| 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5月16日 | | | | 叶倩宁 | Z0016628 | | 价差 | 品种 | 最新值 | 较削一日变化 | 历史1年分位数 | 全历史分位数 | | | F期现价差 | -34.40 | 1.41 | 11.00% | 9.40% | | 期现价差 | H期现价差 | -17.30 | -1.11 | 15.90% | 10.80% | | | IC期现价差 | -92.30 | 9.02 | 6.90% | 4.10% | | | IM期现价差 | -108.04 | 9.33 | 90.00% | 7.00% | | | 次月-当月 | -35.40 | 0.20 | 2.40% | 9.20% | | | 委員-景月 | -100.00 | 1.60 | 1.20% | 7.10% | | | 远月-当月 | -137.00 | 2.60 | 1.20% | 9.70% | | F跨期 ...

Report Industry Investment Rating - No information provided in the given reports. Core Viewpoints - No explicit core viewpoints are presented in the reports. The reports mainly provide data on various financial products such as futures spreads, prices, and related indicators. Summary by Related Catalogs 1. Stock Index Futures Spread Daily Report - **IF期现价差 & 跨期价差**: The IF spot - futures spread is -35.81, up 45 from the previous day, with a 1 - year historical quantile of 10.20% and an all - time quantile of 8.60%. For IF inter - period spreads, e.g., the spread between the next - month and current - month contracts is -35.60, up 5.40, with a 1 - year quantile of 2.00% and an all - time quantile of 9.10% [1]. - **IH期现价差 & 跨期价差**: The IH spot - futures spread is -16.18, up 3.67, with a 1 - year quantile of 15.90% and an all - time quantile of 11.90%. The spread between the next - month and current - month contracts of IH is -18.40, up 2.00, with a 1 - year quantile of 11.00% and an all - time quantile of 11.80% [1]. - **IC期现价差 & 跨期价差**: The IC spot - futures spread is -101.32, up 25.75, with a 1 - year quantile of 6.50% and an all - time quantile of 3.20%. The spread between the next - month and current - month contracts of IC is -102.20, up 10.40, with a 1 - year quantile of 0.80% and an all - time quantile of 2.30% [1]. - **IM期现价差 & 跨期价差**: The IM spot - futures spread is -117.37, up 37.04, with a 1 - year quantile of 90.00% and an all - time quantile of 6.00%. The spread between the next - month and current - month contracts of IM is -113.60, up 16.60, with a 1 - year quantile of 15.00% and an all - time quantile of 0.70% [1]. - **跨品种比值**: Ratios like CSI 500/HS300 is 1.4707, down 0.0132, with a 1 - year quantile of 45.00% and an all - time quantile of 36.10%. IC/IF is 1.4582, down 0.0101, with a 1 - year quantile of 40.50% and an all - time quantile of 48.90% [1]. 2. Treasury Bond Futures Spread Daily Report - **基差**: TS basis is 1.3819, down 0.0297, with an all - time quantile of 16.00%. TF basis is 1.1686, up 0.1050, with an all - time quantile of 41.60%. T basis is -0.0631, up 0.2955, with an all - time quantile of 3.60% [5]. - **跨期价差**: For TS inter - period spreads, the spread between the current - quarter and next - quarter contracts is -0.1280, up 0.0420, with an all - time quantile of 6.80%. For TF, the spread between the current - quarter and next - quarter contracts is -0.2700, up 0.0400, with an all - time quantile of 10.20% [5]. - **跨品种价差**: TS - TF is 0.0910, up 0.0470, with an all - time quantile of 4.70%. TS - T is -6.2430, up 0.1260, with an all - time quantile of 4.00% [5]. 3. Precious Metals Spot - Futures Daily Report - **国内期货收盘价**: The closing price of the AU2506 contract is 761.72, down 5.96, with a decline rate of -0.78%. The AG2506 contract is 8195, down 24, with a decline rate of -0.29% [8]. - **外盘期货收盘价**: The closing price of the COMEX gold main contract is 3180.70, down 73.80, with a decline rate of -2.27%. The COMEX silver main contract is 32.39, down 0.70, with a decline rate of -2.12% [8]. - **现货价格**: London gold is 3176.58, down 72.90, with a decline rate of -2.24%. London silver is 32.20, down 0.69, with a decline rate of -2.10% [8]. - **基差**: The basis of gold TD - Shanghai gold main contract is -3.12, up 1.16, with a 1 - year quantile of 21.20%. The basis of silver TD - Shanghai silver main contract is -23, down 18, with a 1 - year quantile of 43.70% [8]. - **比价**: COMEX gold/silver is 98.20, down 0.15, with a decline rate of -0.16%. SHFE gold/silver is 92.95, down 0.45, with a decline rate of -0.49% [8]. - **利率与汇率**: The 10 - year US Treasury yield is 4.49, up 0.04, with an increase rate of 0.9%. The US dollar index is 101.07, up 0.08, with an increase rate of 0.08% [8]. - **库存与持仓**: The SHFE gold inventory is 17238, unchanged. The SHFE silver inventory is 919463, down 12721, with a decline rate of -1.36% [8]. 4. Container Shipping Industry Spot - Futures Daily Report - **现货报价**: MAERSK's Shanghai - Europe 6 - week future freight rate is 1547, down 4, with a decline rate of -0.26%. CMA CGM's is 2534, up 107, with an increase rate of 4.41% [9]. - **集运指数**: The settlement price index of SCFIS (European route) is 1302.62, down 76.5, with a decline rate of -5.54%. SCFIS (US West route) is 1455.31, up 134.6, with an increase rate of 10.19% [9]. - **期货价格及基差**: The price of EC2602 is 1518.3, up 103.8, with an increase rate of 7.34%. The basis of the main contract (EC2506) is -423.4, down 337.3, with a change rate of 391.56% [9]. - **基本面数据**: Global container shipping capacity supply is 3223.63 million TEU, up 1.12 million TEU, with an increase rate of 0.03%. Shanghai port's on - time rate is 29.02, down 4.41, with a decline rate of -13.19% [9]. 5. Trading Calendar - **海外数据/资讯**: Eurozone's Q1 GDP annual revised rate, seasonally - adjusted employment quarterly final rate, and other economic indicators are to be released at specific times. The US Initial Jobless Claims for the week ending May 10th and other data are also scheduled [11]. - **国内数据/资讯**: There are 1250 billion yuan of 1 - year MLF and 1586 billion yuan of 7 - day reverse repurchases due today. Shandong local refinery capacity utilization rate and other industry - related data are to be released at different times [11].

