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宝城期货品种套利数据日报-20250822

Bao Cheng Qi Huo· 2025-08-22 02:06

Report Industry Investment Rating - Not provided in the content Core View of the Report - The report presents the daily arbitrage data of various futures varieties of Baocheng Futures on August 22, 2025, including power coal, energy chemicals, black metals, non - ferrous metals, agricultural products, and stock index futures [1][5][21][27][39][50] Summary by Category Power Coal - The table shows the basis and spreads (5 - 1 month, 9 - 1 month, 9 - 5 month) of power coal from August 15 to August 21, 2025. The basis on August 21 was - 97.4 yuan/ton, and the spreads were all 0.0 [1][2] Energy and Chemicals Energy Commodities - Data on the basis of energy commodities (fuel oil, INE crude oil, crude oil/asphalt) from August 15 to August 21, 2025 are provided, along with the ratio of crude oil to asphalt and other information [7] Chemical Commodities - The basis data of chemical commodities (rubber, methanol, PTA, LLDPE, V, PP) from August 15 to August 21, 2025 are presented. For example, the basis of rubber on August 21 was - 920 yuan/ton [9] - The table shows the inter - period spreads (5 - 1 month, 9 - 1 month, 9 - 5 month) of chemical commodities (rubber, methanol, PTA, LLDPE, PVC, PP, ethylene glycol) and inter - variety spreads (LLDPE - PVC, LLDPE - PP, PP - PVC, PP - 3*methanol) from August 15 to August 21, 2025 [11] Black Metals - The basis data of black metals (rebar, iron ore, coke, coking coal) from August 15 to August 21, 2025 are given. For instance, the basis of rebar on August 21 was 199.0 yuan/ton [21] - The inter - period spreads (5 - 1 month, 9(10) - 1 month, 9(10) - 5 month) and inter - variety spreads (rebar/iron ore, rebar/coke, coke/coking coal, rebar - hot - rolled coil) of black metals are presented [20] Non - Ferrous Metals Domestic Market - The domestic basis data of non - ferrous metals (copper, aluminum, zinc, lead, nickel, tin) from August 15 to August 21, 2025 are shown. For example, the basis of copper on August 21 was 220 yuan/ton [28] London Market - Data on LME non - ferrous metals (copper, aluminum, zinc, lead, nickel, tin) on August 21, 2025 are provided, including LME premium/discount, Shanghai - London ratio, CIF, domestic spot price, and import profit and loss [34] Agricultural Products - The basis data of agricultural products (soybean No.1, soybean No.2, soybean meal, soybean oil, corn, etc.) from August 15 to August 21, 2025 are presented [39] - The inter - period spreads (5 - 1 month, 9 - 1 month, 9 - 5 month) of agricultural products (soybean No.1, soybean No.2, soybean meal, soybean oil, rapeseed meal, etc.) are shown [39] - The inter - variety spreads (soybean No.1/corn, soybean No.2/corn, soybean oil/soybean meal, soybean meal - rapeseed meal, etc.) of agricultural products from August 15 to August 21, 2025 are provided [39] Stock Index Futures - The basis data of stock index futures (CSI 300, SSE 50, CSI 500, CSI 1000) from August 15 to August 21, 2025 are given. For example, the basis of CSI 300 on August 21 was 5.87 [51] - The inter - period spreads (next month - current month, next quarter - current quarter) of stock index futures are presented [53]