《金融》日报-20251103

Report Summary of Futures Market Data 1. Report Industry Investment Rating No investment rating is provided in the reports. 2. Core View The reports present a comprehensive set of data on various futures markets including stock index futures, bond futures, precious metal futures, and container shipping futures. These data cover price differences, ratios, yields, exchange rates, inventories, and other relevant indicators, providing investors with a basis for analyzing market trends and potential investment opportunities. 3. Summary by Relevant Catalogs Stock Index Futures - Price Differences: The reports detail the price differences between futures and spot prices, as well as across different contract months for IF, IH, IC, and IM stock index futures. For example, the IF period - spot price difference is -9.27, and the H period - spot price difference is 3.65 [1]. - Historical Percentiles: Each price difference is accompanied by its historical percentile over the past year and the entire futures - listing period, helping investors understand the relative position of the current price difference [1]. - Cross - Variety Ratios: Ratios such as CSI 500/Shanghai Composite 300, IC/IF, and others are provided, with their changes and historical percentiles [1]. Bond Futures - IRR and Basis: Information on the implied repo rate (IRR) and basis for different bond futures contracts (TS, TF, T, TL) is given, along with their changes and historical percentiles [2]. - Cross - Period and Cross - Variety Spreads: Cross - period spreads (e.g., current quarter - next quarter) and cross - variety spreads (e.g., TS - TF) are presented, including their values, changes, and historical percentiles [2]. Precious Metal Futures - Price and Spread: The reports include domestic and foreign futures closing prices, spot prices, basis, and ratios of gold and silver. For instance, the AU2512 contract closed at 921.92 yuan/gram, and the COMEX gold主力 contract closed at 4077.20 dollars [3]. - Interest Rates, Exchange Rates, and Inventories: Data on 10 - year and 2 - year US Treasury yields, the US dollar index, offshore RMB exchange rate, and inventories of precious metals in different exchanges are provided [3]. Container Shipping Futures - Spot Quotes: Spot quotes for shipping from Shanghai to Europe by different shipping companies (MAERSK, CMA, MSC, etc.) are presented, along with their changes and percentage changes [4]. - Shipping Indexes: Settlement price indexes such as SCFIS (European and US West routes) and Shanghai export container freight indexes (SCFI) are given, showing their growth rates [4]. - Futures Prices and Basis: Futures prices of different contracts (EC2602, EC2512, etc.) and the basis of the main contract are reported, along with their changes [4]. - Fundamental Data: Information on global container shipping capacity supply, port - related indicators (quasi - punctuality rate, berthing situation), monthly export balance, and overseas economic indicators (eurozone PMI, EU consumer confidence index, etc.) is provided [4].