Group 1: Stock Index Futures Spread Daily Report Report Industry Investment Rating - Not provided Core View - The report presents the latest values, historical quantiles, and changes of various stock index futures spreads, including IF, IH, IC, and IM, on July 16, 2025 [1]. Summary by Directory - **Stock Index Futures Spreads**: Provides the latest values, historical 1 - year and full - historical quantiles, and changes compared to the previous day for IF, IH, IC, and IM futures' term - spot spreads, inter - term spreads, and cross - variety ratios [1]. Group 2: Treasury Bond Futures Spread Daily Report Report Industry Investment Rating - Not provided Core View - The report shows the latest values, changes, and historical quantiles of various treasury bond futures spreads, including basis, inter - term spreads, and cross - variety spreads, on July 16, 2025 [2]. Summary by Directory - **Treasury Bond Futures Spreads**: Presents the IRR, basis, inter - term spreads, and cross - variety spreads of TS, TF, T, and TL treasury bond futures, along with their changes and historical quantiles [2]. Group 3: Precious Metals Spot - Futures Daily Report Report Industry Investment Rating - Not provided Core View - The report details the domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals on July 16, 2025 [9]. Summary by Directory - **Domestic Futures Closing Prices**: The AU2510 contract closed at 780.40 yuan/gram, down 0.13%, and the AG2510 contract closed at 9225 yuan/kg, up 0.20% [9]. - **Foreign Futures Closing Prices**: COMEX gold closed at 3330.50 dollars/ounce, down 0.64%, and COMEX silver closed at 37.99 dollars/ounce, down 1.11% [9]. - **Spot Prices**: London gold was at 3323.14 dollars/ounce, down 0.59%, and London silver was at 37.69 dollars/ounce, down 1.12% [9]. - **Basis**: Gold TD - Shanghai gold main contract was - 4.27, down 0.33, and silver TD - Shanghai silver main contract was - 41, down 6 [9]. - **Ratios**: COMEX gold/silver was 87.68, up 0.47%, and SHFE gold/silver was 84.60, down 0.32% [9]. - **Interest Rates and Exchange Rates**: The 10 - year US Treasury yield was 4.50%, up 1.6%, and the US dollar index was 98.63, up 0.53% [9]. - **Inventory and Positions**: SHFE gold inventory increased by 0.05%, and SHFE silver inventory decreased by 0.08% [9]. Group 4: Container Shipping Industry Spot - Futures Daily Report Report Industry Investment Rating - Not provided Core View - The report provides information on spot quotes, container shipping indices, futures prices, basis, and fundamental data of the container shipping industry on July 16, 2025 [11]. Summary by Directory - **Spot Quotes**: MAERSK's Shanghai - Europe 6 - week future freight rate increased by 1.39%, while CMA CGM increased by 4.02%, and some remained unchanged [11]. - **Container Shipping Indices**: The SCFIS (European route) increased by 7.26%, and the SCFIS (US West route) decreased by 18.69% [11]. - **Futures Prices and Basis**: Futures contracts such as EC2602, EC2604, etc. all had varying degrees of increase, and the basis of the main contract increased by 10.20% [11]. - **Fundamental Data**: Global container shipping capacity supply remained unchanged, Shanghai port on - time rate decreased by 18.66%, and monthly export amount increased by 2.87% [11]. Group 5: Trading Calendar Report Industry Investment Rating - Not provided Core View - The report lists overseas and domestic economic data and financial events to be released on July 16, 2025 [12]. Summary by Directory - **Overseas Data/Information**: Includes the eurozone's May seasonally - adjusted trade balance, US June PPI, industrial output, and API and EIA crude oil inventories [12]. - **Domestic Data/Information**: Covers steel - related surveys, Chinese port commercial crude oil inventories, glass production - sales ratio, and soda ash delivery warehouse inventory [12].

