广发期货《金融》日报-20250812

Report Summary 1. Report Industry Investment Rating No investment rating information is provided in the reports. 2. Core Views The reports present daily data on various futures, including stock index futures, treasury bond futures, precious metal futures, and container shipping futures, along with related indicators such as spreads, basis, and price ratios, to help investors understand market trends and price relationships. 3. Summary by Relevant Catalogs Stock Index Futures Spread Daily Report - Price Spreads: Provides current values, changes from the previous day, 1 - year and all - time historical quantiles for various stock index futures spreads, including IF, IH, IC, and IM, covering both spot - futures spreads and inter - delivery spreads [1]. - Cross - Variety Ratios: Presents ratios and their changes for different cross - variety combinations, such as CSI 500/CSI 300, IC/IF, etc., along with their historical quantiles [1]. Treasury Bond Futures Spread Daily Report - Basis: Shows the basis, its change, and the percentile since listing for different treasury bond futures (TS, TF, T, TL), as well as the internal rate of return (IRR) for TS [2]. - Inter - Delivery Spreads: Reports the inter - delivery spreads and their changes and historical percentiles for different treasury bond futures contracts [2]. - Cross - Variety Spreads: Provides cross - variety spreads and their changes for different combinations of treasury bond futures [2]. Precious Metal Spot - Futures Daily Report - Prices: Presents domestic and foreign futures closing prices, spot prices, and their changes and percentage changes for gold and silver [4]. - Basis: Reports the basis, its change, and historical 1 - year quantiles for different combinations of precious metal spot and futures [4]. - Price Ratios: Shows price ratios and their changes for different precious metal combinations [4]. - Interest Rates and Exchange Rates: Provides data on 10 - year and 2 - year US Treasury yields, 10 - year TIPS Treasury yields, the US dollar index, and the offshore RMB exchange rate, along with their changes [4]. - Inventory and Holdings: Reports inventory and holding data and their changes for precious metals in different markets [4]. Container Shipping Industry Spot - Futures Daily Report - Spot Quotes: Presents spot quotes and their changes for different shipping companies on the Shanghai - Europe route [6]. - Container Shipping Indexes: Provides settlement price indexes and their changes for different container shipping routes, as well as Shanghai export container freight rates and their changes [6]. - Futures Prices and Basis: Reports futures prices, their changes, and basis data for container shipping futures contracts [6]. - Fundamental Data: Includes data on global container shipping capacity supply, port - related indicators, monthly export amounts, and overseas economic indicators, along with their changes [6]. Overseas and Domestic Data/Information Report - Overseas Data: Lists economic indicators and financial events in the eurozone and the US, including economic sentiment indexes, inflation rates, and small - business confidence indexes [9]. - Domestic Data: Presents economic indicators and events in different domestic sectors, such as port inventories, to - port forecasts, and production - sales ratios [9].