Report 1: Stock Index Futures Spread Daily Report Core View The report presents the latest values, historical 1 - year and full - history percentiles, and changes compared to the previous day of various stock index futures spreads, including IF, IH, IC, and IM [1]. Summary by Category - Futures - Spot Spreads: For example, the IF futures - spot spread is - 37.52, with a change of - 26.61 compared to the previous day, and it is at the 16.30% historical 1 - year percentile and 8.40% full - history percentile [1]. - Inter - delivery Spreads: Different inter - delivery spreads such as quarterly - monthly, far - monthly - quarterly, etc. for IF, IH, IC, and IM are provided, along with their changes and percentiles [1]. - Cross - variety Ratios: Ratios like CSI 500/CSI 300, IC/IF, etc. are reported, including their current values, changes, and percentiles [1]. Report 2: Treasury Bond Futures Spread Daily Report Core View The report shows the latest values, changes compared to the previous trading day, and percentiles since listing of various treasury bond futures spreads, including IRR, basis, inter - delivery spreads, and cross - variety spreads [3]. Summary by Category - IRR and Basis: For instance, the TF basis on 2025 - 09 - 19 is 1.2731, with a change of 0.0265 compared to the previous day, and it is at the 30.80% percentile since listing [3]. - Inter - delivery Spreads: Spreads between different delivery months for TS, TF, T, and TL are given, along with their changes and percentiles [3]. - Cross - variety Spreads: Spreads such as TS - TF, TS - T, etc. are presented, including their values, changes, and percentiles [3]. Report 3: Precious Metals Spot - Futures Daily Report Core View The report provides domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals (gold and silver) [5]. Summary by Category - Futures and Spot Prices: Domestic AU2512 and AG2512 contracts, and foreign COMEX gold and silver contracts' closing prices, along with their changes and percentage changes, are reported. Spot prices of London gold and silver, and Shanghai Gold Exchange's T + D contracts are also given [5]. - Basis and Ratios: Basis values between different spot and futures prices, and ratios such as COMEX gold/silver and SHFE gold/silver are presented, including their changes [5]. - Interest Rates, Exchange Rates, Inventory, and Positions: 10 - year and 2 - year US Treasury yields, US dollar index, offshore RMB exchange rate, and inventory and positions of precious metals are reported, along with their changes [5]. Report 4: Container Shipping Industry Spot - Futures Daily Report Core View The report offers spot quotes, container shipping indices, futures prices, basis, and fundamental data of the container shipping industry [7]. Summary by Category - Spot Quotes: Spot quotes of shipping from Shanghai to Europe by different shipping companies, including Maersk, CMA CGM, etc., are provided, along with their changes and percentage changes [7]. - Container Shipping Indices: Settlement price indices such as SCFIS (European and US West routes) and Shanghai Export Container Freight Index (SCFI) are reported, including their changes and percentage changes [7]. - Futures Prices and Basis: Futures prices of different contracts (EC2602, EC2604, etc.) and the basis of the main contract are given, along with their changes and percentage changes [7]. - Fundamental Data: Data on shipping capacity supply, port performance in Shanghai, monthly export amount, overseas economic indicators (e.g., Eurozone PMI, US manufacturing PMI), and OECD leading indicators are presented, including their changes and percentage changes [7].
广发期货《金融》日报-20250922
Guang Fa Qi Huo·2025-09-22 11:26