一、动力煤：宝城期货品种套利数据日报（2026年3月27日）-20260327

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 27, 2026, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures, aiming to provide data reference for investors [1][6][21][27][38][49]. 3. Summary by Directory 3.1 Power Coal - The report shows the basis and spread data of power coal from March 20 to March 26, 2026. The basis values are - 66.4, - 58.4, - 50.4, - 45.4, and - 41.4 respectively, while the spreads of 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month are all 0.0 [1][2]. 3.2 Energy Chemicals 3.2.1 Energy Commodities - It provides the basis data of energy commodities such as fuel oil, INE crude oil, and the ratio of crude oil to asphalt from March 20 to March 26, 2026 [8]. 3.2.2 Chemical Commodities - Basis: The basis data of rubber, methanol, PTA, LLDPE, PVC, and PP from March 20 to March 26, 2026 are presented [10]. - Inter - period Spread: The inter - period spreads of 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month for rubber, methanol, PTA, LLDPE, PVC, PP, and ethylene glycol are given [11]. - Inter - variety Spread: The inter - variety spreads of LLDPE - PVC, LLDPE - PP, PP - PVC, and PP - 3 * methanol from March 20 to March 26, 2026 are provided [11]. 3.3 Black Metals - Inter - period Spread: The inter - period spreads of 5 - month minus 1 - month, 9 - month (10) minus 1 - month, and 9 - month (10) minus 5 - month for rebar, iron ore, coke, and coking coal are presented. The main contracts of rebar are in January, May, and October [20]. - Inter - variety Spread: The inter - variety spreads of rebar/iron ore, rebar/coke, coke/coking coal, and rebar - hot rolled coil from March 20 to March 26, 2026 are given [20]. - Basis: The basis data of rebar, iron ore, coke, and coking coal from March 20 to March 26, 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 20 to March 26, 2026 are presented [28]. 3.4.2 London Market - The 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 26, 2026 are provided [33]. 3.5 Agricultural Products - Basis: The basis data of soybean No.1, soybean No.2, soybean meal, soybean oil, and corn from March 20 to March 26, 2026 are presented [39]. - Inter - period Spread: The inter - period spreads of 5 - month minus 1 - month, 9 - month minus 1 - month, and 9 - month minus 5 - month for soybean No.1, soybean No.2, soybean meal, soybean oil, rapeseed meal, rapeseed oil, palm oil, corn, sugar, and cotton are given [39]. - Inter - variety Spread: The inter - variety spreads of soybean No.1/corn, soybean 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 20 to March 26, 2026 are provided [39]. 3.6 Stock Index Futures - Basis: The basis data of CSI 300, SSE 50, CSI 500, and CSI 1000 from March 20 to March 26, 2026 are presented [50]. - Inter - period Spread: The inter - period spreads of next - month minus current - month and next - quarter minus current - quarter for CSI 300, SSE 50, CSI 500, and CSI 1000 are given [50].