《金融》日报-20250912

Report Industry Investment Rating No relevant content found. Core Viewpoints No clear core viewpoints are presented in the reports. The reports mainly provide daily data on various futures, including price differences, ratios, and related economic indicators. Summary by Category 1. Stock Index Futures Spread Daily Report - Spot - Futures Spreads: The report shows the latest values, changes from the previous day, and historical quantiles of spot - futures spreads for different stock index futures such as IC, IF, IH, and IM. For example, the IC spot - futures spread is 70.60 with a 93.80% historical 1 - year quantile [1]. - Inter - delivery Spreads: It also provides inter - delivery spreads (e.g., next month - current month, far month - next month) and their changes and quantiles. For instance, the inter - delivery spread of next month - current month for some contracts shows specific values and percentage changes [1]. - Cross - variety Ratios: Cross - variety ratios like IC/IF, IF/IH, etc., are presented with their latest values, changes, and historical quantiles. For example, IC/IF is 1.5617 with a 98.30% historical 1 - year quantile [1]. 2. Treasury Bond Futures Spread Daily Report - Basis: The basis for different treasury bond futures (TS, TF, T, TL) is reported, including the latest values, changes from the previous trading day, and historical quantiles since listing. For example, the TS basis is 1.5771 with a 24.30% historical quantile [2]. - Inter - delivery Spreads: Inter - delivery spreads for different treasury bond futures are provided, along with their changes and historical quantiles. For instance, the inter - delivery spread of next quarter - current quarter for T futures has a specific value and change [2]. - Cross - variety Spreads: Cross - variety spreads (e.g., TS - TF, TF - T) are given with their values, changes, and historical quantiles [2]. 3. Precious Metals Spot - Futures Daily Report - Futures Closing Prices: The report presents the closing prices of domestic and foreign precious metals futures (AU2510, COMEX gold, etc.) on September 11 and 10, along with their price changes and percentage changes. For example, the AU2510 contract closed at 830.78 yuan/g on September 11, down 0.32% from the previous day [3]. - Spot Prices: Spot prices of precious metals (London gold, London silver, etc.) are reported, including their price changes and percentage changes. For instance, London gold was at 3633.54 on September 11, down 0.17% from the previous day [3]. - Basis: The basis between different precious metals' spot and futures prices is provided, along with their historical 1 - year quantiles. For example, the basis of gold TD - Shanghai gold futures is - 4.69 with a 7.20% historical 1 - year quantile [3]. - Price Ratios: Price ratios such as COMEX gold/silver and Shanghai Futures Exchange gold/silver are given, along with their changes and percentage changes [3]. - Interest Rates and Exchange Rates: Interest rates (10 - year US Treasury yield, 2 - year US Treasury yield, etc.) and exchange rates (US dollar index, offshore RMB exchange rate) are reported, including their changes and percentage changes [3]. - Inventory and Positions: Inventory and position data for precious metals (Shanghai Futures Exchange gold inventory, COMEX gold inventory, etc.) are presented, along with their changes and percentage changes [3]. 4. Container Shipping Industry Spot - Futures Daily Report - Spot Quotes: Spot quotes for shipping from Shanghai to Europe by different shipping companies (MAERSK, CMA, etc.) are provided, including their price changes and percentage changes. For example, MAERSK's price is 1705 dollars/FEU on September 12, down 4.54% from the previous day [4]. - Shipping Indexes: Shipping indexes such as SCFIS (European route), SCFI composite index, etc., are reported, including their changes and percentage changes. For instance, the SCFIS (European route) decreased by 11.68% from September 1 to September 8 [4]. - Futures Prices and Basis: Futures prices of container shipping contracts (EC2602, EC2510 (main contract), etc.) and the basis of the main contract are presented, along with their changes and percentage changes. For example, the price of the EC2510 main contract decreased by 5.02% from September 10 to September 11 [4]. - Fundamental Data: Fundamental data such as global container shipping capacity supply, port punctuality rate, and overseas economic indicators (eurozone composite PMI, etc.) are reported, including their changes and percentage changes [4].