《金融》日报-20251212

Group 1: Stock Index Futures Spread 1. Report Industry Investment Rating No relevant content provided. 2. Core View The report presents the latest values, historical quantiles, and changes compared to the previous day for various stock index futures spreads on December 12, 2025, including IF, IH, IC, and IM, as well as cross - variety ratios [1]. 3. Summary by Related Catalog - Futures - Spot Spreads: IF futures - spot spread is - 12.58 (1 - year quantile: 5.04%, all - time quantile: 59.40%); IH is - 7.23 (1 - year: 0.61%, all - time: 30.70%); IC is - 8.49 (1 - year: 90.10%, all - time: 71.40%); IM is - 7.40 (1 - year: 95.00%, all - time: 75.60%) [1]. - Inter - delivery Spreads: For IF, spreads like next - month minus current - month is - 16.80, etc.; for IH, spreads such as next - month minus current - month is - 7.20; for IC, next - month minus current - month is - 4.20; for IM, next - month minus current - month is - 4.20 [1]. - Cross - variety Ratios: Ratios like CSI 500/CSI 300 is 1.5559, IC/IF is 1.5584, etc., are presented with their changes and quantiles [1]. Group 2: Treasury Bond Futures Spread 1. Report Industry Investment Rating No relevant content provided. 2. Core View The report shows the latest values, changes compared to the previous trading day, and percentiles since listing for various treasury bond futures spreads on December 12, 2025, including TS, TF, T, and TL, as well as cross - variety spreads [3]. 3. Summary by Related Catalog - Basis: TS basis is 1.7270 (change: - 0.0774, percentile: 35.30%); TF basis is 1.7233 (change: - 0.0742, percentile: 48.90%); T basis is 1.4883 (change: 0.0223, percentile: 51.10%); TL basis is 1.5214 (change: 0.4679, percentile: 51.70%) [3]. - Inter - delivery Spreads: For TS, spreads like current - quarter minus next - quarter is - 0.0040; for TF, current - quarter minus next - quarter is - 0.0350; for T, current - quarter minus next - quarter is 0.1700; for TL, current - quarter minus next - quarter is 0.2100 [3]. - Cross - variety Spreads: Spreads like TS - TF is - 3.4110, TS - T is - 5.6260, etc., are provided [3]. Group 3: Precious Metals Spot - Futures 1. Report Industry Investment Rating No relevant content provided. 2. Core View The report provides the closing prices, price changes, and percentage changes of domestic and foreign precious metals futures, spot prices, basis, ratios, yields, exchange rates, inventory, and positions on December 11, 2025 [5]. 3. Summary by Related Catalog - Domestic Futures Closing Prices: AU2602 contract is 957.90 yuan/g (increase: 1.50, 0.16%); AG2602 contract is 14488 yuan/kg (increase: 115, 0.80%); etc. [5]. - Foreign Futures Closing Prices: COMEX gold is 4309.30 (increase: 51.00, 1.20%); COMEX silver is 63.98 (increase: 1.78, 2.85%); etc. [5]. - Spot Prices: London gold is 4279.10 (increase: 51.45, 1.22%); London silver is 63.55 (increase: 1.82, 2.94%); etc. [5]. - Basis: Gold TD - SHFE gold is - 5.55 (change: - 0.28, 1 - year quantile: 4.40%); Silver TD - SHFE silver is - 41 (change: - 45, 1 - year quantile: 13.20%); etc. [5]. - Ratios: COMEX gold/silver is 67.36 (decrease: - 1.10, - 1.61%); SHFE gold/silver is 66.12 (decrease: - 0.42, - 0.64%); etc. [5]. - Yields and Exchange Rates: 10 - year US Treasury yield is 4.14% (increase: 0.01, 0.2%); 2 - year US Treasury yield is 3.52% (decrease: - 0.02, - 0.6%); etc. [5]. - Inventory and Positions: SHFE gold inventory is 91302 (increase: 3, 0.00%); SHFE silver inventory is 780600 kg (increase: 38755, 5.22%); etc. [5]. Group 4: Container Shipping Industry Spot - Futures 1. Report Industry Investment Rating No relevant content provided. 2. Core View The report presents the settlement price indices, futures prices, basis, and fundamental data of the container shipping industry on December 12, 2025 [6]. 3. Summary by Related Catalog - Shipping Indices: SCFIS (European route) is 1509.10 points (increase: 25.4, 1.72%); SCFIS (US West route) is 960.51 (decrease: - 988.3, - 50.71%); SCFI composite index is 1403.13 points (increase: 9.6, 0.69%) [6]. - Futures Prices and Basis: EC2602 (main contract) is 1689.0 points (increase: 23.8, 1.43%); basis (main contract) is - 179.9 (change: - 23.8, 15.25%) [6]. - Fundamental Data: Global container shipping capacity supply is 3352.62 FTEU (increase: 0.02, 0.00%); Shanghai port on - time rate is 40.00% (decrease: - 9.08, - 18.50%); monthly export amount is 3303.50 billion US dollars (increase: 249.97, 8.19%) [6].