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广发期货《金融》日报-20250617
Guang Fa Qi Huo·2025-06-17 01:56

Report Industry Investment Rating No relevant content provided. Core View of the Report No overall core view is presented in the reports. The documents mainly offer data on various futures, including stock index futures, treasury bond futures, precious metals futures, and container shipping futures, along with some economic indicators and market information. Summary by Related Catalogs Stock Index Futures - IF期现价差: Latest value -4.00, changed by 50.0096 compared to the previous day, with historical 1 - year and full - history percentiles of 3.79 and 55.30% respectively [1]. - IH期现价差: Latest value -6.61, changed by 4.62, with historical 1 - year and full - history percentiles of 31.10% and 31.90% respectively [1]. - IC期现价差: Latest value -11.61, changed by -0.37, with historical 1 - year and full - history percentiles of 75.00% and 66.30% respectively [1]. - IM期现价差: Latest value 1.75, with historical 1 - year and full - history percentiles of 90.00% and 50.20% respectively [1]. - 跨品种比值: For example, 中证500/沪深300 is 1.4889, changed by 0.0034, with historical 1 - year and full - history percentiles of 64.70% and 42.30% respectively [1]. Treasury Bond Futures - 基差: TS基差 is 1.7699, changed by -0.0486, with a 33.80% percentile since listing; TF基差 is 1.6670, changed by 0.0449, with a 45.40% percentile since listing; T基差 is 1.7095, changed by 0.0064, with a 58.60% percentile since listing; TL基差 is 1.7864, changed by 0.3188, with a 63.80% percentile since listing [2]. - 跨期价差: Different contracts have various values and changes, such as TS当季 - 下季 is -0.1180, changed by 0.0200, with an 8.00% percentile [2]. - 跨品种价差: TS - TF is -3.6790, changed by 0.0320, with a 3.20% percentile; TS - T is -6.5490, changed by 0.0070, with a 1.40% percentile; TF - T is -2.8700, changed by -0.0250, with a 1.00% percentile [2]. Precious Metals Futures - 国内期货收盘价: AU2508合约 is 792.30 yuan/gram, down 2.06 yuan (-0.26%) from June 13; AG2508合约 is 8858 yuan/kilogram, up 67 yuan (0.76%) [5]. - 外盘期货收盘价: COMEX黄金主力合约 is 3404.30 dollars/ounce, down 48.30 dollars (-1.40%); COMEX白银主力合约 is 36.37 dollars, unchanged [5]. - 现货价格: London gold is 3383.62 dollars/ounce, down 49.73 dollars (-1.45%); London silver is 36.29 dollars, unchanged [5]. - 基差: 黄金TD - 沪金主力 is -4.37, down 0.87, with a 5.20% historical 1 - year percentile; 白银TD - 沪银主力 is -23, down 25, with a 46.10% historical 1 - year percentile [5]. - 比价: COMEX金/银 is 93.60, down 1.33 (-1.40%); 上期所金/银 is 89.44, down 0.92 (-1.01%) [5]. Container Shipping Futures - 现货报价: MAERSK马士基's Shanghai - Europe future 6 - week freight rate is 2796 dollars/FEU, down 28 dollars (-2.03%); CMA达飞 is 3857 dollars/FEU, up 71 dollars (1.88%) [8]. - 集运指数: SCFIS (European route) settlement price index is 1697.63, up 74.8 (4.61%); SCFIS (US West route) is 2908.68, up 723.6 (33.12%) [8]. - 期货价格及基差: EC2602 is 1453.6, down 19.2 (-1.30%); EC2508 (主力) is 2030.0, down 38.0 (-1.84%); 基差 (主力) is -236.7, up 78.4 (-24.89%) [8]. - 基本面数据: Global container shipping capacity supply is 3248.57 FILEU, unchanged; Shanghai port on - time rate is 42.50, up 13.48 (46.45%) compared to April [8]. Data and Information - 海外数据/资讯: Eurozone's June ZEW economic sentiment index, US May import price index monthly rate, US May industrial production monthly rate, etc. are to be released [10]. - 国内数据/资讯: There is 1820 billion yuan of 1 - year medium - term lending facility (MLF) due today; various inventory and production data of different commodities are to be updated [10].