宝城期货品种套利数据日报（2025年10月24日）：一、动力煤-20251024

Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report The report presents the daily arbitrage data of various futures varieties on October 24, 2025, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, covering aspects such as basis, inter - period spreads, and inter - commodity spreads. 3. Summary by Directory 3.1 Power Coal - The basis data of power coal from October 17 to October 23, 2025, shows that the basis on October 23 was - 31.4 yuan/ton, gradually increasing from - 53.4 yuan/ton on October 17 [1][2] 3.2 Energy Chemicals - Energy Commodities: Basis data of fuel oil, INE crude oil, and the ratio of crude oil to asphalt from October 17 to October 23, 2025, are provided, along with the basis data of energy products [7] - Chemical Commodities: - Basis data of rubber, methanol, PTA, LLDPE, PVC, and PP from October 17 to October 23, 2025, are presented [9] - Inter - period spreads of rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are given, including 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads [10] - Inter - commodity spreads of LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3 * methanol from October 17 to October 23, 2025, are provided [10] 3.3 Black Metals - Basis data of rebar, iron ore, coke, and coking coal from October 17 to October 23, 2025, are shown [20] - Inter - period Spreads: Inter - period spreads of rebar, iron ore, coke, and coking coal are provided, including 5 - 1 month, 9(10) - 1 month, and 9(10) - 5 month spreads [19] - Inter - commodity Spreads: Inter - commodity spreads of rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot rolled coil from October 17 to October 23, 2025, are presented [19] 3.4 Non - ferrous Metals - Domestic Market: Domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from October 17 to October 23, 2025, are provided [29] - London Market: 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 23, 2025, are given [33] 3.5 Agricultural Products - Basis data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from October 17 to October 23, 2025, are shown [41] - Inter - period Spreads: Inter - period spreads of soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton are provided, including 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads [40] - Inter - commodity Spreads: Inter - commodity spreads 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 October 17 to October 23, 2025, are presented [40] 3.6 Stock Index Futures - Basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from October 17 to October 23, 2025, are provided [53] - Inter - period spreads of CSI 300, SSE 50, CSI 500, and CSI 1000, including next - month - current - month and next - quarter - current - quarter spreads, are given [55]