广发期货《金融》日报-20251027

Report on Stock Index Futures Price Difference Core Information - On October 27, 2025, the report presented data on stock index futures price differences, including price differences between futures and spot, across different periods, and among different varieties [1]. - For price differences between futures and spot, the IF was -0.34, the IH was 2.78, the IC was -98.73, and the IM was -121.24 [1]. - Regarding cross - period price differences, there were various values for different combinations such as “next month - current month”, “far month - current month” etc. For example, the “next month - current month” of F was -13.60 [1]. - In terms of cross - variety ratios, IC/IF was 1.5448, IC/IH was 2.3486, etc. [1]. Report on Bond Futures Basis and Price Difference Core Information - On October 24, 2025, the report provided data on bond futures basis, cross - period price differences, and cross - variety price differences [2]. - For basis, the TS was 1.2902, the TF was 1.5400, the T was 1.6139, and the TL was 1.7674 [2]. - Regarding cross - period price differences, different combinations like “current quarter - next quarter” had specific values. For example, the “current quarter - next quarter” of TS was 0.0780 [2]. - In terms of cross - variety price differences, TS - TF was -3.2830, TS - T was -5.6730, etc. [2]. Report on Precious Metals Futures and Spot Core Information - On October 24, 2025, the report included data on domestic and foreign futures closing prices, spot prices, basis, price ratios, interest rates, exchange rates, inventory, and positions of precious metals [3]. - Domestic futures closing prices: the AU2512 contract was 938.10, and the AG2512 contract was 11332 [3]. - Foreign futures closing prices: the COMEX gold主力合约 was 4126.90, and the COMEX silver主力合约 was 48.41 [3]. - Spot prices: London gold was 4111.56, and London silver was 48.62 [3]. - Basis: “gold TD - Shanghai gold主力” was -2.77, “silver TD - Shanghai silver主力” was -15, etc. [3]. - Price ratios: COMEX gold/silver was 85.25, and Shanghai Futures Exchange gold/silver was 82.78 [3]. Report on Container Shipping Industry Futures and Spot Core Information - On October 27, 2025, the report covered spot quotes, container shipping indices, futures prices, basis, and fundamental data of the container shipping industry [4]. - Spot quotes: MAERSK Maersk was 2364 dollars/FEU, CMA CGM was 3425 dollars/FEU, etc. [4]. - Container shipping indices: SCFIS (European route) was 1140.38 points, SCFIS (US West route) was 863.46 points, etc. [4]. - Futures prices: EC2602 was 1601.0, EC2604 was 1179.6, etc. [4]. - Fundamental data: global container shipping capacity supply was 3327.99 million TEU, port on - time rate in Shanghai was 42.77%, etc. [4].