Report Industry Investment Rating - Not provided in the documents Core Viewpoints - The reports present the latest data on various futures, including price differences, spreads, ratios, and related economic indicators, providing investors with information for market analysis and decision - making [1][2][4][7] Summary by Related Catalogs 1. Stock Index Futures Spread - Price Differences: The latest values of IF, IH, IC, and IM price differences range from - 23.24 to - 200.00, with changes from - 0.50 to 11.42 compared to the previous day, and historical percentiles from 5.30% to 32.70% [1] - Inter - period Spreads: For IF, IH, IC, and IM inter - period spreads, the latest values range from - 8.80 to - 329.80, with changes from - 5.00 to 3.20 compared to the previous day, and historical percentiles from 8.60% to 61.30% [1] - Cross - variety Ratios: The cross - variety ratios such as CSI 500/CSI 300, IC/IF, etc., have the latest values from 1.4485 to 2.1619, with changes from - 0.0167 to - 0.0016 compared to the previous day, and historical percentiles from 38.60% to 71.30% [1] 2. Treasury Bond Futures Spread - Basis: The latest basis values of TS, TF, T, and TL range from 0.0000 to 1.8885, with changes from - 0.0260 to 0.1426 compared to the previous day, and historical percentiles from 7.60% to 65.10% [2] - Inter - period Spreads: The inter - period spreads of TS, TF, T, and TL have the latest values from - 0.2340 to 0.2800, with changes from - 0.0400 to 0.0200 compared to the previous day, and historical percentiles from 8.00% to 19.80% [2] - Cross - variety Spreads: The cross - variety spreads such as TS - TF, TS - T, etc., have the latest values from - 18.6920 to - 0.0010, and historical percentiles from 1.30% to 2.10% [2] 3. Precious Metals Spot and Futures - Spot Prices: COMEX silver rose 0.68% to 37.04 dollars per ounce, London gold rose 0.33% to 3336.94 dollars per ounce, etc. [5] - Futures Closing Prices: COMEX gold fell 0.97% to 3336.00 dollars per ounce, AU2508 fell 0.54% to 777.06 yuan per gram, etc. [6] - Basis: Gold TD - Shanghai gold main contract was - 5.49, with a historical percentile of 0.80%, and silver TD - Shanghai silver main contract was - 34, with a historical percentile of 27.30% [4] - Ratios: COMEX gold/silver ratio was 90.06, down 1.64% [4] - Interest Rates and Exchange Rates: 10 - year US Treasury yield rose 1.2% to 4.35%, and the US dollar index fell 0.13% to 96.99 [4] - Inventory and Positions: Shanghai Futures Exchange gold inventory increased 16.25% to 21456 kilograms, and COMEX gold inventory decreased 0.71% to 36785583 ounces [4] 4. Container Shipping - Spot Quotes: Shanghai - Europe shipping quotes vary, with Maersk down 5.13% to 2978 dollars per FEU and CMA CGM up 11.40% to 4085 dollars per FEU [7] - Container Shipping Indexes: SCFIS (European route) rose 9.61% to 2123.24, and SCFIS (US West route) fell 22.28% to 1619.19 [7] - Futures Prices and Basis: EC2508 (main contract) fell 2.48% to 1849.9, and the basis (main contract) rose 33.21% to 822.2 [7] - Fundamental Data: Global container shipping capacity supply remained unchanged at 3266.65 million TEU, and Shanghai's port punctuality rate rose 46.45% to 42.50 [7] 5. Overseas and Domestic Data/Information - Overseas Data: Eurozone's comprehensive PMI rose 0.80% to 50.60, and the US manufacturing PMI index rose 1.03% to 49.00 [7][9] - Domestic Data: China's June foreign exchange reserves, iron ore shipments, and other data are to be released, and some data such as SMM electrolytic copper social inventory are expected to be updated [9]
《金融》日报-20250707
Guang Fa Qi Huo·2025-07-07 12:09