广发期货日报-20251121

Group 1: Stock Index Futures Spread Daily Report - The report presents the latest values, changes from the previous day, historical 1 - year and all - time percentiles of various stock index futures spreads on November 21, 2025, including IF, IH, IC, and IM futures' term - to - term spreads and cross - variety ratios [1]. - For example, the IF term - to - term spread of the next - month minus the current - month is - 18.80, with a change of - 0.60 from the previous day, and historical 1 - year and all - time percentiles of 20.90% and 24.10% respectively [1]. - The cross - variety ratios such as CSI 500/CSI 300, IC/IF, etc. are also provided, along with their changes and percentiles [1]. Group 2: Treasury Bond Futures Spread Daily Report - On November 21, 2025, the report shows the IRR, latest values, changes from the previous trading day, and percentiles since listing of different treasury bond futures, including TS, TF, T, and TL [2]. - It details the term - to - term spreads of different treasury bond futures, like the TS term - to - term spread of the current - season minus the next - season is 0.0420, with a change of - 0.0080 from the previous day and a percentile of 31.90% since listing [2]. - Cross - variety spreads between different treasury bond futures are also presented, such as TS - TF with a value of - 3.4730, a change of - 0.0550, and a percentile of 9.60% since listing [2]. Group 3: Precious Metals Spot - Futures Daily Report - On November 21, 2025, the report provides domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals [3]. - For example, the AU2512 contract's domestic futures closing price on November 20 was 932.56, down 4.44 from the previous day, with a decline of - 0.47% [3]. - The basis, such as gold TD - Shanghai gold main contract, is - 2.56, with a change of 0.16 from the previous value and a historical 1 - year percentile of 53.40% [3]. Group 4: Container Shipping Industry Spot - Futures Daily Report - On November 22, 2025, the report shows container shipping indices, futures prices, basis, and fundamental data [5]. - The SCFIS (European route) settlement price index on November 17 was 1357.67, down 147.1 from November 10, with a decline of - 9.78% [5]. - Fundamental data includes global container shipping capacity supply, port on - time rates, port calls, monthly export amounts, and overseas economic indicators [5].