广发期货《金融》日报-20251128

1. Report Industry Investment Rating - No relevant information provided 2. Core Views - The report presents comprehensive data on stock index futures spreads, bond futures basis and spreads, and container shipping industry spot - futures information. It includes current values, changes from the previous day, and historical percentile rankings, enabling investors to understand market trends and price relationships in different financial sectors [1][2][3] 3. Summary by Related Catalogs Stock Index Futures Spreads (Doc 1) - Futures - Spot Spreads: F期现价差 is - 22.80 with a 1 - year historical percentile of 40.50%, H期现价差 is - 2.67 (27.00%), IC期现价差 is - 55.08 (41.30%), and IM期现价差 is - 78.45 (65.00%) [1] - Inter - delivery Spreads: For example, F跨期价差 in the 次月 - 当月 is - 15.60 (27.40%), and in the 远月 - 当月 is - 77.80 (29.50%) [1] - Cross - variety Ratios: 中证500/沪深300 is 2.3387 (75.00%), IC/IF is 1.5350 (72.90%), etc [1] Bond Futures (Doc 2) - Basis: On November 27, 2025, TS基差 is 1.6325 (- 0.0029, 28.60%), TF基差 is 1.6069 (- 0.0583, 43.10%), T基差 is 1.6707 (- 0.0653, 57.90%), and TL基差 is 1.7589 (- 0.2304, 65.20%) [2] - Inter - delivery Spreads: For TS跨期代套, the 标签 - 标示 is - 0.0260 (- 0.0360, 17.70%); for TF跨期价差, the 류출 is - 0.1150 (- 0.0150, 20.10%); for T跨期价差, the 류출 - 발굴 is 0.1400 (- 0.0150, 28.60%); for TL跨期价差, the 下李 - 隔季 is - 0.1700 (0.0400) [2] - Cross - variety Spreads: On November 27, 2025, TS - TF is - 3.3800 (- 0.0150, 11.90%), TS - T is - 5.5050 (- 0.0250, 16.00%), TF - T is - 2.1250 (- 0.0100, 17.40%) [2] Container Shipping Industry (Doc 3) - Shipping Indexes: SCFIS (European route) on November 24 is 1639.37, up 20.75% from November 17; SCFIS (US West route) on November 24 is 1107.85, down 10.54% from November 17 [3] - Shanghai Export Container Freight Rates: SCFI综合指数 on November 21 is 1451.38, down 2.92% from November 14; SCFI (Europe) is 1367, down 3.53%; SCFI (US West) is 1645, down 9.76%; SCFI (US East) is 2384, down 8.31% [3] - Futures Prices and Basis: EC2602 (主力) on November 27 is 1387.7, up 0.02% from November 26; the 基差(主力) is 328.6, up 29.73% from November 26 [3] - Fundamental Data: Global container shipping capacity supply on November 27 is 3349.31 million TEU, up 0.01% from November 26; Shanghai port on - time rate in November is 49.08%, up 14.75% from October; monthly export amount in November is 3053.53 billion US dollars, down 7.03% from October [3]