《金融》日报-20250616

Report Summary I. Report Industry Investment Rating No information about the report industry investment rating is provided in the given documents. II. Report Core Views The reports cover multiple futures markets, including stock index futures, treasury bond futures, precious metal futures, and container shipping futures, presenting the latest values, changes, historical quantiles of various spreads, prices, and related data, as well as some fundamental information and economic indicators. III. Summary by Related Catalogs 1. Stock Index Futures Spread Daily Report - Price Difference Data: The report shows the latest values, changes from the previous day, 1 - year historical quantiles, and full - historical quantiles of various price differences of IF, IH, IC, and IM, such as the spot - futures price difference, inter - period price difference, and cross - variety price ratio. For example, the IF spot - futures price difference is - 7.78, with a 1 - year historical quantile of 41.80% and a full - historical quantile of 40.00% [1]. - Cross - Variety Ratio: It also provides the cross - variety ratios and their changes, such as the ratio of CSI 500 to SSE 50, which is 2.1447, with a change of - 0.0104, a 1 - year historical quantile of 54.90%, and a full - historical quantile of 38.30% [1]. 2. Treasury Bond Futures Spread Daily Report - Basis and Spread Data: The report presents the IRR, latest values, changes from the previous trading day, and listing - since percentiles of various basis and spreads of TS, TF, T, and TL. For example, the TS basis on 2025 - 06 - 13 is 1.7719, with a change of - 0.0506 and a listing - since percentile of 33.90%. It also includes inter - period spreads and cross - variety spreads [4]. 3. Precious Metal Spot - Futures Daily Report - Price Data: It shows the domestic and foreign futures closing prices, spot prices, basis, price ratios, interest rates, exchange rates, inventory, and positions of precious metals. For example, the AU2508 contract closed at 794.36 yuan/g on June 13, up 9.20 yuan or 1.17% from the previous day. The basis of gold TD - Shanghai gold main contract is - 3.50, with a change of 1.30 and a 1 - year historical quantile of 12.40% [7]. 4. Container Shipping Industry Spot - Futures Daily Report - Spot and Futures Price: The report provides the spot quotes of Shanghai - Europe shipping rates, the settlement price index of container shipping, futures prices, and basis. For example, the SCFIS (European route) settlement price index on June 9 is 1622.81 points, up 370.0 points or 29.53% from June 2. The EC2508 (main contract) futures price on June 13 is 2068.0, up 83.3 or 4.20% from the previous day [11][12]. - Fundamental Data: It also includes the supply of container shipping capacity, foreign trade - related indicators, and overseas economic indicators. For example, the global container shipping capacity supply on June 16 is 3247.12 million TEU, with a 0.00% change from the previous day. The port on - time rate in Shanghai in May is 42.50%, up 46.45% from April [11]. 5. Trading Calendar - Data and Events: The report lists overseas and domestic data sources and economic indicators or financial events, including agricultural products, macro - data, iron ore, black and non - ferrous metals, energy chemicals, and other sectors [13].