《金融》日报-20251016

Group 1: Stock Index Futures Spread Daily Report Report Industry Investment Rating - Not provided Core View - The report presents the latest values, changes from the previous day, and historical quantiles of various stock index futures spreads and cross - variety ratios on October 16, 2025 [1]. Summary by Directory - Stock Index Futures Price - Spot Spreads: IF, IH, IC, and IM price - spot spreads are reported, with values such as IF price - spot spread at - 29.89 (up 1.98 from the previous day), IH at - 3.95 (down 1.25), IC at - 153.80 (up 31.05), and IM at - 208.25 (up 19.10) [1]. - Stock Index Futures Inter - period Spreads: Inter - period spreads like “next month - current month”, “quarterly month - current month”, and “January - current month” are provided for different stock index futures, along with their changes and historical quantiles [1]. - Cross - variety Ratios: Ratios such as CSI 500/CSI 300, CSI 500/SSE 50, and others are reported, including their latest values, changes, and historical quantiles [1]. Group 2: Treasury Bond Futures Spread Daily Report Report Industry Investment Rating - Not provided Core View - The report shows the latest values, changes from the previous day, and historical percentiles of various treasury bond futures spreads and basis on October 16, 2025 [3]. Summary by Directory - Treasury Bond Futures Basis: Basis values for TS, TF, T, and TL are given, with details like TS basis at 1.5010 (down 0.0216 from the previous day), TF at 1.5573 (down 0.0392), T at 1.4876 (up 0.0489), and TL at 1.6197 (up 0.2905) [3]. - Treasury Bond Futures Inter - period Spreads: Inter - period spreads such as “current quarter - next quarter”, “current quarter - distant quarter”, and “next quarter - distant quarter” are reported for different treasury bond futures, along with their changes and historical percentiles [3]. - Cross - variety Spreads: Cross - variety spreads like TS - TF, TS - T, and others are presented, including their latest values, changes, and historical percentiles [3]. Group 3: Precious Metals Spot - Futures Daily Report Report Industry Investment Rating - Not provided Core View - The report provides domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals on October 16, 2025 [5]. Summary by Directory - Futures Closing Prices: Domestic AU2512 and AG2512 contracts, and foreign COMEX gold and silver contracts' closing prices, price changes, and percentage changes are reported [5]. - Spot Prices: Spot prices of London gold, London silver, Shanghai Gold Exchange's gold T + D and silver T + D on October 15 and 14, along with their price changes and percentage changes, are given [5]. - Basis: Basis values and their changes, as well as historical one - year quantiles, for gold and silver are presented [5]. - Ratios and Rates: Ratios like COMEX gold/silver and Shanghai Futures Exchange gold/silver, and interest rates of US Treasury bonds, US dollar index, and RMB exchange rate are reported [5]. - Inventory and Positions: Inventory of domestic and foreign precious metals and positions of ETFs are provided, including their changes and percentage changes [5]. Group 4: Container Shipping Industry Spot - Futures Daily Report Report Industry Investment Rating - Not provided Core View - The report shows spot quotes, index values, futures prices, basis, and fundamental data of the container shipping industry on October 16, 2025 [7]. Summary by Directory - Spot Quotes: Spot quotes of shipping companies from Shanghai to Europe, including MAERSK, CMA, MSC, etc., and their price changes and percentage changes are reported [7]. - Container Shipping Indexes: Settlement price indexes like SCFIS (European route), SCFIS (US West route), and Shanghai export container freight indexes are presented, along with their price changes and percentage changes [7]. - Futures Prices and Basis: Futures prices of different contracts, price changes, and basis (for the main contract) are reported [7]. - Fundamental Data: Data on global container shipping capacity supply, port - related indicators, export amounts, and overseas economic indicators are provided, including their changes and percentage changes [7].