广发期货《金融》日报-20251121

1. Report Industry Investment Rating - There is no information provided about the industry investment rating in the given reports. 2. Core Views - The reports mainly present daily data on various financial products, including stock index futures spreads, treasury bond futures spreads, precious metals futures and spot prices, container shipping industry price indices, and related market indicators. These data can help investors understand the current market situation and potential investment opportunities [1][2][3][5]. 3. Summaries by Directory Stock Index Futures Spreads - Date: November 21, 2025 [1] - Key Data: - 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 next - near spread, far - near spread, etc., with different values and changes for different contracts [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]. Treasury Bond Futures Spreads - Date: November 21, 2025 [2] - Key Data: - IRR and Basis: The IRR for TS is 1.4600, and the basis for different contracts like TF, T, and TL are provided with their respective changes and percentiles [2]. - Inter - Delivery Spreads: For each contract (TS, TF, T, TL), spreads between different delivery months are presented, along with their changes and percentiles [2]. - Cross - Variety Spreads: Spreads between different treasury bond futures contracts (e.g., TS - TF, TF - TL) are given [2]. Precious Metals Futures and Spot - Date: November 21, 2025 [3] - Key Data: - Futures Closing Prices: Domestic and foreign futures closing prices for gold and silver contracts are reported, along with their changes and percentage changes [3]. - Spot Prices: Spot prices of London gold, London silver, and domestic precious metals T + D contracts are provided, with their changes and percentage changes [3]. - Basis: The basis between different combinations (e.g., gold TD - Shanghai gold main contract) is presented, along with historical percentiles [3]. - Ratios, Interest Rates, and Exchange Rates: Ratios of COMEX gold to silver, interest rates of US Treasury bonds, and exchange rates are reported with their changes [3]. - Inventory and Holdings: Inventory levels of precious metals in different exchanges and holdings of ETFs are given, along with their changes [3]. Container Shipping Industry - Date: November 22, 2025 [5] - Key Data: - Shipping Indexes: Settlement price indexes of SCFIS for European and US - West routes, and Shanghai export container freight indexes (SCFI) for different routes are reported, with their changes and percentage changes [5]. - Futures Prices and Basis: Futures prices of different contracts (e.g., EC2602, EC2604) and the basis of the main contract are presented, along with their changes [5]. - Fundamental Data: Data on global container shipping capacity supply, port - related indicators (quasi - punctuality rate, port calls), monthly export amounts, and overseas economic indicators (PMI, consumer confidence index) are provided, with their changes and percentage changes [5].