Group 1: Stock Index Futures Spread Daily Report Core View - Presents the latest values, historical 1 - year and all - time quantiles, and changes from the previous day of various stock index futures spreads and cross - variety ratios on July 16, 2025 [1] Summary by Category - **Futures - Spot Spreads**: IF futures - spot spread is - 38.46, with a change of - 6.60 from the previous day; H futures - spot spread is - 13.03, with a change of - 2.62; IC futures - spot spread is - 10.56, with a change of 1.90; IM futures - spot spread is - 165.43, with a change of - 5.33 [1] - **Inter - delivery Spreads**: Different inter - delivery spreads for IF, IH, IC, and IM are provided, such as IF's next - month minus current - month spread is - 2.80, and its quarterly - month minus current - month spread is - 29.00 [1] - **Cross - variety Ratios**: Ratios like CSI 500/Shanghai Composite 50, CSI 1000/CSI 300, IC/IF, etc. are presented, for example, IC/IF ratio is 1.5094, with a change of 0.0019 [1] Group 2: Treasury Bond Futures Spread Daily Report Core View - Displays the latest values, changes from the previous trading day, and percentiles since listing of various treasury bond futures spreads and basis on July 16, 2025 [2] Summary by Category - **Basis**: TS basis is 1.6011, TF basis is 1.6394, T basis is 1.5701, and TL basis is 1.5663 on July 15, 2025 [2] - **Inter - delivery Spreads**: For TS, TF, T, and TL, different inter - delivery spreads are given, such as TS's current - quarter minus next - quarter spread is - 0.0820, with a change of 0.0060 [2] - **Cross - variety Spreads**: Spreads like TS - TF, TS - T, etc. are provided, for example, TS - TF spread is - 3.6070, with a change of - 0.0670 [2] Group 3: Precious Metals Spot - Futures Daily Report Core View - Provides domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals on July 16, 2025 [8] Summary by Category - **Futures Closing Prices**: AU2510 contract closed at 780.40 yuan/gram on July 15, down 1.00 yuan from the previous day; AG2510 contract closed at 9225 yuan/kg, up 18 yuan [8] - **Spot Prices**: London gold was at 3323.14 dollars/ounce, down 19.67 dollars; London silver was at 37.69 dollars/ounce, down 0.43 dollars [8] - **Basis**: Gold TD - Shanghai gold main contract basis is - 4.27, with a change of - 0.33; silver TD - Shanghai silver main contract basis is - 41, with a change of - 6 [8] - **Ratios**: COMEX gold/silver ratio is 87.68, with a change of 0.41; SHFE gold/silver ratio is 84.60, with a change of - 0.27 [8] - **Interest Rates and Exchange Rates**: 10 - year US Treasury yield is 4.50%, up 0.07%; US dollar index is 98.63, up 0.52 [8] - **Inventory and Positions**: SHFE gold inventory is 28872, up 15; SHFE silver inventory is 1222959, down 1023 [8] Group 4: Container Shipping Industry Spot - Futures Daily Report Core View - Shows spot quotes, container shipping indices, futures prices, basis, and fundamental data of the container shipping industry on July 16, 2025 [10] Summary by Category - **Spot Quotes**: MAERSK's Shanghai - Europe 6 - week future freight rate is 3069 dollars/FEU, up 42 dollars; CMA CGM's is 4398 dollars/FEU, up 170 dollars [10] - **Container Shipping Indices**: SCFIS (European route) settlement price index is 2421.94, up 163.9; SCFIS (US West route) is 1266.59, down 291.2 [10] - **Futures Prices and Basis**: EC2602 futures price is 1516.4, up 130.3; the basis of the main contract is 965.1, up 89.3 [10] - **Fundamental Data**: Global container shipping capacity supply is 3270.26 ATEU, unchanged; Shanghai port on - time rate is 34.57, down 7.93 [10] Group 5: Trading Calendar Core View - Lists overseas and domestic economic indicators and financial events scheduled for July 16, 2025 [11] Summary by Category - **Overseas Data/Information**: Eurozone's 5 - month seasonally adjusted trade balance at 17:00; US June PPI annual and daily rates at 20:30, etc. [11] - **Domestic Data/Information**: Steel Union's weekly production and sales survey of 523 mines for coking coal at night; China's port commercial crude oil inventory at 14:30 [11]

Report Industry Investment Rating No relevant content provided. Core Viewpoints - The domestic soybean meal and rapeseed meal markets have limited changes, with reduced market volatility. The soybean meal futures price is driven by the US soybean market and market information, while the rapeseed meal futures price is affected by the uncertainty of future supply. The international soybean market has supply pressure, mainly concentrated in South America. The domestic spot market is relatively loose, with increasing oil mill operating rates and inventory accumulation. The report provides trading strategies, including suggesting to exit long positions and positive spreads, and to wait and see for options [2][3][5]. Summary by Related Catalogs Market Review - The US soybean futures showed a strong trend. After the monthly supply - demand report showed negative news, the market rebounded. The domestic soybean meal futures were driven by the US soybean market and market information, while the rapeseed meal futures