广发期货《金融》日报-20250917

Group 1: Stock Index Futures Spread Daily Report Core Data - Price - Spot Spread: For example, the price - spot spread of IH is 2.78, with a change of 2.99 compared to the previous day, and its historical 1 - year and all - time percentiles are 69.60% and 73.20% respectively [1]. - Inter - period Spread: Such as the spread between the next - month and current - month contracts of IF is - 9.40, changing by - 1.40 from the previous day, with 1 - year and all - time percentiles of 36.00% and 38.30% [1]. - Cross - variety Ratio: The ratio of IC/IF is 1.5863, changing by 0.0151, and its 1 - year and all - time percentiles are 99.50% and 96.20% [1]. Group 2: Treasury Bond Futures Spread Daily Report Core Data - Basis: On September 16, 2025, the basis of TS is 1.5336, changing by - 0.0395 compared to the previous day, and its percentile since listing is 22.80% [2]. - Inter - period Spread: For example, the spread between the current - quarter and next - quarter contracts of TS is 0.0660, changing by 0.0060, with a percentile of 38.70% since listing [2]. - Cross - variety Spread: The spread of TS - TF is - 3.3810, changing by - 0.1020, and its percentile since listing is 9.80% [2]. Group 3: Precious Metals Spot - Futures Daily Report Core Data - Futures Closing Price: The AU2510 contract closed at 842.08 yuan/gram on September 16, 2025, up 10.48 yuan or 1.26% from the previous day [5]. - Spot Price: The price of London Gold on September 16, 2025, was 3689.59 dollars/ounce, up 10.70 dollars or 0.29% from the previous day [5]. - Basis: The basis of Gold TD - Shanghai Gold main contract is - 3.98, changing by - 0.41, and its 1 - year percentile is 16.00% [5]. - Ratio: The ratio of COMEX gold/silver is 86.93, changing by 0.81 or 0.94% [5]. - Interest Rate and Exchange Rate: The 10 - year US Treasury yield on September 16, 2025, was 4.04%, down 0.01% from the previous day [5]. - Inventory and Position: The inventory of Shanghai Futures Exchange gold on September 16, 2025, was 53226 kg, unchanged from the previous day [5]. Group 4: Container Shipping Industry Spot - Futures Daily Report Core Data - Spot Quotation: On September 12, 2025, the freight rate of MAERSK from Shanghai to Europe was 1705 dollars/FEU, down 81 dollars or 4.54% from September 11 [7]. - Container Shipping Index: The SCFIS (European route) settlement price index on September 15, 2025, was 1440.24, down 116.2 or 7.47% from September 8 [7]. - Futures Price and Basis: The EC2602 contract closed at 1572.1 on September 16, 2025, up 55.2 or 3.64% from September 15, and the basis of the main contract was - 31.4, down 155.8 or 125.18% [7]. - Fundamental Data: The global container shipping capacity supply on September 17, 2025, was 3305.11 million TEU, unchanged from September 16 [7]. - Overseas Economy: The Eurozone's composite PMI in August 2025 was 51.00, up 0.10 or 0.20% from July [7].