金融日报-20250722

Group 1: Stock Index Futures Spread Daily Report Core Viewpoints - The report presents the latest values, changes from the previous day, 1 - year historical percentiles, and all - time percentiles of various stock index futures spreads and cross - variety ratios on July 22, 2025 [1]. Summary by Category - Futures - Spot Spreads: For example, the F futures - spot spread is - 20.81, down 4.06 from the previous day, with a 1 - year percentile of 30.70% and an all - time percentile of 21.70% [1]. - Inter - delivery Spreads: Such as the F inter - delivery spread, where the season - month minus the current - month is - 41.00, down 32.20, with a 1 - year percentile of 20.00% and an all - time percentile of 26.40% [1]. - Cross - Variety Ratios: For instance, the IC/IF ratio is 1.4898, up 0.0051, with a 1 - year percentile of 62.20% and an all - time percentile of 60.20% [1]. Group 2: Treasury Bond Futures Spread Daily Report Core Viewpoints - The report provides data on IRR, basis, inter - delivery spreads, and cross - variety spreads of treasury bond futures on July 22, 2025, including their changes and historical percentiles [2]. Summary by Category - IRR: The 15 - year IRR is 1.6099, down 0.0053 from the previous day, with a historical percentile of 24.90% [2]. - Basis: For example, the T basis is 1.5727, down 0.0409, with a historical percentile of 53.80% [2]. - Inter - delivery Spreads: Like the TS inter - delivery spread, the current - season minus the alternate - season is - 0.0080, with a historical percentile of 11.60% [2]. - Cross - Variety Spreads: Such as the TS - TF spread, which is - 3.5350 on July 22, 2025, up 0.0210, with a historical percentile of 8.10% [2]. Group 3: Precious Metals Futures - Spot Daily Report Core Viewpoints - The report shows the domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and holdings of precious metals on July 22, 2025, along with their changes [4]. Summary by Category - Futures Closing Prices: The AU2510 contract closed at 781.70 yuan/gram on July 21, up 4.68 (0.60%) from July 18 [4]. - Spot Prices: The London gold price was 3396.67 dollars/ounce on July 21, up 47.01 (1.40%) from July 18 [4]. - Basis: The gold TD - Shanghai gold主力 basis is - 4.70, down 1.05, with a 1 - year percentile of 5.60% [4]. - Ratios: The COMEX gold/silver ratio is 86.91, down 0.42 (- 0.48%) [4]. - Interest Rates and Exchange Rates: The 10 - year US Treasury yield is 4.38%, down 0.06 (- 1.4%) [4]. - Inventory and Holdings: The SPRD gold ETF holding is 947 tons, up 3.44 (0.36%) [4]. Group 4: Container Shipping Industry Futures - Spot Daily Report Core Viewpoints - The report offers information on Shanghai - Europe future 6 - week freight rates, container shipping indices, futures prices, basis, and fundamental data on July 22, 2025 [7]. Summary by Category - Freight Rates: The CMA CGM's Shanghai - Europe future 6 - week freight rate is 4226 dollars/FEU on July 21, up 124 (3.78%) from July 20 [7]. - Indices: The SCFIS (European route) settlement price index is 2400.50 points on July 21, down 21.4 (- 0.89%) from July 14 [7]. - Futures Prices and Basis: The EC2602 contract closed at 1486.4 on July 21, down 8.7 (- 0.58%) from July 18, and the basis of the main contract is 956.5, down 22.1 (- 2.26%) [7]. - Fundamental Data: The global container shipping capacity supply is 3271.67 on July 22, unchanged from July 21 [7]. Group 5: Trading Calendar Core Viewpoints - The report lists overseas and domestic data and information release schedules on July 22, 2025, including various economic indicators and events [9]. Summary by Category - Overseas Data: Such as New Zealand's log exports [9]. - Domestic Data: For example, the inventory of manganese ore by variety and the throughput of manganese ore in Qinzhou Port for manganese - silicon [9].