广发期货《金融》日报-20250806

1. Report on Stock Index Futures Spread 1.1 Core Data Summary - Price - Spread Data: The current F spot - futures spread is - 21.45, down 3.55 from the previous day, with a 1 - year historical quantile of 20.80% and an all - time quantile of 29.90%. Other contracts like IC, IH, and IM also have corresponding price - spread data and quantile information [1]. - Inter - period Spread: For example, in the F inter - period spread, the spread between the next - month and the current - month is - 0.60, with a 1 - year historical quantile of 27.80% and an all - time quantile of 31.70% [1]. - Cross - variety Ratio: Ratios such as the CSI 500/CSI 300, CSI 500/SSE 50, and IC/IF are provided, along with their changes and quantiles [1]. 2. Report on Treasury Bond Futures Spread 2.1 Core Data Summary - Basis Data: On August 5, 2025, the TS basis was 0.0136, up 0.0213 from the previous day, with a historical percentile since listing of 18.70%. Similar data is available for TF, T, and TL [2]. - Inter - period Spread: For example, the spread between the next - quarter and the previous - quarter of TS was - 0.0040, down 0.0360 from the previous day, with a 20.10% quantile [2]. - Cross - variety Spread: Spreads like TS - TF, TS - T, and TF - T are presented, along with their changes and quantiles [2]. 3. Report on Precious Metals Spot - Futures 3.1 Core Data Summary - Price and Spread: Domestic futures prices of AU2510 and AG2510, foreign futures prices of COMEX gold and silver, and spot prices of London gold and silver, Shanghai Gold Exchange's gold T + D and silver T + D are reported, along with their price changes and percentage changes [4]. - Basis and Ratio: The current basis of gold TD - Shanghai gold main contract is - 2.58, up 3.29 from the previous value, with a 1 - year historical quantile of 39.30%. Ratios such as COMEX gold/silver and SHFE gold/silver are also provided [4]. - Interest Rate and Exchange Rate: Data on 10 - year US Treasury yield, 2 - year US Treasury yield, 10 - year TIPS Treasury yield, US dollar index, and offshore RMB exchange rate are given, along with their changes [4]. - Inventory and Position: Information on inventories of SHFE gold and silver, COMEX gold and silver, and positions of SPDR gold ETF and SLV silver ETF is presented, along with their changes [4]. 4. Report on Container Shipping Industry Spot - Futures 4.1 Core Data Summary - Spot Quotation: Spot freight rates from Shanghai to Europe for major shipping companies like MAERSK, CMA, and MSC are reported, along with their price changes and percentage changes [6]. - Container Shipping Index: Settlement price indices such as SCFIS (European route) and SCFIS (US - West route), and Shanghai export container freight rates like SCFI composite index are provided, along with their changes [6]. - Futures Price and Basis: Futures prices of contracts like EC2602, EC2604, and the basis of the main contract are reported, along with their changes [6]. - Fundamental Data: Data on global container shipping capacity supply, port on - time rate in Shanghai, monthly export amount, and overseas economic indicators such as euro - zone composite PMI are presented, along with their changes [6]. 5. Trading Calendar Report 5.1 Core Data Summary - Overseas Data/Information: Overseas economic indicators and events include euro - zone June retail sales month - on - month rate, US API and EIA crude oil inventories, and Brazil Secex monthly report [7]. - Domestic Data/Information: Domestic economic indicators and events involve steel mills' weekly production and sales of coking coal, Chinese port commercial crude oil inventory, glass sales - to - production ratio, etc [7].