一、动力煤：宝城期货品种套利数据日报（2026年1月16日）-20260116

Report Summary 1. Report Industry Investment Rating No information about the industry investment rating is provided in the report. 2. Core View The report presents the daily arbitrage data of various futures varieties on January 16, 2026, 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 Directory Power Coal - Basis data from January 9 to January 15, 2026, shows that the basis was - 102 yuan/ton on January 9, - 101 yuan/ton on January 12, and - 100 yuan/ton from January 13 to January 15. The 5 - 1 spread, 9 - 1 spread, and 9 - 5 spread remain at 0 [1][2]. Energy and Chemicals Energy Commodities - Basis data for fuel oil, crude oil, and asphalt from January 9 to January 15, 2026, and related ratio data such as price ratios are provided. For example, the basis of INE crude oil was - 3.18 yuan/ton on January 15 [7]. Chemical Commodities - Basis data for rubber, methanol, PTA, LLDPE, PVC, and PP from January 9 to January 15, 2026. For example, the basis of rubber was - 345 yuan/ton on January 15 [9]. - Inter - period spreads for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol. For example, the 5 - 1 spread of rubber was - 390 yuan/ton [10]. - Inter - commodity spreads for LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3 * methanol from January 9 to January 15, 2026. For example, the LLDPE - PVC spread was 1939 yuan/ton on January 15 [10]. Black Metals - Basis data for rebar, iron ore, coke, and coking coal from January 9 to January 15, 2026. For example, the basis of rebar was 110 yuan/ton on January 15 [20]. - Inter - period spreads for rebar, iron ore, coke, and coking coal. For example, the 5 - 1 spread of rebar was - 40 yuan/ton [19]. - Inter - commodity spreads for rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot - rolled coil from January 9 to January 15, 2026. For example, the rebar/iron ore ratio was 3.87 on January 15 [19]. Non - Ferrous Metals Domestic Market - Domestic basis data for copper, aluminum, zinc, lead, nickel, and tin from January 9 to January 15, 2026. For example, the basis of copper was - 360 yuan/ton on January 15 [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 January 15, 2026. For example, the LME spread of copper was 37.60 on January 15 [31]. Agricultural Products - Basis data for soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from January 9 to January 15, 2026. For example, the basis of soybeans No.1 was - 253 yuan/ton on January 15 [36]. - Inter - period spreads for soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton. For example, the 5 - 1 spread of soybeans No.1 was - 10 yuan/ton [36]. - Inter - commodity 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 15, 2026. For example, the soybeans No.1/corn ratio was 1.89 on January 15 [36]. Stock Index Futures - Basis data for CSI 300, SSE 50, CSI 500, and CSI 1000 from January 9 to January 15, 2026. For example, the basis of CSI 300 was 4.83 on January 15 [47]. - Inter - period spreads for CSI 300, SSE 50, CSI 500, and CSI 1000. For example, the next - month - current - month spread of CSI 300 was - 6.0 [49].