《金融》日报-20250522

Report on Stock Index Futures Spread Core Information - Date: May 22, 2025 - Analysis of Spread Data: The report provides detailed data on the current and inter - period spreads of various stock index futures (IF, IH, IC, IM), including the latest values, changes from the previous day, and historical quantiles [1]. Key Points - IF Spreads: The IF current - period spread was - 35.18, down 2.41 from the previous day. Inter - period spreads such as "next month - current month" were - 40.60, down 0.80 [1]. - IH Spreads: The IH current - period spread was - 15.83, up 1.40. The "next month - current month" inter - period spread was - 30.20, down 1.80 [1]. - IC Spreads: The IC current - period spread was - 102.32, down 5.76. The "next month - current month" inter - period spread was - 76.20, up 1.20 [1]. - IM Spreads: The IM current - period spread was - 131.58, down 4.96. The "next month - current month" inter - period spread was - 91.20, up 2.20 [1]. - Cross - variety Ratios: Ratios like CSI 500/CSI 300 were 1.4702, down 0.0042, with a 1 - year quantile of 45.90% [1]. Report on Treasury Bond Futures Spread Core Information - Date: May 22, 2025 - Analysis of Spread Data: The report presents data on the basis, inter - period spreads, and cross - variety spreads of treasury bond futures (TS, TF, T, TL), including the latest values, changes from the previous day, and historical quantiles [4]. Key Points - Basis: TS basis was 1.8110, down 0.0743; TF basis was 1.8222; T basis was 1.7962; TL basis was 1.7414 [4]. - Inter - period Spreads: For example, the "current quarter - next quarter" spread of TS was - 0.1180, down 0.0080 [4]. - Cross - variety Spreads: TS - TF was - 3.6300, down 0.0330; TS - T was - 6.4550, up 0.0270 [4]. Report on Precious Metals Spot - Futures Core Information - Date: May 22, 2025 - Analysis of Market Data: The report covers domestic and foreign futures closing prices, spot prices, basis, price ratios, interest rates, exchange rates, inventory, and positions of precious metals (gold and silver) [6]. Key Points - Futures Prices: Domestic AU2508 contract closed at 778.78 yuan/g, up 3.23%; AG2508 contract closed at 8272 yuan/kg, up 2.45%. COMEX gold closed at 3316.60 dollars/ounce, up 0.73%; COMEX silver closed at 33.58 dollars/ounce, up 0.95% [6]. - Spot Prices: London gold was 3314.36 dollars/ounce, up 0.76%; London silver was 33.38 dollars/ounce, up 0.95% [6]. - Basis: Gold TD - Shanghai gold main contract was - 5.16, down 2.97; silver TD - Shanghai silver main contract was - 35, down 18 [6]. - Price Ratios: COMEX gold/silver was 98.78, down 0.22%; Shanghai Futures Exchange gold/silver was 94.15, up 0.76% [6]. - Interest Rates and Exchange Rates: 10 - year US Treasury yield was 4.58%, up 2.2%; 2 - year US Treasury yield was 4.00%, up 0.8%; US dollar index was 99.60, down 0.42% [6]. - Inventory and Positions: Shanghai Futures Exchange gold inventory was 17247 g, up 0.05%; silver inventory was 940799 kg, up 1.25% [6]. Report on Container Shipping Industry Spot - Futures Core Information - Date: May 22, 2025 - Analysis of Market Data: The report includes spot quotes, container shipping indices, futures prices, basis, and fundamental data of the container shipping industry [8]. Key Points - Spot Quotes: MAERSK's Shanghai - Europe future 6 - week freight was 2524 dollars/FEU, up 21.17%; CMA CGM's was 3402 dollars/FEU, up 15.09% [8]. - Container Shipping Indices: SCFIS (European route) was 1265.30, down 2.86%; SCFIS (US West route) was 1446.36, down 0.61% [8]. - Futures Prices and Basis: EC2602 was 1416.8, down 0.99%; the basis of the main contract EC2508 was - 411.9, up 11.4 [8]. - Fundamental Data: Global container shipping capacity supply was 3231.11 million TEU, up 0.05%; Shanghai port's arrival punctuality rate was 29.02, down 13.19% [8]. Report on Trading Calendar Core Information - Date: May 22, 2025 - Data Schedules: The report lists overseas and domestic economic data and financial events schedules for different industries [9]. Key Points - Overseas Data: Eurozone's May manufacturing PMI preliminary value will be released at 16:00; US May S&P Global manufacturing and service PMI preliminary values will be released at 21:45 [9]. - Domestic Data: Steel Union's weekly production, inventory, and apparent demand data will be released in the afternoon; steel mill's start - up rate, capacity utilization, and hot metal production will be released in the evening [9].