《金融》日报-20250811

1. Report Industry Investment Rating - No information about the industry investment rating is provided in the reports. 2. Core Views - The reports mainly present the latest values, changes compared to the previous day, historical percentile rankings of various futures spreads, prices, and related economic indicators across different sectors including stock index futures, treasury bond futures, precious metals, container shipping, and provide a trading calendar with relevant data and information sources [1][2][6][8][9]. 3. Summary by Related Catalogs Stock Index Futures - Price Spreads: IC, IM, IF, and IH have different current - spot price spreads and inter - period price spreads. For example, the IC current - spot price spread is - 96.50, up 14.64 from the previous day, with a 1 - year historical percentile of 20% and an all - time percentile of 3.3096 [1]. - Cross - Variety Ratios: Ratios such as CSI 500/CSI 300, CSI 500/SSE 50, and IC/IF are presented, along with their changes and historical percentile rankings. For instance, the CSI 500/CSI 300 ratio is 1.5405, up 0.0002 from the previous day, with a 1 - year historical percentile of 99.10% and an all - time percentile of 58.70% [1]. Treasury Bond Futures - Basis and IRR: Different types of treasury bond futures (TS, TF, T, TL) have their respective basis values, Internal Rate of Return (IRR), and changes compared to the previous day, as well as historical percentile rankings since listing. For example, the TS basis is 1.2966, up 0.0153 from the previous day, with a historical percentile of 12.40% [2]. - Inter - period and Cross - Variety Spreads: There are inter - period spreads and cross - variety spreads for different treasury bond futures, along with their changes and historical percentile rankings [2]. Precious Metals - Futures and Spot Prices: Domestic and foreign futures closing prices, spot prices of precious metals (gold and silver) are provided, along with their price changes and percentage changes. For example, the AU2510 contract closed at 787.80 yuan/gram on August 8, up 2.78 yuan or 0.35% from the previous day [6]. - Basis and Ratios: Basis values between spot and futures, and price ratios between different precious metals are presented, along with their changes and historical percentile rankings [6]. - Interest Rates, Exchange Rates, Inventory, and Positions: Information on interest rates (such as 10 - year US Treasury bond yield), exchange rates (such as the US dollar index), inventory (such as Shanghai Futures Exchange gold inventory), and positions (such as SPDR Gold ETF holdings) is provided, along with their changes and percentage changes [6]. Container Shipping - Spot Quotes: Spot freight rates from Shanghai to Europe for different shipping companies (MAERSK, CMA CGM, etc.) are given, along with their price changes and percentage changes. For example, MAERSK's Shanghai - Europe freight rate was 2878 US dollars/FEU on August 11, up 88 US dollars or 3.19% from the previous day [8]. - Shipping Indexes: Settlement price indexes of container shipping (SCFIS, SCFI) for different routes (European, US West, US East) are presented, along with their price changes and percentage changes [8]. - Futures Prices and Basis: Futures prices of container shipping contracts (EC2602, EC2510, etc.) and the basis of the main contract are provided, along with their price changes and percentage changes [8]. - Fundamental Data: Data on container shipping capacity supply, port - related indicators (port on - time rate, port calls), foreign trade indicators (monthly export amount), and overseas economic indicators (eurozone PMI, US manufacturing PMI) are given, along with their changes and percentage changes [8]. Trading Calendar - Overseas Data/Information: Economic indicators and financial events from overseas, such as the MPOB palm oil monthly report, Brazilian secex weekly report, and USDA export inspection and crop growth data in the US, are listed [9]. - Domestic Data/Information: Economic indicators and financial events in China, including global manganese ore shipping volume, iron ore shipping and arrival data, and SMM electrolytic copper social inventory, are provided [9].