广发期货《金融》日报-20251014
Guang Fa Qi Huo·2025-10-14 03:04

Group 1: Stock Index Futures Spread Daily Report - The latest IF spot-futures spread is -31.38, a change of -6.74 from the previous day, with a 1-year historical quantile of 23.30% and an all-time quantile of 11.90% [1] - The latest IH spot-futures spread is -6.55, a change of 29.9096 from the previous day, with a 1-year historical quantile of -5.61 and an all-time quantile of 32.8096 [1] - The latest IC spot-futures spread is -13.34, a change of 3.20% from the previous day, with a 1-year historical quantile of 0.40% and an all-time quantile of -145.56 [1] - The latest IM spot-futures spread is -20.54, a change of -213.96 from the previous day, with a 1-year historical quantile of 30.00% and an all-time quantile of 2.40% [1] Group 2: Treasury Bond Futures Spread Daily Report - On October 13, 2025, the TS basis was 1.4411, a change of -0.0117 from the previous trading day, with a percentile since listing of 18.60% [2] - On the same day, the TF basis was 1.4075, a change of 0.0133 from the previous trading day, with a percentile since listing of 35.00% [2] - The T basis was 1.4163, a change of 0.0307 from the previous trading day, with a percentile since listing of 48.80% [2] - The TL basis was 1.5961, a change of 0.2953 from the previous trading day, with a percentile since listing of 54.60% [2] Group 3: Precious Metals Spot-Futures Daily Report - On October 13, the domestic AU2512 contract closed at 927.56, up 26.00 (2.88%) from October 10 [4] - The AG2512 contract closed at 11531, up 440 (4.05%) from October 10 [4] - The COMEX gold主力 contract closed at 4130.00, up 94.50 (2.34%) from October 10 [4] - The COMEX silver主力 contract closed at 50.78, up 3.26 (6.86%) from October 10 [4] Group 4: Container Shipping Industry Spot-Futures Daily Report - On October 14, the Shanghai - Europe future 6 - week reference freight rate of MAERSK was 1905, up 0.79% from October 13 [5] - CMA CGM's rate was 2445, down 9.44% from October 13 [5] - MSC's rate was 2050, up 0.10% from October 13 [5] - The SCFIS (European route) settlement price index on October 13 was 1031.80, down 1.40% from October 6 [5] - The SCFIS (US West route) was 862.48, down 1.64% from October 6 [5]