Workflow
《金融》日报-20250624
Guang Fa Qi Huo·2025-06-24 03:04
  1. Report Industry Investment Rating No relevant content provided. 2. Core Views of the Reports - The reports present a comprehensive analysis of various futures markets including stock index futures, treasury bond futures, precious metal futures, and shipping industry futures on June 24, 2025. They cover aspects such as price differences, basis, yields, exchange rates, and fundamental data, providing investors with a multi - dimensional view of market conditions [1][2][5][8]. 3. Summaries by Related Catalogs Stock Index Futures - Price Differences: The report provides the price differences of various contracts such as IF, IH, IC, and IM, including spot - futures price differences, inter - period price differences, and cross - variety ratios. For example, the IF spot - futures price difference is - 60.50, with a change of 12.54 compared to the previous day [1]. - Historical Percentiles: It also shows the historical 1 - year and full - history percentiles of these price differences, which can help investors understand the relative position of current price differences in history [1]. Treasury Bond Futures - Basis and IRR: The basis and implied repo rate (IRR) of TS, TF, T, and TL are presented. For instance, the TS basis is 1.8674, with a change of - 0.0681 compared to the previous day, and the IRR percentile is 43.20% [2]. - Inter - period and Cross - variety Price Differences: Inter - period price differences and cross - variety price differences are also provided, such as the TS inter - period price difference between the next quarter and the current quarter is - 0.2380 [2]. Precious Metal Futures - Prices and Changes: The domestic and foreign futures closing prices, spot prices, basis, and ratios of gold and silver are reported. For example, the AU2508 contract closed at 781.30 yuan/gram on June 23, with a gain of 0.35% [5]. - Yields and Exchange Rates: The yields of US Treasury bonds and exchange rates such as the US dollar index and offshore RMB exchange rate are also included, which can affect the prices of precious metals [5]. Shipping Industry Futures - Spot Quotes: The spot quotes of shipping companies such as MAERSK, CMA, and MSC are provided, along with the changes in shipping rates. For example, the MAERSK shipping rate decreased by 3.31% from June 23 to June 24 [8]. - Index and Futures Prices: The settlement price indices of shipping routes and the prices of shipping futures contracts are reported, as well as the basis of the main contract [8]. - Fundamental Data: Data on global container运力 supply, port - related indicators, overseas economic indicators, and OECD leading indicators are presented, which can help analyze the fundamentals of the shipping industry [9]. Data and Information - Overseas Data: Economic indicators such as the US first - quarter current account and June consumer confidence index are provided [11]. - Domestic Data: Economic indicators and events related to black and non - ferrous metals, energy chemicals, and special commodities in the domestic market are reported, such as port inventories of iron ore and manganese ore [11].