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《金融》日报-20250911
Guang Fa Qi Huo·2025-09-11 01:38
  1. Report Industry Investment Ratings - No industry investment ratings are provided in the reports. 2. Core Views - The reports present the latest values, changes from the previous day, historical percentile rankings of various futures spreads, prices, and related indicators for different types of futures including stock index futures, treasury bond futures, precious metal futures, and container shipping futures on September 11, 2025 [1][2][3][5]. 3. Summary by Related Catalogs Stock Index Futures - Futures - Spot Spreads: IF, IH, IC, and IM futures - spot spreads are -12.96, -1.79, -12.54, and -79.17 respectively, with changes of -2.91, 1.44, -68.71, and -18.94 from the previous day [1]. - Inter - Delivery Spreads: For IF, the spreads between different delivery months show various values and changes, such as the spread between the next - month and current - month contracts being -9.60 with a change of 35.60% [1]. - Cross - Variety Ratios: Ratios like CSI 500/CSI 300, CSI 500/SSE 50, etc., are presented with their latest values, changes, and historical percentile rankings [1]. Treasury Bond Futures - IRR and Basis: IRR values and basis values for TS, TF, T, and TL are provided, along with their changes from the previous trading day and percentile rankings since listing [2]. - Inter - Delivery Spreads: Inter - delivery spreads for different contracts of TS, TF, T, and TL are given, including values, changes, and percentile rankings [2]. - Cross - Variety Spreads: Cross - variety spreads such as TS - TF, TS - T, etc., are presented with their latest values, changes, and percentile rankings [2]. Precious Metal Futures - Domestic Futures: AU2510 and AG2510 contracts have closing prices of 833.42 yuan/gram and 9796 yuan/kilogram respectively, with price drops of -1.06 and -50 from the previous day [3]. - Foreign Futures: COMEX gold and silver主力 contracts have closing prices of 3680.40 and 41.65 dollars/ounce respectively, with price increases of 16.60 and 0.30 [3]. - Spot Prices: London gold and silver, and Shanghai Gold Exchange's gold and silver spot prices are presented with their price changes [3]. - Basis: The basis values of gold and silver, along with their changes and historical percentile rankings, are provided [3]. - Ratios, Yields, and Exchange Rates: Ratios, US Treasury yields, US dollar index, and offshore RMB exchange rate are presented with their latest values and changes [3]. - Inventory and Positions: Inventory and position data of domestic and foreign precious metal futures are given, including their changes and percentage changes [3]. Container Shipping Futures - Spot Quotes: Spot quotes for Shanghai - Europe routes of different shipping companies show price changes, such as Maersk's price dropping from 1851 to 1786 dollars/FEU [5]. - Shipping Indexes: Settlement price indexes and Shanghai export container freight indexes for different routes are presented with their price changes and percentage changes [5]. - Futures Prices and Basis: Futures prices of different contracts and the basis of the main contract are provided, along with their changes and percentage changes [5]. - Fundamental Data: Data on shipping capacity supply, port - related indicators, monthly export amounts, and overseas economic indicators are presented with their changes and percentage changes [5].