rebounded significantly due to the uncertainty of future supply. The inter - month spreads of domestic soybean meal and rapeseed meal futures showed different trends [2]. Fundamentals - The adjustment of the US soybean new - crop balance sheet was negative, with lower exports and higher crushing, and a slight increase in ending stocks. As of July 6, the good - excellent rate of US soybeans was 66%. The export inspection volume of old - crop US soybeans was 389,400 tons as of July 3. The May US soybean crushing data was good, with a 1.37% month - on - month increase. The selling progress of Brazilian farmers was slow, and the recent selling progress continued to slow down, with price pressure emerging. Brazilian soybean crushing decreased, and the crushing profit was relatively low. Argentina's domestic crushing may improve, but soybean exports may increase. Overall, the international soybean supply pressure is concentrated in South America [3]. - The domestic spot market was relatively loose. As of July 11, the actual soybean crushing volume of oil mills was 2.2954 million tons, the operating rate was 64.52%, the soybean inventory was 6.5749 million tons (a 3.31% increase from last week and an 11.18% increase year - on - year), and the soybean meal inventory was 886,200 tons (a 7.76% increase from last week and a 27.32% decrease year - on - year). The demand for domestic rapeseed meal has gradually weakened, and although the supply is uncertain, the demand is also weakening, so it is expected to be in a volatile state [5]. Macro and Logic Analysis - The Sino - US negotiation in London provided no clear information, and the market was still worried about supply uncertainty. The domestic soybean meal futures had some support, but the rebound space was limited. The US soybean futures were expected to have limited deep - decline and rebound space. The inter - month spreads of the futures may face some pressure but also have limited deep - decline space. The rapeseed meal market was mainly affected by supply uncertainty, and it was difficult to show a strong trend. The spread between soybean meal and rapeseed meal was expected to widen, and the inter - month spread of rapeseed meal futures may also face pressure [6]. Trading Strategies - Unilateral: It is recommended to exit long positions and wait and see. - Arbitrage: It is recommended to exit the M91 positive spread and wait and see. - Options: Wait and see [7].

1. Report Industry Investment Rating No relevant content provided. 2. Core Viewpoints of the Report - The domestic soybean meal futures showed some support, but today's upward movement was mainly due to the uncertainty of long - term supply rather than its own factors. The US soybean futures declined due to the bearish monthly supply - demand report, but the deep - decline space was limited, and the rebound space was also restricted by Brazil's export pressure and good weather in US production areas. - The fundamental situation of rapeseed meal has changed little recently, mainly affected by the uncertainty of future supply. It is expected that it will be difficult to show a significantly strong trend, and the spread between soybean meal and rapeseed meal is expected to widen. - The inter - monthly spreads of both soybean meal and rapeseed meal futures may face some pressure, but the deep - decline space is limited [4][7]. 3. Summary by Related Catalogs 3.1 Market Review - The US soybean futures showed a strong upward trend. After the bearish monthly supply - demand report, the futures rebounded. The domestic soybean meal futures were driven by the US soybean futures and market information. The domestic rapeseed meal futures rebounded significantly due to the uncertainty of long - term supply. - The inter - monthly spreads of domestic soybean meal futures strengthened slightly, and those of rapeseed meal futures strengthened significantly. However, due to the uncertainty of market news, the possibility of further strengthening is uncertain [4]. 3.2 Fundamental Analysis 3.2.1 International Market - The adjustment of the new US soybean balance sheet was bearish. Exports were lowered, but crushing was raised, and the ending stocks increased slightly. As of the week ending July 6, the good - excellent rate of US soybeans reached 66%. As of the week ending July 3, the export inspection volume of old US soybeans was 389,400 tons. The US soybean crushing data in May was good, with a crushing volume of 192.829 million bushels, a month - on - month increase of 1.37%, and the crushing profit rebounded. - Brazilian farmers' selling progress was slow, and the overall selling progress was at a low level in the same period of history. The recent selling progress continued to slow down, and price pressure began to appear. The recent crushing volume in Brazil decreased, and the crushing profit was relatively low. It is expected that Brazil may further increase exports. - Argentina's domestic crushing volume may improve, but soybean exports may increase. The international soybean supply pressure is mainly concentrated in South America [5]. 