| 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6月5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 | -26.34 | 0.87 | 22.10% | 15.90% | | 期现价差 | H期现价差 | -17.22 | 1.47 | 19.20% | 11.10% | | | IC期现价差 | -50.21 | 6.23 | 18.40% | 19.80% | | | IM期现价差 | -69.17 | 2.86 | 80.00% | 14.90% | | | 次月-当月 | -39.20 | -2.00 | 3.20% | 7.50% | | | 季月-当月 | -73.00 | 0.00 | 7.30% | 13.30% | | | 远月-当月 | -112.20 | -3.40 | 7.70% | 15.40% | | ...

| 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6月3日 | | | | | 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 -17.83 | 8.07 | 27.00% | 24.00% | | H期现价差 -11.50 期现价差 | 5.80 | 23.70% | 19.10% | | -43.27 IC期现价差 | 8.04 | 22.10% | 26.50% | | IM期现价差 -60.56 | -1.98 | 85.00% | 18.70% | | 次月-当月 -36.80 | -1.60 | 4.90% | 8.70% | | 李月-当月 -70.40 远月-当月 -107.20 | -4.80 -7.20 | 8.10% 11.00% | 14.20% 16.70% | | IF跨期价差 李月-次月 -33.60 | -3.20 | 7.30% | 19.70% | | 元月-次月 -70.40 ...

| 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30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 | -25.90 | 5.34 | 22.50% | 16.20% | | 期现价差 | H期现价差 | -17.29 | 0.37 | 18.00% | 10.90% | | | IC期现价差 | -51.31 | 17.93 | 16.80% | 19.00% | | | IM期现价差 | -58.58 | 26.88 | 90.00% | 19.60% | | | 次月-当月 | -35.20 | 3.60 | 6.50% | 9.50% | | | 季月-当月 | -65.60 | 4.20 | 10.60% | 16.50% | | F跨期价差 | 远月-当月 | -100.00 | 8.20 | 12.70% | 18.50% | | | 李月 ...

| 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5月27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 | -28.91 | IF期现价差 | 7.17 | 16.30% | 13.20% | | | | | | | | | | | 13.90% | H期现价差 | -15.02 | 3.83 | 19.60% | 期现价差 | 16.38 | IC期现价差 | -74.86 | 10.60% | 7.60% | -103.79 | 8.40% | IM期现价去 | 13.89 | 90.00% | | 次月-当月 | -39.40 | -2.00 | 2.80% | 7.50% | 李月-崇月 | ...

1-22 2024-12-22 2025-01-22 — TL00-TL01 — TL00-TL02 —— TL01-TL02 免责声明 本报告中的信息均来源于 货有限公司认为可靠的 完整性不作任何保证。本 不代表广发期货或其附属机 法，并不代表广发期货交 参考，报告中的信息或距 民青据此投资，风险目或担 ，版权归广发期货所有 t或询价 1或调价 3 不得对本报告进行任何形式的发布、复制。如引用、不致，发期货书面 发期货"。 and and 关注教信念会 TS跨期价差 | 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26日 | | | 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 | | IF期现价差 | -36.07 | -1.81 | 10.60% | 8.50% | | H期现价差 | 期现价差 -18.85 | -0.62 | 15.10% | 9.70% | | IC期现价差 | ...

