《金融》日报-20251020

Report 1: Stock Index Futures Spread Daily Report Core View - Presents the latest values, changes from the previous day, 1 - year historical quantiles, and all - time historical quantiles of various stock index futures spreads and cross - variety ratios on October 20, 2025 [1]. Summary by Category - Futures - Spot Spreads: F futures - spot spread is - 29.03, down 0.61 from the previous day; H futures - spot spread is - 4.77, down 4.58; IC futures - spot spread is - 152.87, up 0.50%; IM futures - spot spread is 70.00% (the value seems to have a format issue in the original text) [1]. - Inter - period Spreads: For example, in F inter - period spreads, the spread between the next - month and the current - month is - 43.80, down 29.40 [1]. - Cross - variety Ratios: The ratio of CSI 500 to SSE 300 is - 0.0116, up 1.5542; the ratio of CSI 500 to SSE 50 is 2.3641, down 0.0311 [1]. Report 2: Bond Futures Price Spread Daily Report Core View - Provides the latest values, changes from the previous trading day, and historical quantiles since listing of various bond futures bases, inter - period spreads, and cross - variety spreads as of October 20, 2025 [2]. Summary by Category - Bases: TS base is 1.5643, down 0.0313; TF base is 1.7127, down 0.0348; T base is 1.7176; TL base is 1.7225, up 0.2457 [2]. - Inter - period Spreads: For TS inter - period spreads, the spread between the current - quarter and the next - quarter is 0.0850, down 0.0200 [2]. - Cross - variety Spreads: The spread between TS and TF is - 3.4020, down 0.0590; the spread between TS and T is - 5.9170, down 0.1140 [2]. Report 3: Precious Metals Futures - Spot Daily Report Core View - Displays the closing prices of domestic and foreign precious metals futures, spot prices, bases, ratios, interest rates, exchange rates, inventories, and positions on October 20, 2025 [3]. Summary by Category - Futures Closing Prices: The AU2512 contract closed at 999.80 yuan/gram on October 17, up 33.38 from the previous day; the COMEX gold主力 contract closed at 4267.90 dollars/ounce, down 76.40 [3]. - Spot Prices: London gold was at 4251.45 dollars/ounce on October 17, down 75.03; the Shanghai Gold Exchange's gold T + D was at 995.90 yuan/gram, up 28.61 [3]. - Bases: The base of gold TD - Shanghai gold主力 is - 3.90, down 4.77; the base of London gold - COMEX gold is - 16.45, up 1.37 [3]. - Ratios: The ratio of COMEX gold to silver is 84.30, up 3.00; the ratio of SHFE gold to silver is 81.62, up 1.20 [3]. - Interest Rates and Exchange Rates: The 10 - year US Treasury yield is 4.02%, up 0.03%; the US dollar index is 98.56, up 0.20 [3]. - Inventories and Positions: The SHFE gold inventory is 84606 kilograms, up 3645; the SPRD gold ETF position is 1047, up 12.59 [3]. Report 4: Container Shipping Industry Futures - Spot Daily Report Core View - Covers spot quotes, container shipping indices, futures prices, bases, and fundamental data of the container shipping industry on October 20, 2025 [5]. Summary by Category - Spot Quotes: MAERSK's Shanghai - Europe 6 - week future freight rate is 1900 dollars/FEU on October 20, up 15 from the previous day [5]. - Container Shipping Indices: The SCFIS (European route) settlement price index is 1031.80 on October 13, down 14.7 from October 6 [5]. - Futures Prices and Bases: The EC2602 contract is at 1472.0 on October 17, up 42.8; the base of the main contract is - 384.4, down 5.4 [5]. - Fundamental Data: The global container shipping capacity supply is 3321.84 million TEU on October 20, unchanged from the previous day; the port on - time rate in Shanghai in September is 42.77, up 24.46 from August [5].