宝城期货品种套利数据日报-20260121

Report Industry Investment Rating No information provided regarding the industry investment rating. 2. Core View of the Report The report presents a daily summary of futures arbitrage data for various commodities on January 21, 2026, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, covering aspects such as basis, inter - period spreads, and inter - commodity spreads. 3. Summary by Directory 3.1 Power Coal - Basis data from January 14 - 20, 2026, shows a change from - 100 yuan/ton to - 112 yuan/ton [1][2] 3.2 Energy and Chemicals - Energy Commodities: Basis data for fuel oil, crude oil, and asphalt from January 14 - 20, 2026, with values like 0.1410, - 0.58, etc. [7] - Chemical Commodities: - Basis: Data for rubber, methanol, PTA, etc., on different dates from January 14 - 20, 2026, e.g., rubber basis changed from - 310 yuan/ton to - 320 yuan/ton [9] - Inter - period spreads: For 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month of rubber, methanol, etc. For example, rubber's 5 - month minus 1 - month is - 645 yuan/ton [10] - Inter - commodity spreads: Spreads like LLDPE - PVC, LLDPE - PP on different dates from January 14 - 20, 2026 [10] 3.3 Black Metals - Basis: Data for rebar, iron ore, coke, and coking coal from January 14 - 20, 2026, e.g., rebar basis on January 20 is 159.0 yuan/ton [20] - Inter - period spreads: For rebar, iron ore, etc., including 5 - month minus 1 - month, 9 - month (10) minus 1 - month, and 9 - month (10) minus 5 - month [19] - Inter - commodity spreads: Spreads like rebar/iron ore, rebar/coke on different dates from January 14 - 20, 2026 [19] 3.4 Non - ferrous Metals - Domestic Market: Basis data for copper, aluminum, zinc, etc., from January 14 - 20, 2026, e.g., copper basis on January 20 is - 740 yuan/ton [27] - London Market: LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss for copper, aluminum, etc., on January 20, 2026 [31] 3.5 Agricultural Products - Basis: Data for soybeans No.1, soybeans No.2, soybean meal, etc., from January 14 - 20, 2026, e.g., soybeans No.1 basis on January 20 is - 178 yuan/ton [35] - Inter - period spreads: For soybeans No.1, soybeans No.2, etc., including 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month [35] - Inter - commodity spreads: Spreads like soybeans No.1/corn, soybeans No.2/corn on different dates from January 14 - 20, 2026 [35] 3.6 Stock Index Futures - Basis: Data for CSI 300, SSE 50, CSI 500, and CSI 1000 from January 14 - 20, 2026, e.g., CSI 300 basis on January 20 is 10.28 [46] - Inter - period spreads: For CSI 300, SSE 50, etc., including next - month minus current - month, next - quarter minus current - quarter [48]