2025 年 10 月 10 日 生猪基本面数据 | | | 单 位 | 价 格 | | 比 同 | | | --- | --- | --- | --- | --- | --- | --- | | 价 格 | 河南现货 | 元/吨 | 11330 | | -1100 | | | | 四川现货 | 元/吨 | 11250 | | -650 | | | | 广东现货 | 元/吨 | 12060 | | -650 | | | 期 货 | | 单 位 | 价 格 | | 同 比 | | | | 生猪2511 | 元/吨 | 11595 | | -700 | | | | 生猪2601 | 元/吨 | 12165 | | -620 | | | | 生猪2603 | 元/吨 | 11970 | | -480 | | | | | 单 位 | 成交量 | 较前日 | 持仓量 | 较昨日 | | | 生猪2511 | 手 | 50927 | -7793 | 58336 | -17117 | | | 生猪2601 | 手 | 40716 | 3662 | 84790 | 8369 | | | 生猪2603 | 手 | 16259 ...

| 备注 | 期货价格 | 现货价格 | 品种/合约 | 基左 | 县产率 | 历史分位数 | 则得参考 | 1.21% | 硅铁 (SF511) | ୧୫ | 64 90% | 5678 | 5610 | 折算价:72硅铁合格块:内蒙-天津仓单 | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 2 23% | 硅罐(SM601) | 5950 | 5820 | 130 | 折算价:6517硅锰:内蒙-湖北仓单 | 49 30% | 4.62% | F | 61.90% | 3240 | 3097 | HRB40020mm: 上海 | 螺纹钢 (RB2601) | | | | | | Q235B: 4.75mm: 上海 | 185% | રા | 热卷(HC2601) | 3289 | 44.00% | 3350 | 53 | 6.8096 | 837 | 784 | 折算价:62.5%巴混粉(BRBF):淡水河谷:日照港 ...

Report Industry Investment Rating - No relevant content provided Core Viewpoints - No clear core viewpoints are presented in the reports Summary by Related Categories 1. Stock Index Futures Spread Daily Report - **IM Spread Data**: IM's current - spot spread is -160.43, up 47.96 from the previous day, with a 1 - year historical quantile of 35.00% and an all - time quantile of 7.00%. Various IM inter - period spreads also show different values and changes [1] - **Other Index Spreads**: Spreads of IF, IH, IC, etc., including current - spot spreads and inter - period spreads, have their own values, changes, and quantiles. For example, IC's far - month to quarterly - month spread is -173.40, up 0.60 from the previous day, with a 1 - year historical quantile of 2.00% [1] - **Cross - Variety Ratios**: Ratios such as CSI 500/SSE 50, CSI 1000/CSI 300, etc., have their latest values, changes, and quantiles. For instance, the CSI 500/SSE 50 ratio is 1.5910, down 0.0004 from the previous day, with a 1 - year historical quantile of 96.70% [1] 2. Treasury Bond Futures Spread Daily Report - **Basis Data**: TS basis is 1.4369, down 0.0131 from the previous day, with an all - time quantile of 18.30%. TF basis is 1.4331, down 0.0116 from the previous day, with an all - time quantile of 35.70%. T basis is 1.5973, up 0.2089 from the previous day, with an all - time quantile of 55.00% [5] - **Inter - Period Spreads**: Different inter - period spreads of TS, TF, T, and TL have their own values, changes, and quantiles. For example, TS's current - quarter to next - quarter spread is 0.0860, with no change from the previous day, and an all - time quantile of 43.30% [5] - **Cross - Variety Spreads**: Cross - variety spreads such as TS - TF, TS - T, etc., have their latest values, changes, and quantiles. For instance, TS - TF is -3.1590, up 0.0390 from the previous day, with an all - time quantile of 14.40% [5] 3. Precious Metals Spot - Futures Daily Report - **Futures Closing Prices**: Domestic AU2512 contract closed at 866.52 on September 29, up 10.46 from September 26, a 1.22% increase. AG2512 contract closed at 10939, up 307 from September 26, a 2.89% increase. Foreign COMEX gold and silver also showed price increases [7] - **Spot Prices**: London gold, London silver, and domestic gold and silver spot prices all increased. For example, London gold rose from 3758.78 on September 26 to 3832.94 on September 29, a 1.97% increase [7] - **Basis and Other Data**: Basis data such as gold TD - Shanghai gold main contract, silver TD - Shanghai silver main contract, etc., have their values, changes, and quantiles. Inventory and position data of precious metals also showed certain changes [7] 4. Container Shipping Industry Spot - Futures Daily Report - **Spot Quotes**: Shanghai - Europe future 6 - week freight rates of MAERSK, CMA CGM, etc., showed different changes. For example, MAERSK's freight rate increased from 1613 on September 29 to 1645 on September 30, a 1.98% increase [8] - **Container Shipping Indexes**: SCFIS (European route), SCFIS (US - West route), and other indexes showed declines. For example, SCFIS (European route) decreased from 1254.92 on September 22 to 1120.49 on September 29, a 10.71% decrease [8] - **Futures Prices and Basis**: Futures prices of EC2602, EC2604, etc., all decreased. The basis of the main contract decreased from -228.6 to -332.2, a 45.34% change [8] - **Fundamental Data**: Global container shipping capacity supply remained unchanged. Shanghai's port on - time rate decreased by 43.80%, while port calls increased by 10.97%. Overseas economic indicators such as the Eurozone's composite PMI and the US manufacturing PMI showed slight increases [8]

