宝城期货品种套利数据日报（2026年1月29日）-20260129

Report Summary 1. Report Industry Investment Rating No information provided in the report. 2. Core View of the Report The report presents the daily arbitrage data of various futures varieties on January 29, 2026, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, with specific data on basis, inter - period spreads, and inter - variety spreads [1][5][24][30][39][51]. 3. Summary by Category Power Coal - Basis data from January 22 to January 28, 2026, shows that on January 28, the basis was - 111 yuan/ton, compared to - 116 yuan/ton in the previous few days [1][2]. Energy Chemicals Energy Commodities - Basis data for fuel oil, crude oil, and asphalt from January 22 to January 28, 2026, is provided, along with price ratios and basis values for INE crude oil [7]. Chemical Commodities - Basis data for rubber, methanol, PTA, LLDPE, PVC, and PP from January 22 to January 28, 2026, shows fluctuations in basis values for each commodity [9]. - Inter - period spreads for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are presented, including 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads [10]. - Inter - variety spreads for LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3*methanol from January 22 to January 28, 2026, are provided [10]. Black Metals - Basis data for rebar, iron ore, coke, and coking coal from January 22 to January 28, 2026, shows changes in basis values [24]. - Inter - period spreads for rebar, iron ore, coke, and coking coal are presented, including 5 - 1 month, 9(10) - 1 month, and 9(10) - 5 month spreads [23]. - Inter - variety spreads for rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot rolled coil from January 22 to January 28, 2026, are provided [23]. Non - Ferrous Metals Domestic Market - Domestic basis data for copper, aluminum, zinc, lead, nickel, and tin from January 22 to January 28, 2026, shows significant fluctuations [32]. 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 28, 2026, are provided [35]. Agricultural Products - Basis data for soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from January 22 to January 28, 2026, shows changes in basis values [39]. - 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 presented, including 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads [39]. - 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 22 to January 28, 2026, are provided [39]. Stock Index Futures - Basis data for CSI 300, SSE 50, CSI 500, and CSI 1000 from January 22 to January 28, 2026, shows fluctuations [51]. - Inter - period spreads for CSI 300, SSE 50, CSI 500, and CSI 1000, including next - month to current - month and next - quarter to current - quarter spreads, are presented [51].