《金融》日报-20250929

Report 1: Stock Index Futures Spread Daily Report - Core View: Presents the latest values, changes from the previous day, and historical quantiles of various stock index futures spreads on September 29, 2025, including price spreads between different contract months and across different varieties [1]. - Summary by Category: - IF Spreads: The current - spot spread is 6.24, with a 30.30% historical 1 - year quantile and 2.60% all - time quantile. Different inter - period spreads also show specific values and quantiles, such as the next month - current month spread being - 10.80 [1]. - IH Spreads: The current - spot spread is - 160.91, and various inter - period spreads have their own values and quantiles, e.g., the next month - current month spread is - 66.80 [1]. - IC Spreads: The current - spot spread is - 208.39, and inter - period spreads like the next month - current month are presented with corresponding values and quantiles [1]. - IM Spreads: Similar to the above, it shows current - spot and inter - period spreads with specific values and quantiles [1]. - Cross - Variety Ratios: Ratios such as CSI 500/CSI 300, IC/IF, etc., are provided with their latest values, changes, and historical quantiles [1]. Report 2: Treasury Bond Futures Spread Daily Report - Core View: Displays the latest values, changes from the previous trading day, and historical quantiles of different types of spreads for treasury bond futures on September 29, 2025, including basis, inter - period spreads, and cross - variety spreads [2]. - Summary by Category: - Basis: TS basis is 1.4131, TF basis is 1.3377, T basis is 1.2219, and TL basis is 1.2939, each with corresponding changes and historical quantiles [2]. - Inter - period Spreads: For different contracts like TS, TF, T, and TL, spreads between the current quarter, next quarter, and far - quarter contracts are given with their values, changes, and historical quantiles [2]. - Cross - Variety Spreads: Spreads such as TS - TF, TS - T, etc., are presented with their latest values, changes, and historical quantiles [2]. Report 3: Precious Metals Spot - Futures Daily Report - Core View: Compares the closing prices of domestic and foreign precious metals futures, spot prices, and other related indicators on September 29, 2025, including changes and historical quantiles [4]. - Summary by Category: - Domestic Futures: The AU2512 contract closed at 854.72 yuan/gram on September 25, with a 0.16% increase from August 26. The AG2512 contract closed at 10411 yuan/kilogram, up 2.12% [4]. - Foreign Futures: COMEX gold and silver futures show increases, with COMEX gold closing at 3789.80 and COMEX silver at 46.37 dollars/ounce on September 26 [4]. - Spot Prices: London gold and silver also increased, with London gold at 3758.78 and London silver at 46.03 dollars/ounce on September 26 [4]. - Other Indicators: Differences like gold TD - Shanghai gold and ratios such as COMEX gold/silver are presented, along with changes in yields, exchange rates, inventories, and ETF holdings [4]. Report 4: Container Shipping Industry Spot - Futures Daily Report - Core View: Analyzes the spot quotes, index changes, futures prices, basis, and fundamental data of the container shipping industry on September 29, 2025 [5]. - Summary by Category: - Spot Quotes: Shipping rates from Shanghai to Europe for different companies like MAERSK, CMA, etc., show different changes, with CMA having a 3.14% increase [5]. - Container Shipping Indexes: Indexes such as SCFIS (European route) and SCFI composite index decreased, with SCFIS (European route) down 12.87% [5]. - Futures Prices and Basis: Futures contracts like EC2602 and EC2510 (main contract) show price changes, and the basis of the main contract increased by 443.46% [5]. - Fundamental Data: Global container shipping capacity supply remained unchanged, while port - related indicators and overseas economic indicators showed various changes, such as the Shanghai port on - time rate decreasing by 43.80% [5].