| 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7日 | | | | Z0016628 | | 最新值 | 价差 | 品种 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | | 12.03 | | F期现价差 -42.34 | | 7.70% | 6.20% | | H期现价差 | 期现价差 | -18.12 | 5.84 | 13.90% | 9.90% | | -118.33 | | IC期现价差 | 16.49 | 3.60% | 1.80% | | IM期现价差 | | -149.72 | -1.01 | 75.00% | 4.00% | | 次月-当月 | | -31.40 | 4.40 | 4.90% | 11.10% | | 季月-当月 | | -89.00 | -0.20 | 1.60% | 8.80% | | 远月-当月 | | -115.80 | -1.60 | 1.20% | 14.10% | | ...

| 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4月30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 | IF期现价差 | -50.28 | 0.74 | 6.10% | 4.80% | | | | | IH期现价差 | -24.31 | -1.09 | 8.60% | 4.80% | 期现价差 | IC期现价差 | -117.71 | 9.59 | 3.20% | 1.80% | IM期现价差 | -129.78 | 4.85 | 90.00% | 4.60% | | 次月-当月 | -33.00 | -1.40 | 1.60% | 10.10% | 季月-当月 | ...

| | 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4月29日 | | 叶倩宁 | Z0016628 | | 最新值 | 价差 品种 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | | -51.02 | F期现价差 | -3.23 | 5.30% | 4.70% | | -23.23 | H期现价差 期现价差 | -2.42 | 9.40% | 5.40% | | -127.30 | IC期现价差 | 1.29 | 2.80% | 1.10% | | -148.06 | IM期现价差 | 4.85 | 85.00% | 4.00% | | -31.60 | 次月-当月 | 4.00 | 3.20% | 10.90% | | -90.00 | 李月-崇月 | 3.20 | 1.20% | 8.60% | | -114.80 | 元月-当月 | 1.60 | 1.20% | 14.40% | | -58.40 | F跨期价差 李月-次月 | -0.80 | ...

Report Industry Investment Rating - No relevant content provided Core Viewpoints - No clear core viewpoints are presented in the reports Summary by Relevant Catalogs 1. Stock Index Futures Spread Daily Report - **Futures-Spot Spread**: F期现价差为 -63.92，较前一日变化 -1.80；H期现价差为 -23.98，较前一日变化 6.44；IC期现价差为 -25.52，较前一日变化 0.25；IM期现价差为 -189.99，较前一日变化 16.40 [1] - **Inter - Delivery Spread**: Various inter - delivery spreads for IF, IH, IC, and IM are presented with their latest values, changes from the previous day, 1 - year historical quantiles, and all - time historical quantiles [1] - **Cross - Variety Ratio**: Ratios such as 中证500/沪深300, IC/IF, etc. are provided with their latest values, changes, and quantiles [1] 2. Bond Futures Spread Report - **Basis**: TS基差为 2.4320，较前一交易日变化 0.0513；TF基差为 2.2269，较前一交易日变化 -0.0773；T基差为 2.3683，较前一交易日变化 0.2342；TL基差为 2.0962，较前一交易日变化 0.0965 [3] - **Inter - Delivery Spread**: Inter - delivery spreads for TS, TF, T, and TL are given with their values, changes, and historical quantiles [3] - **Cross - Variety Spread**: Spreads like TS - TF, TS - T, etc. are reported with their values and changes [3] 3. Precious Metals Spot - Futures Daily Report - **Precious Metals Prices**: London gold was at $3238.07/ounce on April 11, up 1.99% from the previous day; London silver was at $32.28, up 3.43%. COMEX gold主力合约 was at $3254.90 on April 11, and COMEX silver主力合约 was at $32.20 [7][9] - **Price Differences**: Gold TD - 沪金主力 was 0.45, up 4.90 from the previous value; Silver TD - 沪银主力 was 14, up 49 from the previous value [7] - **Inventory and Position**: Data on inventories (e.g., 上期所黄金库存, COMEX黄金库存) and positions (e.g., SPRD黄金ETF持仓, SLV白银ETF持仓) are provided with their changes [5] 4. Container Shipping Industry Spot - Futures Daily Report - **Spot Quotes**: Shanghai - Europe future 6 - week freight rates for different carriers like MAERSK马士基, CMA达飞, etc. are presented with their changes [10] - **Container Shipping Index**: SCFIS (European route), SCFIS (US West route), and Shanghai export container freight rates are reported with their changes [10] - **Futures Prices and Basis**: Futures prices of EC2602, EC2504, etc. and the basis (主力) are given with their changes [10] - **Fundamental Data**: Data on 运力供给, 红海绕航情况, 外贸相关指标, 海外经济, and OECD综合领先指标 are provided with their changes [10] 5. Trading Calendar - **Overseas Data/Information**: Includes economic indicators and events in the US such as semiconductor tariffs information, USDA export inspection, etc. [11] - **Domestic Data/Information**: Covers various economic indicators and events in China, including electricity consumption, trade balance, and inventory data for different commodities [11]