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印度卢比兑美元汇率首次下破86.50,为两个月来最低水平。
news flash· 2025-06-18 09:37
印度卢比兑美元汇率首次下破86.50,为两个月来最低水平。 美元/印度卢比 ...
广发期货《金融》日报-20250616
Guang Fa Qi Huo· 2025-06-16 08:39
Group 1: Stock Index Futures Spread Daily Report Core View - Presents the latest values, changes from the previous day, and historical percentiles of various stock index futures spreads and cross - variety ratios [1] Summary by Directory - **Futures - Spot Spread**: IF is - 7.78 (41.80% 1 - year, 40.00% all - time), IH is - 11.23 (- 2.16 change, 25.40% 1 - year, 19.50% all - time), IC is - 11.24 (8.69 change, 77.00% 1 - year, 67.00% all - time), IM is - 21.81 (13.61 change, 90.00% 1 - year, 48.30% all - time) [1] - **Inter - Delivery Spread**: For different contracts like next - month vs. current - month, season - month vs. current - month, far - month vs. current - month, values and changes are provided for IF, IH, IC, and IM [1] - **Cross - Variety Ratio**: Such as CSI 500/CSI 300 = 1.4855 (- 0.0046 change, 60.20% 1 - year, 41.10% all - time), IC/IF = 1.4856 (- 0.0027 change, 64.70% 1 - year, 59.30% all - time), etc. [1] Group 2: Treasury Bond Futures Spread Daily Report Core View - Shows the latest values, changes from the previous trading day, and percentiles since listing of various treasury bond futures spreads and basis [4] Summary by Directory - **Basis**: TS basis has an IRR of 1.7719 (- 0.0506 change, 33.90% percentile), TF basis has an IRR of 1.8376 (- 0.0358 change, 51.80% percentile), etc. [4] - **Inter - Delivery Spread**: For different contracts like current - season vs. next - season, values and changes are provided for TS, TF, T, and TL [4] - **Cross - Variety Spread**: Such as TS - TF = - 3.7110 (- 0.0300 change, 2.00% percentile), TF - T = - 2.8450 (0.0250 change, 1.40% percentile), etc. [4] Group 3: Precious Metals Spot - Futures Daily Report Core View - Provides information on domestic and foreign futures closing prices, spot prices, basis, price ratios, interest rates, exchange rates, inventory, and positions of precious metals [7] Summary by Directory - **Futures Closing Prices**: Domestic AU2508 contract is 794.36 yuan/g (1.17% increase), AG2508 contract is 8791 yuan/kg (- 0.32% decrease); foreign COMEX gold is 3452.60 dollars/ounce (1.36% increase), COMEX silver is 36.37 dollars/ounce (- 0.11% decrease) [7] - **Spot Prices**: London gold is 3433.35 dollars/ounce (1.40% increase), London silver is 36.29 dollars/ounce (- 0.13% decrease), etc. [7] - **Basis**: Gold TD - Shanghai gold main contract is - 3.50 (1.30 change, 12.40% 1 - year percentile), silver TD - Shanghai silver main contract is 2 (- 49 previous, 91.10% 1 - year percentile) [7] - **Price Ratios**: COMEX gold/silver is 94.93 (1.37 change, 1.47% increase), Shanghai Futures Exchange gold/silver is 90.36 (1.33 change, 1.49% increase) [7] - **Interest Rates and Exchange Rates**: 10 - year US Treasury yield is 4.41% (1.1% increase), 2 - year US Treasury yield is 3.96% (1.5% increase), etc. [7] - **Inventory and Positions**: Shanghai Futures Exchange gold inventory is 18177 kg (1.85% increase), COMEX silver inventory is 498460011 (0.05% increase), etc. [7] Group 4: Container Shipping Industry Spot - Futures Daily Report Core View - Displays spot quotes, index changes, futures prices, basis, and fundamental data of the container shipping industry [11][12] Summary by Directory - **Spot Quotes**: Shanghai - Europe future 6 - week freight rates for MAERSK is 2796 dollars/FEU (- 2.03% decrease), CMA is 3857 dollars/FEU (1.88% increase), etc. [12] - **Index Changes**: SCFIS (European route) is 1622.81 points (29.53% increase), SCFI comprehensive index is 2088.24 (- 6.79% decrease) [11] - **Futures Prices and Basis**: EC2602 is 1472.8 (2.07% increase), EC2508 (main contract) is 2068.0 (4.20% increase), basis (main contract) is - 315.1 (374.1 change, - 54.28% change) [11] - **Fundamental Data**: Global container shipping capacity supply is 3247.12 million TEU (0.00% change), Shanghai port on - time rate is 42.50 (46.45% increase), etc. [11] Group 5: Trading Calendar Core View - Lists overseas and domestic data and information sources and corresponding economic indicators or financial events [13] Summary by Directory - **Overseas Data/Info**: In the agricultural product sector, includes Brazil Secex weekly report, USDA crop growth and export inspection in the US, NOPA soybean crushing [13] - **Domestic Data/Info**: For macro data, includes 70 - city housing price report, national economic operation press conference, etc.; for different commodities like iron ore, black and non - ferrous metals, energy chemicals, etc., specific data such as shipments, inventories are provided [13]