3.2.2 Domestic Market - The domestic soybean meal spot market was relatively loose. The oil refinery operating rate increased, and inventories gradually accumulated. As of July 11, the actual soybean crushing volume of oil refineries was 2.2954 million tons, the operating rate was 64.52%, the soybean inventory was 6.5749 million tons, a week - on - week increase of 210,900 tons (3.31%) and a year - on - year increase of 661,400 tons (11.18%). The soybean meal inventory was 886,200 tons, a week - on - week increase of 63,800 tons (7.76%) and a year - on - year decrease of 333,100 tons (27.32%). - The domestic rapeseed meal demand has gradually weakened recently. Although the refinery operating rate has decreased, the overall supply is sufficient, and there is still supply pressure. As of the week ending July 14, the rapeseed crushing volume of major coastal oil refineries was 37,000 tons, and the operating rate this week was 9.86%. The rapeseed inventory of major coastal oil refineries was 146,000 tons, a week - on - week decrease of 16,000 tons; the rapeseed meal inventory was 15,100 tons, a week - on - week increase of 10,500 tons [6]. 3.3 Macroeconomic Analysis - The China - US negotiations in London have ended, but the market has not received clear information. Due to the lack of clear macro - guidance, the market is still worried about the uncertainty of future supply. Although the overall international trade situation has many uncertain factors, the macro - disturbances are decreasing as the market stabilizes. In the short term, it is not easy for China's long - term soybean demand for the US market to decline significantly [7]. 3.4 Trading Strategies - Unilateral: It is recommended that investors with existing long positions should exit and wait and see. - Arbitrage: It is recommended to exit the M91 long - spread position and wait and see. - Options: Wait and see [8]

Report Summary 1. Report Industry Investment Rating No information provided in the reports. 2. Core Views No clear core views are presented in the reports. The reports mainly provide daily data on various futures, including price differences, basis, ratios, and related economic indicators. 3. Summary by Related Catalogs 3.1 Stock Index Futures Spread Daily Report - **Price Differences**: Presents price differences of various stock index futures contracts (IF, IH, IC, IM), including spot - futures spreads, inter - period spreads, and cross - variety ratios. For example, IF spot - futures spread is - 15.92, with a change of 3.47 compared to the previous day [1]. - **Percentiles**: Provides historical 1 - year and full - history percentiles for price differences, helping to understand the relative position of current price differences [1]. 3.2 Treasury Bond Futures Spread Daily Report - **Basis**: Displays basis data for different treasury bond futures (TS, TF, T, TL), such as TS basis with a value of 1.6452 and a change of - 0.0090 on July 9, 2025 [2]. - **Inter - period Spreads**: Presents inter - period spreads for different treasury bond futures contracts, including spreads between different quarters [2]. - **Cross - variety Spreads**: Shows cross - variety spreads between different treasury bond futures, like TS - TF with a value of - 3.6960 and a change of - 0.0270 on July 9, 2025 [2]. 3.3 Precious Metals Spot - Futures Daily Report - **Futures and Spot Prices**: Provides domestic and foreign futures closing prices, spot prices, and their changes for gold and silver. For example, AU2508 contract closed at 766.82 yuan/g on July 9, 2025, down 9.40 yuan from the previous day [5]. - **Basis and Ratios**: Displays basis data and price ratios between different precious metal contracts, such as the ratio of COMEX gold to silver being 90.77, up 1.10 from the previous day [5]. - **Interest Rates and Exchange Rates**: Presents data on interest rates (10 - year and 2 - year US Treasury yields, 10 - year TIPS Treasury yield) and exchange rates (US dollar index, offshore RMB exchange rate) [5]. 3.4 Shipping Industry Spot - Futures Daily Report - **Spot Quotes**: Provides spot shipping quotes, including Shanghai - Europe future 6 - week freight rates for different shipping companies and various shipping indices (SCFIS, SCFI) [8]. - **Futures Prices and Basis**: Displays futures prices of shipping contracts and the basis of the main contract. For example, the main contract EC2508 closed at 2012.5 on July 9, 2025, up 6.3 from the previous day [8]. - **Fundamental Data**: Presents fundamental data such as global container shipping capacity supply, port - related indicators, and overseas economic indicators [8]. 3.5 Data/Information Report - **Overseas Data/Information**: Lists overseas economic indicators and financial events, including US Federal Reserve's monetary policy meeting minutes, US initial jobless claims, and EIA natural gas inventory [9]. - **Domestic Data/Information**: Presents domestic economic indicators and financial events for different industries, such as SMM electrolytic copper social inventory, steel - related production and inventory data [9].

