宝城期货品种套利数据日报（2026年1月19日）-20260119

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Core View of the Report The report presents the arbitrage data of various futures varieties on January 19, 2026, including basis, inter - period spreads, and inter - commodity spreads for power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures. 3. Summary by Directory Power Coal - Basis data from January 12 - 16, 2026, shows values ranging from - 106 to - 100 yuan/ton, with 5 - 1, 9 - 1, and 9 - 5 spreads all at 0 [1][2] Energy and Chemicals Energy Commodities - Basis data for fuel oil, INE crude oil, and crude oil/asphalt from January 12 - 16, 2026, is presented, with values such as - 13.39, - 7.53, etc. for different dates [7] Chemical Commodities - Inter - period spreads for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are provided, e.g., 5 - 1 spread for rubber is - 480 yuan/ton [9] - Inter - commodity spreads like LLDPE - PVC, LLDPE - PP, etc. are given for January 12 - 16, 2026 [9] - Basis data for rubber, methanol, etc. from January 12 - 16, 2026, is presented [10] Black Metals - Inter - period spreads for rebar, iron ore, coke, and coking coal are shown, e.g., 5 - 1 spread for rebar is - 73 yuan/ton [19] - Inter - commodity spreads such as rebar/iron ore, rebar/coke, etc. are provided for January 12 - 16, 2026 [19] - Basis data for rebar, iron ore, etc. from January 12 - 16, 2026, is presented [20] Non - Ferrous Metals Domestic Market - Domestic basis data for copper, aluminum, zinc, lead, nickel, and tin from January 12 - 16, 2026, is presented, with values like 360 yuan/ton for copper on January 16 [29] London Market - LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit/loss for copper, aluminum, etc. on January 16, 2026, are provided [32] Agricultural Products - Basis data for soybeans No.1, soybeans No.2, soybean meal, soybean oil, etc. from January 12 - 16, 2026, is presented [38] - Inter - period spreads for soybeans No.1, soybeans No.2, etc. are given, e.g., 5 - 1 spread for soybeans No.1 is 78 yuan/ton [38] - Inter - commodity spreads such as soybeans No.1/corn, soybean oil/soybean meal, etc. for January 12 - 16, 2026, are provided [38] Stock Index Futures - Basis data for CSI 300, SSE 50, CSI 500, and CSI 1000 from January 12 - 16, 2026, is presented [50] - Inter - period spreads for CSI 300, SSE 50, etc. are given, e.g., next - month - current - month spread for CSI 300 is - 40.6 [50]