宝城期货品种套利数据日报（2026年3月19日）-20260319

1. Report Industry Investment Rating - No information provided in the report. 2. Core View of the Report - The report presents the daily arbitrage data of various futures varieties on March 19, 2026, including power coal, energy chemicals, black metals, non-ferrous metals, agricultural products, and stock index futures, mainly showing the basis, inter-period, and inter-variety data of each commodity [1][6][22][28][39][52]. 3. Summary by Relevant Catalogs 3.1 Power Coal - The basis and inter-period spreads (5 - 1 month, 9 - 1 month, 9 - 5 month) of power coal from March 12 to March 18, 2026, are presented. The basis was -72.4 yuan/ton on March 12 and 13, and -78.4 yuan/ton from March 16 to 18. The inter - period spreads were all 0.0 yuan/ton during this period [1][2]. 3.2 Energy Chemicals Energy Commodities - The basis data of fuel oil, INE crude oil, and crude oil/asphalt from March 12 to March 18, 2026, are provided, along with the price ratio of INE crude oil [8]. Chemical Commodities - Basis: The basis of rubber, methanol, PTA, LLDPE, V (PVC), and PP from March 12 to March 18, 2026, is shown. For example, the basis of rubber was 275 yuan/ton on March 12 and -150 yuan/ton on March 18 [10]. - Inter - period: The inter - period spreads (5 - 1 month, 9 - 1 month, 9 - 5 month) of rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are given. For instance, the 5 - 1 month spread of rubber was -600 yuan/ton [12]. - Inter - variety: The inter - variety spreads of LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3*methanol from March 12 to March 18, 2026, are presented. For example, the LLDPE - PVC spread was 2657 yuan/ton on March 12 and 2696 yuan/ton on March 18 [12]. 3.3 Black Metals - Inter - period: The inter - period spreads (5 - 1 month, 9(10) - 1 month, 9(10) - 5 month) of rebar, iron ore, coke, and coking coal are provided. The 5 - 1 month spread of rebar was -50.0 yuan/ton [21]. - Inter - variety: The inter - variety spreads of rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot rolled coil from March 12 to March 18, 2026, are shown. For example, the rebar/iron ore ratio was 3.94 on March 12 and 3.88 on March 18 [21]. - Basis: The basis of rebar, iron ore, coke, and coking coal from March 12 to March 18, 2026, is presented. The basis of rebar was 110.0 yuan/ton on March 12 and 130.0 yuan/ton on March 18 [22]. 3.4 Non - Ferrous Metals Domestic Market - The domestic basis of copper, aluminum, zinc, lead, nickel, and tin from March 12 to March 18, 2026, is provided. The basis of copper was -710 yuan/ton on March 12 and 340 yuan/ton on March 18 [31]. London Market - The LME spreads, Shanghai - London ratios, CIF prices, domestic spot prices, and import profit and loss of copper, aluminum, zinc, lead, nickel, and tin on March 18, 2026, are presented. For example, the LME spread of copper was (107.22) and the import profit was 726.49 yuan/ton [34]. 3.5 Agricultural Products - Basis: The basis of soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from March 12 to March 18, 2026, is shown. The basis of soybeans No.1 was -269 yuan/ton on March 12 and -276 yuan/ton on March 18 [40]. - Inter - period: 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. The 5 - 1 month spread of soybeans No.1 was 66 yuan/ton [40]. - Inter - variety: 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 12 to March 18, 2026, are presented. For example, the soybeans No.1/corn ratio was 2.03 on March 12 and 2.06 on March 18 [40]. 3.6 Stock Index Futures - Basis: The basis of CSI 300, SSE 50, CSI 500, and CSI 1000 from March 12 to March 18, 2026, is provided [52]. - Inter - period: The inter - period spreads (next month - current month, next quarter - current quarter) of CSI 300, SSE 50, CSI 500, and CSI 1000 are given. For example, the next month - current month spread of CSI 300 was -19.6 [50].