《金融》日报-20251013

Group 1: Stock Index Futures Spread Daily Report Core View The report presents the latest values, changes from the previous day, historical 1-year percentiles, and all-time percentiles of various stock index futures spreads on October 13, 2025 [1]. Summary by Category - IF Spreads: The IF spot-futures spread was -4.35, up 30.70% from the previous day, with a 1-year percentile of 18.00%. Different inter - delivery spreads also showed various changes and percentiles [1]. - IH Spreads: Information on IH spreads including spot - futures and inter - delivery spreads was provided, such as the spot - futures spread being 0.95, down 4.46 from the previous day, with a 1 - year percentile of 59.40% [1]. - IC Spreads: The IC spot - futures spread was 0.90, down 132.22 from the previous day, with a 1 - year percentile of 5.30%. Inter - delivery spreads had their own values, changes, and percentiles [1]. - IM Spreads: The IM spot - futures spread was -193.42, up 5.03 from the previous day. Its inter - delivery spreads also had corresponding data [1]. - Cross - Variety Ratios: Ratios like CSI 500/CSI 300, CSI 500/SSE 50, etc., were presented with their latest values, changes, and percentiles [1]. Group 2: Treasury Bond Futures Spread Daily Report Core View The report shows the latest values, changes from the previous trading day, and percentiles since listing of various treasury bond futures spreads and basis on October 13, 2025 [2]. Summary by Category - Basis: TS basis was 1.3657, up 0.0017 from the previous day, with a percentile of 15.10%. TF, T, and TL bases also had their respective values, changes, and percentiles [2]. - Inter - Delivery Spreads: Different inter - delivery spreads for TS, TF, T, and TL futures contracts were reported, such as the TS current - quarter to next - quarter spread being 0.0180, down 0.0240 from the previous day, with a percentile of 23.60% [2]. - Cross - Variety Spreads: Spreads like TS - TF, TS - T, etc., were presented with their values, changes, and percentiles [2]. Group 3: Precious Metals Spot - Futures Daily Report Core View The report provides the closing prices of domestic and foreign precious metals futures, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions on October 13, 2025 [4]. Summary by Category - Domestic Futures Closing Prices: The AU2512 contract closed at 901.56, down 12.76 (-1.40%) from the previous day. The AG2512 contract closed at 11082, down 87 (-0.78%) [4]. - Foreign Futures Closing Prices: The COMEX gold main contract closed at 4035.50, up 44.40 (1.11%) from the previous day. The COMEX silver main contract closed at 47.52, down 0.14 (-0.29%) [4]. - Spot Prices: London gold was at 4017.85, up 41.90 (1.05%) from the previous day. London silver was at 50.13, up 0.92 (1.87%) [4]. - Basis: The gold TD - SHFE gold main contract basis was -3.82, down 0.88 from the previous day, with a 1 - year percentile of 21.20%. The silver TD - SHFE silver main contract basis was -23, down 30 from the previous day, with a 1 - year percentile of 44.50% [4]. - Ratios: The COMEX gold/silver ratio was 84.93, up 1.18 (1.41%) from the previous day. The SHFE gold/silver ratio was 81.35, down 0.51 (-0.62%) [4]. - Interest Rates and Exchange Rates: The 10 - year US Treasury yield was 4.05, down 0.09 (-2.2%) from the previous day. The US dollar index was 98.82, down 0.58 (-0.59%) [4]. - Inventory and Positions: The SHFE gold inventory was 70728, unchanged from the previous day. The SHFE silver inventory was 1169061 kg, down 17785 kg (-1.50%) [4]. Group 4: Shanghai Export Container Freight Index Report Core View The report presents spot freight rates, futures prices, basis, and fundamental data of the Shanghai export container shipping industry on October 13, 2025 [8]. Summary by Category - Spot Freight Rates: SCFI (Europe) was 1068 dollars/TEU, up 97.0 (9.99%) from the previous day. SCFI (US West) was 1468 dollars/FEU, up 8.0 (0.55%) [8]. - Futures Prices and Basis: The EC2602 contract was 1338.0, down 68.0 (-4.84%) from the previous day. The basis of the main contract was -202.1, down 45.1 (28.72%) [8]. - Fundamental Data: The global container shipping capacity supply was 3319.85 million TEU, unchanged from the previous day. The port punctuality rate in Shanghai was 42.77%, up 24.46 percentage points (133.59%) from the previous month [8]. Group 5: Container Shipping Industry Spot - Futures Daily Report Core View The report gives the spot quotes and the change of the SCFI composite index in the container shipping industry on October 13, 2025 [11]. Summary by Category - Spot Quotes: The SCFI composite index was 1114.52 points, up 45.9 (4.12%) from the previous day [11].