广发期货《金融》日报-20251021

Report 1: Stock Index Futures Spread Daily Report Core Data Summary - Spot-Futures Spread: IF spot-futures spread was -31.42, up 11.90% from the previous day; IH was -4.46, up 0.31; IC was -160.44, up 4.00%; IM was -179.98, up 65.00% [1]. - Inter - Delivery Spread: For example, in IF, the spread between the next - month and current - month contracts was -13.00, up 30.80 [1]. - Cross - Variety Ratio: IC/IF was 1.5331, up 0.0029; IC/IH was 2.3260, up 0.0097 [1]. Report 2: Treasury Bond Futures Spread Daily Report Core Data Summary - IRR and Basis: TS basis was 1.4666, down 0.0144 from the previous day; TF was 1.5917, down 0.0201; T was 1.6344, up 0.2524; TL was 1.6128, up 0.0001 [2]. - Inter - Delivery Spread: In TS, the spread between the current - quarter and next - quarter contracts was -0.0100, up 37.20% [2]. - Cross - Variety Spread: TS - TF was -3.3210, up 0.0810; TS - T was -5.7760, up 0.1410 [2]. Report 3: Precious Metals Spot - Futures Daily Report Core Data Summary - Domestic Futures Closing Prices: AU2512 contract closed at 970.32 yuan/g on October 20, down 29.48 yuan (-2.95%) from October 17; AG2512 contract closed at 11742 yuan/kg, down 507 yuan (-4.14%) [3]. - Foreign Futures Closing Prices: COMEX gold主力合约 closed at 4374.30 US dollars/ounce on October 20, up 106.40 US dollars (2.49%) from October 17; COMEX silver主力合约 closed at 51.40, up 0.77 (1.53%) [3]. - Spot Prices: London gold was 4355.69 US dollars/ounce on October 20, up 104.24 US dollars (2.45%) from October 17; London silver was 51.86, up 0.53 (1.01%) [3]. - Basis: Gold TD - Shanghai gold主力 was 3.38, up 7.28 from the previous value; Silver TD - Shanghai silver主力 was 37, up 58 [3]. - Ratio and Other Data: COMEX gold/silver ratio was 85.10, up 0.80 (0.95%); Shanghai Futures Exchange gold/silver ratio was 82.64, up 1.01 (1.24%) [3]. Report 4: Container Shipping Industry Spot - Futures Daily Report Core Data Summary - Spot Quotes: MAERSK's Shanghai - Europe 6 - week future freight rate was 1844 US dollars/FEU on October 21, down 2.95% from October 20; CMA CGM was 2717 US dollars/FEU, up 2.57% [5]. - Container Shipping Index: SCFIS (European route) was 1140.38 points on October 20, up 10.52% from October 13; SCFIS (US West route) was 863.46 points, up 0.11% [5]. - Futures Prices and Basis: EC2602 contract closed at 1522.0 on October 20, up 3.40% from October 17; the basis of the main contract was -299.9, down 24.1 (8.74%) [5]. - Fundamental Data: Global container shipping capacity supply was 3323.62 million TEU on October 21, unchanged from October 20; Shanghai port on - time rate in September was 42.77%, up 133.59% from August [5].