宝城期货品种套利数据日报（2026年3月18日）-20260318

1. Industry Investment Rating - No investment rating information is provided in the report. 2. Core View - The report presents the daily arbitrage data of various futures varieties on March 18, 2026, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures. It shows the basis, inter - month spreads, and inter - commodity spreads of these varieties over the past few trading days. 3. Summary by Directory 3.1 Power Coal - The daily data of power coal basis, 5 - month minus 1 - month spread, 9 - month minus 1 - month spread, and 9 - month minus 5 - month spread from March 11 to March 17, 2026 are presented. The basis values are - 67.4, - 72.4, - 72.4, - 78.4, - 78.4 respectively, while the spreads are all 0.0 [1][2] 3.2 Energy Chemicals 3.2.1 Energy Commodities - The basis data of fuel oil, crude oil/asphalt, INE crude oil from March 11 to March 17, 2026 are provided, along with their price ratios on March 17 [8] 3.2.2 Chemical Commodities - Basis: The basis data of rubber, methanol, PTA, LLDPE, V, PP from March 11 to March 17, 2026 are presented [10] - Inter - month Spreads: The 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month spreads of rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are provided [11] - Inter - commodity Spreads: The LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3*methanol spreads from March 11 to March 17, 2026 are given [11] 3.3 Black Metals - Inter - month Spreads: The 5 - month minus 1 - month, 9 - month(10) minus 1 - month, and 9 - month(10) minus 5 - month spreads of rebar, iron ore, coke, and coking coal are presented, with the note that the rebar main contracts are in January, May, and October [20] - Inter - commodity Spreads: The rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot rolled coil spreads from March 11 to March 17, 2026 are given [20] - Basis: The basis data of rebar, iron ore, coke, and coking coal from March 11 to March 17, 2026 are provided [21] 3.4 Non - ferrous Metals 3.4.1 Domestic Market - The domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from March 11 to March 17, 2026 are presented [28] 3.4.2 London Market - On March 17, 2026, the LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit/loss of LME non - ferrous metals (copper, aluminum, zinc, lead, nickel, tin) are provided [33] 3.5 Agricultural Products - Basis: The basis data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from March 11 to March 17, 2026 are presented [39] - Inter - month Spreads: The 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month spreads of soybeans No.1, soybeans No.2, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton are provided [39] - Inter - commodity Spreads: The 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 spreads from March 11 to March 17, 2026 are given [39] 3.6 Stock Index Futures - Basis: The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from March 11 to March 17, 2026 are presented [50] - Inter - month Spreads: The next - month minus current - month and next - quarter minus current - quarter spreads of CSI 300, SSE 50, CSI 500, and CSI 1000 are provided [50]