin on October 20, 2025 are provided [33]. Agricultural Products - Basis: The basis data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, corn, etc. from October 14 to October 20, 2025 are presented. For example, the basis of soybeans No.1 on October 20 is - 106 [38]. - Inter - period Spreads: The inter - period spreads of 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month for soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, etc. are given [38]. - Inter - commodity Spreads: The inter - commodity spreads of soybeans No.1/corn, soybeans No.2/corn, soybean oil/soybean meal, soybean meal - rapeseed meal, etc. from October 14 to October 20, 2025 are provided [38]. Stock Index Futures - Basis: The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from October 14 to October 20, 2025 are presented. For example, the basis of CSI 300 on October 20 is 31.42 [49]. - Inter - period Spreads: The inter - period spreads of next - month minus current - month and next - quarter minus current - quarter for CSI 300, SSE 50, CSI 500, and CSI 1000 are given [49].