《金融》日报-20250926
Guang Fa Qi Huo·2025-09-26 01:35
  1. Report Industry Investment Rating - No information provided in the reports. 2. Core Views - The reports present the latest data and changes in various financial products including stock index futures spreads, bond futures spreads, precious metals, container shipping, etc., which can help investors understand the market trends and price movements of these products. 3. Summary by Related Catalogs Stock Index Futures Spreads - IF: The current - spot spread is 4.78, with a 23.30% change from the previous day and a 12.00% historical 1 - year quantile. Various inter - term spreads also show different values and changes [1]. - IH: The current - spot spread is 0.86, with a 0.57 change from the previous day and a 59.00% historical 1 - year quantile. Different inter - term spreads have their own values and quantiles [1]. - IC: The current - spot spread is 1.60%, with a 0.10% change from the previous day and a 25.00% historical 1 - year quantile. Inter - term spreads vary [1]. - IM: The current - spot spread is - 224.71, with a 6.31 change from the previous day and a 25.00% historical 1 - year quantile. Inter - term spreads are also provided [1]. - Cross - variety ratios: Such as CSI 300/SSE 50, CSI 500/SSE 50, etc., show different values and changes [1]. Bond Futures Spreads - TS: The basis is 0.0177, with a 0.0235 change from the previous day and a 12.80% historical quantile. Inter - term spreads and cross - variety spreads are also presented [2]. - TF: The basis is 1.1992, with a 0.1310 change from the previous day and a 41.50% historical quantile. Inter - term spreads and cross - variety spreads are given [2]. - T: The basis is - 0.1123, with a 0.5994 change from the previous day and a 2.50% historical quantile. Inter - term spreads and cross - variety spreads are provided [2]. - TL: The basis is 0.0860, with a 0.0140 change from the previous day and a 43.30% historical quantile. Inter - term spreads and cross - variety spreads are included [2]. Precious Metals - Domestic Futures: The AU2512 contract closed at 854.72 on September 25, down 0.61% from the previous day; the AG2512 contract closed at 10411, up 0.13% [3]. - Foreign Futures: The COMEX gold主力 contract closed at 3780.50 on September 25, up 0.32% from the previous day; the COMEX silver主力 contract closed at 45.47, up 3.07% [3]. - Spot Prices: London gold was at 3748.41 on September 25, up 0.34% from the previous day; London silver was at 45.13, up 2.83% [3]. - Basis: Gold TD - SHFE gold主力 was - 2.73, with a 1.00 change from the previous day and a 43.30% historical 1 - year quantile; silver TD - SHFE silver主力 was - 58, with a - 10 change from the previous day and a 2.40% historical 1 - year quantile [3]. - Ratios: COMEX gold/silver was 83.14, down 2.67% from the previous day; SHFE gold/silver was 82.10, down 0.75% [3]. - Interest Rates and Exchange Rates: The 10 - year US Treasury yield was 4.18, up 0.5% from the previous day; the US dollar index was 98.46, up 0.61% [3]. - Inventory and Holdings: SHFE gold inventory was 65634 kg on September 25, up 8.41% from the previous day; SHFE silver inventory was 1156855 kg, down 0.43% [3]. Container Shipping - Spot Quotes: On September 26, MAERSK's Shanghai - Europe future 6 - week freight rate was 1622 USD/FEU, down 2.47% from the previous day; CMA CGM's was 1904, up 4.96% [4]. - Container Shipping Indexes: The SCFIS (European route) settlement price index on September 22 was 1254.92, down 12.87% from September 15; the SCFI comprehensive index on September 19 was 1198.21, down 14.30% from September 12 [4]. - Futures Prices and Basis: The EC2602 contract on September 25 was 1696.2, up 6.81% from the previous day; the basis of the main contract was - 227.4, with a 4393.68% change from the previous day [4]. - Fundamentals: The global container shipping capacity supply on September 26 was 3310.22 TEU, with no change from the previous day; the Shanghai port on - time rate in August was 18.31%, down 43.80% from July [4].