广发期货《金融》日报-20251208

Group 1: Stock Index Futures Spread Daily Report Report Industry Investment Rating Not provided Core View The report presents the latest data on stock index futures spreads, including spot-futures spreads, inter - term spreads, and cross - variety ratios, along with their changes from the previous day and historical quantiles [1]. Summary by Directory - Spot - Futures Spreads: IF spot - futures spread is - 10.14, up 5.83 from the previous day; IH is - 4.61, up 1.53; IC is - 14.64, up 14.97; IM is - 22.69, up 17.62 [1]. - Inter - term Spreads: There are various inter - term spreads for different contracts (e.g., IF, IH, IC, IM), showing different changes and historical quantiles. For example, IF's next - month minus current - month spread is - 17.40, up 1.00 [1]. - Cross - variety Ratios: Ratios such as CSI 500/CSI 300, CSI 500/SSE 50 are presented, with their changes and historical quantiles. For instance, CSI 500/CSI 300 is 1.5482, up 0.0058 [1]. Group 2: Treasury Bond Futures Spread Daily Report Report Industry Investment Rating Not provided Core View The report provides data on treasury bond futures spreads, including basis, inter - term spreads, and cross - variety spreads, along with their changes and historical percentiles since listing [3]. Summary by Directory - Basis: TS basis is 1.55551, down 0.0338; TF is 1.8272, down 0.1070; T is 1.3894, up 0.0905; TL is 1.7177, down 0.1261 [3]. - Inter - term Spreads: Different inter - term spreads for TS, TF, T, and TL are given, with corresponding changes and historical percentiles. For example, TS's current - quarter minus next - quarter spread is 0.0200, down 0.0340 [3]. - Cross - variety Spreads: Spreads like TS - TF, TS - T are presented, showing their changes and historical percentiles. For instance, TS - TF is - 3.3370, down 0.1100 [3]. Group 3: Precious Metals Spot - Futures Daily Report Report Industry Investment Rating Not provided Core View The report shows the latest prices of domestic and foreign precious metals futures, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions, along with their changes [5]. Summary by Directory - Domestic Futures Closing Prices: AU2602 contract is 961.04 yuan/g, up 0.80%; AG2602 is 13687 yuan/kg, up 1.96% [5]. - Foreign Futures Closing Prices: COMEX gold is 4227.70, down 0.24%; COMEX silver is 58.80, up 2.21% [5]. - Spot Prices: London gold is 4197.41, down 0.25%; London silver is 58.29, up 2.10% [5]. - Basis: Gold TD - Shanghai gold is - 5.04, down 0.06; silver TD - Shanghai silver is - 48, down 49 [5]. - Ratios: COMEX gold/silver is 71.90, down 2.40%; Shanghai Futures Exchange gold/silver is 70.22, down 1.14% [5]. - Interest Rates and Exchange Rates: 10 - year US Treasury yield is 4.14%, up 0.7%; US dollar index is 98.98, down 0.08% [5]. - Inventory and Positions: Shanghai Futures Exchange gold inventory is 91299 kg, up 0.47%; COMEX gold inventory is 36310675, up 0.17% [5]. Group 4: Container Shipping Industry Spot - Futures Daily Report Report Industry Investment Rating Not provided Core View The report offers data on container shipping indices, futures prices, basis, and fundamental data, including changes in shipping rates, capacity supply, and overseas economic indicators [7]. Summary by Directory - Container Shipping Indices: SCFIS (European route) is 1483.65 points, down 9.50%; SCFIS (US West route) is 1948.77, up 75.91% [7]. - Futures Prices and Basis: EC2602 (main contract) is 1609.9, up 4.93%; basis (main contract) is - 126.3, down 149.75% [7]. - Fundamental Data: Global container capacity supply is 3351.85 million TEU, unchanged; Shanghai port on - time rate is 49.08%, up 14.75% [7].