《金融》日报-20250808

Report Industry Investment Rating No relevant content provided. Core Viewpoints No explicit core viewpoints are presented in the reports. The documents mainly provide daily data on various futures, including price differences, basis, ratios, and related economic indicators. Summary by Related Catalogs 1. Stock Index Futures Spread Daily Report - Price Differences: The report details the latest values, changes from the previous day, and historical quantiles of price differences for various stock index futures, such as IF, IH, IC, and IN. For example, the IF basis is -22.07, with a change of -5.58 from the previous day, and a 1 - year historical quantile of 29.50% [1]. - Cross - Period Spreads: Different cross - period spreads (e.g., next month - current month, far month - next month) are provided for each type of futures, along with their changes and quantiles. For instance, the IC cross - period spread of far month - next month is - 293.00, with a change of 1.40 and a 1 - year historical quantile of 0.80% [1]. - Cross - Variety Ratios: Ratios between different futures varieties are presented, including their current values, changes, and quantiles. For example, the IC/IF ratio is 1.5214, with a change of - 0.0073 and a 1 - year historical quantile of 94.60% [1]. 2. Treasury Bond Futures Spread Daily Report - IRR and Basis: The report shows the implied repo rate (IRR) and basis for different treasury bond futures (TS, TF, T, TL). For example, the TS IRR is 1.4059, with a change of 0.0034 from the previous day, and a historical percentile of 16.20% [2]. - Cross - Period Spreads: Cross - period spreads for different contracts (e.g., current quarter - next quarter) are provided, along with their changes and historical percentiles. For instance, the T cross - period spread of current quarter - next quarter is 0.1250, with a change of - 0.0100 and a historical percentile of 36.90% [2]. - Cross - Variety Spreads: Spreads between different treasury bond futures varieties are presented, such as TS - TF, TS - T, etc., along with their changes and historical percentiles. For example, the TS - TF spread is - 3.4560, with a change of - 0.0510 and a historical percentile of 9.10% [2]. 3. Precious Metals Spot - Futures Daily Report - Prices: The report provides the closing prices of domestic and foreign precious metal futures (COMEX gold and silver, Shanghai gold and silver), spot prices (London gold and silver, Shanghai Gold Exchange T + D), and their changes and percentage changes. For example, the COMEX gold main contract closed at 3482.70, with a change of 50.90 and a percentage change of 1.48% [3]. - Basis: The basis between spot and futures prices is given, including current values, changes, and historical quantiles. For instance, the basis of gold TD - Shanghai gold main contract is - 3.00, with a change of 1.48 and a 1 - year historical quantile of 27.70% [3]. - Ratios: Ratios between different precious metal prices are presented, such as COMEX gold/silver, Shanghai Futures Exchange gold/silver, along with their changes and percentage changes. For example, the COMEX gold/silver ratio is 90.39, with a change of - 0.08 and a percentage change of - 0.08% [3]. - Interest Rates and Exchange Rates: The report shows the current values, changes, and percentage changes of interest rates (10 - year US Treasury yield, 2 - year US Treasury yield, etc.) and exchange rates (US dollar index, offshore RMB exchange rate). For example, the 10 - year US Treasury yield is 4.23, with a change of 0.01 and a percentage change of 0.2% [3]. - Inventory and Positions: Information on inventory (Shanghai Futures Exchange gold and silver inventory, COMEX gold and silver inventory) and positions (SPRD gold ETF position, SLV silver ETF position) is provided, along with their changes and percentage changes. For example, the Shanghai Futures Exchange silver inventory is 1150338, with a change of - 11506 and a percentage change of - 0.99% [3]. 4. Container Shipping Industry Spot - Futures Daily Report - Spot Quotes: The report provides the latest spot quotes for container shipping from Shanghai to Europe for the next 6 weeks, including prices from different shipping companies (MAERSK, CMA, MSC, etc.) and their changes and percentage changes. For example, the MAERSK price is 2842, with a change of - 32 and a percentage change of - 1.22% [5]. - Container Shipping Indexes: Settlement price indexes (SCFIS for European and US - West routes), Shanghai Export Container Freight Indexes (SCFI comprehensive index, SCEI for Europe, SCFI for US - West and US - East) are presented, along with their changes and percentage changes. For example, the SCFIS (European route) is 2297.86, with a change of - 18.7 and a percentage change of - 0.81% [5]. - Futures Prices and Basis: Futures prices for different contracts (EC2602, EC2604, etc.) and the basis of the main contract are provided, along with their changes and percentage changes. For example, the EC2602 price is 1505.4, with a change of - 3.9 and a percentage change of - 0.26% [5]. - Fundamental Data: Data on container shipping supply (global container shipping capacity supply), foreign trade - related indicators (Shanghai port punctuality rate, port berthing situation, monthly export amount), and overseas economic indicators (euro - zone composite PMI, EU consumer confidence index, US manufacturing PMI, OECD composite leading indicators) are provided, along with their changes and percentage changes. For example, the euro - zone composite PMI is 50.90, with a change of 0.30 and a percentage change of 0.59% [5]. 5. Trading Calendar - Overseas Data/Information: It lists economic indicators and financial events for overseas markets, such as the FAO monthly report and CFTC position report [6]. - Domestic Data/Information: Economic indicators and financial events for domestic markets are provided, including production, inventory, and开工率 data for various commodities such as silicon iron, manganese silicon, lithium carbonate, iron ore, copper, and energy - chemical products [6].