《金融》日报-20251223

Group 1: Investment Ratings - No specific industry investment rating is provided in the reports. Group 2: Core Views - The reports mainly present the daily data of futures spreads, including stock index futures, bond futures, precious metals futures, and container shipping futures, such as current prices, historical quantiles, changes from the previous day, and various spread and ratio data, to help investors understand the market situation [1][2][3][4]. Group 3: Summary by Related Catalogs Stock Index Futures Spreads - Spot - Futures Spreads: IF was -46.82, with a 1 - year historical quantile of 11.00% and an all - time quantile of 5.60%, down 5.65 from the previous day. IH was -1.83, IC was -132.46, and IM was -15.60 [1]. - Inter - Period Spreads: Different contracts of IF, IH, IC, and IM have different spread values and historical quantiles, showing the price differences between different contract periods [1]. - Cross - Variety Ratios: Ratios such as CSI 500/CSI 300, CSI 500/SSE 50, and IC/IF are provided, along with their current values, historical quantiles, and changes from the previous day [1]. Bond Futures - Basis: TS was 1.5048, TF was 1.0558, T was 1.3050, and TL was 0.8932, with corresponding changes and historical quantiles [2]. - Inter - Period Spreads: Different contracts of TS, TF, T, and TL show various inter - period spread values and historical quantiles [2]. - Cross - Variety Spreads: Spreads such as TS - TF, TS - T, and TF - T are presented, along with their values, changes, and historical quantiles [2]. Precious Metals Futures and Spot - Domestic Futures Closing Prices: AU2602 rose 2.14% to 1000.86 yuan/gram, AG2602 rose 5.42% to 16210 yuan/kilogram, etc. [3]. - Foreign Futures Closing Prices: COMEX gold rose 0.10% to 4334.30 dollars/ounce, COMEX silver rose 3.29% to 64.13 dollars/ounce, etc. [3]. - Spot Prices: London gold rose 0.11% to 4304.00 dollars/ounce, London silver rose 3.40% to 64.03 dollars/ounce, etc. [3]. - Basis: Gold TD - Shanghai gold main contract was -8.74, with a 1 - year historical quantile of 0.40%, etc. [3]. - Ratios: COMEX gold/silver ratio decreased 3.09% to 67.59, etc. [3]. - Interest Rates and Exchange Rates: 10 - year US Treasury yield rose 0.2% to 4.17%, 2 - year US Treasury yield fell 1.1% to 3.44%, etc. [3]. - Inventory and Positions: Shanghai Futures Exchange gold inventory remained unchanged at 91716 kilograms, COMEX gold inventory rose 0.32% to 36120091 ounces, etc. [3]. Container Shipping Industry - Shipping Indexes: SCFIS (European route) rose 5.21% to 1589.20 points, SCFIS (US West route) rose 3.00% to 952.10 points, etc. [4]. - Futures Prices and Basis: EC2602 (main contract) rose 8.84% to 1871.8, and the basis of the main contract was -282.6, down 116.39% from the previous value [4]. - Fundamental Data: Global container shipping capacity supply rose 0.09% to 3364.19 million TEU, Shanghai port on - time rate fell 18.50% to 40.00%, etc. [4].