3/1 | | 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5月15日 | | | | 叶倩宁 | Z0016628 | | 价差 | 品种 | 最新值 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | | | F期现价差 | -35.81 | ਰੇ 45 | 10.20% | 8.60% | | 期现价差 | H期现价差 | -16.18 | 3.67 | 15.90% | 11.90% | | | IC期现价差 | -101.32 | 25.75 | 6.50% | 3.20% | | | IM期现价差 | -117.37 | 37.04 | 90.00% | 6.00% | | | 次月-当月 | -35.60 | 5.40 | 2.00% | 9.10% | | | 季月-当月 | -101.60 | 7.20 | 0.80% | 6.80% | | | 远月-当月 | -139.60 | 7.40 | 0.80% | 9.30% ...

| 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5月13日 | | | | 叶倩宁 | Z0016628 | | 价差 | 品种 | 最新值 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | | | F期现价差 | -37.61 | -0.05 | 8.60% | 7.80% | | 期现价差 | H期现价差 | -16.02 | 1.79 | 15.50% | 12.00% | | | IC期现价差 | -105.67 | 11.25 | 5.70% | 2.90% | | | IM期现价差 | -130.46 | 6.42 | 85.00% | 5.40% | | | 次月-当月 | -32.00 | -0.40 | 3.20% | 10.70% | | | 季月-当月 | -98.40 | -1.80 | 0.40% | 7.20% | | | 远月-当月 | -135.40 | -2.00 | 0.40% | 10.00% | ...

| 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 2025年5月12日 | | | Z0016628 | | | 价差 品种 最新值 较前一日变化 历史1年分位数 | | | | 全历史分位数 | | F期现价差 -37.56 -0.66 | | 8.60% | | 7.80% | | -17.81 -3.10 期现价差 H期现价差 | | 14.70% | | 10.30% | | IC期验价套 -116.92 | -3.12 | 4.90% | | 2.10% | | IM期现价去 -136.88 | 2.40 | 85.00% | | 4.90% | | 次月-当月 -31.60 | -1.80 | 4.50% | | 11.00% | | 李月-当月 -96.60 | -6.20 | 0.40% | | 7.40% | | 元月-当月 -133.40 | -12.20 | 0.40% | | 10.50% | | IF跨期价差 -65.00 李月-次月 | -4.40 | 0.40% ...

2025 | 股指期货价差日报 | 投资咨询业务资格:证监许可【2011】1292号 | | | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | Z0016628 | 叶倩宁 | 2025年5月9日 | 品种 | 最新值 | 历史1年分位数 | 全历史分位数 | 价差 | 较前一日变化 | | | | | | | | | F期现价差 | -36.90 | 9.73 | 8.60% | 8.00%6 | 13.70% | -14.71 | 15,10% | H期现价差 | ਰੇ 59 | 期现价差 | | | | | | | -113,81 | 16.29 | 4.90% | IC期现价差 | 2.30% | 4.80% | IM期现价差 | -139.28 | 17.02 | 85.00% | 次月-当月 | -29.80 | 2.40 | 10.20% | 12.10% | | | 李月-崇月 | -90.40 ...

