《金融》日报-20250826
Guang Fa Qi Huo·2025-08-26 02:46
- Report Industry Investment Rating No information provided in the reports regarding industry investment ratings. 2. Core Views There is no explicit core view presented in the reports. The reports mainly offer data on various futures, including price differences, price changes, and other related indicators. 3. Summary by Related Catalogs 3.1 Stock Index Futures Spread Daily Report - Price Differences and Changes: Details are provided on the price differences and changes of different stock index futures contracts, such as F, IC, IM, IF, and IH. For example, the F period - spot price difference is 21.87, with a historical 1 - year percentile of 96.70% [1]. - Cross - Period Price Differences: Information on cross - period price differences for different contracts, like the difference between the next - month and current - month contracts, is presented. For instance, the next - month - current - month difference for IC is - 46.80, with a historical 1 - year percentile of 85.00% [1]. - Cross - Variety Ratios: Ratios between different stock index futures varieties are given, such as the ratio of CSI 500 to SSE 300, which is 1.5584, with a historical 1 - year percentile of 97.50% [1]. 3.2 Treasury Bond Futures Spread Daily Report - Basis: The basis values and their changes for different treasury bond futures, including TS, TF, T, and TL, are reported. For example, the TS basis is 1.1805, with a change of 0.0273 compared to the previous trading day, and a percentile of 9.30% since listing [2]. - Cross - Period Price Differences: Cross - period price differences for different treasury bond futures contracts are provided. For instance, the current - quarter - next - quarter difference for TF is 0.1050, with a change of 0.0550 and a percentile of 40.50% [2]. - Cross - Variety Price Differences: Cross - variety price differences between different treasury bond futures are presented, such as the difference between TS and TF, which is - 3.0520, with a change of 0.0720 and a percentile of 13.90% [2]. 3.3 Precious Metals Spot - Futures Daily Report - Futures Closing Prices: Closing prices and their changes for domestic and foreign precious metals futures are reported. For example, the AU2510 contract closed at 773.40 yuan/gram on August 22, down 1.72 yuan or 0.22% from the previous day [10]. - Spot Prices: Spot prices and their changes for precious metals are given. For instance, the London gold price was 3371.24 US dollars/ounce on August 22, up 32.30 US dollars or 0.97% from the previous day [10]. - Basis and Ratios: Basis values, ratios, and their changes for precious metals are provided. For example, the basis of gold TD - Shanghai gold main contract is - 1.77, with a change of 1.69 compared to the previous value, and a historical 1 - year percentile of 64.20% [10]. - Interest Rates, Exchange Rates, Inventories, and Positions: Information on interest rates, exchange rates, inventories, and positions of precious metals is presented. For example, the 10 - year US Treasury yield is 4.26%, down 0.07 percentage points or 1.6% from the previous day [10]. 3.4 Container Shipping Industry Spot - Futures Daily Report - Spot Quotes: Spot quotes and their changes for container shipping routes from Shanghai to Europe are reported. For example, the MAERSK shipping price from Shanghai to Europe in the next 6 weeks is 2273 US dollars/FEU on August 25, down 77 US dollars or 3.28% from the previous day [11]. - Container Shipping Indexes: Changes in container shipping indexes, such as SCFIS (European route) and SCFI comprehensive index, are presented. For instance, the SCFIS (European route) settlement price index was 2180.17 on August 18, down 55.3 points or 2.47% from August 11 [11]. - Futures Prices and Basis: Futures prices and basis values for container shipping futures are provided. For example, the EC2602 futures price is 1465.0 on August 22, down 48.0 or 3.17% from the previous day, and the basis of the main contract is 750.2, down 15.2 or 1.99% [11]. - Fundamental Data: Fundamental data on container shipping, including capacity supply, port on - time rates, and overseas economic indicators, are reported. For example, the global container capacity supply is 3293.04 FTEU on August 22, with no change compared to August 24 [11]. 3.5 Trading Calendar - Overseas Data/Information: Information on overseas economic indicators and events for different sectors, such as agricultural products in the US and HAD, is provided. For example, the US has USDA export inspection and crop growth data [12]. - Domestic Data/Information: Information on domestic economic indicators and events for different sectors, such as black and non - ferrous metals, energy and chemicals, and special commodities, is presented. For example, the global manganese ore shipment volume, manganese ore arrival volume, and port manganese ore inventory data are available for manganese silicon [12].