广发期货《金融》日报-20251125

Report 1: Stock Index Futures Spread Daily Report Core Information - The report presents the latest values, changes from the previous day, and historical quantiles of various stock index futures spreads on November 25, 2025 [1]. Key Points - Price Spreads: The current - spot price spreads of IF, IH, IC, and IM are 3.29, -41.37, 6.04, and -61.21 respectively, with changes of -6.16, 54.00%, 54.00%, and 27.31 [1]. - Inter - period Spreads: For example, the difference between the next - month and current - month contracts of IF is -15.80, with a change of 37.00 [1]. - Cross - variety Ratios: Ratios such as IC/IF are 1.5394, with a change of 0.0106 [1]. Report 2: Treasury Bond Futures Spread Daily Report Core Information - The report shows the IRR, basis, inter - period spreads, and cross - variety spreads of treasury bond futures on November 25, 2025, along with their changes and historical percentiles [2]. Key Points - IRR and Basis: The IRR and basis of TS, TF, T, and TL are presented, such as the TS basis being -0.0835 with a change of -0.0869 and a 32.60% percentile [2]. - Inter - period Spreads: For TS, the spread between the current - quarter and next - quarter contracts is -0.0120, with a change of -0.0160 and a 19.10% percentile [2]. - Cross - variety Spreads: Spreads like TS - TF are -0.1170 [2]. Report 3: Precious Metals Spot - Futures Daily Report Core Information - The report provides domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals on November 25, 2025 [3]. Key Points - Prices: Domestic AU2602 and AG2602 contracts closed at 930.32 and 11808 respectively, with increases of 3.38 and 128 [3]. - Basis: The basis of gold TD - Shanghai gold main contract is -4.57, with a change of -0.31 and a 10.80% one - year historical quantile [3]. - Inventory and Positions: The Shanghai Futures Exchange's gold inventory remains unchanged at 90426 kg, while silver inventory increased by 13028 to 532299 [3]. Report 4: Container Shipping Industry Spot - Futures Daily Report Core Information - The report includes container shipping indices, futures prices, basis, and fundamental data on November 25, 2025 [5]. Key Points - Indices: The SCFIS (European route) index is 1639.37, up 281.7 or 20.75% from November 17 [5]. - Futures Prices: The EC2602 (main contract) is 1568.6, up 12.5 or 0.80% from November 21 [5]. - Fundamental Data: The global container shipping capacity supply is 3343.24 million TEU, with a negligible change [5].