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《金融》日报-20250521
Guang Fa Qi Huo·2025-05-21 03:30

Group 1: Report Industry Investment Rating - No information provided in the given reports Group 2: Core Views - The reports present daily data on various futures, including stock index futures, treasury bond futures, precious metal futures, shipping industry futures, and trading calendars, along with information on price differences, prices, rates, inventories, and data schedules [1][2][6][9][11] Group 3: Summary by Relevant Catalogs Stock Index Futures - Price Differences: IF, IH, IC, and IM show different current - price and inter - period price differences and their historical percentile positions. For example, the IF current - price difference is - 32.77, with a 1 - year historical percentile of 12.70% and an all - time historical percentile of 10.10% [1] - Cross - Variety Ratios: There are various cross - variety ratios, such as CSI 500/Shanghai Composite 50, CSI 500/CSI 300, etc., with their respective values and historical percentile positions [1] Treasury Bond Futures - Basis: TS, TF, T, and TL basis values and their changes compared to the previous day, along with their historical percentile positions since the contract's listing. For example, the TS basis on May 20, 2025, is 1.8116, with a change of - 0.0751 and a historical percentile of 37.40% [2] - Inter - Period Price Differences: Each type of treasury bond futures has different inter - period price differences and their historical percentile positions [2] - Cross - Variety Price Differences: There are cross - variety price differences such as TS - TF, TS - T, etc., and their historical percentile positions [2] Precious Metal Futures - Prices: Domestic and foreign futures closing prices, spot prices, and their changes and percentage changes. For example, the AU2508 contract closed at 754.38 yuan/g on May 20, 2025, down 1.48 yuan or - 0.20% from the previous day [6] - Basis: The basis values between different precious metal products and their historical percentile positions [6] - Ratios: The ratios between gold and silver in different markets and their changes [6] - Interest Rates and Exchange Rates: Information on 10 - year and 2 - year US Treasury yields, 10 - year TIPS Treasury yields, the US dollar index, and the offshore RMB exchange rate and their changes [6] - Inventory and Position: The inventory and position data of precious metals in different exchanges and their changes [6] Shipping Industry Futures - Shipping Rates: Shanghai - Europe shipping rates for different shipping companies and their changes, as well as various shipping indices and their changes [9] - Futures Prices and Basis: Futures prices of different contracts and the basis of the main contract and their changes [9] - Fundamentals: Data on container shipping capacity supply, foreign trade - related indicators, and overseas economic indicators and their changes [9] Trading Calendar - Overseas Data/Information: Economic indicators and financial events in the energy and chemical sector in the US, such as API and EIA crude oil inventories [11] - Domestic Data/Information: Economic indicators and financial events in different domestic sectors, including black and non - ferrous metals, energy and chemicals, and special commodities [11]