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoints No information provided. 3. Summary by Categories Metal Commodities - **Black Metals**: The price of silicon iron (SF506) futures was 5928, with a 5.00% change compared to the previous period, and the spot price was 5648. The price of silicon manganese (SM509) futures was 5950, up 2.50%. The price of rebar (RB2510) futures was 3129, and the price of hot - rolled coil (HC2510) futures was 3280, up 1.30%. The price of iron ore (I2509) futures fell 2.00% to 1531. The price of coke (J2509) futures decreased, and the price of coking coal (JM2509) futures was 106, with the spot price at 947 and a significant change rate [1]. - **Non - ferrous Metals**: The price of copper (CU2506) futures was 77580, slightly down 0.02% compared to the spot price of 77565. The price of aluminum (AL2506) futures was 19935, and the spot price was 19950. The price of zinc (ZN2506) futures was 22520, and the spot price was 22810. The price of tin (SNSE05) futures was 260570, and the spot price was 260200. The price of nickel (NISEOR) futures was 124690, and the spot price was 124000. The price of stainless steel (SS2506) futures was 12765, and the spot price was 13220. The price of lithium carbonate (LC2507) futures was 66960, and the spot price was 68850. The price of industrial silicon (SI2506) futures was 8800, up 8.52% [1]. - **Precious Metals**: The price of gold (AU2506) futures was 780.0, and the spot price of gold (AU (T + D)) was 778.2, down 0.20%. The price of silver (AG2506) futures was 8168.0, and the spot price of silver (AG (T + D)) was 8173.0, up 0.10% [1]. Agricultural Commodities - The price of soybean meal (M2509) futures was 3460, and the spot price was 2985, with a significant basis rate of 15.91%. The price of soybean oil (Y2509) futures was 8180, and the spot price was 7814. The price of palm oil (P2509) futures was 8174.0, and the spot price was 8820. The price of rapeseed meal (RM509) futures was 2641.0, and the spot price was 2500. The price of rapeseed oil (O1509) futures was 9333.0, and the spot price was 9400. The price of corn (C2507) futures was 2361.0, and the spot price was 2270. The price of corn starch (CS2507) futures was 2721.0, and the spot price was 2630. The price of live pigs (LH2509) futures was 14130.0, and the spot price was 14920. The price of eggs (JD2506) futures was 2981.0, and the spot price was 3290. The price of cotton (CF509) futures was 12950.0, and the spot price was 13998. The price of sugar (SR509) futures was 6260, and the spot price was 5977.0. The price of apples (AP510) futures was 8000, and the spot price was 7910.0. The price of red dates (CJ509) futures was 9070.0, and the spot price was 8300 [1]. Energy and Chemical Commodities - The price of p - xylene (PX509) futures was 6294.0, and the spot price was 6379.9. The price of PTA (TA509) futures was 4480.0, and the spot price was 4580.0. The price of ethylene glycol (EG2509) futures was 4190.0, and the spot price was 4210.0. The price of polyester staple fiber (PF506) futures was 6176.0, and the spot price was 6345.0. The price of styrene (EB2506) futures was 7079.0, and the spot price was 7265.0. The price of methanol (MA509) futures was 2433.0, and the spot price was 2310.0. The price of urea (UR509) futures was 1781.0, and the spot price was 1800.0. The price of LLDPE (L2509) futures was 7500.0, and the spot price was 7164.0. The price of PP (PP2509) futures was 7305.0, and the spot price was 7112.0. The price of PVC (V2509) futures was 4989.0, and the spot price was 4780. The price of caustic soda (SH509) futures was 2441.0, and the spot price was 2437.5. The price of LPG (PG2506) futures was 4409.0, and the spot price was 5148.0. The price of asphalt (BU2506) futures was 3451.0, and the spot price was 3525.0. The price of butadiene rubber (BR2506) futures was 11700.0, and the spot price was 11360.0. The price of glass (FG509) futures was 1136.0. The price of soda ash (SA509) futures was 1364.0, and the spot price was 1339.0. The price of natural rubber (RU2509) futures was 14730.0, and the spot price was 14550.0 [1]. Financial Commodities - For stock index futures, the price of IF2506.CFE futures was 3730.6, and the spot price was 3781.6. The price of IH2506.CFE futures was 2651.2, and the spot price was 2628.0. The price of IC2506.CFE futures was 5598.3, and the spot price was 5471.0. The price of IM2506.CFE futures was 5729.0, and the spot price was 5877.1. For bond futures, the price of 2 - year bond (TS2506) futures was 102.33, and the spot price was 99.31. The price of 5 - year bond (TF2506) futures was 105.93, and the spot price was 101.54. The price of 10 - year bond (T2506) futures was 108.87, and the spot price was 99.18. The price of 30 - year bond (TL2506) futures was 137.55, and the spot price was 120.15 [1].