| 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7月4日 | 全历史分位数 | 品种 | 最新值 | 较前一日变化 | 历史1年分位数 | 价差 | | | | | | | | | | | 5.00% | F期现价差 | -50.07 | 9.00% | -0.58 | -22.75 | H期间价差 | 3.00 | 11.40% | 5.70% | 期现价差 | | | | | | | IC期现价差 | 20.00% | -48.66 | -12.31 | 20.40% | IM期现价差 | -14.35 | -206.84 | 25.00% | 1.90% | 次月-当月 | -18.60 | -0.80 | 20.40% | 24.30% | | | 學月-当月 | -28.60 | ...

1. Report Industry Investment Rating - There is no information about the industry investment rating in the provided reports. 2. Core Views - The reports present the latest data on various futures, including stock index futures, Treasury bond futures, precious metal futures, and shipping futures, along with their price changes, spreads, and related economic indicators. These data can help investors understand the market trends and make investment decisions [1][2][6][9]. 3. Summary by Related Catalogs Stock Index Futures - **Price Changes**: The latest prices of IF, IH, IC, and IM contracts show different degrees of change compared to the previous day, with some spreads increasing and some decreasing [1]. - **Historical Percentiles**: The historical 1 - year and full - history percentiles of various spreads are provided, which can help investors evaluate the current spread levels [1]. Treasury Bond Futures - **Basis and Spreads**: The basis of TS, TF, T, and TL contracts and their inter - period spreads and cross - variety spreads are presented, along with their changes compared to the previous trading day and the percentiles since listing [2]. Precious Metal Futures - **Domestic and Foreign Prices**: The domestic and foreign futures closing prices, spot prices, basis, and price ratios of gold and silver are given, as well as the changes in interest rates and exchange rates [6]. - **Inventory and Position**: The inventory and position data of domestic and foreign precious metal futures are provided, including the changes in inventory and position compared to the previous period [6]. Shipping Futures - **Freight Rates**: The Shanghai - Europe future 6 - week freight rates, settlement price indices, and Shanghai export container freight rates are presented, along with their changes and percentage changes [9]. - **Futures Prices and Basis**: The futures prices of different contracts and the basis of the main contract are given, as well as their changes compared to the previous period [9]. - **Fundamentals**: The data on global container shipping capacity supply, port on - time rates, port berthing conditions, monthly export amounts, and overseas economic indicators are provided [9]. Data and Information - **Overseas Data**: The economic indicators and financial events of the eurozone and the United States, such as PMI, CPI, and job vacancies, are presented [12]. - **Domestic Data**: The economic indicators and financial events in China, including PMI, port inventories, and product sales rates, are provided [12].

| 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6月30日 | 历史1年分位数 | 全历史分位数 | | | | | | | | | | | | | 价差 | 品种 | 成新值 | 较前一日变化 | 5.70% | -45.16 | -3.34 | 9.80% | F期则价差 | | | | | | | | | H期现价差 | -27.57 | -0.10 | 6.50% | 3.20% | 期现价差 | IC期现价差 | 33.20% | -36.73 | -7.68 | 31.90% | 6.57 | 4.00% | IM期现价买 | -166.14 | 20.00% | | 31.10% | 37.30% | 次月-3月 | -9.60 | 3.00 | 1.20 | 46.3 ...

