宝城期货品种套利数据日报：宝城期货品种套利数据日报（2025年11月6日）-20251106

Report Summary 1. Report Industry Investment Rating No information provided in the report. 2. Core View of the Report The report presents the daily arbitrage data of various futures varieties on November 6, 2025, including basis, inter - period spreads, and inter - commodity spreads for different sectors such as power coal, energy and chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures. 3. Summary by Related Catalogs 3.1 Power Coal - Basis data for power coal from October 30 to November 5, 2025, shows changes in the basis value, with values ranging from - 31.4 to - 24 on different dates [1][2] 3.2 Energy and Chemicals 3.2.1 Energy Commodities - Basis data for fuel oil, INE crude oil, and crude oil/asphalt from October 30 to November 5, 2025, shows fluctuations in basis values and ratios [7] 3.2.2 Chemical Commodities - Basis data for rubber, methanol, PTA, LLDPE, V, and PP from October 30 to November 5, 2025, shows different basis values on each date [9] - Inter - period spreads for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are presented, including 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads [10] - Inter - commodity spreads for LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3*methanol from October 30 to November 5, 2025, show changes in the spreads [10] 3.3 Black Metals - Basis data for rebar, iron ore, coke, and coking coal from October 30 to November 5, 2025, shows different basis values on each date [20] - Inter - period spreads for rebar, iron ore, coke, and coking coal are presented, including 5 - 1 month, 9(10) - 1 month, and 9(10) - 5 month spreads [19] - Inter - commodity spreads for rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot rolled coil from October 30 to November 5, 2025, show changes in the spreads [19] 3.4 Non - Ferrous Metals 3.4.1 Domestic Market - Domestic basis data for copper, aluminum, zinc, lead, nickel, and tin from October 30 to November 5, 2025, shows different basis values on each date [28] 3.4.2 London Market - LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit/loss for copper, aluminum, zinc, lead, nickel, and tin on November 5, 2025, are presented [33] 3.5 Agricultural Products - Basis data for soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from October 30 to November 5, 2025, shows different basis values on each date [38] - Inter - period spreads for soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton are presented, including 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads [38] 3.6 Stock Index Futures - Basis data for CSI 300, SSE 50, CSI 500, and CSI 1000 from October 30 to November 5, 2025, shows different basis values on each date [49] - Inter - period spreads for CSI 300, SSE 50, CSI 500, and CSI 1000, including next - month - current - month and next - quarter - current - quarter spreads, are presented [51]