一、动力煤：宝城期货品种套利数据日报（2026年3月23日）-20260323

Report Industry Investment Rating - Not provided in the report Core Viewpoint - The report presents the daily arbitrage data of various futures varieties on March 23, 2026, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, to help investors understand the market situation and potential arbitrage opportunities [1][6][23][29][40][53] Summary by Directory 1. Power Coal - The report shows the basis, 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month data of power coal from March 16 to March 20, 2026. The basis values are -78.4, -78.4, -78.4, -72.4, -66.4 respectively, and the other differences are all 0 [1][2] 2. Energy Chemicals (1) Energy Commodities - The basis of INE crude oil, fuel oil, and the ratio of crude oil to asphalt from March 16 to March 20, 2026 are presented. For example, on March 20, the basis of INE crude oil is 321.19, the basis of fuel oil is 718.27, and the ratio of crude oil to asphalt is 0.1737 [7] (2) Chemical Commodities - Basis: The basis data of rubber, methanol, PTA, LLDPE, V, and PP from March 16 to March 20, 2026 are provided. For instance, on March 20, the basis of rubber is 0, methanol is -22, etc. [11] - Inter - period: The inter - period differences (5 - month minus 1 - month, 9 - month minus 1 - month, 9 - month minus 5 - month) of rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are given. For example, the 5 - month minus 1 - month difference of rubber is -700 [13] - Inter - variety: The inter - variety differences (LLDPE - PVC, LLDPE - PP, PP - PVC, PP - 3*methanol) from March 16 to March 20, 2026 are shown. For example, on March 20, LLDPE - PVC is 2885 [13] 3. Black Metals - Inter - period: The inter - period differences (5 - month minus 1 - month, 9(10) - month minus 1 - month, 9(10) - month minus 5 - month) of rebar, iron ore, coke, and coking coal are presented. For example, the 5 - month minus 1 - month difference of rebar is -60.0 [22] - Inter - variety: The inter - variety ratios (rebar/iron ore, rebar/coke, coke/coking coal) and the difference between rebar and hot - rolled coil from March 16 to March 20, 2026 are provided. For example, on March 20, rebar/iron ore is 3.85 [22] - Basis: The basis data of rebar, iron ore, coke, and coking coal from March 16 to March 20, 2026 are given. For example, on March 20, the basis of rebar is 87.0 [23] 4. Non - ferrous Metals (1) Domestic Market - The domestic basis data of copper, aluminum, zinc, lead, nickel, and tin from March 16 to March 20, 2026 are presented. For example, on March 20, the basis of copper is 870 [30] (2) London Market - The LME premium/discount, Shanghai - London ratio, CIF, domestic spot price, and import profit/loss of LME non - ferrous metals (copper, aluminum, zinc, lead, nickel, tin) on March 19, 2026 are provided. For example, the LME premium/discount of copper is (100.12) [35] 5. Agricultural Products - Basis: The basis data of soybeans No.1, soybeans No.2, soybean meal, soybean oil, and corn from March 16 to March 20, 2026 are given. For example, on March 20, the basis of soybeans No.1 is -230 [41] - Inter - period: The inter - period differences (5 - month minus 1 - month, 9 - month minus 1 - month, 9 - month minus 5 - month) of 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 difference of soybeans No.1 is 18 [41] - Inter - variety: The inter - variety ratios (soybeans No.1/corn, soybeans No.2/corn, soybean oil/soybean meal) and differences (soybean meal - rapeseed meal, soybean oil - palm oil, rapeseed oil - soybean oil, corn - corn starch) from March 16 to March 20, 2026 are shown. For example, on March 20, soybeans No.1/corn is 2.01 [41] 6. Stock Index Futures - Inter - period: The inter - period differences (next - month minus current - month, next - quarter minus current - quarter) of CSI 300, SSE 50, CSI 500, and CSI 1000 are presented. For example, the next - month minus current - month difference of CSI 300 is -39.1 [51] - Basis: The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from March 16 to March 20, 2026 are given. For example, on March 20, the basis of CSI 300 is 16.03 [53]