大类资产早报-20250616
Yong An Qi Huo· 2025-06-16 02:58
Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core View No clear core view is presented in the given content. It mainly provides data on global asset market performance, including bond yields, exchange rates, stock indices, and futures trading data. 3. Summary by Related Catalogs Global Asset Market Performance - **10 - year Treasury Yields**: On June 13, 2025, the 10 - year Treasury yields of major economies varied. For example, the US was 4.401%, and the UK was 4.549%. Changes in yields were also provided for the latest, one - week, one - month, and one - year periods. For instance, the one - year change in the US was 0.074%, while in Italy it was - 0.384% [3]. - **2 - year Treasury Yields**: The 2 - year Treasury yields of major economies such as the US, UK, and Germany were presented. On June 13, 2025, the US 2 - year yield was 3.940%. Similar to the 10 - year yields, changes for different time periods were given [3]. - **Exchange Rates**: The exchange rates of the US dollar against major emerging economies' currencies were shown. On June 13, 2025, the exchange rate against the Brazilian real was 5.544, with the latest change being 0.11%. Changes for the latest, one - week, one - month, and one - year periods were provided [3]. - **Stock Indices**: The performance of major economies' stock indices was reported. On June 13, 2025, the Dow Jones was 5976.970, with a latest change of - 1.13%. Changes for different time periods were also included [3]. - **Credit Bond Indices**: The performance of credit bond indices, including emerging economies' investment - grade and high - yield, and US and euro - zone investment - grade and high - yield, was presented. The latest changes, one - week, one - month, and one - year changes were given [3]. Stock Index Futures Trading Data - **Index Performance**: The closing prices and percentage changes of A - shares, CSI 300, SSE 50, ChiNext, and CSI 500 were provided. For example, the closing price of A - shares was 3377.00, with a change of - 0.75% [4]. - **Valuation**: The PE (TTM) and its环比 changes of CSI 300, SSE 50, CSI 500, S&P 500, and German DAX were reported. For instance, the PE (TTM) of CSI 300 was 12.72, with a环比 change of - 0.06 [4]. - **Risk Premium**: The risk premiums (1/PE - 10 - year interest rate) and their环比 changes of S&P 500 and German DAX were given. The risk premium of S&P 500 was - 0.46, with a环比 change of 0.01 [4]. - **Fund Flows**: The latest values and 5 - day average values of fund flows in A - shares, the main board, small - and medium - sized enterprise board, ChiNext, and CSI 300 were presented. The latest value of A - shares' fund flow was - 1393.57 [4]. - **Trading Volume**: The latest trading volumes and环比 changes of the Shanghai and Shenzhen stock markets, CSI 300, SSE 50, small - and medium - sized board, and ChiNext were reported. The latest trading volume of the Shanghai and Shenzhen stock markets was 14671.97 [4]. - **Main Contract Premiums/Discounts**: The basis and percentage changes of IF, IH, and IC were provided. The basis of IF was - 7.78, with a change of - 0.20% [4]. Treasury Bond Futures Trading Data - **Closing Prices and Changes**: The closing prices and percentage changes of Treasury bond futures T00, TF00, T01, and TF01 were presented. The closing price of T00 was 108.825, with a change of 0.02% [5]. - **Funding Rates**: The funding rates R001, R007, and SHIBOR - 3M and their daily changes (BP) were given. The R001 rate was 1.4620%, with a daily change of - 12.00 BP [5].
印度10年期国债收益率上行3bp至6.37%,印度卢比兑美元下跌0.7%,此前油价飙升。
news flash· 2025-06-13 03:37
Group 1 - The yield on India's 10-year government bonds increased by 3 basis points to 6.37% [1] - The Indian Rupee depreciated by 0.7% against the US Dollar [1] - The rise in oil prices is cited as a contributing factor to these financial movements [1]
2025年6月13日银行间外汇市场人民币汇率中间价
news flash· 2025-06-13 01:17
2025年6月13日银行间外汇市场人民币汇率中间价 美元/人民币报7.1772,下调(人民币升值)31点; 欧元/人民币报8.3083,上调505点; 港元/人民币报0.91444,下调3.7点; 英镑/人民币报9.7619,上调283点; 澳元/人民币报4.6780,上调105点; 加元/人民币报5.2715,上调218点; 100日元/人民币报5.0028,上调265点; 人民币/俄罗斯卢布报11.1440,上调823点; 新西兰元/人民币报4.3441,上调165点; 人民币/林吉特报0.5887,下调6.5点; 瑞士法郎/人民币报8.8560,上调920点; 新加坡元/人民币报5.6090,上调195点。 ...
