Report Summary 1. Report Industry Investment Rating - Not mentioned in the report 2. Core View of the Report - The report provides cross - market, cross - period, and cross - variety arbitrage tracking data for non - ferrous metals including copper, zinc, aluminum, nickel, lead, and tin on March 30, 2026, to help investors understand the price differences and profit opportunities in different trading modes [1][3][4] 3. Summary by Relevant Catalogs Cross - Market Arbitrage Tracking - Copper: On March 30, 2026, the domestic spot price was 95390, the LME price was 12181, and the ratio was 7.81; the three - month domestic price was 95910, the LME price was 12252, and the ratio was 7.80. The equilibrium ratio for spot import was 7.86, with a profit of - 68.29. Spot export data was not provided [1] - Zinc: The domestic spot price was 23190, the LME price was 3109, and the ratio was 7.46; the three - month domestic price was 23385, the LME price was 3108, and the ratio was 5.31. The equilibrium ratio for spot import was 8.26, with a profit of - 2507.42 [1] - Aluminum: The domestic spot price was 23810, the LME price was 3334, and the ratio was 7.14; the three - month domestic price was 23995, the LME price was 3273, and the ratio was 7.31. The equilibrium ratio for spot import was 8.39, with a profit of - 4166.64 [1] - Nickel: The domestic spot price was 136350, the LME price was 17169, and the ratio was 7.94. The equilibrium ratio for spot import was 7.99, with a profit of - 608.05 [1] - Lead: The domestic spot price was 16400, the LME price was 1872, and the ratio was 8.72; the three - month domestic price was 16555, the LME price was 1908, and the ratio was 12.21. The equilibrium ratio for spot import was 8.53, with a profit of 361.21 [3] Cross - Period Arbitrage Tracking - Copper: The spreads between the next - month, three - month, four - month, and five - month contracts and the spot - month contract were 610, 590, 630, and 550 respectively, while the theoretical spreads were 579, 1055, 1541, and 2026 [4] - Zinc: The spreads were 335, 340, 345, and 345 respectively, and the theoretical spreads were 218, 342, 467, and 591 [4] - Aluminum: The spreads were 260, 320, 350, and 370 respectively, and the theoretical spreads were 229, 360, 490, and 621 [4] - Lead: The spreads were 130, 130, 150, and 140 respectively, and the theoretical spreads were 207, 310, 413, and 517 [4] - Nickel: The spreads between the next - month, three - month, four - month, and five - month contracts and the spot - month contract were 1720, 1940, 2150, and 2350 respectively [4] - Tin: The spread between the 5 - 1 contracts was - 2440, and the theoretical spread was 7488 [4] Spot - Futures Arbitrage Tracking - Copper: The spreads between the current - month and next - month contracts and the spot were 5 and 615 respectively, and the theoretical spreads were 376 and 992 [4] - Zinc: The spreads were - 145 and 190 respectively, and the theoretical spreads were 174 and 309 [4] - Lead: The spreads between the current - month and next - month contracts and the spot were 25 and 155 respectively, and the theoretical spreads were 142 and 252 [5] Cross - Variety Arbitrage Tracking - On March 30, 2026, for cross - variety arbitrage, the ratios of copper/zinc, copper/aluminum, copper/lead, aluminum/zinc, aluminum/lead, and lead/zinc were 4.10, 4.00, 5.79, 1.03, 1.45, and 0.71 in the Shanghai market (triple - continuous), and 3.91, 3.70, 6.43, 1.06, 1.74, and 0.61 in the London market (triple - continuous) [5]
有色套利早报-20260330
Yong An Qi Huo·2026-03-30 02:42