宝城期货品种套利数据日报（2026年1月12日）-20260112

1. Report's Industry Investment Rating - No relevant information provided 2. Core View of the Report - The report is the Baocheng Futures Variety Arbitrage Data Daily Report for January 12, 2026, presenting data on basis, inter - month spreads, and inter - commodity spreads for various futures products across multiple sectors [1] 3. Summary by Directory 3.1 Power Coal - The report shows the basis and inter - month spreads (5 - 1, 9 - 1, 9 - 5) of power coal from January 5 to January 9, 2026. The inter - month spreads were all 0, and the basis values ranged from - 116.4 to - 102.4 yuan/ton [1][2] 3.2 Energy and Chemicals 3.2.1 Energy Commodities - It provides basis data for fuel oil, INE crude oil, and the ratio of crude oil to asphalt from January 5 to January 9, 2026, along with other related data such as spreads and price ratios [6] 3.2.2 Chemical Commodities - Basis: The basis data for rubber, methanol, PTA, LLDPE, PVC, and PP from January 5 to January 9, 2026, are presented. For example, the rubber basis ranged from - 430 to - 240 yuan/ton [8] - Inter - month Spreads: Inter - month spreads (5 - 1, 9 - 1, 9 - 5) for rubber, methanol, etc., are given. For instance, the 5 - 1 spread of LLDPE was 242 yuan/ton [10] - Inter - commodity Spreads: Inter - commodity spreads such as LLDPE - PVC, LLDPE - PP, etc., from January 5 to January 9, 2026, are shown. The LLDPE - PVC spread on January 9 was 1779 yuan/ton [10] 3.3 Black Metals - Basis: The basis data for rebar, iron ore, coke, and coking coal from January 5 to January 9, 2026, are provided. The rebar basis on January 9 was 136.0 yuan/ton [20] - Inter - month Spreads: Inter - month spreads (5 - 1, 9(10) - 1, 9(10) - 5) for rebar, iron ore, etc., are presented. The 9(10) - 1 spread of rebar was 89.0 yuan/ton [19] - Inter - commodity Spreads: Inter - commodity spreads like rebar/iron ore, rebar/coke, etc., from January 5 to January 9, 2026, are given. The rebar/iron ore ratio on January 9 was 3.86 [19] 3.4 Non - ferrous Metals 3.4.1 Domestic Market - The domestic basis data for copper, aluminum, zinc, lead, nickel, and tin from January 5 to January 9, 2026, are provided. For example, the copper basis on January 9 was - 440 yuan/ton [29] 3.4.2 London Market - Data on LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss for copper, aluminum, etc., on January 9, 2026, are presented. The LME spread of copper was 41.94 [32] 3.5 Agricultural Products - Basis: The basis data for soybeans No.1, soybeans No.2, soybean meal, etc., from January 5 to January 9, 2026, are shown. The soybean meal basis on January 9 was 364 yuan/ton [38] - Inter - month Spreads: Inter - month spreads (5 - 1, 9 - 1, 9 - 5) for soybeans No.1, soybeans No.2, etc., are given. The 5 - 1 spread of soybeans No.1 was 47 yuan/ton [38] - Inter - commodity Spreads: Inter - commodity spreads such as soybeans No.1/corn, soybeans No.2/corn, etc., from January 5 to January 9, 2026, are presented. The soybeans No.1/corn ratio on January 9 was 1.94 [38] 3.6 Stock Index Futures - Basis: The basis data for CSI 300, SSE 50, CSI 500, and CSI 1000 from January 5 to January 9, 2026, are provided. The CSI 300 basis on January 9 was 15.12 [49] - Inter - month Spreads: Inter - month spreads (next month - current month, next quarter - current quarter) for CSI 300, SSE 50, etc., are given. The next month - current month spread of CSI 300 was - 11.4 [49]