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《金融》日报-20250718
Guang Fa Qi Huo· 2025-07-18 02:39
Report Summary 1. Report Industry Investment Rating No information about the industry investment rating is provided in the reports. 2. Core Views There are no explicit core views presented in the reports. The reports mainly offer data on various futures and spot markets, including price changes, spreads, and inventory levels. 3. Summary by Relevant Catalogs **Stock Index Futures Spread Daily Report** - **Price Spreads**: Presents current values, changes from the previous day, 1 - year historical percentiles, and all - time percentiles for various stock index futures spreads such as IF, IH, IC, and IM. For example, the IF term - current spread is 19.60% with a change of - 22.69, and the 1 - year percentile is 13.51% [1]. - **Cross - Period Spreads**: Details include the differences between different contract months like next month - current month, far month - current month, etc. For instance, the next month - current month spread of IF is - 7.80 with a change of 5.60 and a 1 - year percentile of 34.40% [1]. - **Cross - Variety Ratios**: Provides ratios such as the CSI 500/CSI 300, IC/IF, etc., along with their changes and percentiles. For example, the IC/IF ratio is 1.4901 with a change of - 0.0225 and a 1 - year percentile of 63.10% [1]. **Treasury Bond Futures Spread Daily Report** - **Basis and IRR**: Lists the basis and implied repo rate (IRR) for different treasury bond futures like TS, TF, T, and TL. For example, the TS basis is 1.6630 with a change of - 0.0146 and an IRR percentile of 27.60% [2]. - **Cross - Period Spreads**: Gives the spreads between different contract quarters. For instance, the current quarter - next quarter spread of TS is - 0.0620 with a change of 0.0160 and a percentile of 13.50% [2]. - **Cross - Variety Spreads**: Presents spreads between different treasury bond futures varieties such as TS - TF, TS - T, etc. For example, the TS - TF spread is - 3.6050 with a change of - 0.0290 and a percentile of 6.60% [2]. **Precious Metals Spot - Futures Daily Report** - **Futures and Spot Prices**: Shows domestic and foreign futures closing prices, spot prices, and their changes and percentage changes for gold and silver. For example, the AU2510 contract closed at 776.28 yuan/gram on July 17, down 0.05% from the previous day [4]. - **Basis**: Provides the basis between different gold and silver contracts, including their current values, changes, and historical percentiles. For example, the gold TD - Shanghai gold main contract basis is - 5.36 with a change of - 0.90 and a 1 - year percentile of 1.60% [4]. - **Inventory and Positions**: Details inventory levels and changes in inventory for domestic and foreign exchanges, as well as ETF positions. For example, the SHFE gold inventory is 28872 kg, unchanged from the previous day [4]. **Container Shipping Industry Spot - Futures Daily Report** - **Spot Quotes**: Displays spot quotes for container shipping from Shanghai to Europe by different shipping companies. For example, the MAERSK quote is 3066 dollars/FEU, unchanged from the previous day [6]. - **Container Shipping Indexes**: Presents settlement price indexes for different routes such as the SCFIS (European route) and SCFIS (US West route), along with their changes and percentage changes. For example, the SCFIS (European route) settled at 2421.94, up 7.26% from July 7 [6]. - **Futures Prices and Basis**: Provides futures prices and basis for container shipping contracts. For example, the EC2602 contract closed at 1485.7, up 1.52% from the previous day, and the basis of the main contract is 989.8, up 18.34% [6]. - **Fundamental Data**: Includes information on container shipping capacity supply, foreign trade - related indicators, and overseas economic data. For example, the global container shipping capacity supply is 3271.40 million TEU, unchanged from the previous day [6]. **Overseas and Domestic Data/Information Report** - **Overseas Data**: Lists economic indicators and financial events in the eurozone and the US, such as the eurozone May seasonally - adjusted current account and the US July one - year inflation rate expectation [8]. - **Domestic Data**: Covers various domestic economic indicators for different industries including agriculture, black and non - ferrous metals, energy and chemicals, and special commodities. For example, for the polyester industry, Asian/China PX operating rate and downstream polyester product inventory are reported [8].