广发期货《金融》日报-20250731

Report on Stock Index Futures Spread Core View - Presents the latest values, historical quantiles, and daily changes of various spread indicators for stock index futures including IF, IH, IC, and IM on July 31, 2025 [1]. Summary by Category - Futures - Spot Spread: IF's futures - spot spread is -14.84, with a 32.30% change from the previous day and a 28.70% historical 1 - year quantile; IH's is 0.65, IC's is -99.29, and IM's is -114.28 [1]. - Inter - delivery Spread: Different inter - delivery spreads for IF, IH, IC, and IM are presented, showing their latest values, changes, and historical quantiles [1]. - Cross - variety Ratio: Ratios such as CSI 500/CSI 300, IC/IF, etc. are provided, along with their latest values, changes, and historical quantiles [1]. Report on Bond Futures Spread Core View - Displays the latest values, changes, and historical quantiles of indicators like IRR, basis, inter - delivery spread, and cross - variety spread for bond futures on July 31, 2025 [2]. Summary by Category - IRR: For example, the IRR of a certain bond on July 30, 2025, is 1.5292, with a 0.0063 change from the previous day and a 21.20% historical quantile [2]. - Basis: TF's basis on July 30, 2025, is 0.0007, T's is 1.4179, etc. [2]. - Inter - delivery Spread: TS, TF, T, and TL's inter - delivery spreads are presented, including their latest values, changes, and historical quantiles [2]. - Cross - variety Spread: Spreads such as TS - TF, TS - T, etc. are provided, along with their latest values, changes, and historical quantiles [2]. Report on Precious Metals Futures - Spot Core View - Compares the closing prices of domestic and foreign precious metals futures, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions on July 30, 2025 [4]. Summary by Category - Futures Closing Price: Domestic AU2510 contract closed at 773.78 yuan/gram on July 30, 2025, with a 0.30% increase; COMEX gold closed at 3327.90 dollars/ounce, up 0.08% [4]. - Spot Price: London gold was at 3275.05 dollars/ounce on July 30, 2025, down 1.53%; Shanghai Gold Exchange's gold T + D was at 769.48 yuan/gram, up 0.30% [4]. - Basis: The basis of gold TD - Shanghai gold main contract is -4.30, with a -0.05 change and an 8.40% historical 1 - year quantile [4]. - Ratio: The ratio of COMEX gold to silver is 89.52, up 3.34% [4]. - Interest Rate and Exchange Rate: The 10 - year US Treasury yield is 4.38, up 0.9% [4]. - Inventory and Position: The inventory of Shanghai Futures Exchange's gold increased by 7.03% to 33462 [4]. Report on Container Shipping Industry Futures - Spot Core View - Analyzes the spot quotes, container shipping indices, futures prices, basis, and fundamental data of the container shipping industry on July 31, 2025 [6]. Summary by Category - Spot Quote: The 6 - week future freight reference from Shanghai to Europe for MAERSK is 3003 dollars/FEU on July 31, 2025, down 0.06% [6]. - Container Shipping Index: SCFIS (European route) settled at 2316.56 on July 28, 2025, down 3.50% from July 21 [6]. - Futures Price and Basis: EC2602 contract closed at 1532.0 points on July 30, 2025, up 0.70%; the basis of the main contract is 802.4, down 1.15% [6]. - Fundamental Data: Global container shipping capacity supply remains unchanged at 3273.16 FTEU on July 31, 2025; the port punctuality rate in Shanghai is 34.57, down 18.66% [6]. Report on Trading Calendar Core View - Lists overseas and domestic economic indicators and financial events on July 31, 2025 [7]. Summary by Category - Overseas Data/Info: At 2:00, the US Federal Reserve announced the interest rate decision (upper limit) and the FOMC released the interest rate resolution; at 17:00, the eurozone announced the June unemployment rate [7]. - Domestic Data/Info: At 9:30, China announced the July official manufacturing PMI; at 15:00, SMM announced the total social inventory of electrolytic copper [7].