20251110-宝城期货-品种套利数据日报_38页_7mb

Summary of PowerCoal套利Data Daily Report (2025-11-10)

This report provides daily data for套利analysis across various commodities. Below is the key summary extracted from the detailed sections:

1. PowerCoal

-动力Coal data shows static values with minor fluctuations; no substantial changes observed over the reporting period, with most indicators remaining at base levels or unchanged.

2. Energy Chemical

-Includes basis analysis for crude oil (INE) and fuel oil, with crude oil showing a -0.1% change on one date, and fuel oil displaying varying basis differences like -0.2% to 1.5%. Data highlights short-term volatility in energy staples.

3. Chemical Commodities

-Detailed cross-term data for products like LLDPE-PVC, LLDPE-PP, and others; fluctuations noted in dates from Nov 7-11, with values ranging from 2,000 to 1,800 yuan/ton, indicating moderate price shifts in化工markets.

4. Black Commodities

-Reports basis differences for螺纹钢 (e.g., 166.0 yuan/ton on Nov 7), iron ore, coking, and焦煤, with some increases; trends show stability in黑色sectors but minor cross-commodity relationships like螺/矿 ratio around 4.

5. Non-Ferrous Metals

-国内市场 (domestic market) data for copper and铝 shows negative and positive swings;伦敦市场 (LME) data includes basis differences, with沪伦比 at 8.0-7.9; 内地基差 reflects short-term adjustments, highlighting variability in有色金属markets.

6. Agricultural Products

-Basis analysis for豆一枚 (soybean No.1), 玉米, and粕类产品, with dates showing changes like -1.9% to 2.0%, indicating minor shifts; cross-commodity data for豆油 and菜粕 is mostly stable.

7. Stock Index Futures

-Basis and cross-term data for 沪、深、上证 indices, with variations like -0.1% to 0.7% changes; seasonal adjustments noted for股指, suggesting short-term market sensitivity.

Overall, the report emphasizes routine fluctuations across commodities, but specific details are scarce without deeper insights. Data sources include Wind terminal and automated updates, with no strong investment advice.