《金融》日报-20250829

Report on Stock Index Futures Spread Core Information - Date: August 29, 2025 - Analyst: Ye Qianning Key Points - Price Spread Data: The report provides a comprehensive set of price spread data for various stock index futures, including F, H, IC, and IM. It details the current values, changes from the previous day, and historical percentile rankings for both 1 - year and full - history periods. For example, the F期现价差 is - 3.38, with a change of - 1.26 from the previous day, and a 1 - year percentile of 52.90% [1]. - Cross - Period Spreads: Multiple cross - period spreads are presented, such as the differences between the next month, the quarterly month, and the far - month contracts compared to the current month. For instance, the 次月 - 当月 spread for some contracts shows specific values and percentile rankings [1]. - Cross - Variety Ratios: The report also includes cross - variety ratios, like the ratios between different stock index futures contracts. For example, the 中证500/沪深300 ratio is 1.5707, with a change of 0.0061 from the previous day, and a 1 - year percentile of 98.30% [1]. Report on Treasury Bond Futures Spread Core Information - Date: August 29, 2025 - Analyst: Xiong Gongjian Key Points - Basis and IRR Data: The report shows the basis and implied repo rate (IRR) data for different treasury bond futures, including TS, TF, T, and TL. For example, the TS基差 is 1.4342, with a change of - 0.0173 from the previous day, and an IRR percentile of 17.90% [2]. - Cross - Period Spreads: Similar to the stock index futures report, it details cross - period spreads for different contract months. For instance, the 当季 - 下季 spread for TS is - 0.0440, with a change of 0.0260 from the previous day, and a percentile of 16.20% [2]. - Cross - Variety Spreads: Cross - variety spreads between different treasury bond futures are presented, such as the spreads between TS - TF, TS - T, etc. For example, the TS - TF spread is 0.0940, with a certain percentile ranking [2]. Report on Precious Metals Spot - Futures Core Information - Date: August 29, 2025 - Analyst: Ye Qianning Key Points - Futures and Spot Prices: The report provides domestic and foreign futures closing prices, as well as spot prices for gold and silver. For example, the AU2510 contract closed at 783.22 yuan/kg on August 28, with a change of 2.06 and a 0.26% increase [4]. - Price Differences and Ratios: It includes price differences between spot and futures, such as the difference between London gold and COMEX gold, and ratios like COMEX gold/silver. For example, the London gold - COMEX gold difference is - 61.11, with a change of - 5.80 from the previous day [4]. - Interest Rates and Exchange Rates: Information on relevant interest rates (e.g., 10 - year US Treasury bond yield) and exchange rates (e.g., US dollar index) is provided [4]. Report on Container Shipping Industry Spot - Futures Core Information - Date: August 29, 2025 - Analyst: Ye Qianning Key Points - Spot Quotes: Spot quotes for shipping from Shanghai to Europe by different carriers (e.g., MAERSK, CMA, MSC) are given, along with their daily changes and percentage changes [6]. - Shipping Indexes: Various shipping indexes, such as SCFIS and SCFI for different routes (European and US West), are presented, showing their changes over different time periods [6]. - Futures Prices and Basis: Futures prices for different contracts (e.g., EC2602, EC2510) and the basis for the main contract are provided, along with their daily changes and percentage changes [6]. - Fundamental Data: Fundamental data related to the container shipping industry, including global container capacity supply, port - related indicators, and overseas economic data (e.g., Eurozone PMI, US manufacturing PMI), are presented [6]. Report on Overseas and Domestic Data/Information Core Information - Data Sources: Wind,广发期货研究所 Key Points - Overseas Data: Overseas data includes US macro - economic indicators (e.g., core PCE物价指数, consumer confidence index) and agricultural CFTC持仓报告 [9]. - Domestic Data: Domestic data covers various industries, such as black and non - ferrous metals (e.g., silicon iron production, manganese silicon inventory), energy and chemical (e.g., PX开工率, downstream product inventory), and special commodities (e.g., polysilicon average cost) [9].