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《金融》日报-20251114
Guang Fa Qi Huo· 2025-11-14 02:34
Report 1: Stock Index Futures Spread Daily Report Core View - Presents the latest data on stock index futures spreads including price differences between futures and spot, inter - period spreads, and cross - variety ratios, along with their changes from the previous day and historical percentile rankings [1] Summary by Category - **Futures - Spot Price Differences**: F futures - spot price difference is - 7.17, H is - 4.87, IC is - 86.29, and IM is - 112.18 with various percentage changes and historical percentile rankings [1] - **Inter - period Spreads**: Different inter - period spreads such as next month - current month, quarterly month - current month, etc. are provided for IF, IH, IC, and IM, showing their values, changes, and historical percentile rankings [1] - **Cross - variety Ratios**: Ratios like CSI 500/CSI 300, IC/IF, etc. are given with their values, changes, and historical percentile rankings [1] Report 2: Treasury Bond Futures Spread Daily Report Core View - Displays the latest data on treasury bond futures spreads including basis, inter - period spreads, and cross - variety spreads, along with their changes from the previous day and historical percentile rankings [2] Summary by Category - **Basis**: TS basis is 1.5208, TF is 1.2620, T is 1.3841, and TL is 1.2692 with corresponding changes and historical percentile rankings [2] - **Inter - period Spreads**: Inter - period spreads for TS, TF, T, and TL such as current quarter - next quarter, current quarter - distant quarter, etc. are presented with their values, changes, and historical percentile rankings [2] - **Cross - variety Spreads**: Spreads like TS - TF, TS - T, etc. are provided with their values, changes, and historical percentile rankings [2] Report 3: Precious Metals Spot - Futures Daily Report Core View - Provides the latest data on precious metals including domestic and foreign futures closing prices, spot prices, basis, price ratios, interest rates, exchange rates, and inventory and position data, along with their changes [4] Summary by Category - **Futures Closing Prices**: Domestic AU2512 contract closed at 961.22 yuan/gram, AG2512 at 12588 yuan/kilogram; foreign COMEX gold at 4174.50, COMEX silver at 52.23 dollars/ounce with corresponding changes [4] - **Spot Prices**: London gold at 4170.87, London silver at 52.33 dollars/ounce, Shanghai Gold Exchange gold T + D at 958.67 yuan/gram, silver T + D at 12563 yuan/kilogram with corresponding changes [4] - **Basis**: Gold TD - Shanghai gold main contract basis is - 2.55, silver TD - Shanghai silver main contract basis is - 25 with corresponding changes and historical percentile rankings [4] - **Price Ratios**: COMEX gold/silver ratio is 79.93, Shanghai Futures Exchange gold/silver ratio is 76.36 with corresponding changes [4] - **Interest Rates and Exchange Rates**: 10 - year US Treasury yield is 4.11%, 2 - year is 3.58%, 10 - year TIPS Treasury yield is 1.83%, US dollar index is 99.18, offshore RMB exchange rate is 7.0974 with corresponding changes [4] - **Inventory and Position**: Shanghai Futures Exchange gold inventory is 90426, silver inventory is 584014 kilograms; COMEX gold and silver inventories, registered warrants, and ETF positions are provided with their changes [4] Report 4: Container Shipping Industry Spot - Futures Daily Report Core View - Offers the latest data on the container shipping industry including spot quotes, freight indices, futures prices, basis, and fundamental data, along with their changes [5] Summary by Category - **Spot Quotes**: Shanghai - Europe future 6 - week freight rates from different shipping companies show various changes [5] - **Freight Indices**: SCFIS (European route) settled at 1504.80, SCFIS (US West route) at 1329.71; Shanghai Export Container Freight Index and its sub - indices show different changes [5] - **Futures Prices and Basis**: EC2512 (main contract) futures price is 1782.3 with a 1.88% increase, and the basis (main contract) is 21.7 with a - 33.64% change [5] - **Fundamental Data**: Global container shipping capacity supply remains unchanged; Shanghai port on - time rate, port calls, monthly export amount, overseas economic indicators, and OECD leading indicators show different changes [5]
广发期货《金融》日报-20250729
Guang Fa Qi Huo· 2025-07-29 02:28
Report Industry Investment Rating No relevant content provided. Core Viewpoints No clear core viewpoints are presented in the reports. The documents mainly provide various data on different futures and related market indicators. Summary by Category 1. Stock Index Futures - **Price - Spread Data**: On July 29, 2025, the IF, IH, IC, and IM futures showed different values in terms of spot - futures spreads, inter - period spreads, and cross - variety ratios. For example, the IF spot - futures spread was - 13.82, with a change of - 2.66 from the previous day, and its 1 - year historical quantile was 32.70% [1]. - **Ratio Data**: Cross - variety ratios such as CSI 500/CSI 300, IC/IF, etc., also had specific values and changes. For instance, the IC/IF ratio was 1.5095, with a change of - 0.0007 [1]. 2. Treasury Bond Futures - **IRR and Basis**: As of July 28, 2025, the IRR of TS was 1.5937, and the basis of TF was 1.4203, with corresponding changes and historical quantiles [2]. - **Inter - period and Cross - variety Spreads**: Different inter - period spreads (e.g., current - quarter to next - quarter) and cross - variety spreads (e.g., TS - TF) had specific values and historical quantiles [2]. 3. Precious Metals - **Price Changes**: From July 25 to July 28, 2025, domestic and foreign precious metal futures and spot prices changed. For example, the AU2510 contract price decreased from 777.32 to 774.78 yuan/gram, a decline of - 0.33% [4]. - **Basis and Ratio**: The basis and ratio of precious metals also changed. For example, the gold TD - Shanghai gold main contract basis was - 3.20, with a change of 0.51 from the previous value, and its 1 - year historical quantile was 23.60% [4]. 4. Container Shipping Industry - **Spot Quotes**: On July 29, 2025, the spot quotes of shipping companies on the Shanghai - Europe route had different changes. For example, MAERSK's quote increased by 3.03% to 3235 dollars/FEU [6]. - **Index Data**: Shipping indices such as SCFIS and SCFI showed different degrees of decline. For instance, SCFIS (European route) decreased by - 3.50% from July 21 to July 28, 2025 [6]. 5. Trading Calendar - **Overseas Data**: On July 29, 2025, at 22:00, data on US June JOLTs job vacancies and US July Conference Board consumer confidence index were to be released [7]. - **Domestic Data**: Data on various domestic commodities such as manganese silicon, iron ore, polyester, glass, and polysilicon were expected to be updated on the same day, including inventory, port throughput, and production - sales ratios [7].