宝城期货品种套利数据日报（2026年1月13日）-20260113

Report Summary 1. Report Industry Investment Rating No information provided in the document. 2. Report Core View The report presents the daily arbitrage data of various futures varieties on January 13, 2026, including basis, inter - period spreads, and inter - variety spreads for different commodities such as thermal coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures. 3. Summary by Category 3.1 Thermal Coal - Basis data from January 6 to January 12, 2026, shows values ranging from - 113 to - 101 yuan/ton [2]. - No significant changes in the 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads during this period [2]. 3.2 Energy Chemicals Energy Commodities - Basis data for fuel oil, INE crude oil, and the ratio of crude oil to asphalt from January 6 to January 12, 2026, are presented, with values like - 45.85 for INE crude oil on January 12 [7]. Chemical Commodities - Basis data for rubber, methanol, PTA, LLDPE, V, and PP from January 6 to January 12, 2026, show fluctuations. For example, rubber basis was - 430 yuan/ton on January 12 [9]. - Inter - period spreads for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are provided. For instance, the 5 - 1 month spread for LLDPE is 240 yuan/ton [10]. - Inter - variety spreads for LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3*methanol from January 6 to January 12, 2026, are given. The LLDPE - PVC spread was 1866 yuan/ton on January 12 [10]. 3.3 Black Metals - Basis data for rebar, iron ore, coke, and coking coal from January 6 to January 12, 2026, are shown. For example, the rebar basis was 165 yuan/ton on January 12 [21]. - Inter - period spreads for rebar, iron ore, coke, and coking coal are presented. The 5 - 1 month spread for rebar is 26 yuan/ton [20]. - Inter - variety spreads for rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot - rolled coil from January 6 to January 12, 2026, are provided. The rebar/iron ore ratio was 3.84 on January 12 [20]. 3.4 Non - Ferrous Metals Domestic Market - Domestic basis data for copper, aluminum, zinc, lead, nickel, and tin from January 6 to January 12, 2026, are given. Copper basis was - 800 yuan/ton on January 12 [30]. 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 January 12, 2026, are presented. The LME spread for copper is 64.31 [33]. 3.5 Agricultural Products - Basis data for soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from January 6 to January 12, 2026, are shown. The soybean No.1 basis was - 276 yuan/ton on January 12 [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 provided. The 5 - 1 month spread for soybeans No.1 is 16 yuan/ton [38]. - Inter - variety spreads for 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 on January 12, 2026, are given. The soybean oil/soybean meal ratio is 2.86 [38]. 3.6 Stock Index Futures - Basis data for CSI 300, SSE 50, CSI 500, and CSI 1000 from January 6 to January 12, 2026, are presented. The CSI 300 basis was 15.92 on January 12 [49]. - Inter - period spreads for the next - month - current - month and next - quarter - current - quarter for CSI 300, SSE 50, CSI 500, and CSI 1000 are provided. The next - month - current - month spread for CSI 300 is - 78 [49].