广发期货《金融》日报-2025-03-26

Group 1: Stock Index Futures Spread Daily Report Core View - Presents the latest values, changes from the previous day, 1 - year historical quantiles, and full - historical quantiles of various stock index futures spreads and cross - variety ratios on March 26, 2025 [1]. Summary by Category - Futures - Spot Spread: IF futures - spot spread is - 27.90, up 6.75; H futures - spot spread is - 1.90, up 2.43; IC futures - spot spread is - 51.75, up 13.53; IM futures - spot spread is - 195.16, up 22.38 [1]. - Cross - Period Spread: Different cross - period spreads for IF, H, IC, and IM show various changes and quantile positions [1]. - Cross - Variety Ratio: Ratios such as CSI 500/SSE 300, CSI 500/SSE 50, etc., have different values and changes [1]. Group 2: Treasury Bond Futures Spread Daily Report Core View - Displays the IRR, latest values, changes from the previous trading day, and quantiles since listing of various treasury bond futures spreads on March 25, 2025 [3]. Summary by Category - Basis: TS basis is - 0.2579, down 0.0244; TF basis is - 0.0865, down 0.0198; T basis is 0.3407, up 0.1568; TL basis is 0.1694, down 0.4945 [3]. - Cross - Period Spread: Different cross - period spreads for TS, TF, T, and TL have different changes and quantile positions [3]. - Cross - Variety Spread: Spreads such as TS - TF, TS - T, etc., show various changes [3]. Group 3: Precious Metals Spot - Futures Daily Report Core View - Provides domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals on March 26, 2025 [7]. Summary by Category - Futures Closing Price: AU2504 contract closes at 706.76 yuan/gram, down 0.38; AG2504 contract closes at 8249 yuan/kg, up 1 [7]. - Spot Price: London gold is at 3019.82 dollars/ounce, up 8.39; London silver is at 33.72 dollars/ounce, up 0.73 [7]. - Basis: Gold TD - Shanghai gold main contract basis is - 2.29, down 0.97; Silver TD - Shanghai silver main contract basis is - 30, down 6 [7]. - Ratio: COMEX gold/silver ratio is 88.36, down 1.65; SHFE gold/silver ratio is 85.68, down 0.06 [7]. - Interest Rate and Exchange Rate: 10 - year US Treasury yield is 4.31%, down 0.03%; US dollar index is 104.21, down 0.10 [7]. - Inventory and Position: SHFE gold inventory remains at 15675 kg; SHFE silver inventory is 1148519, down 27667 [7]. Group 4: Container Shipping Industry Spot - Futures Daily Report Core View - Offers current quotes, shipping indices, supply of shipping capacity, and other fundamental data of the container shipping industry on March 26, 2025 [15]. Summary by Category - Current Quote: Shanghai - Europe future 6 - week freight rates of different shipping companies show different changes, such as Maersk down 2.64%, CMA CGM up 2.85% [15]. - Shipping Index: SCFIS (European route) settlement price index is 1506.2, down 105.5; SCFIS (US West route) is 1152.7, down 107.3 [15]. - Shipping Capacity Supply: Global container shipping capacity supply is 3193.95 million TEU, up 2.33 [15]. - Red Sea Diversion: Suez Canal 7 - day average is 132.86 million tons, down 70.30%; South Africa's Cape of Good Hope 7 - day average is 639.23 million tons, up 46.42% [16]. Group 5: Important Information Daily Report Core View - Lists overseas and domestic economic indicators and financial events to be released on March 26, 2025 [17]. Summary by Category - Overseas Data/Information: Includes US February durable goods orders monthly rate, US API and EIA crude oil inventories [17]. - Domestic Data/Information: Involves China's port commercial crude oil inventory, steel - making raw material production and sales, glass production and sales rate, and soda ash delivery warehouse inventory [17].