广发期货《金融》日报-20251028

Report 1: Stock Index Futures Spread Daily Report Core Information - IF Spot-Futures Spread: Latest value is 11.70%, down 31.62 from the previous day, with a 1-year historical quantile of 23.70% and an all-time quantile of -5.74 [1]. - IH Spot-Futures Spread: Latest value is -2.73, down 5.51, with a 1-year historical quantile of 42.40% and an all-time quantile of 37.70% [1]. - IC Spot-Futures Spread: Latest value is -124.99, up 10.60, with a 1-year historical quantile of 1.30% and an all-time quantile of -26.26 [1]. - IM Spot-Futures Spread: Latest value is -121.24, up 7.86, with a 1-year historical quantile of 90.00% and an all-time quantile of 13.50% [1]. - Cross-Variety Ratios: For example, the ratio of CSI 500 to SSE 50 is 2.4041, with a 1-year historical quantile of 92.20% and an all-time quantile of 72.60% [1]. Report 2: Treasury Bond Futures Spread Daily Report Core Information - IRR and Basis: The latest IRR for different varieties and their changes, along with basis values and their historical quantiles, are provided. For example, the TF basis on 2025 - 10 - 27 is 0.8045, down 0.0472, with a historical quantile of 19.20% [2]. - Inter - Delivery Spread: Spreads between different delivery months for each variety are reported, such as the TF inter - delivery spread of 0.1250 for the current quarter to the next quarter on 2025 - 10 - 27, up 0.0150, with a historical quantile of 43.00% [2]. - Cross - Variety Spread: Spreads between different treasury bond futures varieties are given, like the TS - TF spread on 2025 - 10 - 27 is -3.3570, down 0.0740, with a historical quantile of 11.20% [2]. Report 3: Precious Metals Spot - Futures Daily Report Core Information - Domestic Futures Closing Prices: The AU2512 contract closed at 934.14 yuan/gram on October 27, down 3.96 yuan or 0.42% from October 24. The AG2512 contract closed at 11394 yuan/kilogram, up 62 yuan or 0.55% [3]. - Foreign Futures Closing Prices: The COMEX gold主力 contract closed at 3997.00 dollars on October 27, down 129.90 dollars or 3.15% from October 24. The COMEX silver主力 contract closed at 46.83 dollars/ounce, down 1.58 dollars or 3.26% [3]. - Spot Prices: London gold was at 4111.56 dollars on October 27, down 14.93 dollars or 0.36% from October 24. London silver was at 48.62 dollars/ounce, down 0.23 dollars or 0.47% [3]. - Basis and Other Data: Including basis values, their historical quantiles, ratios, interest rates, exchange rates, inventory, and持仓 data [3]. Report 4: Container Shipping Industry Spot - Futures Daily Report Core Information - Spot Quotes: MAERSK's Shanghai - Europe 6 - week future freight rate was 2358 dollars/FEU on October 28, down 6 dollars or 0.25% from October 27. CMA's rate was 3533 dollars/FEU, up 108 dollars or 3.15% [4]. - Container Shipping Indexes: The SCFIS (European route) settlement price index was 1312.71 on October 27, up 172.3 or 15.11% from October 20. The SCFIS (US West route) was 1107.32, up 243.9 or 28.24% [4]. - Futures Prices and Basis: The EC2602 contract was 1571.6 on October 27, down 29.4 or -1.84% from October 24. The basis of the main contract was -167.6, up 28.7 or -14.62% [4]. - Fundamental Data: Including global container shipping capacity supply, port - related indicators, export amounts, and overseas economic indicators [4].