广发期货《金融》日报-20251110

Group 1: Stock Index Futures Spread Report Industry Investment Rating No relevant information provided. Core View The report presents the spread data of stock index futures on November 10, 2025, including the current - futures spread, inter - period spread, and cross - variety ratio of IF, IH, IC, and IM, along with their changes from the previous day and historical quantiles [1]. Summary by Category - Current - Futures Spread: IF is - 19.39 (up 3.21), IH is - 0.15 (up 3.20), IC is - 97.71 (up 1.61), and IM is - 129.88 (up 16.95) [1]. - Inter - period Spread: Different combinations of inter - period spreads for IF, IH, IC, and IM are provided, with various changes and historical quantiles. For example, IF's next - month minus current - month is - 13.60 (down 0.60) [1]. - Cross - Variety Ratio: Such as CSI 500/HS300 is 1.5662 (up 0.0011), and IC/IF is 1.5517 (up 0.0003) [1]. Group 2: Treasury Bond Futures Spread Report Industry Investment Rating No relevant information provided. Core View The report shows the spread data of treasury bond futures on November 10, 2025, including basis, inter - period spread, and cross - variety spread, along with their changes from the previous trading day and historical quantiles since listing [3]. Summary by Category - Basis: TS basis is 1.6207 (down 0.0267), TF is 1.6520 (up 0.0075), T is 1.5768 (down 0.0117), and TL is 1.4255 (up 0.1101) [3]. - Inter - period Spread: For example, TS's current - season minus next - season is 0.0520 (up 0.0040) [3]. - Cross - Variety Spread: TS - TF is - 3.4400 (up 0.0290), TS - T is - 5.9750 (up 0.0640) [3]. Group 3: Precious Metals Futures and Spot Report Industry Investment Rating No relevant information provided. Core View The report provides the price data of precious metals futures and spot on November 10, 2025, including domestic and foreign futures closing prices, spot prices, spreads, ratios, interest rates, exchange rates, inventory, and positions, along with their changes and percentage changes [5]. Summary by Category - Domestic Futures Closing Price: AU2512 contract is 921.26 yuan/gram (up 0.38%), AG2512 contract is 11484 yuan/kg (up 0.50%) [5]. - Foreign Futures Closing Price: COMEX gold is 4007.80 dollars/ounce (up 0.58%), COMEX silver is 48.23 dollars/ounce (up 0.79%) [5]. - Spot Price: London gold and silver are 0.00 dollars/ounce, Shanghai Gold Exchange's gold T + D is 917.64 yuan/gram (up 0.01%), silver T + D is 11480 yuan/kg (up 0.52%) [5]. - Spread: Gold TD - Shanghai gold main contract is - 3.62 (down 3.33), silver TD - Shanghai silver main contract is - 4 (up 2) [5]. - Ratio: COMEX gold/silver is 83.11 (down 0.22%), SHFE gold/silver is 80.22 (down 0.12%) [5]. - Interest Rate and Exchange Rate: 10 - year US Treasury yield is 4.11% (unchanged), 2 - year is 3.55% (down 0.6%), 10 - year TIPS Treasury yield is 1.83% (unchanged), US dollar index is 99.55 (down 0.15%), offshore RMB exchange rate is 7.1252 (up 0.06%) [5]. - Inventory and Position: SHFE gold inventory is 89616 (up 2.05%), silver inventory is 623052 kg (down 2.64%), etc. [5]. Group 4: Container Shipping Industry Futures and Spot Report Industry Investment Rating No relevant information provided. Core View The report offers the price and fundamental data of the container shipping industry on November 10, 2025, including shipping indices, futures prices, basis, and various fundamental indicators, along with their changes and percentage changes [6]. Summary by Category - Shipping Index: SCFIS (European route) is 1208.71 (down 7.92%), SCFIS (US West route) is 1267.15 (up 14.43%), SCFI composite index is 1495.10 (down 3.59%) [6]. - Futures Price and Basis: EC2602 is 1592.0 (down 0.56%), EC2512 (main contract) is 1812.0 (down 1.96%), basis (main contract) is - 290.5 (down 5.52%) [6]. - Fundamental Data: Global container shipping capacity supply is 3338.54 million TEU (unchanged), Shanghai port punctuality rate is 42.77% (up 133.59%), etc. [6].