贵金属期现日报 投资咨询业务资格: 证监许可 【2011】1292号 | | | 国债期货价差日报 | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 2025年8月6日 | 投资咨询业务资格：证监许可 【2011】1292号 | | | | | | | | | 20019608 熊客健 | | | 种类 | | 日期 2025-08-05 | | 品种 TS墓差 | IRR (%) 1.4589 | | 最新值 0.0136 | 较前一交易日变化 0.0213 | 上市以来百分位数 18.70% | | | | | 2025-08-05 | | TF基差 | 1.6782 | | 0.0031 | 0.0020 | 45.90% | | | 基差 | | | | | | | | | | | | | | 2025-08-05 | | 1 将关 | 1.6364 | | 0.0273 | -0.0937 | 56.00% | | | | | 2025-08-05 | | TL基差 | 1. ...

| 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29日 | 唱种 | 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 | -13.82 | -2.66 | 32.70% | 30.10% | H期现价差 | 3.03 | 1.75 | 74.50% | 75.00% | 期现价差 | IC期现价差 | -101.42 | | | | | -17.83 | 8.10% | 2.50% | IM期现价差 | -27.17 | -127.98 | 70.0096 | 9.60% | 次月-当月 | 30.70% | -9.20 | -2.40 | 38.50% | | | | | 李月-当月 | -40.40 | ...

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]

| 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5月16日 | | | | 叶倩宁 | Z0016628 | | 价差 | 品种 | 最新值 | 较削一日变化 | 历史1年分位数 | 全历史分位数 | | | F期现价差 | -34.40 | 1.41 | 11.00% | 9.40% | | 期现价差 | H期现价差 | -17.30 | -1.11 | 15.90% | 10.80% | | | IC期现价差 | -92.30 | 9.02 | 6.90% | 4.10% | | | IM期现价差 | -108.04 | 9.33 | 90.00% | 7.00% | | | 次月-当月 | -35.40 | 0.20 | 2.40% | 9.20% | | | 委員-景月 | -100.00 | 1.60 | 1.20% | 7.10% | | | 远月-当月 | -137.00 | 2.60 | 1.20% | 9.70% | | F跨期 ...

| | 国债期货价差日报 | | | | | | | --- | --- | --- | --- | --- | --- | --- | | | 投资资询业务资格：证监许可 【2011】1292号 | | | | 熊客健 | Z0019608 | | 2025年5月14日 | | | | | | | | 种类 | 日期 品种 | IRR (%) | | 最新值 | 较前一交易日变化 | 上市以来百分位数 | | | 2025-05-13 TS基美 | 1.6873 | | -0.0598 | 0.0030 | 29.00% | | | 2025-05-13 TF基差 | 1.7098 | | 0.0039 | 0.0284 | 47.40% | | 基差 | 2025-05-13 T基差 | 1.5531 | | 0.1025 | 0.1865 | 53.80% | | | 2025-05-13 TL基差 | 1.4649 | | 0.1655 | 0.4816 | 47.40% | | | 2025-05-13 当季-下李 | | | -0.1700 | 0.0460 | 3.90% | | TS跨期价差 ...