一、动力煤：宝城期货品种套利数据日报（2026年2月11日）-20260211

Report Summary 1. Report Industry Investment Rating - Not provided in the content. 2. Core View - The report presents the arbitrage data of various futures varieties including thermal coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures on February 11, 2026, mainly including basis, inter - period and inter - variety spreads [1]. 3. Summary by Directory 3.1 Thermal Coal - The basis data of thermal coal on different dates from February 4 to February 10, 2026 are presented, such as the basis on February 10 being - 102.4 yuan/ton [2]. 3.2 Energy Chemicals - Energy Commodities: Basis data of fuel oil, crude oil, asphalt and INE crude oil on different dates from February 4 to February 10, 2026 are provided, along with their price ratios [7]. - Chemical Commodities: - Basis data of rubber, methanol, PTA, LLDPE, PVC, and PP on different dates from February 4 to February 10, 2026 [9]. - Inter - period spreads of rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol, including 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads [10]. - Inter - variety spreads of LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3*methanol on different dates from February 4 to February 10, 2026 [10]. 3.3 Black Metals - Basis data of rebar, iron ore, coke, and coking coal on different dates from February 4 to February 10, 2026, such as the basis of rebar on February 10 being 158.0 yuan/ton [20]. - Inter - period spreads of rebar, iron ore, coke, and coking coal, including 5 - 1 month, 9(10) - 1 month, and 9(10) - 5 month spreads [19]. - Inter - variety spreads of rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot rolled coil on different dates from February 4 to February 10, 2026 [19]. 3.4 Non - Ferrous Metals - Domestic Market: Basis data of copper, aluminum, zinc, lead, nickel, and tin on different dates from February 4 to February 10, 2026, such as the basis of copper on February 10 being 10 yuan/ton [28]. - London Market: LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss of copper, aluminum, zinc, lead, nickel, and tin on February 10, 2026 [33]. 3.5 Agricultural Products - Basis data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn on different dates from February 4 to February 10, 2026, such as the basis of soybeans No.1 on February 10 being - 339 yuan/ton [38]. - Inter - period spreads of soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton, including 5 - 1 month, 9 - 1 month, and 9 - 5 month spreads [38]. - Inter - variety spreads of 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 on February 10, 2026 [38]. 3.6 Stock Index Futures - Basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 on different dates from February 4 to February 10, 2026, such as the basis of CSI 300 on February 10 being 25.91 [50]. - Inter - period spreads of CSI 300, SSE 50, CSI 500, and CSI 1000, including next - month - current - month and next - quarter - current - quarter spreads [50].