广发期货《金融》日报-20250820

Group 1: Stock Index Futures Spread Daily Report Core View - Presents the price spreads of stock index futures on August 20, 2025, including period - current spreads, inter - period spreads, and cross - variety ratios, along with their changes from the previous day and historical quantile information [1] Summary by Category - Period - Current Spreads: The F period - current spread is - 7.17, the H period - current spread is 2.98, the IC period - current spread is - 55.31, and the IM period - current spread is - 65.45 [1] - Inter - period Spreads: Different combinations of inter - period spreads for F, IH, IC, and IM are provided, showing various numerical values and changes [1] - Cross - variety Ratios: Ratios such as CSI 500/SSE 50, CSI 1000/CSI 300, and IC/IF are presented, with their current values, changes, and historical quantiles [1] Group 2: Bond Futures Basis and Spread Report Core View - Provides the basis, inter - period spreads, and cross - variety spreads of bond futures on August 19, 2025, along with their changes from the previous day and historical quantile information [2] Summary by Category - Basis: The TS basis is 1.2318, the TF basis is 1.1138, the T basis is 1.0701, and the TL basis is 1.1098 [2] - Inter - period Spreads: Different combinations of inter - period spreads for TS, TF, T, and TL are provided, showing various numerical values and changes [2] - Cross - variety Spreads: Spreads such as TS - TF, TS - T, and TF - TL are presented, with their current values, changes, and historical quantiles [2] Group 3: Precious Metals Spot - Futures Daily Report Core View - Presents the prices of domestic and foreign precious metals futures, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions on August 19, 2025, along with their changes from the previous day [4] Summary by Category - Futures and Spot Prices: Domestic and foreign gold and silver futures and spot prices show different degrees of decline [4] - Basis: The basis of different combinations of precious metals shows various numerical values and changes, with historical quantiles provided [4] - Ratios: Ratios such as COMEX gold/silver and SHFE gold/silver are presented, with their current values, changes, and percentage changes [4] - Interest Rates and Exchange Rates: The 10 - year US Treasury yield, 2 - year US Treasury yield, 10 - year TIPS Treasury yield, US dollar index, and offshore RMB exchange rate show different degrees of change [4] - Inventory and Positions: The inventory of precious metals on SHFE and COMEX and the positions of ETFs show different degrees of change [4] Group 4: Container Shipping Industry Spot - Futures Daily Report Core View - Presents the spot quotes, container shipping indexes, futures prices, basis, fundamental data of the container shipping industry on August 19, 2025, and relevant data for previous months, along with their changes and percentage changes [6] Summary by Category - Spot Quotes: The spot quotes of Shanghai - Europe shipping routes of different shipping companies show different degrees of rise and fall [6] - Container Shipping Indexes: The settlement price indexes of SCFIS and the Shanghai Export Container Freight Index show different degrees of rise and fall [6] - Futures Prices and Basis: The futures prices of different contracts of EC show different degrees of rise and fall, and the basis of the main contract declines [6] - Fundamental Data: The global container shipping capacity supply remains unchanged, and indicators such as port on - time rate, port call situation, monthly export amount, and overseas economic data show different degrees of change [6] Group 5: Overseas and Domestic Data/Information Report Core View - Lists the economic indicators and financial events of overseas and domestic markets on different dates and times, along with their data sources [8] Summary by Category - Overseas Data/Information: Includes the eurozone's CPI data and the US's API and EIA crude oil inventory data [8] - Domestic Data/Information: Covers the production and sales of double - coking coal, China's one - year loan prime rate, China's port commercial crude oil inventory, and other data [8]