《金融》日报-20251022

Report Industry Investment Rating - No information provided in the reports. Core Views - The reports present daily data on various futures, including stock index futures, treasury bond futures, precious metal futures, and container shipping industry futures, covering aspects such as price differences, price changes, and related market indicators [1][2][3][5]. Summary by Related Catalogs Stock Index Futures - Price Differences: The latest values, changes from the previous day, and historical quantiles of price differences (including spot - futures and inter - period price differences) for IF, IH, IC, and IM are provided. For example, the IC spot - futures price difference is - 161.25, with a change of - 15.31 from the previous day, and a 1 - year historical quantile of 80.00% [1]. Treasury Bond Futures - IRR and Basis: The IRR and basis data of TS, TF, T, and TL are presented, along with their changes from the previous trading day and historical quantiles. For instance, the TF basis on 2025 - 10 - 21 is 1.5006, with a change of - 0.0220, and a historical quantile of 38.40% [2]. - Inter - period and Cross - variety Price Differences: The inter - period price differences (such as current quarter - next quarter) and cross - variety price differences (such as TS - TF) are given, including their latest values, changes, and historical quantiles [2]. Precious Metal Futures - Prices: The closing prices of domestic and foreign precious metal futures (AU2512, COMEX gold, etc.), spot prices (London gold, etc.), and their changes and price - to - price ratios are reported. For example, the closing price of the AU2512 contract on October 21 is 994.06 yuan/gram, with a price increase of 23.74 and a growth rate of 2.45% [3]. - Basis and Ratios: The basis between different precious metal products (such as gold TD - Shanghai gold futures) and price - to - price ratios (such as COMEX gold/silver) are provided, along with their historical quantiles [3]. - Interest Rates, Exchange Rates, Inventory, and Positions: Data on interest rates (10 - year US Treasury bond yield), exchange rates (US dollar index), inventory (Shanghai Futures Exchange gold inventory), and positions (SPRD gold ETF position) are presented [3]. Container Shipping Industry Futures - Spot Quotes: Spot quotes for shipping routes from Shanghai to Europe by different shipping companies (MAERSK, CMA, etc.) and their price changes are given. For example, the MAERSK shipping price on October 22 is 2211 US dollars/FEU, with an increase of 367 and a growth rate of 19.90% [5]. - Shipping Indexes: The settlement price indexes of shipping routes (SCFIS European route, SCFIS US West route) and Shanghai export container freight rates (SCFI comprehensive index) and their changes are reported [5]. - Futures Prices and Basis: The futures prices of different contracts (EC2602, EC2512) and the basis of the main contract are provided, along with their changes [5]. - Fundamental Data: Data on shipping capacity supply, foreign trade - related indicators (Shanghai port on - time rate), overseas economic indicators (eurozone comprehensive PMI), and OECD comprehensive leading indicators are presented [5].