广发期货《金融》日报-20251112

Group 1: Stock Index Futures Spread Daily Report Report Industry Investment Rating - Not provided Core View - Presents current values, historical 1 - year and full - historical quantiles, and daily changes of various stock index futures spreads, including IF, IH, IC, and IM, as well as cross - variety ratios [1] Summary by Related Catalogs - Futures - Spot Spreads: IF futures - spot spread is - 25.37 (17.80% historical 1 - year quantile), IH is - 2.31 (35.20%), IC is - 10.61 (11.80%), and IM is - 118.61 (1.60%) [1] - Cross - Term Spreads: For example, in IF, the spread between the next - month and current - month contracts is - 13.40 (34.00% historical 1 - year quantile), and the spread between the far - month and current - month contracts is - 81.20 (22.90%) [1] - Cross - Variety Ratios: Ratios such as CSI 500/Shanghai Composite 300, IC/IF are presented, with corresponding historical quantiles and daily changes [1] Group 2: Treasury Bond Futures Spread Daily Report Report Industry Investment Rating - Not provided Core View - Displays the latest values, changes from the previous trading day, and listing - since quantiles of basis, cross - term spreads, and cross - variety spreads of treasury bond futures including TS, TF, T, and TL [3] Summary by Related Catalogs - Basis: TS basis is 1.5305 (23.00% listing - since quantile), TF is 1.6034 (42.90%), T is 1.8411 (64.20%), and TL is 1.3526 (40.20%) [3] - Cross - Term Spreads: For T futures, the spread between the current - quarter and next - quarter contracts is 0.2350 (44.20% listing - since quantile) [3] - Cross - Variety Spreads: For example, the spread between TS and TF is - 3.4730 (9.50% listing - since quantile) [3] Group 3: Precious Metals Spot - Futures Daily Report Report Industry Investment Rating - Not provided Core View - Provides domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals (gold and silver) [5] Summary by Related Catalogs - Futures Closing Prices: Domestic AU2512 contract closed at 948.88 yuan/gram on November 11, up 1.38% from the previous day; AG2512 contract closed at 11880 yuan/kilogram, up 1.37% [5] - Spot Prices: London gold was at 4125.48 dollars/ounce on November 11, up 0.24% [5] - Basis: The basis of gold TD - Shanghai gold main contract is - 2.38 (55.80% historical 1 - year quantile) [5] - Ratios: COMEX gold/silver ratio is 80.92, down 1.08% from the previous day [5] - Interest Rates and Exchange Rates: 10 - year US Treasury yield is 4.13%, up 3.5% [5] - Inventory and Positions: Shanghai Futures Exchange gold inventory remained unchanged at 89616 kilograms; silver inventory decreased by 2.97% to 591884 kilograms [5] Group 4: Capital Flow and Key Seats' Position Change Daily Report Report Industry Investment Rating - Not provided Core View - The available content does not convey clear information about the core view Summary by Related Catalogs - Not available due to insufficient clear content