广发期货《金融》日报-20251015

Report Industry Investment Rating No investment rating information is provided in the reports. Core Viewpoints No clear core viewpoints are presented in the reports. The reports mainly provide data on various futures and related market indicators. Summary by Relevant Catalogs 1. Stock Index Futures Spread Daily Report - IF期现价差: The latest value is -31.86, a change of -0.49 from the previous day, with a 1-year historical quantile of 23.30% and an all-time quantile of 11.50% [1]. - IF跨期价差: For example, the "次月 - 当月" value is -25.20, a change of -12.00 from the previous day, with a 1-year historical quantile of 18.80% and an all-time quantile of 17.40% [1]. - IH期现价差: The latest value is -2.70, a change of 2.91 from the previous day, with a 1-year historical quantile of 36.00% and an all-time quantile of 42.80% [1]. - IH跨期价差: For example, the "次月 - 当月" value is -3.60, with no change from the previous day, a 1-year historical quantile of 26.20%, and an all-time quantile of 41.90% [1]. - IC期现价差: The latest value is -184.85, a change of -39.29 from the previous day, with a 1-year historical quantile of 1.60% and an all-time quantile of 0.10% [1]. - IC跨期价差: For example, the "次月 - 当月" value is -87.40, a change of -15.40 from the previous day, with a 1-year historical quantile of 4.50% and an all-time quantile of 2.70% [1]. - IM期现价差: The latest value is -227.35, a change of -13.39 from the previous day, with a 1-year historical quantile of 25.00% and an all-time quantile of 1.50% [1]. - IM跨期价差: For example, the "次月 - 当月" value is -110.00, a change of -28.20 from the previous day, with a 1-year historical quantile of 5.00% and an all-time quantile of 1.10% [1]. - 跨品种比值: For example, the "中证500/沪深300" ratio is 1.5851, a change of -0.0206 from the previous day, with a 1-year historical quantile of 93.80% and an all-time quantile of 68.40% [1]. 2. Treasury Bond Futures Spread Daily Report - 基差: For example, the T base spread is 1.7854, a change of 0.1247 from the previous day, with a quantile of 61.90% since the contract's listing [3]. - 跨期价差: For example, the TS "当季 - 下季" spread is 0.0920, a change of -0.0040 from the previous day, with a quantile of 44.80% [3]. - 跨品种价差: For example, the "TS - TF" spread is -3.3910, a change of -0.0760 from the previous day, with a quantile of 9.90% [3]. 3. Precious Metals Futures and Spot Daily Report - 国内期货收盘价: The AU2512 contract closed at 938.98 yuan/gram on October 14, up 1.23% from the previous day; the AG2512 contract closed at 11533 yuan/kilogram, up 0.02% [5]. - 外盘期货收盘价: The COMEX gold主力 contract closed at 4159.60 dollars/ounce on October 14, up 0.72% from the previous day; the COMEX silver主力 contract closed at 50.35 dollars/ounce, down 0.85% [5]. - 现货价格: The London gold price was 4141.54 dollars/ounce on October 14, up 0.77% from the previous day; the London silver price was 51.41 dollars/ounce, down 1.76% [5]. - 基差: For example, the "黄金TD - 沪金主力" base spread is 0.97, a change of 2.05 from the previous day, with a 1-year historical quantile of 98.30% [5]. - 比价: For example, the "COMEX金/银" ratio is 82.62, up 1.58% from the previous day [5]. - 利率与汇率: The 10-year US Treasury bond yield was 4.03% on October 14, down 5.8% from the previous day; the US dollar index was 99.05, down 0.22% [5]. - 库存与持仓: The Shanghai Futures Exchange's gold inventory was 72183 kilograms on October 14, up 2.06% from the previous day; the COMEX gold inventory was 39660680 ounces, down 0.16% [5]. 4. Container Shipping Industry Futures and Spot Daily Report - 现货报价: For example, the MAERSK's Shanghai - Europe future 6 - week freight rate was 1884 dollars/FEU on October 15, down 1.10% from the previous day [6]. - 集运指数: The SCFIS (European route) settlement price index was 1031.80 points on October 13, down 1.40% from October 6; the SCFIS (US West route) was 862.48 points, down 1.64% [6]. - 期货价格及基差: The EC2602 contract closed at 1464.4 on October 14, up 7.68% from the previous day; the base spread of the main contract was -418.2, down 14.89% from the previous day [6]. - 基本面数据: The global container shipping capacity supply was 3319.99 FTEU on October 15, with no change from the previous day; the Shanghai port's punctuality rate was 42.77 on October 15, up 133.59% from the previous day [6].