广发期货日报-20251222

Report Summary 1. Report Industry Investment Rating No investment rating information is provided in the reports. 2. Core Views The reports present a comprehensive analysis of various financial markets including stock index futures, bond futures, precious metals, and container shipping. They detail price movements, spreads, and related market indicators for different contracts and time periods, offering insights into market trends and potential investment opportunities. 3. Summary by Related Catalogs Stock Index Futures (Doc 1) - Price Differences: Provides price differences for various stock index futures contracts such as IF, IH, IC, and IM, including current - month, next - month, and far - month spreads, as well as inter - period and cross - period spreads. For example, the IF period - to - period spread shows different values and percentage changes [1]. - Quantile Information: Presents historical 1 - year and all - time quantiles for price differences, helping to assess the relative position of current spreads [1]. Bond Futures (Doc 2) - Basis and Spreads: Details basis values for TS, TF, T, and TL bond futures, along with cross - period and cross - variety spreads. For instance, the T basis on 2025 - 12 - 19 was 1.6707 with a 0.0450 change from the previous day [2]. - Percentile Data: Includes the percentile of spreads since the futures contract listing, which is useful for understanding the spread's historical position [2]. Precious Metals (Doc 3) - Price Movements: Covers domestic and foreign futures closing prices, spot prices, and their changes for gold, silver, platinum, and palladium. For example, the AU2602 contract price decreased by 0.06% from 980.50 to 979.90 yuan/gram on December 19 [3]. - Basis and Ratios: Analyzes basis values between spot and futures prices and price ratios between different precious metals, such as the COMEX gold/silver ratio which decreased by 3.09% to 67.59 [3]. Container Shipping (Doc 5) - Index Movements: Tracks the movement of shipping indices like SCFIS and SCFI, showing changes in European and US routes. For example, the SCFIS (European route) increased by 0.10% to 1510.56 points on December 15 [5]. - Futures and Fundamentals: Provides futures prices and basis values for container shipping contracts, along with fundamental data such as global container capacity supply, port performance, and overseas economic indicators [5].