Report Industry Investment Rating - Not provided in the documents Core Viewpoints - The reports present the latest data on various futures, including price differences, spreads, ratios, and related economic indicators, providing investors with information for market analysis and decision - making [1][2][4][7] Summary by Related Catalogs 1. Stock Index Futures Spread - **Price Differences**: The latest values of IF, IH, IC, and IM price differences range from - 23.24 to - 200.00, with changes from - 0.50 to 11.42 compared to the previous day, and historical percentiles from 5.30% to 32.70% [1] - **Inter - period Spreads**: For IF, IH, IC, and IM inter - period spreads, the latest values range from - 8.80 to - 329.80, with changes from - 5.00 to 3.20 compared to the previous day, and historical percentiles from 8.60% to 61.30% [1] - **Cross - variety Ratios**: The cross - variety ratios such as CSI 500/CSI 300, IC/IF, etc., have the latest values from 1.4485 to 2.1619, with changes from - 0.0167 to - 0.0016 compared to the previous day, and historical percentiles from 38.60% to 71.30% [1] 2. Treasury Bond Futures Spread - **Basis**: The latest basis values of TS, TF, T, and TL range from 0.0000 to 1.8885, with changes from - 0.0260 to 0.1426 compared to the previous day, and historical percentiles from 7.60% to 65.10% [2] - **Inter - period Spreads**: The inter - period spreads of TS, TF, T, and TL have the latest values from - 0.2340 to 0.2800, with changes from - 0.0400 to 0.0200 compared to the previous day, and historical percentiles from 8.00% to 19.80% [2] - **Cross - variety Spreads**: The cross - variety spreads such as TS - TF, TS - T, etc., have the latest values from - 18.6920 to - 0.0010, and historical percentiles from 1.30% to 2.10% [2] 3. Precious Metals Spot and Futures - **Spot Prices**: COMEX silver rose 0.68% to 37.04 dollars per ounce, London gold rose 0.33% to 3336.94 dollars per ounce, etc. [5] - **Futures Closing Prices**: COMEX gold fell 0.97% to 3336.00 dollars per ounce, AU2508 fell 0.54% to 777.06 yuan per gram, etc. [6] - **Basis**: Gold TD - Shanghai gold main contract was - 5.49, with a historical percentile of 0.80%, and silver TD - Shanghai silver main contract was - 34, with a historical percentile of 27.30% [4] - **Ratios**: COMEX gold/silver ratio was 90.06, down 1.64% [4] - **Interest Rates and Exchange Rates**: 10 - year US Treasury yield rose 1.2% to 4.35%, and the US dollar index fell 0.13% to 96.99 [4] - **Inventory and Positions**: Shanghai Futures Exchange gold inventory increased 16.25% to 21456 kilograms, and COMEX gold inventory decreased 0.71% to 36785583 ounces [4] 4. Container Shipping - **Spot Quotes**: Shanghai - Europe shipping quotes vary, with Maersk down 5.13% to 2978 dollars per FEU and CMA CGM up 11.40% to 4085 dollars per FEU [7] - **Container Shipping Indexes**: SCFIS (European route) rose 9.61% to 2123.24, and SCFIS (US West route) fell 22.28% to 1619.19 [7] - **Futures Prices and Basis**: EC2508 (main contract) fell 2.48% to 1849.9, and the basis (main contract) rose 33.21% to 822.2 [7] - **Fundamental Data**: Global container shipping capacity supply remained unchanged at 3266.65 million TEU, and Shanghai's port punctuality rate rose 46.45% to 42.50 [7] 5. Overseas and Domestic Data/Information - **Overseas Data**: Eurozone's comprehensive PMI rose 0.80% to 50.60, and the US manufacturing PMI index rose 1.03% to 49.00 [7][9] - **Domestic Data**: China's June foreign exchange reserves, iron ore shipments, and other data are to be released, and some data such as SMM electrolytic copper social inventory are expected to be updated [9]

1. Report Industry Investment Rating No industry investment rating information is provided in the reports. 2. Core Views The reports present a comprehensive analysis of various financial products including stock index futures, treasury bond futures, precious metals, shipping, and provide data on price differentials, spreads, ratios, interest rates, exchange rates, inventory, and positions, as well as upcoming economic data releases. 