广发期货：《金融》日报-20250910

Group 1: Stock Index Futures Spread Daily Report Core View - The report provides the latest values, changes from the previous day, historical 1 - year percentiles, and all - time percentiles of various stock index futures spreads on September 10, 2025, including IF, IH, IC, and IM, as well as cross - variety ratios [1]. Summary by Category - Futures - Spot Spreads: For example, the IF futures - spot spread is - 10.06, with a 40.90% change from the previous day and a 36.40% historical 1 - year percentile. Different contracts have different spread values and changes [1]. - Inter - Period Spreads: Such as the IF inter - period spreads, like the difference between the next - month and current - month contracts is - 7.00, with a 41.80% historical 1 - year percentile [1]. - Cross - Variety Ratios: For instance, the ratio of CSI 500 to SSE 300 is 64.80%, with a value of 1.5619 and a change of - 0.0032 [1]. Group 2: Treasury Bond Futures Spread Daily Report Core View - The report presents the latest values, changes from the previous trading day, and percentiles since listing of various treasury bond futures spreads and basis on September 10, 2025, including TS, TF, T, and TL, as well as cross - variety spreads [2]. Summary by Category - Basis: For example, the TS basis on September 9, 2025, is 1.5318, with a change of - 0.0418 and a 22.50% percentile since listing [2]. - Inter - Period Spreads: Such as the TS inter - period spreads, the difference between the current - quarter and next - quarter contracts on September 9, 2025, is 0.0340, with a 25.80% percentile [2]. - Cross - Variety Spreads: For example, the spread between TS and T on September 9, 2025, is 0.0720, with a change of - 5.3970 and a 13.60% percentile [2]. Group 3: Precious Metals Spot - Futures Daily Report Core View - The report shows the domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals on September 10, 2025 [3]. Summary by Category - Futures Closing Prices: Domestic AU2510 contract closed at 834.48 yuan/gram on September 9, 2025, up 1.41% from the previous day. COMEX gold closed at 3663.80, down 0.38% [3]. - Spot Prices: London gold was at 3624.17, down 0.33% on September 9, 2025 [3]. - Basis: The basis of gold TD - Shanghai gold futures is - 2.57, with a historical 1 - year percentile of 46.10% [3]. - Ratios: The ratio of COMEX gold to silver is 88.59, up 1.03% [3]. - Interest Rates and Exchange Rates: The 10 - year US Treasury yield is 4.08%, up 0.7% [3]. - Inventory and Positions: The inventory of Shanghai Futures Exchange gold increased by 2.49% to 44415 [3]. Group 4: Container Shipping Industry Spot - Futures Daily Report Core View - The report offers spot quotes, container shipping indices, futures prices, basis, and fundamental data of the container shipping industry on September 10, 2025 [5]. Summary by Category - Spot Quotes: For example, the MAERSK shipping price from Shanghai to Europe is 1821 dollars/FEU, up 0.16% [5]. - Container Shipping Indices: The SCFIS (European route) settlement price index on September 8, 2025, is 1566.46, down 11.68% from September 1 [5]. - Futures Prices and Basis: The EC2602 futures price on September 9, 2025, is 1527.4, up 0.78%. The basis of the main contract decreased by 61.80% [5]. - Fundamental Data: The global container shipping capacity supply is 3299.69 million TEU, with no change [5].