广发期货《金融》日报-20251117

Report Industry Investment Rating - No information provided in the reports Core Views - The reports present daily data on various financial products including stock index futures spreads, bond futures spreads, precious metals futures and spot prices, and container shipping industry index data, offering insights into market trends and price changes [1][2][3][5] Summary by Related Catalogs Stock Index Futures Spreads - Price Differences: IF, IH, IC, and IM futures show different price spreads and changes compared to the previous day, with historical 1 - year and full - history quantiles provided. For example, IF's current - spot spread is - 27.74, up 15.60% from the previous day [1] - Inter - period Spreads: Different inter - period spreads (e.g., next month - current month, far month - next month) of each futures type also have their own values, changes, and quantiles [1] - Cross - variety Ratios: Ratios such as CSI 500/CSI 300, IC/IF, etc., show their values, changes, and quantiles [1] Bond Futures Spreads - Basis: TS, TF, T, and TL basis values are presented, along with their changes and percentiles since listing. For example, TS basis is 1.3494, up 0.0020 from the previous day, with a 14.20% percentile since listing [2] - Inter - period Spreads: Different inter - period spreads of each bond futures type (e.g., current quarter - next quarter) are given, including their values, changes, and percentiles [2] - Cross - variety Spreads: Spreads between different bond futures types (e.g., TS - TF, TS - T) are provided, along with their values, changes, and percentiles [2] Precious Metals Futures and Spot - Domestic Futures: AU2512 and AG2512 contracts' closing prices on November 14 and 13 are presented, along with their price changes and percentage changes. For example, AU2512 closed at 953.20 on November 14, down 0.83% from the previous day [3] - Foreign Futures: COMEX gold and silver futures' closing prices on November 14 and 13 are given, along with their price changes and percentage changes. For example, COMEX gold closed at 4084.40 on November 14, down 2.16% from the previous day [3] - Spot Prices: London gold and silver, and domestic gold and silver T + D spot prices on November 14 and 13 are presented, along with their price changes and percentage changes [3] - Basis: Basis values between gold TD - Shanghai gold main contract, silver TD - Shanghai silver main contract, etc., are provided, along with their changes and historical 1 - year quantiles [3] - Gold - Silver Ratios: COMEX and SHFE gold - silver ratios are presented, along with their values, changes, and percentage changes [3] - Interest Rates and Exchange Rates: 10 - year and 2 - year US Treasury yields, 10 - year TIPS Treasury yields, US dollar index, and offshore RMB exchange rate are given, along with their values, changes, and percentage changes [3] - Inventory and Positions: Inventories of SHFE gold and silver, COMEX gold and silver, and positions of SPDR gold ETF and SLV silver ETF are presented, along with their values, changes, and percentage changes [3] Container Shipping Industry - Shipping Indexes: SCFIS (European and US West routes) and SCFI (composite, European, US West, and US East) indexes are presented, along with their values, changes, and percentage changes [5] - Futures Prices and Basis: Futures prices of different contracts (e.g., EC2602, EC2512) and the basis of the main contract are given, along with their values, changes, and percentage changes [5] - Fundamental Data: Global container shipping capacity supply, Shanghai port - related indicators (quasi - punctuality rate, berthing situation), monthly export volume, overseas economic indicators (eurozone composite PMI, EU consumer confidence index, US manufacturing PMI), and OECD composite leading indicators are presented, along with their values, changes, and percentage changes [5]