一、动力煤：宝城期货品种套利数据日报（2026年2月9日）-20260209

Report Industry Investment Rating No relevant information provided. Core View of the Report The report presents the daily arbitrage data of various futures varieties on February 9, 2026, including the basis, inter - period spreads, and inter - variety spreads of power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures. Summary by Directory 1. Power Coal - Basis and Inter - period Spreads: The basis and inter - period spreads (5 - 1 month, 9 - 5 month, 9 - 1 month) of power coal from February 2 to February 6, 2026, are presented. For example, on February 6, 2026, the basis was - 106 yuan/ton [2]. 2. Energy Chemicals (1) Energy Commodities - Basis and Ratios: The basis and ratios (such as crude oil/bitumen) of fuel oil, INE crude oil, etc. from February 2 to February 6, 2026, are provided. For instance, on February 6, 2026, the basis of INE crude oil was 7.63 yuan/ton [7]. (2) Chemical Commodities - Basis: The basis of rubber, methanol, PTA, LLDPE, PVC, and PP from February 2 to February 6, 2026, is given. For example, on February 6, 2026, the basis of rubber was - 80 yuan/ton [9]. - Inter - period Spreads: The inter - period spreads (5 - 1 month, 9 - 1 month, 9 - 5 month) of rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are presented. For example, the 5 - 1 month spread of rubber was - 535 yuan/ton [10]. - Inter - variety Spreads: The inter - variety spreads (LLDPE - PVC, LLDPE - PP, PP - PVC, PP - 3*methanol) from February 2 to February 6, 2026, are shown. For example, on February 6, 2026, the LLDPE - PVC spread was 1776 yuan/ton [10]. 3. Black Metals - Basis: The basis of螺纹钢, iron ore, coke, and coking coal from February 2 to February 6, 2026, is provided. For example, on February 6, 2026, the basis of螺纹钢 was 133.0 yuan/ton [21]. - Inter - period Spreads: The inter - period spreads (5 - 1 month, 9(10) - 1 month, 9(10) - 5 month) of螺纹钢, iron ore, coke, and coking coal are presented. For example, the 5 - 1 month spread of螺纹钢 was - 80 yuan/ton [20]. - Inter - variety Spreads: The inter - variety spreads (螺/矿, 螺/焦炭, 焦炭/焦煤, 螺 - 热卷) from February 2 to February 6, 2026, are shown. For example, on February 6, 2026, the 螺/矿 ratio was 4.04 [20]. 4. Non - ferrous Metals (1) Domestic Market - Basis: The domestic basis of copper, aluminum, zinc, lead, nickel, and tin from February 2 to February 6, 2026, is given. For example, on February 6, 2026, the basis of copper was - 270 yuan/ton [29]. (2) London Market - LME Spreads, Ratios, and Import Profits/Losses: The LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profits/losses of copper, aluminum, zinc, lead, nickel, and tin on February 6, 2026, are presented. For example, the LME spread of copper was (70.95) [35]. 5. Agricultural Products - Basis: The basis of soybeans (bean one, bean two), soybean meal, soybean oil, corn, etc. from February 2 to February 6, 2026, is provided. For example, on February 6, 2026, the basis of bean one was - 218 yuan/ton [39]. - Inter - period Spreads: The inter - period spreads (5 - 1 month, 9 - 1 month, 9 - 5 month) of soybeans, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton are presented. For example, the 5 - 1 month spread of soybeans was - 43 yuan/ton [39]. - Inter - variety Spreads: The inter - variety spreads (soybean one/corn, soybean two/corn, soybean oil/soybean meal, soybean meal - rapeseed meal, soybean oil - palm oil, rapeseed oil - soybean oil, corn - corn starch) from February 2 to February 6, 2026, are shown. For example, on February 6, 2026, the soybean one/corn ratio was 1.93 [39]. 6. Stock Index Futures - Basis: The basis of CSI 300, SSE 50, CSI 500, and CSI 1000 from February 2 to February 6, 2026, is provided. For example, on February 6, 2026, the basis of CSI 300 was 4.70 [51]. - Inter - period Spreads: The inter - period spreads (next month - current month, next quarter - current quarter) of CSI 300, SSE 50, CSI 500, and CSI 1000 are presented. For example, the next month - current month spread of CSI 300 was - 50.8 [51].