广发期货日报-20260105

Report Industry Investment Rating - No information provided in the reports. Core Views Futures Index Spread - The report presents the latest values, historical quantiles, and changes compared to the previous day of various futures index spreads, including spot-futures spreads, inter - delivery spreads, and cross - variety ratios [1]. Bond Futures Basis and Spread - It shows the basis, inter - delivery spreads, and cross - variety spreads of different bond futures, along with their latest values, changes, and historical quantiles [2]. Precious Metals - Gold's price has adjusted, and the future market may focus on US economic data's impact on Fed policies and geopolitical situations in South America. Platinum and palladium's trends may stabilize, with platinum's price center rising. Palladium follows, and the platinum - palladium ratio may rise for potential arbitrage. Silver may face short - term callback risks due to index rebalancing, and it's recommended to maintain a light - long position and use options to lock in profits [3]. Container Shipping Industry - The settlement price indices of container shipping routes have shown different degrees of increase. Futures prices of container shipping contracts have minor fluctuations, and the basis of the main contract has changed. Fundamental data such as global container shipping capacity supply, port - related indicators, and overseas economic data are also presented [5]. Summaries by Relevant Catalogs Futures Index Spread - Spot - Futures Spreads: F spot - futures spread is - 30.14, H is - 6.13, IC is - 102.77, and IM is - 159.08, with different historical quantiles and changes compared to the previous day [1]. - Inter - Delivery Spreads: Different inter - delivery spreads for various futures, like F, H, IC, and IM, show different values, changes, and historical quantiles [1]. - Cross - Variety Ratios: Ratios such as CSI 500/CSI 300, IC/IF, etc., have their latest values, changes, and historical quantiles [1]. Bond Futures Basis and Spread - Basis: TS basis is - 0.0070, TF is 1.7497, T is 0.1067, and TL is 0.0182, with corresponding changes and historical quantiles [2]. - Inter - Delivery Spreads: For different bond futures, inter - delivery spreads between different quarters have their values, changes, and historical quantiles [2]. - Cross - Variety Spreads: Spreads like TS - TF, TS - T, etc., are presented with their values, changes, and historical quantiles [2]. Precious Metals - Domestic Futures Closing Prices: AU2602 contract closed at 977.56 yuan/g, down 0.74%; AG2602 at 17074 yuan/kg, down 5.88%; PT2606 at 527.25 yuan/g, down 10.61%; PD2606 at 425.20 yuan/g, down 4.97% [3]. - Foreign Futures Closing Prices: COMEX gold closed at 4341.90 dollars/ounce, up 0.23%; COMEX silver at 72.27 dollars/ounce, up 1.81%; NYMEX platinum at 2161.80 dollars/ounce, up 4.43%; NYMEX palladium at 1695.50 dollars/ounce, up 2.08% [3]. - Spot Prices: London gold at 4332.51 dollars/ounce, up 0.33%; London silver at 72.82 dollars/ounce, up 1.74%; spot platinum at 2132.00 dollars/ounce, down 4.22%; spot palladium at 1641.00 dollars/ounce, down 1.14%. Shanghai Gold Exchange's gold T + D at 974.39 yuan/g, down 0.80%; silver T + D at 17059 yuan/kg, down 5.85%; platinum 9995 at 512 yuan/g, down 9.49% [3]. - Basis: Gold TD - Shanghai gold main contract is - 3.17, silver TD - Shanghai silver main contract is - 15, etc., with their changes and historical quantiles [3]. - Ratios: COMEX gold/silver is 60.08, down 1.56%; SHFE gold/silver is 57.25, up 5.46%, etc. [3]. - Interest Rates and Exchange Rates: 10 - year US Treasury yield is 4.19%, up 0.2%; 2 - year is 3.47%, unchanged; 10 - year TIPS Treasury yield is 1.94%, up 0.5%. Dollar index is 98.46, up 0.21%; on - shore RMB exchange rate is 6.9699, down 0.15% [3]. - Inventory and Holdings: SHFE gold inventory is 97704 kg, unchanged; SHFE silver inventory is 691638 kg, down 8.48%; COMEX gold inventory is 36402970 ounces, up 0.41%; COMEX silver inventory is 449773368 ounces, up 0.08%. SPDR gold ETF holdings are 1065 tons, down 0.51%; SLV silver ETF holdings are 16444 tons, unchanged [3]. Container Shipping Industry - Container Shipping Indices: SCFIS (European route) is 1742.64 points, up 9.66%; SCFIS (US West route) is 1301.41 points, up 36.69%. SCFI composite index is 1552.92 points, up 3.08%; SCFI (Europe) is 1533 dollars/TEU, down 0.33%; SCFI (US West) is 1992 dollars/FEU, up 11.91%; SCFI (US East) is 2846 dollars/FEU, up 7.32% [5]. - Futures Prices and Basis: EC2602 (main) is 1801.3 points, up 0.35%; EC2604 is 1166.0 points, up 0.50%; EC2506 is 1367.9 points, down 0.15%; EC2508 is 1500.0 points, down 0.01%; EC2510 is 1060.0 points, up 0.38%; EC2512 is 1297.0 points, down 0.84%. The basis of the main contract is - 58.7, down 11.82% [5]. - Fundamental Data: Global container shipping capacity supply is 3369.00 million TEU, unchanged. Shanghai port on - time rate is 40.00%, down 18.50%; port calls in Shanghai are 345.00, up 5.83%. Monthly export amount is 3303.51 billion dollars, up 8.23%. Eurozone composite PMI is 51.90 points, down 1.70%; EU consumer confidence index is - 13.70, down 0.74%; US manufacturing PMI is 48.20, down 1.03%. G7 group's OECD composite leading indicator is 100.57 points, up 0.06% [5].