广发期货《金融》日报-20250729

Report Industry Investment Rating No relevant content provided. Core Viewpoints No clear core viewpoints are presented in the reports. The documents mainly provide various data on different futures and related market indicators. Summary by Category 1. Stock Index Futures - Price - Spread Data: On July 29, 2025, the IF, IH, IC, and IM futures showed different values in terms of spot - futures spreads, inter - period spreads, and cross - variety ratios. For example, the IF spot - futures spread was - 13.82, with a change of - 2.66 from the previous day, and its 1 - year historical quantile was 32.70% [1]. - Ratio Data: Cross - variety ratios such as CSI 500/CSI 300, IC/IF, etc., also had specific values and changes. For instance, the IC/IF ratio was 1.5095, with a change of - 0.0007 [1]. 2. Treasury Bond Futures - IRR and Basis: As of July 28, 2025, the IRR of TS was 1.5937, and the basis of TF was 1.4203, with corresponding changes and historical quantiles [2]. - Inter - period and Cross - variety Spreads: Different inter - period spreads (e.g., current - quarter to next - quarter) and cross - variety spreads (e.g., TS - TF) had specific values and historical quantiles [2]. 3. Precious Metals - Price Changes: From July 25 to July 28, 2025, domestic and foreign precious metal futures and spot prices changed. For example, the AU2510 contract price decreased from 777.32 to 774.78 yuan/gram, a decline of - 0.33% [4]. - Basis and Ratio: The basis and ratio of precious metals also changed. For example, the gold TD - Shanghai gold main contract basis was - 3.20, with a change of 0.51 from the previous value, and its 1 - year historical quantile was 23.60% [4]. 4. Container Shipping Industry - Spot Quotes: On July 29, 2025, the spot quotes of shipping companies on the Shanghai - Europe route had different changes. For example, MAERSK's quote increased by 3.03% to 3235 dollars/FEU [6]. - Index Data: Shipping indices such as SCFIS and SCFI showed different degrees of decline. For instance, SCFIS (European route) decreased by - 3.50% from July 21 to July 28, 2025 [6]. 5. Trading Calendar - Overseas Data: On July 29, 2025, at 22:00, data on US June JOLTs job vacancies and US July Conference Board consumer confidence index were to be released [7]. - Domestic Data: Data on various domestic commodities such as manganese silicon, iron ore, polyester, glass, and polysilicon were expected to be updated on the same day, including inventory, port throughput, and production - sales ratios [7].