一、动力煤：宝城期货品种套利数据日报（2026年3月17日）-20260317

Report Industry Investment Rating - Not provided in the report Core View of the Report - The report presents the daily arbitrage data of various futures varieties on March 17, 2026, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, covering aspects such as basis, inter - period spreads, and inter - variety spreads [1][6][21][27][38][49] Summary by Directory 1. Power Coal - The report shows the basis and inter - period spreads of power coal from March 10 to March 16, 2026. The basis values are - 64.4, - 67.4, - 72.4, - 72.4, - 78.4 respectively, and the inter - period spreads (5 - 1, 9 - 1, 9 - 5) are all 0.0 [1][2] 2. Energy Chemicals Energy Commodities - The basis data of fuel oil, crude oil, and asphalt from March 10 to March 16, 2026 are presented, along with the ratio of crude oil to asphalt [8] Chemical Commodities - Basis data of rubber, methanol, PTA, LLDPE, V, and PP from March 10 to March 16, 2026 are provided [10] - Inter - period spreads (5 - 1, 9 - 1, 9 - 5) of rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are given [11] - Inter - variety spreads (LLDPE - PVC, LLDPE - PP, PP - PVC, PP - 3 * methanol) from March 10 to March 16, 2026 are presented [11] 3. Black Metals - The basis data of rebar, iron ore, coke, and coking coal from March 10 to March 16, 2026 are shown [21] - Inter - period spreads (5 - 1, 9(10) - 1, 9(10) - 5) of rebar, iron ore, coke, and coking coal are provided, with a note that the rebar main contracts are in January, May, and October [20] - Inter - variety spreads (rebar/iron ore, rebar/coke, coke/coking coal, rebar - hot rolled coil) from March 10 to March 16, 2026 are presented [20] 4. Non - Ferrous Metals Domestic Market - The domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from March 10 to March 16, 2026 are provided [30] London Market - LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss data of copper, aluminum, zinc, lead, nickel, and tin on March 16, 2026 are presented [33] 5. Agricultural Products - The basis data of soybeans, soybean meal, soybean oil, corn, etc. from March 10 to March 16, 2026 are shown [39] - Inter - period spreads (5 - 1, 9 - 1, 9 - 5) of soybeans, soybean meal, soybean oil, rapeseed meal, etc. are provided [39] - Inter - variety spreads (soybeans/corn, soybean oil/soybean meal, soybean meal - rapeseed meal, etc.) from March 10 to March 16, 2026 are presented [39] 6. Stock Index Futures - The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from March 10 to March 16, 2026 are provided [50] - Inter - period spreads (next month - current month, next quarter - current quarter) of CSI 300, SSE 50, CSI 500, and CSI 1000 are presented [50]