宝城期货品种套利数据日报（2026年3月9日）-20260309

1. Report Industry Investment Rating - No information provided regarding the industry investment rating [1][6][22][28][41][52] 2. Core View of the Report - The report presents daily arbitrage data for various futures varieties on March 9, 2026, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures [1][6][22][28][41][52] 3. Summary by Directory 3.1 Power Coal - The report shows the price differences for power coal on different dates from March 2 to March 6, 2026, including the basis, 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month spreads. The basis values range from - 58.4 to - 48.4 yuan/ton, and the other spreads are all 0.0 [1][2] 3.2 Energy Chemicals 3.2.1 Energy Commodities - For energy commodities, data on basis, price ratios, and other indicators for fuel oil, INE crude oil, and other products are provided from March 2 to March 6, 2026. For example, the basis of INE crude oil on March 6 is - 6.46 yuan/ton [8] 3.2.2 Chemical Commodities - Basis: The basis data for rubber, methanol, PTA, LLDPE, PVC, and PP from March 2 to March 6, 2026 are presented. For instance, the basis of rubber on March 6 is - 235 yuan/ton [10] - Inter - period spreads: The 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month spreads for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are given. For example, the 5 - month minus 1 - month spread of rubber is - 550 yuan/ton [12] - Inter - variety spreads: The spreads between LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3*methanol from March 2 to March 6, 2026 are provided. For example, the LLDPE - PVC spread on March 6 is 2338 yuan/ton [12] 3.3 Black Metals - Inter - period spreads: The 5 - month minus 1 - month, 9 - month (10) minus 1 - month, and 9 - month (10) minus 5 - month spreads for rebar, iron ore, coke, and coking coal are presented. For example, the 5 - month minus 1 - month spread of rebar is - 55.0 yuan/ton [21] - Inter - variety spreads: The ratios of rebar to iron ore, rebar to coke, coke to coking coal, and the difference between rebar and hot - rolled coil from March 2 to March 6, 2026 are provided. For example, the rebar to iron ore ratio on March 6 is 4.01 [21] - Basis: The basis data for rebar, iron ore, coke, and coking coal from March 2 to March 6, 2026 are given. For example, the basis of rebar on March 6 is 82.0 yuan/ton [22] 3.4 Non - Ferrous Metals 3.4.1 Domestic Market - The domestic basis data for copper, aluminum, zinc, lead, nickel, and tin from March 2 to March 6, 2026 are presented. For example, the basis of copper on March 6 is - 90 yuan/ton [31] 3.4.2 London Market - Data on LME color metals including LME premium/discount, Shanghai - London ratio, CIF, domestic spot price, and import profit/loss for copper, aluminum, zinc, lead, nickel, and tin on March 6, 2026 are provided. For example, the LME premium/discount of copper is (44.86) [36] 3.5 Agricultural Products - Basis: The basis data for soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from March 2 to March 6, 2026 are given. For example, the basis of soybeans No.1 on March 6 is - 501 yuan/ton [42] - Inter - period spreads: The 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month spreads for soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton are presented. For example, the 5 - month minus 1 - month spread of soybeans No.1 is - 32 yuan/ton [42] - Inter - variety spreads: The ratios and spreads between soybeans No.1 and corn, soybeans No.2 and corn, soybean oil and soybean meal, soybean meal and rapeseed meal, soybean oil and palm oil, rapeseed oil and soybean oil, and corn and corn starch from March 2 to March 6, 2026 are provided. For example, the ratio of soybeans No.1 to corn on March 6 is 1.95 [42] 3.6 Stock Index Futures - Basis: The basis data for CSI 300, SSE 50, CSI 500, and CSI 1000 from March 2 to March 6, 2026 are presented. For example, the basis of CSI 300 on March 6 is 14.44 [53] - Inter - period spreads: The spreads of the next - month minus the current - month and the next - quarter minus the current - quarter for CSI 300, SSE 50, CSI 500, and CSI 1000 are given. For example, the next - month minus the current - month spread of CSI 300 is - 13.8 [53]