| 股指期货价差日报 | 投资咨询业务资格:证监许可【2011】1292号 | | | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 叶倩宁 | Z0016628 | 2025年9月29日 | 品种 | 長新值 | 历史1年分位数 | 全历史分位数 | | | | | | | | | | | 价差 | 较前一日变化 | -25.05 | 17,60% | F期现价差 | 6.24 | 30.30% | | | | | | | | | | | HH相邮价案 | 76.40% | 3.38 | 2.52 | 74.1096 | 期现价差 | IC期现价差 | -160.91 | 13.81 | 2.40% | 0.20% | 16.32 | IM期现价差 | -208.39 | 30.00% | 2.60% | | 次月-当月 | -10.80 | 3.00 | 35.60% | 35,60% | 李月-崇月 | ...

| -0.48% | 硅铁(SF51) | -28 | 55.30% | 折算价:72硅铁合格块:内蒙-天津仓单 | 5758 | 5786 | 0.54% | 32 | 硅锰(SM601) | 5970 | 2038 | 31.20% | 折算价:6517硅锰:内蒙-湖北仓单 | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 123 | 3.88% | 螺纹钢 (RB2601) | 3290 | 56.60% | HRB40020mm: 上海 | 3167 | 42 | Q235B: 4.75mm: 上海 | 3400 | 3358 | 1.25% | 36.50% | 热卷 (HC2601) | | | | | | 40.40% | 48 | 5.96% | 折算价:62.5%巴混粉(BRBF):淡水河谷:日照港 | 853 | 铁矿石 (12601) | 806 | -6.49% | 1646 | 1760 | ...

| 股指期货价差日报 | 投资咨询业务资格:证监许可【2011】1292号 | | | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | Z0016628 | 叶倚宁 | 2025年9月26日 | | | | | | | | | | | | | | | 全历史分位数 | 价差 | 品种 | 最新值 | 较前一日变化 | 历史1年分位数 | -31,29 | F期现价差 | 4.78 | 23.30% | 12.00% | | | | | | | H期现价差 | 0.86 | 0.57 | 59.00% | 61.50% | 期现价差 | -174.72 | -8.01 | IC期现价差 | 1.60% | 0.10% | IM期现价差 | -224.71 | 6.31 | 25.0096 | 1.70% | | 次月-当月 | -13.80 | 1.00 | 26.60% | 30.30% | 李月-当月 | 47 ...

关注教会会 贵金属期现日报 | 股指期货价差日报 | 投资咨询业务资格:证监许可【2011】1292号 | 叶倩宁 | Z0016628 | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 2025年9月25日 | 品种 | 全历史分位数 | 最新值 | 较前一日变化 | 历史1年分位数 | 价差 | | | | | | | | | | | -35.98 | 18.80% | 9.10% | 上期验价差 | 2.63 | H期现价差 | 85.80% | 82.70% | 5 49 | 4.66 | 期现价差 | | | | | | | -166,71 | IC期现价差 | 73.40 | 1.60% | 0.10% | IM期现价差 | -231.02 | 50.05 | 20.00% | 1.20% | 次月-当月 | -14.80 | -1,80 | 28.60% | 24.50% | | | 季月-崇月 ...