3. Summary by Category Stock Index Futures - **Price Differentials**: The latest values, changes from the previous day, and historical percentile data of various stock index futures price differentials are presented, such as the IF, IH, IC, and IM contracts' price differentials and cross - period spreads [1]. - **Cross - Variety Ratios**: Ratios of different stock index futures, like CSI 500/CSI 300, are provided along with their changes and historical percentiles [1]. Treasury Bond Futures - **Basis and IRR**: The basis and implied repo rate (IRR) data of TS, TF, T, and TL treasury bond futures are given, including their latest values, changes, and historical percentiles [2]. - **Cross - Period and Cross - Variety Spreads**: Cross - period spreads (e.g., current quarter - next quarter) and cross - variety spreads (e.g., TS - TF) are presented with relevant data [2]. Precious Metals - **Spot and Futures Prices**: Spot prices of London gold, London silver, and futures prices of COMEX gold, COMEX silver, and domestic precious metal contracts are provided, along with their changes and percentage changes [4][5][6]. - **Basis, Ratios, and Other Data**: Basis data (e.g., gold TD - Shanghai gold main contract), price ratios (e.g., COMEX gold/silver), interest rates, exchange rates, inventory, and positions are presented [4]. Shipping - **Spot Quotes**: Spot quotes for Shanghai - Europe shipping routes of different shipping companies are given, including their changes and percentage changes [7]. - **Shipping Indexes**: Settlement price indexes such as SCFIS (European route) and SCFI comprehensive index are presented, along with their changes and percentage changes [7]. - **Futures Prices and Basis**: Futures prices of shipping contracts (e.g., EC2602) and the basis of the main contract are provided, along with their changes and percentage changes [7]. - **Fundamental Data**: Data on global container shipping capacity supply, Shanghai port - related indicators, and overseas economic data are presented [7]. Data Calendar - **Overseas Data**: Upcoming economic data releases in the eurozone and the US, such as the eurozone July Sentix investor confidence index and USDA export inspection data, are listed [9]. - **Domestic Data**: Upcoming domestic economic data releases, including China's June foreign exchange reserves and various commodity - related data, are provided [9].

| 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 - No information provided in the reports. 2. Core Views - The reports mainly present daily data on various financial products, including futures price differences, spot-futures price relationships, and related economic indicators. They aim to help investors understand the current market situation and potential trends in different sectors such as stock index futures, treasury bond futures, precious metals, and shipping industry futures. 3. Summary by Related Catalogs Stock Index Futures Spread Daily Report - **Price Differences**: Provides detailed data on the current values, changes from the previous day, and historical percentile rankings of price differences for various stock index futures contracts, including IF, IH, IC, and IM, in terms of both spot-futures spreads and inter - contract spreads [1]. - **Cross - Variety Ratios**: Presents the current values, changes, and historical percentile rankings of cross - variety ratios such as CSI 500/CSI 300, CSI 500/SSE 50, etc. [1]. Treasury Bond Futures Spread Daily Report - **Basis and Spread Data**: Offers data on the basis (including IRR percentile), inter - contract spreads, and cross - variety spreads for different treasury bond futures contracts like TS, TF, T, and TL, along with their changes and historical percentile rankings [2]. Precious Metals Spot - Futures Daily Report - **Futures and Spot Prices**: Shows domestic and international futures closing prices, spot prices, and their daily changes and percentage changes for gold and silver [5]. - **Basis and Ratios**: Presents basis data (including historical percentile rankings) and price ratios between different precious metal products [5]. - **Interest Rates, Exchange Rates, and Positions**: Provides information on interest rates (such as 10 - year and 2 - year US Treasury yields), exchange rates (like the US dollar index and offshore RMB exchange rate), and inventory and position data for precious metals [5]. Shipping Industry Spot - Futures Daily Report - **Freight Rates**: Includes Shanghai - Europe future 6 - week freight rate references, settlement price indices, and Shanghai export container freight rates, along with their daily and monthly changes [8]. - **Futures Prices and Basis**: Presents futures prices and basis data for shipping industry futures contracts, and their changes and percentage changes [8]. - **Fundamental Data**: Offers data on global container shipping capacity supply, port - related indicators, monthly export amounts, and overseas economic indicators [8]. Trading Calendar - **Overseas and Domestic Data/Info**: Lists overseas and domestic economic indicators and financial events, including their time, data sources, and related countries/regions or product types [10].

| 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 ...