广发期货《金融》日报-20251020

Report Industry Investment Rating No relevant information provided. Core Viewpoints No clear core viewpoints are presented in the reports. The documents mainly offer various data on different futures and related market indicators. Summary by Related Catalogs 1. Stock Index Futures Spread Daily Report - Price Spread Data: Includes F, H, IC, and IM period - spot spreads and cross - period spreads, with details on the latest values, changes from the previous day, 1 - year historical quantiles, and full - historical quantiles. For example, the F period - spot spread is - 29.03, down 0.61 from the previous day, with a 1 - year historical quantile of 26.60% and a full - historical quantile of 13.90% [1]. - Cross - Variety Ratios: Presents ratios such as CSI 500/CSI 300, CSI 500/SSE 50, and IC/IF, along with their latest values, changes, and quantiles. For instance, the CSI 500/CSI 300 ratio is - 0.0116, up 1.5542 from the previous day, with an 84.80% 1 - year historical quantile and a 62.90% full - historical quantile [1]. 2. Bond Futures Spread Daily Report - Basis and Spread Data: Provides basis data for TS, TF, T, and TL, as well as cross - period spreads and cross - variety spreads. For example, the TS basis on October 17, 2025, is 1.5643, down 0.0313 from the previous day, with a 24.50% historical quantile [2]. - IRR and Percentiles: Mentions the IRR and historical quantiles for different bond futures, with basis parts referring to the IRR's historical quantiles since the futures contract listing, and others being the latest spread quantiles [2]. 3. Precious Metals Spot - Futures Daily Report - Price Data: Covers domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of gold and silver. For example, the AU2512 domestic futures contract closed at 999.80 yuan/gram on October 17, up 3.45% from the previous day [3]. - Inventory and Position Changes: Shows changes in inventory and positions of precious metals, such as the Shanghai Futures Exchange's gold inventory increasing by 4.50% to 84,606 kilograms [3]. 4. Container Shipping Industry Spot - Futures Daily Report - Spot and Index Data: Includes spot quotes for Shanghai - Europe shipping, shipping indices, and Shanghai export container freight rates. For example, the SCFIS (European route) settlement price index was 1031.80 on October 13, down 1.40% from October 6 [5]. - Futures Prices and Basis: Presents futures prices and basis of container shipping futures. For instance, the EC2602 futures price was 1472.0 on October 17, up 2.99% from the previous day [5]. - Fundamental Data: Covers supply of container shipping capacity, port - related indicators, export amounts, and overseas economic indicators. For example, the global container shipping capacity supply was 3321.84 million TEU on October 20, unchanged from the previous day [5].