《金融》日报-20251121

Group 1: Stock Index Futures Spread Daily Report Core View - The report presents the latest values, changes from the previous day, historical 1 - year and all - time quantiles of various stock index futures spreads and cross -品种 ratios on November 21, 2025 [1]. Key Points - Futures - Spot Spreads: For example, the F futures - spot spread is - 2.66, the H futures - spot spread is 3.66, the IC futures - spot spread is - 61.95, and the IM futures - spot spread is - 76.81 [1]. - Inter - delivery Spreads: Such as the spread between the next - month and the current - month contracts for different futures varieties, like - 18.80 for a certain spread [1]. - Cross - Variety Ratios: For instance, the ratio of CSI 500 to SSE 300 is 1.5470, and the ratio of IC to IF is 1.5421 [1]. Group 2: Treasury Bond Futures Spread Daily Report Core View - It shows the latest values, changes from the previous trading day, and the percentile since listing of various treasury bond futures spreads and basis on November 21, 2025 [2]. Key Points - Basis: The basis of TS is 1.4600, TF is 1.3725, T is 1.4375, and TL is 1.1301 [2]. - Inter - delivery Spreads: For example, the spread between the current - quarter and the next - quarter contracts for different treasury bond futures [2]. - Cross - Variety Spreads: Such as the spread between TS and TF is - 3.4730 [2]. Group 3: Precious Metals Futures - Spot Daily Report Core View - The report provides the closing prices of domestic and foreign precious metals futures, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions on November 21, 2025 [3]. Key Points - Futures and Spot Prices: The AU2512 contract closed at 932.56, and the COMEX gold主力合约 closed at 4076.70 [3]. - Basis: The basis of gold TD - Shanghai gold主力 is - 2.56, and the basis of silver TD - Shanghai silver主力 is - 20 [3]. - Ratios: The ratio of COMEX gold to silver is 80.96 [3]. - Interest Rates and Exchange Rates: The 10 - year US Treasury yield is 4.10, and the US dollar index is 100.22 [3]. - Inventory and Positions: The inventory of Shanghai Futures Exchange gold is 90426 kilograms, and the position of SPDR gold ETF is 1039 [3]. Group 4: Container Shipping Industry Futures - Spot Daily Report Core View - It offers information on container shipping indexes, futures prices, basis, and fundamental data on November 22, 2025 [5]. Key Points - Shipping Indexes: The SCFIS (European route) is 1357.67, and the SCFI comprehensive index is 1495.10 [5]. - Futures Prices and Basis: The EC2602 (主力) contract is 1631.0, and the basis (主力) is - 273.3 [5]. - Fundamental Data: The global container shipping capacity supply is 3342.31 million TEU, and the port on - time rate in Shanghai is 49.08% [5].