一、动力煤：宝城期货品种套利数据日报（2026年2月6日）-20260206

Report Summary 1. Report Industry Investment Rating No information provided in the given content. 2. Core View The report presents the daily arbitrage data of various futures commodities on February 6, 2026, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, covering aspects such as basis, inter - month spreads, and inter - commodity spreads. 3. Summary by Category Power Coal - Basis data: From January 30 to February 5, 2026, the basis was - 107 to - 109 yuan/ton, and the spreads of May - January, September - January, and September - May were all 0 [1][2] Energy Chemicals - Energy commodities: Basis data of fuel oil, INE crude oil, and the ratio of crude oil to asphalt from January 30 to February 5, 2026 are provided, such as the basis of INE crude oil on February 5 was 4.17 yuan/ton [7] - Chemical commodities: - Basis data of rubber, methanol, PTA, LLDPE, PVC, and PP from January 30 to February 5, 2026 are presented. For example, the basis of rubber on February 5 was - 275 yuan/ton [9] - Inter - month spreads: The inter - month spreads (May - January, September - January, September - May) of rubber, methanol, PTA, etc. are given. For instance, the May - January spread of rubber was - 560 yuan/ton [10] - Inter - commodity spreads: The inter - commodity spreads of LLDPE - PVC, LLDPE - PP, etc. from January 30 to February 5, 2026 are provided. For example, the LLDPE - PVC spread on February 5 was 1731 yuan/ton [10] Black Metals - Basis data: The basis of rebar, iron ore, coke, and coking coal from January 30 to February 5, 2026 are shown. For example, the basis of rebar on February 5 was 109.0 yuan/ton [21] - Inter - month spreads: The inter - month spreads of rebar, iron ore, coke, and coking coal are provided, including May - January, September(10) - January, and September(10) - May spreads [20] - Inter - commodity spreads: The inter - commodity spreads of rebar/iron ore, rebar/coke, etc. from January 30 to February 5, 2026 are presented. For example, the rebar/iron ore ratio on February 5 was 4.02 [20] Non - Ferrous Metals - Domestic market: The domestic basis of copper, aluminum, zinc, lead, nickel, and tin from January 30 to February 5, 2026 are given. For example, the basis of copper on February 5 was - 460 yuan/ton [28] - London market: On February 5, 2026, the LME spreads (LME copper: (77.58)), LME - Shanghai ratios, CIF prices, domestic spot prices, and import profit and loss of LME non - ferrous metals are provided [35] Agricultural Products - Basis data: The basis of soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from January 30 to February 5, 2026 are shown. For example, the basis of soybeans No.1 on February 5 was - 222 yuan/ton [41] - Inter - month spreads: The inter - month spreads of soybeans No.1, soybeans No.2, soybean meal, etc. are provided, covering May - January, September - January, and September - May spreads [41] - Inter - commodity spreads: The inter - commodity spreads of soybeans No.1/corn, soybeans No.2/corn, etc. from January 30 to February 5, 2026 are presented. For example, the soybeans No.1/corn ratio on February 5 was 1.94 [40][41] Stock Index Futures - Basis data: The basis of CSI 300, SSE 50, CSI 500, and CSI 1000 from January 30 to February 5, 2026 are given. For example, the basis of CSI 300 on February 5 was 133.85 [53] - Inter - month spreads: The inter - month spreads (next - to - current month, next - quarter to current - quarter) of CSI 300, SSE 50, CSI 500, and CSI 1000 are provided [53]