Report on Stock Index Futures Spread Core Information - **Date**: May 22, 2025 - **Analysis of Spread Data**: The report provides detailed data on the current and inter - period spreads of various stock index futures (IF, IH, IC, IM), including the latest values, changes from the previous day, and historical quantiles [1]. Key Points - **IF Spreads**: The IF current - period spread was - 35.18, down 2.41 from the previous day. Inter - period spreads such as "next month - current month" were - 40.60, down 0.80 [1]. - **IH Spreads**: The IH current - period spread was - 15.83, up 1.40. The "next month - current month" inter - period spread was - 30.20, down 1.80 [1]. - **IC Spreads**: The IC current - period spread was - 102.32, down 5.76. The "next month - current month" inter - period spread was - 76.20, up 1.20 [1]. - **IM Spreads**: The IM current - period spread was - 131.58, down 4.96. The "next month - current month" inter - period spread was - 91.20, up 2.20 [1]. - **Cross - variety Ratios**: Ratios like CSI 500/CSI 300 were 1.4702, down 0.0042, with a 1 - year quantile of 45.90% [1]. Report on Treasury Bond Futures Spread Core Information - **Date**: May 22, 2025 - **Analysis of Spread Data**: The report presents data on the basis, inter - period spreads, and cross - variety spreads of treasury bond futures (TS, TF, T, TL), including the latest values, changes from the previous day, and historical quantiles [4]. Key Points - **Basis**: TS basis was 1.8110, down 0.0743; TF basis was 1.8222; T basis was 1.7962; TL basis was 1.7414 [4]. - **Inter - period Spreads**: For example, the "current quarter - next quarter" spread of TS was - 0.1180, down 0.0080 [4]. - **Cross - variety Spreads**: TS - TF was - 3.6300, down 0.0330; TS - T was - 6.4550, up 0.0270 [4]. Report on Precious Metals Spot - Futures Core Information - **Date**: May 22, 2025 - **Analysis of Market Data**: The report covers domestic and foreign futures closing prices, spot prices, basis, price ratios, interest rates, exchange rates, inventory, and positions of precious metals (gold and silver) [6]. Key Points - **Futures Prices**: Domestic AU2508 contract closed at 778.78 yuan/g, up 3.23%; AG2508 contract closed at 8272 yuan/kg, up 2.45%. COMEX gold closed at 3316.60 dollars/ounce, up 0.73%; COMEX silver closed at 33.58 dollars/ounce, up 0.95% [6]. - **Spot Prices**: London gold was 3314.36 dollars/ounce, up 0.76%; London silver was 33.38 dollars/ounce, up 0.95% [6]. - **Basis**: Gold TD - Shanghai gold main contract was - 5.16, down 2.97; silver TD - Shanghai silver main contract was - 35, down 18 [6]. - **Price Ratios**: COMEX gold/silver was 98.78, down 0.22%; Shanghai Futures Exchange gold/silver was 94.15, up 0.76% [6]. - **Interest Rates and Exchange Rates**: 10 - year US Treasury yield was 4.58%, up 2.2%; 2 - year US Treasury yield was 4.00%, up 0.8%; US dollar index was 99.60, down 0.42% [6]. - **Inventory and Positions**: Shanghai Futures Exchange gold inventory was 17247 g, up 0.05%; silver inventory was 940799 kg, up 1.25% [6]. Report on Container Shipping Industry Spot - Futures Core Information - **Date**: May 22, 2025 - **Analysis of Market Data**: The report includes spot quotes, container shipping indices, futures prices, basis, and fundamental data of the container shipping industry [8]. Key Points - **Spot Quotes**: MAERSK's Shanghai - Europe future 6 - week freight was 2524 dollars/FEU, up 21.17%; CMA CGM's was 3402 dollars/FEU, up 15.09% [8]. - **Container Shipping Indices**: SCFIS (European route) was 1265.30, down 2.86%; SCFIS (US West route) was 1446.36, down 0.61% [8]. - **Futures Prices and Basis**: EC2602 was 1416.8, down 0.99%; the basis of the main contract EC2508 was - 411.9, up 11.4 [8]. - **Fundamental Data**: Global container shipping capacity supply was 3231.11 million TEU, up 0.05%; Shanghai port's arrival punctuality rate was 29.02, down 13.19% [8]. Report on Trading Calendar Core Information - **Date**: May 22, 2025 - **Data Schedules**: The report lists overseas and domestic economic data and financial events schedules for different industries [9]. Key Points - **Overseas Data**: Eurozone's May manufacturing PMI preliminary value will be released at 16:00; US May S&P Global manufacturing and service PMI preliminary values will be released at 21:45 [9]. - **Domestic Data**: Steel Union's weekly production, inventory, and apparent demand data will be released in the afternoon; steel mill's start - up rate, capacity utilization, and hot metal production will be released in the evening [9].

Group 1: Report Industry Investment Rating - No information provided in the given reports Group 2: Core Views - The reports present daily data on various futures, including stock index futures, treasury bond futures, precious metal futures, shipping industry futures, and trading calendars, along with information on price differences, prices, rates, inventories, and data schedules [1][2][6][9][11] Group 3: Summary by Relevant Catalogs Stock Index Futures - **Price Differences**: IF, IH, IC, and IM show different current - price and inter - period price differences and their historical percentile positions. For example, the IF current - price difference is - 32.77, with a 1 - year historical percentile of 12.70% and an all - time historical percentile of 10.10% [1] - **Cross - Variety Ratios**: There are various cross - variety ratios, such as CSI 500/Shanghai Composite 50, CSI 500/CSI 300, etc., with their respective values and historical percentile positions [1] Treasury Bond Futures - **Basis**: TS, TF, T, and TL basis values and their changes compared to the previous day, along with their historical percentile positions since the contract's listing. For example, the TS basis on May 20, 2025, is 1.8116, with a change of - 0.0751 and a historical percentile of 37.40% [2] - **Inter - Period Price Differences**: Each type of treasury bond futures has different inter - period price differences and their historical percentile positions [2] - **Cross - Variety Price Differences**: There are cross - variety price differences such as TS - TF, TS - T, etc., and their historical percentile positions [2] Precious Metal Futures - **Prices**: Domestic and foreign futures closing prices, spot prices, and their changes and percentage changes. For example, the AU2508 contract closed at 754.38 yuan/g on May 20, 2025, down 1.48 yuan or - 0.20% from the previous day [6] - **Basis**: The basis values between different precious metal products and their historical percentile positions [6] - **Ratios**: The ratios between gold and silver in different markets and their changes [6] - **Interest Rates and Exchange Rates**: Information on 10 - year and 2 - year US Treasury yields, 10 - year TIPS Treasury yields, the US dollar index, and the offshore RMB exchange rate and their changes [6] - **Inventory and Position**: The inventory and position data of precious metals in different exchanges and their changes [6] Shipping Industry Futures - **Shipping Rates**: Shanghai - Europe shipping rates for different shipping companies and their changes, as well as various shipping indices and their changes [9] - **Futures Prices and Basis**: Futures prices of different contracts and the basis of the main contract and their changes [9] - **Fundamentals**: Data on container shipping capacity supply, foreign trade - related indicators, and overseas economic indicators and their changes [9] Trading Calendar - **Overseas Data/Information**: Economic indicators and financial events in the energy and chemical sector in the US, such as API and EIA crude oil inventories [11] - **Domestic Data/Information**: Economic indicators and financial events in different domestic sectors, including black and non - ferrous metals, energy and chemicals, and special commodities [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% | ...

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 ...