《金融》日报-20250917

Report Summary 1. Report Industry Investment Rating No investment rating information is provided in the reports. 2. Core Views The reports present a comprehensive analysis of various financial products including stock index futures, treasury bond futures, precious metals, and container shipping. They offer daily updates on price differentials, historical percentile rankings, and price movements, which can assist investors in understanding market trends and making investment decisions. 3. Summary by Report Type Stock Index Futures Spread Daily Report - Price Differentials: Provides price differentials for various stock index futures contracts such as IF, IH, IC, and IM, including spot - futures spreads and inter - period spreads. For example, the IF spot - futures spread is 2.78, and the IF inter - period spread (next month - current month) is - 9.40 [1]. - Historical Percentiles: Presents historical 1 - year and all - time percentiles for each spread, which helps investors assess the relative position of current spreads in historical data. For instance, the historical 1 - year percentile of the IF spot - futures spread is 69.60% [1]. - Cross - Variety Ratios: Offers ratios between different stock index futures, like IC/IF, IC/IH, and IF/IH, along with their historical percentiles [1]. Treasury Bond Futures Spread Daily Report - Basis and IRR: Reports the basis and implied repo rate (IRR) for different treasury bond futures contracts (TS, TF, T, TL). For example, the TS basis on September 16, 2025, is 1.5336, with an IRR change of - 0.0395 [2]. - Inter - Period Spreads: Provides inter - period spreads for different contracts, such as the TS inter - period spread (current quarter - next quarter) of 0.0660 on September 16, 2025 [2]. - Cross - Variety Spreads: Presents cross - variety spreads between different treasury bond futures, like TS - TF, TS - T, etc. For example, the TS - TF spread on September 16, 2025, is - 3.3810 [2]. Precious Metals Spot - Futures Daily Report - Futures and Spot Prices: Reports domestic and foreign futures closing prices, spot prices, and their changes for gold and silver. For example, the AU2510 contract price increased by 10.48 (1.26%) on September 16, 2025, compared to the previous day [5]. - Basis and Ratios: Provides basis values and ratios between different precious metal products, along with their historical percentiles. For instance, the gold TD - Shanghai gold main contract basis is - 3.98, with a historical 1 - year percentile of 16.00% [5]. - Interest Rates, Exchange Rates, and Inventories: Reports interest rates, exchange rates, and inventory data for precious metals. For example, the 10 - year US Treasury yield decreased by 0.01 ( - 0.2%) [5]. Container Shipping Industry Spot - Futures Daily Report - Spot Quotes and Indexes: Reports spot quotes for Shanghai - Europe shipping routes and various shipping indexes, including their changes. For example, the SCFIS (European route) decreased by 116.2 ( - 7.47%) from September 8 to September 15 [7]. - Futures Prices and Basis: Provides futures prices and basis values for container shipping futures contracts. For example, the EC2602 contract price increased by 55.2 (3.64%) from September 15 to September 16, and the basis (main contract) decreased by 155.8 ( - 125.18%) [7]. - Fundamental Data: Reports fundamental data such as global container shipping capacity supply, port - related indicators, and overseas economic data. For example, the global container shipping capacity supply remained unchanged at 3305.11 million TEU on September 17 compared to the previous day [7].