宝城期货品种套利数据日报（2026年1月28日）-20260128

Report Summary 1. Report Industry Investment Rating - No industry investment rating is provided in the report. 2. Core View - The report presents the daily arbitrage data of various futures varieties on January 28, 2026, including basis, inter - period spreads, and inter - variety spreads for different sectors such as power coal, energy and chemical, black metals, non - ferrous metals, agricultural products, and stock index futures. 3. Summary by Directory Power Coal - Basis data for power coal from January 21 - 27, 2026 shows that the basis on January 21 was - 115 yuan/ton, and from January 22 - 27 it was - 116 yuan/ton [2]. Energy and Chemical - Energy Commodities: Basis and price ratio data for fuel oil, INE crude oil, and crude oil/asphalt from January 21 - 27, 2026 are provided. For example, on January 27, the basis of INE crude oil was - 11.28 yuan/ton [7]. - Chemical Commodities: - Basis data for rubber, methanol, PTA, LLDPE, V, and PP from January 21 - 27, 2026 are presented. For instance, on January 27, the basis of rubber was - 355 yuan/ton [9]. - Inter - period spreads for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are given. For example, the 5 - 1 month spread of rubber was - 600 yuan/ton [10]. - Inter - variety spreads for LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3*methanol from January 21 - 27, 2026 are shown. On January 27, the LLDPE - PVC spread was 1948 yuan/ton [10]. Black Metals - Basis data for rebar, iron ore, coke, and coking coal from January 21 - 27, 2026 are provided. For example, on January 27, the basis of rebar was 114.0 yuan/ton [20]. - Inter - period spreads for rebar, iron ore, coke, and coking coal are given. The 5 - 1 month spread of rebar was - 740 yuan/ton [19]. - Inter - variety spreads for rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot rolled coil from January 21 - 27, 2026 are presented. On January 27, the rebar/iron ore ratio was 3.97 [19]. Non - Ferrous Metals - Domestic Market: Basis data for copper, aluminum, zinc, lead, nickel, and tin from January 21 - 27, 2026 are provided. On January 27, the basis of copper was - 1180 yuan/ton [27]. - 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 27, 2026 are given. For example, the LME spread of copper was (93.80) [31]. Agricultural Products - Basis data for soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from January 21 - 27, 2026 are provided. On January 27, the basis of soybeans No.1 was - 204 yuan/ton [35]. - 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 given. The 5 - 1 month spread of soybeans No.1 was - 43 yuan/ton [35]. - 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 from January 21 - 27, 2026 are presented. On January 27, the soybeans No.1/corn ratio was 1.90 [35]. Stock Index Futures - Basis data for CSI 300, SSE 50, CSI 500, and CSI 1000 from January 21 - 27, 2026 are provided. On January 27, the basis of CSI 300 was - 12.41 [47]. - Inter - period spreads for CSI 300, SSE 50, CSI 500, and CSI 1000 are given. The next - month - current - month spread of CSI 300 was - 44.6 [47].