股指期货价差日报-20250911

1. Report Industry Investment Rating - No industry investment rating information is provided in the reports. 2. Core Views - The reports mainly present the daily data of stock index futures spreads, treasury bond futures spreads, precious metals spot - futures, container shipping industry, and capital flow and key positions changes, including the latest values, changes compared with the previous day, historical quantiles, etc., to help investors understand the market trends and price relationships of different financial products [1][2][3][5]. 3. Summary by Related Catalogs Stock Index Futures Spreads - Price - Spot Spreads: IF price - spot spread is - 12.96, down 2.91; IH is - 1.79, up 1.44; IC is - 12.54, down 68.71; IM is - 79.17, down 18.94 [1]. - Inter - period Spreads: Different contracts' inter - period spreads show various changes, such as IF's far - month to current - month spread is - 54.20, down 7.20 [1]. - Cross - variety Ratios: Ratios like CSI 500/CSI 300, IC/IF also have specific values and changes, e.g., CSI 500/CSI 300 is 1.5594, down 0.0025 [1]. Treasury Bond Futures Spreads - IRR and Basis: TS IRR is 1.4442, down 0.0180; TF basis is 1.3160; T basis is 1.0310 [2]. - Inter - period Spreads: For example, TS's current - season to next - season spread is 0.0300, down 0.0040 [2]. - Cross - variety Spreads: TS - TF is - 3.0750, up 0.1170 [2]. Precious Metals Spot - Futures - Futures Closing Prices: Domestic AU2510 contract is 833.42 yuan/g, down 1.06; AG2510 contract is 9796 yuan/kg, down 50. Foreign COMEX gold is 3680.40 dollars/ounce, up 16.60 [3]. - Spot Prices: London gold is 3639.81 dollars/ounce, up 15.64; Shanghai Gold Exchange's gold T + D is 829.72 yuan/g, down 2.19 [3]. - Basis: Gold TD - Shanghai gold main contract is - 3.70, down 1.13; silver TD - Shanghai silver main contract is - 12, down 13 [3]. - Ratios, Rates, and Other Data: COMEX gold/silver ratio is 88.36, down 0.23; 10 - year US Treasury yield is 4.04%, down 0.04% [3]. Container Shipping Industry - Spot Quotes: For Shanghai - Europe routes, MAERSK's rate is 1786 dollars/FEU, down 65 [5]. - Shipping Indexes: SCFIS (European route) settlement price index is 1566.46, down 207.1; SCFI (European) is 1315 dollars/TEU, down 166.0 [5]. - Futures Prices and Basis: EC2602 contract price is 1527.4, unchanged; the basis of the main contract is 132.0, down 207.1 [5]. - Fundamental Data: Global container shipping capacity supply is 3299.69 FTEU, unchanged; Shanghai port on - time rate is 32.58%, down 1.99% [5]. Capital Flow and Key Positions Changes - No valid data is provided in the given report for this part.