广发期货日报-20250806

Report Summary 1. Report Industry Investment Rating No information provided regarding the industry investment rating in the reports. 2. Report Core Views There is no explicit core view presented in the reports. The reports mainly offer data on various futures, including price, spread, basis, and related economic indicators. 3. Summaries by Related Catalogs 3.1. Stock Index Futures Spread Daily Report - Price Changes: The F futures spot - futures spread was -21.45, down 3.55 from the previous day; the IC spot - futures spread was -104.64, down 11.90; the IM spot - futures spread was -105.48, down 8.39 [1]. - Spread Percentiles: The historical 1 - year and full - history percentiles of various spreads are provided, such as the F futures spot - futures spread with a 1 - year percentile of 20.80% and a full - history percentile of 29.90% [1]. 3.2. Treasury Bond Futures Spread Daily Report - Basis and Spread: On August 5, 2025, the TS basis was 0.0136, up 0.0213 from the previous day; the TF basis was 0.0031, up 0.0020; the T basis was 0.0273, down 0.0937; the TL basis was 0.1301, down 0.2098 [2]. - Percentiles: The percentiles of basis and spread since futures contract listing are given, for example, the TS basis had a 18.70% percentile since listing [2]. 3.3. Precious Metals Spot - Futures Daily Report - Price Movements: Domestic and foreign precious metal futures and spot prices showed different degrees of change. For example, the AU2510 contract price was 782.50 yuan/gram on August 5, up 1.08 from August 4; the COMEX gold主力 contract price was 3435.00 dollars/ounce on August 2, up 6.40 from August 4 [4]. - Basis and Ratio: The basis of gold TD - Shanghai gold主力 was -2.58, up 3.29 from the previous value; the ratio of COMEX gold/silver was 90.79, down 0.77 from the previous value [4]. 3.4. Container Shipping Industry Spot - Futures Daily Report - Spot and Index Changes: On August 6, the spot prices of shipping companies such as MAERSK and CMA showed a downward trend. The SCFIS (European route) settlement price index on August 4 was 2297.86, down 18.7 from July 28 [6]. - Futures and Fundamental Data: Futures prices of some contracts like EC2602 increased, while the EC2508 contract decreased. The global container shipping capacity supply remained unchanged at 3279.31 million TEU on August 6 compared to August 2 [6]. 3.5. Trading Calendar - Data and Events: Overseas data includes the eurozone's June retail sales monthly rate and US crude oil inventory data. Domestic data involves steel - related production and sales, glass production - sales ratio, etc. [7]