《金融》日报-20251110
Guang Fa Qi Huo·2025-11-10 08:09
  1. Report Industry Investment Rating - No information provided in the given reports. 2. Core Views - The reports present the latest data on various financial products including stock index futures, treasury bond futures, precious metals, and container shipping industry, such as price differences, price changes, and related economic indicators [1][3][5][6]. 3. Summary by Directory Stock Index Futures (IF, IH, IC, IM) - IF: The IF term - spot price difference was -19.39, up 3.21 from the previous day, with a 1 - year percentile of 42.20% and an all - time percentile of 23.90%. The IF inter - term price differences showed various values and changes, e.g., the next - month minus current - month was -13.60, down 0.60 [1]. - IH: The IH term - spot price difference was -0.15, up 3.20 from the previous day, with a 1 - year percentile of 54.00% and an all - time percentile of 55.20%. Different inter - term price differences also had their own values and changes [1]. - IC: The IC term - spot price difference was -97.71, up 1.61 from the previous day, with a 1 - year percentile of 22.10% and an all - time percentile of 3.70%. The inter - term price differences had significant changes, like the quarterly - month minus current - month was -230.60, down 4.00 [1]. - IM: The IM term - spot price difference was -129.88, up 16.95 from the previous day, with a 1 - year percentile of 70.00% and an all - time percentile of 13.40%. The inter - term price differences also varied, e.g., the quarterly - month minus current - month was -302.40, down 1.40 [1]. - Cross - variety Ratios: Ratios such as CSI 500/HS300, IC/IF, etc., showed different values and changes. For example, CSI 500/HS300 was 1.5662, up 0.0011 from the previous day [1]. Treasury Bond Futures (TS, TF, T, TL) - TS: The TS basis was 1.6207, down 0.0267 from the previous day, with an all - time percentile of 27.90%. Inter - term price differences like current - quarter minus next - quarter was 0.0520, up 0.0040 [3]. - TF: The TF basis was 1.6520, up 0.0075 from the previous day, with an all - time percentile of 45.40%. The current - quarter minus next - quarter inter - term price difference was 0.0400, up 0.0100 [3]. - T: The T basis was 1.5768, down 0.0117 from the previous day, with an all - time percentile of 54.00%. The current - quarter minus next - quarter inter - term price difference was 0.2500, down 0.0150 [3]. - TL: The TL basis was 1.4255, up 0.1101 from the previous day, with an all - time percentile of 45.70%. The current - quarter minus next - quarter inter - term price difference was 0.2400, up 0.0300 [3]. - Cross - variety Spreads: Spreads like TS - TF, TS - T, etc., had their own values and changes. For example, TS - TF was -3.4400, up 0.0290 [3]. Precious Metals (Gold and Silver) - Domestic Futures: The AU2512 contract closed at 921.26 yuan/gram on November 7, up 3.46 yuan from November 6, with a 0.38% increase. The AG2512 contract closed at 11484 yuan/kg on November 7, up 57 yuan from November 6, with a 0.50% increase [5]. - Foreign Futures: The COMEX gold main contract closed at 4007.80 dollars/ounce on November 7, up 23.00 dollars from November 6, with a 0.58% increase. The COMEX silver main contract closed at 48.23 dollars/ounce on November 7, up 0.38 dollars from November 6, with a 0.79% increase [5]. - Spot Prices: The Shanghai Gold Exchange's gold T + D was 917.64 yuan/gram on November 7, up 0.13 yuan from November 6, with a 0.01% increase. The Shanghai Gold Exchange's silver T + D was 11480 yuan/kg on November 7, up 59 yuan from November 6, with a 0.52% increase [5]. - Differences and Ratios: Differences like gold TD - Shanghai gold main contract was -3.62, down 3.33 from the previous day, with a 1 - year percentile of 28.50%. Ratios like COMEX gold/silver was 83.11, down 0.18 from the previous day, with a - 0.22% change [5]. - Interest Rates and Exchange Rates: The 10 - year US Treasury bond yield was 4.11%, unchanged from the previous day. The 2 - year US Treasury bond yield was 3.55%, down 0.02 from the previous day, with a - 0.6% change. The US dollar index was 99.55, down 0.15 from the previous day, with a - 0.15% change [5]. - Inventory and Holdings: The Shanghai Futures Exchange's gold inventory was 89616, up 1800 from the previous day, with a 2.05% increase. The COMEX gold registered warehouse receipts were 19786210 ounces, down 126645 ounces from the previous day, with a - 0.64% change [5]. Container Shipping Industry - Shipping Indexes: The SCFIS (European route) was 1208.71 on November 3, down 104.0 from October 27, with a - 7.92% decrease. The SCFIS (US West route) was 1267.15 on November 3, up 159.8 from October 27, with a 14.43% increase [6]. - Shanghai Export Container Freight Rates: The SCFI composite index was 1495.10 on October 31, down 55.6 from October 24, with a - 3.59% decrease. The SCFI (European) was 1344 dollars/TEU on October 31, up 98.0 from October 24, with a 7.87% increase [6]. - Futures Prices and Basis: The EC2602 contract closed at 1592.0 on November 7, down 9.0 from November 6, with a - 0.56% decrease. The basis of the main contract was -290.5 on November 7, down 15.2 from November 6, with a 5.52% increase [6]. - Fundamental Data: The global container shipping capacity supply was 3338.54 million TEU on November 10, unchanged from November 9. The port on - time rate in Shanghai was 42.77% in November, up 24.46 percentage points from August, with a 133.59% increase [6].
《金融》日报-20251110 - Reportify