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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10日)-20251110
Bao Cheng Qi Huo·2025-11-10 02:40

Report Overview - This is the Baocheng Futures Variety Arbitrage Data Daily Report for November 10, 2025, providing data on various futures products including power coal, energy chemicals, black metals, non-ferrous metals, agricultural products, and stock index futures [1] 1. Power Coal - The report presents the basis and spreads (5 - 1 month, 9 - 1 month, 9 - 5 month) of power coal from November 3 to November 7, 2025 [2] 2. Energy and Chemicals Energy Commodities - The basis data of fuel oil, INE crude oil, and the ratio of crude oil to asphalt from November 3 to November 7, 2025, are provided [7] Chemical Commodities - Basis data for rubber, methanol, PTA, LLDPE, PVC, and PP from November 3 to November 7, 2025, are presented [9] - Inter - period spreads (5 - 1 month, 9 - 1 month, 9 - 5 month) for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are given [10] - Inter - commodity spreads (LLDPE - PVC, LLDPE - PP, PP - PVC, PP - 3 * methanol) from November 3 to November 7, 2025, are provided [10] 3. Black Metals Inter - period Spreads - Inter - period spreads (5 - 1 month, 9(10) - 1 month, 9(10) - 5 month) for rebar, iron ore, coke, and coking coal are presented. The main contracts for rebar are in January, May, and October [19] Inter - commodity Spreads - Inter - commodity spreads (rebar/iron ore, rebar/coke, coke/coking coal, rebar - hot rolled coil) from November 3 to November 7, 2025, are provided [19] Basis - The basis data of rebar, iron ore, coke, and coking coal from November 3 to November 7, 2025, are given [20] 4. Non - ferrous Metals Domestic Market - The domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from November 3 to November 7, 2025, are presented [28] London Market - LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss data for copper, aluminum, zinc, lead, nickel, and tin on November 7, 2025, are provided [34] 5. Agricultural Products Basis - The basis data of soybeans (first - grade, second - grade), soybean meal, soybean oil, and corn from November 3 to November 7, 2025, are given [42] Inter - period Spreads - Inter - period spreads (5 - 1 month, 9 - 1 month, 9 - 5 month) for soybeans, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton are presented [42] Inter - commodity Spreads - Inter - commodity spreads (soybeans (first - grade)/corn, soybeans (second - grade)/corn, soybean oil/soybean meal, soybean meal - rapeseed meal, soybean oil - palm oil, rapeseed oil - soybean oil, corn - corn starch) from November 3 to November 7, 2025, are provided [41] 6. Stock Index Futures Basis - The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from November 3 to November 7, 2025, are presented [53] Inter - period Spreads - Inter - period spreads (next month - current month, next quarter - current quarter) for CSI 300, SSE 50, CSI 500, and CSI 1000 are given [53]