Report 1: Stock Index Futures Spread Daily Report - **Report Industry Investment Rating**: Not provided - **Core View**: Presents detailed data on stock index futures spreads, including price differences, changes from the previous day, and historical quantiles for various futures contracts and cross - variety ratios [1] - **Summary by Related Content**: - **Spread Data**: Displays current and historical quantiles of price differences for multiple futures contracts such as IF, IH, IC, and IM, including spot - futures spreads, inter - period spreads, and cross - variety ratios [1] - **Quantile Analysis**: Compares current spread values with historical data, showing the position of the current value within the historical distribution [1] Report 2: Treasury Bond Futures Spread Daily Report - **Report Industry Investment Rating**: Not provided - **Core View**: Provides information on the basis, inter - period spreads, and cross - variety spreads of treasury bond futures, along with their changes and historical quantiles [2] - **Summary by Related Content**: - **Basis Data**: Lists the basis values of different treasury bond futures contracts (TS, TF, T, TL) and their changes from the previous day, along with historical quantiles [2] - **Inter - period Spread Data**: Presents inter - period spreads for different contract months and their changes and historical quantiles [2] - **Cross - variety Spread Data**: Shows cross - variety spreads between different treasury bond futures contracts and their changes [2] Report 3: Precious Metals Spot - Futures Daily Report - **Report Industry Investment Rating**: Not provided - **Core View**: Analyzes the prices, basis, ratios, and related market indicators of domestic and foreign precious metals futures and spot markets [7] - **Summary by Related Content**: - **Price Data**: Compares the closing prices of domestic and foreign precious metals futures and spot markets on different days, showing price changes and percentage changes [7] - **Basis Data**: Calculates the basis between different precious metals contracts and their historical quantiles [7] - **Ratio Data**: Presents the ratios between different precious metals contracts and their changes [7] - **Interest Rate and Exchange Rate Data**: Lists the current and previous values of interest rates and exchange rates and their changes [7] Report 4: Shipping Industry Spot - Futures Daily Report - **Report Industry Investment Rating**: Not provided - **Core View**: Analyzes the shipping industry's freight rates, index data, futures prices, basis, and fundamental data [12] - **Summary by Related Content**: - **Freight Rate Data**: Compares the shipping freight rates of different shipping companies between different days, showing price changes and percentage changes [12] - **Index Data**: Presents the settlement price indices of different shipping routes and their changes [12] - **Futures Price and Basis Data**: Lists the futures prices of different contracts and the basis of the main contract and their changes [12] - **Fundamental Data**: Includes data on shipping capacity supply, port - related indicators, export amounts, and overseas economic indicators [12] Report 5: Data/Information Calendar Report - **Report Industry Investment Rating**: Not provided - **Core View**: Lists overseas and domestic economic indicator data and financial events for different time periods [15] - **Summary by Related Content**: - **Overseas Data/Information**: Includes macro - data, agricultural product - related data, and CFTC position reports from different countries and regions [15] - **Domestic Data/Information**: Contains economic indicators and financial events for different domestic commodity sectors such as black and non - ferrous metals, energy and chemicals, and special commodities [15]

| 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26日 | 品种 | 历史1年分位数 | 全历史分位数 | 成新值 | 较前一日变化 | | | | | | | | | | 价元 | -37.27 | 11.40% | 14.37 | 8.10% | F期前份集 | | | | | | | | | | | | H期现价差 | -25.13 | 8.79 | 9.00% | 4.40% | 期现价差 | IC期现价差 | -28.35 | 11.08 | 44.60% | 43.10% | -156.56 | 43.10 | IM期现价差 | 20.00% | 4.20% | | 次月-崇月 | 3.20 | 36.10% | -10.00 | 29.90% | 李月-崇月 | - ...

| 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6月25日 | | | | 叶倩宁 | Z0016628 | | 价差 | 品种 | 服新值 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | | | F期现价差 | -51.63 | 8.87 | 6.50% | 4.70% | | 期现价差 | H期现价差 | -33.92 | -1.95 | 2.40% | 1.20% | | | IC期现价差 | -39.44 | 8.93 | 27.40% | 30.20% | | | IM期现价差 | -199.67 | 27.36 | 15.00% | 1.80% | | | 次月-当月 | -13.20 | 1.80 | 23.30% | 31.00% | | | 季月-当月 | -19.80 | 6.20 | 36.00% | 40.20% | | | 远月-当月 | -50.40 | 3.20 | 41.30% | 35.70% | | ...

