《金融》日报-20251128
Guang Fa Qi Huo·2025-11-28 02:22

Report on Stock Index Futures Spread Daily Core Data Summary - Futures-Spot Price Spread: F futures-spot price spread is -22.80, with a 1.82 change from the previous day, and historical 1-year and all-time percentiles of 40.50% and 20.30% respectively. Other contracts like H, IC, and IM also have corresponding futures-spot price spreads and percentile data [1]. - Inter - Delivery Spread: Different contracts such as F, H, and K have various inter - delivery spreads between different months (e.g., next month - current month, far month - current month), along with their changes from the previous day and percentile data [1]. - Cross - Variety Ratio: Ratios like CSI 500/CSI 300, IC/F, etc., are presented, including their latest values, changes from the previous day, and percentile data [1]. Report on Bond Futures Basis and Spread Daily Core Data Summary - Basis: TS basis is 1.6325, with a -0.0595 change from the previous day and a 28.60% percentile since listing. Similar data is provided for TF, T, and TL bases [2]. - Inter - Delivery Spread: For different contracts (TS, TF, T, TL), inter - delivery spreads between different quarters (e.g., current quarter - next quarter) are given, along with their changes and percentiles [2]. - Cross - Variety Spread: Spreads between different bond futures contracts (e.g., TS - TF, TS - T) are presented, including their values, changes, and percentiles [2]. Report on Container Shipping Industry Futures and Spot Daily Core Data Summary - Shipping Index: SCFIS (European route) increased by 20.75% from 1357.67 on November 17th to 1639.37 on November 24th, while SCFIS (US West route) decreased by 10.54%. The SCFI composite index decreased by 2.92% [3]. - Futures Price and Basis: The price of the EC2602 (main contract) increased by 0.02%, and the basis of the main contract increased by 29.73% [3]. - Fundamental Data: Global container shipping capacity supply increased by 0.01%. Shanghai port on - time rate increased by 14.75%, and the monthly export amount decreased by 7.03% [3].