《金融》日报-20251107

Report 1: Stock Index Futures Spread Daily Report Core View The report presents the latest values, changes from the previous day, historical 1 - year percentiles, and full - historical percentiles of various stock index futures spreads, including price - spread, inter - period spread, and cross - variety ratio [1]. Summary by Category - Price - spread: The positive price - spread is - 22.60 with a change of 8.05. For different varieties like IF, IH, IC, and IM, their price - spreads and changes are detailed, such as IC price - spread being - 99.32 with a change of 22.02 [1]. - Inter - period spread: Various inter - period spreads like next - month minus current - month, far - month minus near - month are given for different futures varieties. For example, for IF, the next - month minus current - month is - 13.00 with a change of 1.20 [1]. - Cross - variety ratio: Ratios such as CSI 500/CSI 300, IC/IF are presented, along with their changes and percentiles. For instance, the IC/IF ratio is 1.5514 with a change of - 0.0051 [1]. Report 2: Treasury Bond Futures Spread Daily Report Core View The report shows the latest values, changes from the previous trading day, and percentiles since listing of IRR, basis, inter - period spread, and cross - variety spread of different treasury bond futures [2]. Summary by Category - Basis: The basis values of TS, TF, T, and TL futures are provided, along with their changes and percentiles. For example, the T basis is 1.8116 with a change of 0.0822 [2]. - Inter - period spread: Inter - period spreads like current - quarter minus next - quarter, current - quarter minus far - quarter are detailed for different futures. For example, for TS, the current - quarter minus next - quarter is 0.0480 with a change of 0.0060 [2]. - Cross - variety spread: Cross - variety spreads such as TS - TF, TS - T are given. For example, the TS - TF spread is - 3.4690 with a change of 0.0570 [2]. Report 3: Precious Metals Spot - Futures Daily Report Core View The report provides the closing prices of domestic and foreign futures, spot prices, basis, ratio, interest rate, exchange rate, inventory, and position data of precious metals, along with their changes and percentiles [4]. Summary by Category - Futures and Spot Prices: Domestic futures closing prices of AU2512 and AG2512, foreign futures closing prices of COMEX gold and silver, and spot prices of London gold and silver, Shanghai Gold Exchange T + D are presented with their changes. For example, the AU2512 contract price is 917.80 with a change of 5.54 [4]. - Basis: The basis values of gold and silver in different markets like gold TD - Shanghai gold main contract, London gold - COMEX gold are given, along with their changes and percentiles [4]. - Ratio: Ratios such as COMEX gold/silver, Shanghai Futures Exchange gold/silver are provided with their changes [4]. - Interest Rate and Exchange Rate: Data on 10 - year US Treasury yield, 2 - year US Treasury yield, etc., and exchange rates like the US dollar index and offshore RMB exchange rate are presented with their changes [4]. - Inventory and Position: Inventory data of Shanghai Futures Exchange and COMEX for gold and silver, and position data of ETFs are given with their changes [4]. Report 4: Container Shipping Industry Spot - Futures Daily Report Core View The report offers settlement price indices, futures prices, basis, fundamental data including supply, foreign - trade related indicators, and overseas economic data of the container shipping industry [6]. Summary by Category - Settlement Price Index: SCFIS for European and US - West routes, and Shanghai Export Container Freight Index for different routes are presented with their changes. For example, the SCFIS (European route) is 1208.71 with a change of - 104.0 [6]. - Futures Price and Basis: Futures prices of different contracts like EC2602, EC2512 (main contract), and the basis of the main contract are given with their changes [6]. - Fundamental Data: Global container shipping capacity supply, Shanghai port - related indicators (quasi - punctuality rate, berthing situation), monthly export amount, and overseas economic indicators (euro - zone PMI, EU consumer confidence index) are provided with their changes [6].