Group 1: Stock Index Futures Spread Daily Report Report Industry Investment Rating - Not provided Core View - The report presents the latest values, changes from the previous day, historical 1 - year percentiles, and all - time percentiles of stock index futures spreads, including IF, IH, IC, and IM for both spot - futures spreads and inter - period spreads, as well as cross - variety ratios [1]. Summary by Relevant Catalog - IF Spreads: IF spot - futures spread is - 18.60, down 9.34 from the previous day, with a 1 - year percentile of 40.90% and an all - time percentile of 24.70%. For inter - period spreads, differences exist among different contract combinations [1]. - IH Spreads: IH spot - futures spread is 0.25, down 3.40 from the previous day, with a 1 - year percentile of 57.30% and an all - time percentile of 57.90%. Inter - period spreads also show various values and changes [1]. - IC Spreads: IC spot - futures spread is - 94.00, down 5.40 from the previous day, with a 1 - year percentile of 22.50% and an all - time percentile of 4.00%. Inter - period spreads have significant differences in different combinations [1]. - IM Spreads: IM spot - futures spread is - 140.12, down 1.64 from the previous day, with a 1 - year percentile of 65.00% and an all - time percentile of 11.30%. Inter - period spreads vary across different contracts [1]. - Cross - Variety Ratios: Ratios such as CSI 500/CSI 300, CSI 500/SSE 50, etc., are presented with their latest values, changes, and percentiles [1]. Group 2: Treasury Bond Futures Spread Daily Report Report Industry Investment Rating - Not provided Core View - The report shows the latest values, changes from the previous day, and percentiles since listing of basis, inter - period spreads, and cross - variety spreads of treasury bond futures, including TS, TF, T, and TL [3]. Summary by Relevant Catalog - Basis: For TS, TF, T, and TL, the basis values are 1.7072, 1.8596, 1.7662, and 1.3845 respectively on November 3, 2025, with corresponding changes and percentiles [3]. - Inter - period Spreads: Each type of treasury bond futures has different inter - period spreads (e.g., current quarter - next quarter, current quarter - far quarter) with their own values, changes, and percentiles [3]. - Cross - Variety Spreads: Spreads between different types of treasury bond futures (e.g., TS - TF, TS - T) are presented with their values, changes, and percentiles [3]. Group 3: Precious Metals Spot - Futures Daily Report Report Industry Investment Rating - Not provided Core View - The report provides domestic and foreign futures closing prices, spot prices, basis, FRA, interest rates, exchange rates, inventory, and positions of precious metals (gold and silver), along with their changes and percentiles [4]. Summary by Relevant Catalog - Domestic Futures: AU2512 contract closed at 922.58 yuan/gram on November 3, up 0.66 yuan (0.07%) from the previous day. AG2512 contract closed at 11455 yuan/kg, up 14 yuan (0.12%) [4]. - Foreign Futures: COMEX gold and silver futures prices decreased on November 3 compared to the previous day, with COMEX gold down 0.62% and COMEX silver down 0.99% [4]. - Spot Prices: London gold and silver, and Shanghai Gold Exchange's T + D prices also changed, with London gold down 0.04% and London silver down 1.21% [4]. - Basis: The basis of gold TD - Shanghai gold main contract decreased by 1.48, with a 1 - year percentile of 55.80%. The basis of silver TD - Shanghai silver main contract increased by 18, with a 1 - year percentile of 71.40% [4]. - FRA and Ratios: COMEX gold/silver ratio increased by 0.37%, while the Shanghai Futures Exchange gold/silver ratio decreased by 0.05% [4]. - Interest Rates and Exchange Rates: 10 - year US Treasury yield increased by 0.5%, the US dollar index increased by 1.52%, and the offshore RMB exchange rate decreased by 0.82% [4]. - Inventory and Positions: Some inventories decreased, such as COMEX gold inventory down 0.44% and COMEX silver inventory down 0.02%. SPRD gold ETF position decreased by 0.11% [4]. Group 4: Container Shipping Industry Spot - Futures Daily Report Report Industry Investment Rating - Not provided Core View - The report includes spot quotes, container shipping indices, futures prices, basis, and fundamental data of the container shipping industry, showing their changes and related percentage changes [6]. Summary by Relevant Catalog - Spot Quotes: Spot freight rates from Shanghai to Europe of different shipping companies changed on November 4, 2025. For example, MAERSK increased by 8.81%, while CMA decreased by 0.58% [6]. - Container Shipping Indices: SCFIS (European route) decreased by 7.92%, while SCFIS (US West route) increased by 14.43%. Shanghai Export Container Freight Index also had different changes in different routes [6]. - Futures Prices and Basis: All futures contracts of EC series increased on November 3 compared to the previous day. The basis of the main contract (EC2512) decreased by 12.4 (4.73%) [6]. - Fundamental Data: Global container shipping capacity supply remained unchanged. Port on - time rate in Shanghai increased by 133.59%, while port calls decreased by 9.59%. Monthly export volume increased by 2.15%. Overseas economic indicators also changed, such as the eurozone's composite PMI increasing by 1.95% [6].
《金融》日报-20251104
Guang Fa Qi Huo·2025-11-04 05:53