法巴银行:欧洲养老金减少美元敞口
news flash· 2025-06-12 13:07
金十数据6月12日讯,法巴银行分析师在一份报告中表示,欧洲投资者已经开始减少对美元的敞口,而 且"更多"的风险还在后头。法巴银行押注欧元兑美元进一步走强,目标升至1.20。该行分析显示,荷兰 养老基金第一季度将外汇对冲比率提高了3个百分点。丹麦养老基金今年已经削减了370亿美元的美元敞 口。分析师们表示,随着汇率上升,丹麦养老基金首次成为欧元兑美元的大买家。 法巴银行:欧洲养老金减少美元敞口 ...
国际金融市场早知道:6月12日
Xin Hua Cai Jing· 2025-06-12 00:27
【资讯导读】 ·美国5月消费者价格指数同比上涨 ·贝森特:希望继续担任美国财政部长直至2029年 ·欧洲央行称黄金已成为全球央行第二大储备资产 ·欧洲央行管委马赫鲁夫:欧洲央行利率在可预见的未来可能会保持不变 ·国际油价涨逾4% 美元指数下跌0.47% 【市场资讯】 ·美国劳工部11日公布的数据显示,今年5月美国消费者价格指数(CPI)同比上涨2.4%,较上月2.3%的 涨幅有所上升。剔除波动较大的食品和能源价格后,5月核心CPI同比上涨2.8%。美国CPI环比上涨 0.1%,其中食品价格涨势明显,从4月环比下跌0.1%转为5月环比上涨0.3%。不过,由于能源价格环比 有所回落,当月CPI涨幅相对缓和。市场分析人士认为,5月美国通胀数据涨幅有限,原因可能是企业 使用已有库存导致价格维持相对稳定。美国加征进口关税的影响可能在未来几个月更为明显。 ·美国至6月11日10年期国债竞拍-得标利率4.421%,前值4.34%。美国至6月11日10年期国债竞拍-投标倍 数2.52,前值2.6。 ·美国财政部长贝森特在美国众议院筹款委员会的听证会上发表讲话。在被问及是否愿意担任美联储主 席时,贝森特明确表示,他希望继续担任 ...
匈牙利福林兑欧元汇率突破400关口。
news flash· 2025-06-11 07:30
匈牙利福林兑欧元汇率突破400关口。 ...
周二(6月10日),韩元兑美元最终跌0.94%,报1367.15韩元。日内至北京时间13:00,该货币对持续走低,后续交易时间内低位震荡。
news flash· 2025-06-10 17:59
周二(6月10日),韩元兑美元最终跌0.94%,报1367.15韩元。 日内至北京时间13:00,该货币对持续走低,后续交易时间内低位震荡。 ...
大类资产早报-20250609
Yong An Qi Huo· 2025-06-09 05:14
Report Summary 1. Report Industry Investment Rating No relevant content provided. 2. Core View of the Report No clear core view is presented in the given content. The report mainly provides data on global asset market performance, including bond yields, exchange rates, stock indices, and futures trading data. 3. Summary by Related Catalogs Global Asset Market Performance - **10 - Year Treasury Bond Yields**: Yields vary across different economies. For example, on 2025/06/06, the US was at 4.508, with a latest change of 0.115, a one - year change of - 0.043. Some yields have increased recently, while others have decreased [2]. - **2 - Year Treasury Bond Yields**: Similar to 10 - year yields, there are differences among economies. The US 2 - year yield on 2025/06/06 was 3.870, with a latest change of - 0.090 and a one - year change of - 1.060 [2]. - **Exchange Rates**: The US dollar's exchange rates against major emerging economies' currencies show different trends. For instance, against the Brazilian real, it was 5.560 on 2025/06/06, with a latest change of - 0.50% and a one - year change of 7.74% [2]. - **Stock Indices**: Stock indices also have diverse performances. The S&P 500 on 2025/06/06 was 6000.360, with a latest change of 1.03% and a one - year change of 13.09% [2]. - **Credit Bond Indices**: Different types of credit bond indices (investment - grade and high - yield) in different regions (US, eurozone, emerging economies) have various changes. For example, the US investment - grade credit bond index had a latest change of - 0.49% [2]. Stock Index Futures Trading Data - **Index Performance**: A - share closed at 3385.36 with a 0.04% change. Different indices like the CSI 300, SSE 50, etc., have different closing prices and percentage changes [3]. - **Valuation**: PE (TTM) values for different indices are provided, such as 12.56 for the CSI 300, with corresponding环比 changes [3]. - **Risk Premium**: Risk premium data (1/PE - 10 rate) and their环比 changes are given for multiple indices [3]. - **Fund Flows**: The latest values and 5 - day average values of fund flows for different segments of the A - share market are presented. For example, the latest value of A - share fund flow was - 518.24 [3]. - **Trading Volume**: The latest trading volumes of the Shanghai and Shenzhen stock markets and different indices are provided, along with环比 changes [3]. - **Basis and Spread**: The basis and spread data for index futures like IF, IH, and IC are given [3]. Treasury Bond Futures Trading Data - **Closing Prices and Changes**: The closing prices and percentage changes of treasury bond futures (T00, TF00, T01, TF01) are shown. For example, T00 closed at 108.710 with a 0.03% change [4]. - **Funding Rates**: Funding rates (R001, R007, SHIBOR - 3M) and their daily changes are provided [4].