《金融》日报-20250924

Report 1: Stock Index Futures Spread Daily Report Core Data - Futures-Spot Spread: F futures-spot spread was 35.98, up 2.63 from the previous day, at the 9.10% historical percentile; H futures-spot spread was 5.49, up 4.66, at the 82.70% historical percentile. IC futures-spot spread was -240.11, down 28.19, at the 0.40% historical percentile; IM futures-spot spread was -281.07, down 21.79, at the 5.00% historical percentile [1]. - Inter - Delivery Spread: For IF, the spread between the next - month and current - month contracts was -14.80, down 1.80. For other spreads like far - month minus next - month, there were various values and changes [1]. - Cross - Variety Ratios: Ratios such as CSI 500/CSI 300, CSI 1000/CSI 300, and IC/IH had different values, changes, and historical percentiles [1]. Report 2: Treasury Bond Futures Spread Daily Report Core Data - IRR and Basis: On September 23, 2025, TS basis had an IRR of 1.4835, down 0.0248 from the previous day, at the 20.60% percentile since listing; TF basis had an IRR of 1.4550, down 0.0067, at the 36.50% percentile; T basis had an IRR of 1.4427, up 0.0779, at the 49.80% percentile; TL basis had an IRR of 1.2299, up 0.4924, at the 33.60% percentile [2]. - Inter - Delivery Spread: For TS, the spread between current - quarter and next - quarter was 0.0760, up 0.0100, at the 41.30% percentile. Similar data were provided for other contracts and spreads [2]. - Cross - Variety Spread: Spreads like TS - TF, TS - T, and TF - T had specific values, changes, and historical percentiles [2]. Report 3: Precious Metals Futures - Spot Daily Report Core Data - Futures and Spot Prices: On September 23, 2025, the AU2512 contract closed at 855.44 yuan/gram, up 8.94 yuan or 1.06% from the previous day; the AG2512 contract closed at 10349 yuan/kg, up 32 yuan or 0.31%. COMEX gold and silver futures also had corresponding price changes [5]. - Basis: The basis of gold TD - Shanghai gold futures was -5.86, up 0.71 from the previous day, at the 1.60% historical percentile; the basis of silver TD - Shanghai silver futures was -74, unchanged, at the 0.40% historical percentile [5]. - Ratios, Interest Rates, and Exchange Rates: Ratios such as COMEX gold/silver and上期所 gold/silver had changes. Interest rates like the 10 - year US Treasury yield and exchange rates like the US dollar index also had fluctuations [5]. - Inventory and Position: The inventory of Shanghai Futures Exchange gold increased by 2.76% to 59013 kg; the inventory of COMEX silver increased by 0.45% to 526748211 [5]. Report 4: Container Shipping Industry Futures - Spot Daily Report Core Data - Freight Rates: SCFI (US West) was 1636, down 734.0 or -30.97% from the previous period; SCFI (US East) was 2557, down 750.0 or -22.68% [9][10]. - Futures Prices and Basis: Contracts like EC2602, EC2604, etc., had price declines. The basis of the main contract (EC2510) was -166.4, down 152.1 from the previous day, with a huge percentage change of 1066.76% [9]. - Fundamentals: Global container shipping capacity supply remained unchanged at 3309.29 FTEU on September 24. The port punctuality rate in Shanghai decreased from 32.58 in July to 18.31 in August, a decline of 43.80% [9]. Report 5: Spot Quotes for Container Shipping Core Data - Shanghai - Europe Future 6 - Week Freight Rates: On September 22, MAERSK's freight rate was 1576 US dollars/FEU, up 40 US dollars or 2.60% from the previous day; CMA CGM's rate had a 5.98% increase; MSC's rate remained unchanged [12].