1. Report Industry Investment Rating - No information about the industry investment rating is provided in the reports. 2. Core Views - The reports present the latest data on various futures, including stock index futures, treasury bond futures, precious metal futures, and container shipping futures, such as price differences, basis, ratios, and related fundamental data, but do not explicitly state a unified core view. 3. Summary by Related Catalogs Stock Index Futures - **Price Differences and Percentiles**: On September 24, 2025, the F and H futures-spot price differences were 35.98 and 5.49 respectively, with changes of 2.63 and 4.66 from the previous day. The IC and IM futures-spot price differences were -240.11 and -281.07, with changes of -28.19 and -21.79 [1]. - **Inter - period Price Differences**: There are various inter - period price differences for IF, H, IC, and IM, such as the "next month - current month" price differences and "far month - current month" price differences, with different historical percentile rankings and changes from the previous day [1]. - **Cross - variety Ratios**: There are multiple cross - variety ratios, like the ratios of IC/IH, IF/IH, and IM/IF, with corresponding changes and historical percentile rankings [1]. Treasury Bond Futures - **Basis and IRR**: On September 23, 2025, the IRR for TS basis was 1.4835, TF basis was 1.4550, T basis was 1.4427, and TL basis was 1.2299, with corresponding changes from the previous day and historical percentile rankings [2]. - **Inter - period Price Differences**: There are different inter - period price differences for TS, TF, T, and TL, such as "current quarter - next quarter" and "next quarter - far quarter", with historical percentile rankings and changes [2]. - **Cross - variety Price Differences**: Cross - variety price differences like TS - TF, TS - T, and TF - T are provided, with corresponding changes and historical percentile rankings [2]. Precious Metal Futures - **Futures and Spot Prices**: On September 23, 2025, the AU2512 contract closed at 855.44 yuan/gram, up 1.06% from the previous day. The AG2512 contract closed at 10349 yuan/kg, up 0.31%. The COMEX gold and silver futures also had corresponding price changes [5]. - **Basis and Ratios**: The basis values of gold and silver, such as "gold TD - Shanghai gold main contract" and "silver TD - Shanghai silver main contract", are provided, along with historical percentile rankings. Ratios like COMEX gold/silver and Shanghai Futures Exchange gold/silver are also given [5]. - **Interest Rates, Exchange Rates, and Inventories**: Information on 10 - year and 2 - year US Treasury yields, the US dollar index, and offshore RMB exchange rate is provided. Inventory data for gold and silver in domestic and foreign exchanges, as well as ETF holdings, are also presented [5]. Container Shipping Futures - **Spot and Futures Prices**: The SCFI (US East) and SCFI (US West) had significant price drops. The futures prices of various EC contracts also changed, with the basis of the main contract increasing significantly [9][10]. - **Fundamental Data**: Global container shipping capacity supply remained unchanged. The port punctuality rate in Shanghai decreased, while the number of port calls increased. Some overseas economic indicators, such as the eurozone's composite PMI and the US manufacturing PMI, showed positive changes [9].

| 股指期货价差日报 | 投资咨询业务资格:证监许可【2011】1292号 | 叶倩宁 | Z0016628 | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 2025年9月24日 | 品种 | 历史1年分位数 全历史分位数 | 最新低 | 较前一日变化 | 价差 | | | | | | | | | | | | 9.10% | F期现价差 | 35.98 | 2.63 | 18.80% | H期现价差 | 5.49 | 4.66 | 82.70% | 85.80% | 期现价差 | | | | | | | IC期现价差 | -240.11 | -28.19 | 0.40% | 0.00% | 0.10% | IM期即价差 | -281.07 | -21.79 | 5.00% | 24.50% | 28.60% | 次月-当月 | -14.80 | -1.80 | | | 36.40% | 출日-景日 | -26 ...

| 股指期货价差日报 | 投资咨询业务资格: 证监许可【2011】1292号 2025年9日23日 | 叶倩宁 | Z0016628 | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 品种 | 价差 | 最新值 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | -38.61 | 7.90% | E期到分差 | -1.09 | 14.30% | | | | | | | -2.84 | H期现价差 | 0.82 | 58.6096 | 61.40% | 期现价差 | -25.58 | 0.0096 | IC期现价差 | -211.93 | 0.40% | IM期现价差 | 5.00% | -259.28 | -11.89 | 0.10% | | 次月-当月 | -13.00 | 10.00 | 29.5096 | 31.8096 | 季月-崇月 | -22.40 | 23.20 | 48,7096 | 3 ...