1. Report Industry Investment Rating No relevant content provided. 2. Core Views of the Reports - The reports present a comprehensive analysis of various futures markets including stock index futures, treasury bond futures, precious metal futures, and shipping industry futures on June 24, 2025. They cover aspects such as price differences, basis, yields, exchange rates, and fundamental data, providing investors with a multi - dimensional view of market conditions [1][2][5][8]. 3. Summaries by Related Catalogs Stock Index Futures - **Price Differences**: The report provides the price differences of various contracts such as IF, IH, IC, and IM, including spot - futures price differences, inter - period price differences, and cross - variety ratios. For example, the IF spot - futures price difference is - 60.50, with a change of 12.54 compared to the previous day [1]. - **Historical Percentiles**: It also shows the historical 1 - year and full - history percentiles of these price differences, which can help investors understand the relative position of current price differences in history [1]. Treasury Bond Futures - **Basis and IRR**: The basis and implied repo rate (IRR) of TS, TF, T, and TL are presented. For instance, the TS basis is 1.8674, with a change of - 0.0681 compared to the previous day, and the IRR percentile is 43.20% [2]. - **Inter - period and Cross - variety Price Differences**: Inter - period price differences and cross - variety price differences are also provided, such as the TS inter - period price difference between the next quarter and the current quarter is - 0.2380 [2]. Precious Metal Futures - **Prices and Changes**: The domestic and foreign futures closing prices, spot prices, basis, and ratios of gold and silver are reported. For example, the AU2508 contract closed at 781.30 yuan/gram on June 23, with a gain of 0.35% [5]. - **Yields and Exchange Rates**: The yields of US Treasury bonds and exchange rates such as the US dollar index and offshore RMB exchange rate are also included, which can affect the prices of precious metals [5]. Shipping Industry Futures - **Spot Quotes**: The spot quotes of shipping companies such as MAERSK, CMA, and MSC are provided, along with the changes in shipping rates. For example, the MAERSK shipping rate decreased by 3.31% from June 23 to June 24 [8]. - **Index and Futures Prices**: The settlement price indices of shipping routes and the prices of shipping futures contracts are reported, as well as the basis of the main contract [8]. - **Fundamental Data**: Data on global container运力 supply, port - related indicators, overseas economic indicators, and OECD leading indicators are presented, which can help analyze the fundamentals of the shipping industry [9]. Data and Information - **Overseas Data**: Economic indicators such as the US first - quarter current account and June consumer confidence index are provided [11]. - **Domestic Data**: Economic indicators and events related to black and non - ferrous metals, energy chemicals, and special commodities in the domestic market are reported, such as port inventories of iron ore and manganese ore [11].

| 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6月23日 | | | | | | | | | | | | | | | 品种 | 最新值 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | 价差 | F期现价差 | -73.04 | -70.35 | 1.60% | 2.40% | | | | | | | H期现价差 | -32.00 | 1.60% | -38.32 | 0.60% | 期现价差 | IC期现价差 | -51.11 | -52.08 | 17.60% | 18.80% | IM期到价差 | 1.20% | -211.79 | -213.97 | 5.00% | | -44.80 | 5.80% | 次月-景月 | -2.80 | 0.40% | -75.60 ...

| 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19日 | | | | 叶倩宁 | Z0016628 | | 价差 | 品种 | 服新值 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | | | F期现价差 | -2.77 | -0.99 | 59.8096 | 53.20% | | 期现价差 | H期现价差 | -2.52 | 0.63 | 42.20% | 45.60% | | | IC期现价差 | -7.87 | -5.36 | 81.90% | 72.30% | | | IM期现价差 | -11.19 | 0.28 | 90.00% | 63.40% | | | 次月-当月 | -41.00 | 0.00 | 1.20% | 6.70% | | | 季月-崇月 | -70.60 | -1.20 | 10.6096 | 14.30% | | | 远月-当月 | -99.20 | 2.00 | 17.20% | 19.00% ...

| 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6月18日 | 品种 | 最新值 | 历史1年分位数 | 全历史分位数 | | | | | | | | | | | 机关 | 较前一日变化 | 2.22 | IF期现价差 | -1.78 | 65.90% | 55.90% | | | | | | | | | | | H期现价差 | 3.46 | 38.90% | 42.70% | -3.15 | 期现价差 | 89.30% | 81.10% | IC期现价差 | -2.51 | 9.10 | -11.47 | IM期现价差 | 8.59 | 90.00% | 62.70% | | 1.20% | 次月-崇月 | -41.00 | 0.00 | 6.70% | 11.80% | 委員-录 ...