Report Summary 1. Report Industry Investment Rating No information provided in the reports. 2. Core Views No clear core views are presented in the reports. The reports mainly provide daily data on various futures, including price differences, basis, ratios, and related economic indicators. 3. Summary by Related Catalogs 3.1 Stock Index Futures Spread Daily Report - Price Differences: Presents price differences of various stock index futures contracts (IF, IH, IC, IM), including spot - futures spreads, inter - period spreads, and cross - variety ratios. For example, IF spot - futures spread is - 15.92, with a change of 3.47 compared to the previous day [1]. - Percentiles: Provides historical 1 - year and full - history percentiles for price differences, helping to understand the relative position of current price differences [1]. 3.2 Treasury Bond Futures Spread Daily Report - Basis: Displays basis data for different treasury bond futures (TS, TF, T, TL), such as TS basis with a value of 1.6452 and a change of - 0.0090 on July 9, 2025 [2]. - Inter - period Spreads: Presents inter - period spreads for different treasury bond futures contracts, including spreads between different quarters [2]. - Cross - variety Spreads: Shows cross - variety spreads between different treasury bond futures, like TS - TF with a value of - 3.6960 and a change of - 0.0270 on July 9, 2025 [2]. 3.3 Precious Metals Spot - Futures Daily Report - Futures and Spot Prices: Provides domestic and foreign futures closing prices, spot prices, and their changes for gold and silver. For example, AU2508 contract closed at 766.82 yuan/g on July 9, 2025, down 9.40 yuan from the previous day [5]. - Basis and Ratios: Displays basis data and price ratios between different precious metal contracts, such as the ratio of COMEX gold to silver being 90.77, up 1.10 from the previous day [5]. - Interest Rates and Exchange Rates: Presents data on interest rates (10 - year and 2 - year US Treasury yields, 10 - year TIPS Treasury yield) and exchange rates (US dollar index, offshore RMB exchange rate) [5]. 3.4 Shipping Industry Spot - Futures Daily Report - Spot Quotes: Provides spot shipping quotes, including Shanghai - Europe future 6 - week freight rates for different shipping companies and various shipping indices (SCFIS, SCFI) [8]. - Futures Prices and Basis: Displays futures prices of shipping contracts and the basis of the main contract. For example, the main contract EC2508 closed at 2012.5 on July 9, 2025, up 6.3 from the previous day [8]. - Fundamental Data: Presents fundamental data such as global container shipping capacity supply, port - related indicators, and overseas economic indicators [8]. 3.5 Data/Information Report - Overseas Data/Information: Lists overseas economic indicators and financial events, including US Federal Reserve's monetary policy meeting minutes, US initial jobless claims, and EIA natural gas inventory [9]. - Domestic Data/Information: Presents domestic economic indicators and financial events for different industries, such as SMM electrolytic copper social inventory, steel - related production and inventory data [9].
《金融》日报-20250710
Guang Fa Qi Huo·2025-07-10 03:19