宝城期货品种套利数据日报（2026年3月12日）-20260312

1. Report Industry Investment Rating There is no information about the report industry investment rating in the provided content. 2. Core Viewpoints of the Report The report presents the daily arbitrage data of various futures varieties on March 12, 2026, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, aiming to provide investors with data for potential investment opportunities [1][6][23][29][42][56]. 3. Summary by Directory 3.1 Power Coal - The report shows the basis and spread data of power coal from March 5 to March 11, 2026. The basis on March 11 was - 67.4 yuan/ton, and the spreads of 5 - month - 1 - month, 9 - month - 1 - month, and 9 - month - 5 - month were all 0.0 [2]. 3.2 Energy Chemicals 3.2.1 Energy Commodities - The basis and price ratio data of INE crude oil, fuel oil, and the ratio of crude oil to asphalt from March 5 to March 11, 2026 are presented. For example, on March 11, the basis of INE crude oil was 163.01 yuan/ton, the basis of fuel oil was 458.52 yuan/ton, and the crude oil/asphalt ratio was 0.1719 [7]. 3.2.2 Chemical Commodities - Basis Data: The basis data of rubber, methanol, PTA, LLDPE, V, and PP from March 5 to March 11, 2026 are provided. For instance, on March 11, the basis of rubber was - 180 yuan/ton [11]. - Inter - period Spread Data: The inter - period spreads of rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are given. For example, the 5 - month - 1 - month spread of rubber was - 575 yuan/ton [13]. - Inter - variety Spread Data: The inter - variety spreads of LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3*methanol from March 5 to March 11, 2026 are shown. On March 11, the LLDPE - PVC spread was 2523 yuan/ton [13]. 3.3 Black Metals - Inter - period Spread Data: The inter - period spreads of rebar, iron ore, coke, and coking coal are reported. For example, the 5 - month - 1 - month spread of rebar was - 54.0 yuan/ton [22]. - Inter - variety Spread Data: The inter - variety spreads of rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot - rolled coil from March 5 to March 11, 2026 are presented. On March 11, the rebar/iron ore ratio was 3.96 [22]. - Basis Data: The basis data of rebar, iron ore, coke, and coking coal from March 5 to March 11, 2026 are provided. On March 11, the basis of rebar was 75.0 yuan/ton [23]. 3.4 Non - ferrous Metals 3.4.1 Domestic Market - The domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from March 5 to March 11, 2026 are given. On March 11, the basis of copper was 220 yuan/ton [32]. 3.4.2 London Market - The LME spread, Shanghai - London ratio, CIF, domestic spot price, and import profit and loss data of copper, aluminum, zinc, lead, nickel, and tin on March 11, 2026 are presented. For example, the LME spread of copper was (101.90), and the Shanghai - London ratio was 7.75 [37]. 3.5 Agricultural Products - Basis Data: The basis data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from March 5 to March 11, 2026 are provided. On March 11, the basis of soybeans No.1 was - 254 yuan/ton [43]. - Inter - period Spread Data: The inter - period spreads of soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton are given. For example, the 5 - month - 1 - month spread of soybeans No.1 was - 4 yuan/ton [43]. - Inter - variety Spread Data: The 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 from March 5 to March 11, 2026 are shown. On March 11, the soybeans No.1/corn ratio was 2.01 [43]. 3.6 Stock Index Futures - Inter - period Spread Data: The inter - period spreads of CSI 300, SSE 50, CSI 500, and CSI 1000 are reported. For example, the next - month - current - month spread of CSI 300 was - 18.0 [53]. - Basis Data: The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from March 5 to March 11, 2026 are provided. On March 11, the basis of CSI 300 was 37.73 [56].