关注微信公众号 知识图强,求实奉献,客户至上,合作共赢 | 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11月6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 | -30.66 | -0.96 | 26 20% | 12.7096 | | | | | | | | | | | | H期现价差 | -5.37 | -0.60 | 30 30% | 32.90% | 期现价差 | IC期现价差 | -121.34 | -5,12 | 11.40% | 1.60% | IM期现价差 | -154.06 | -2.73 | 45.00% | 9.50% | | -14.20 | 次月-当月 | 1. ...

| | 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11月5日 | | | | | 叶倩宁 | Z0016628 | | | | | | | | | | | | 价差 | 品种 | 最新值 | 较前一日变化 | | 历史1年分位数 | 全历史分位数 | | | | | | | | | | | | | IF期现价差 | -29.70 | -11.10 | | 27.80% | 13.60% | | | | | | | | | | | | 期现价差 | H期现价差 | -4.77 | -5.02 | | 31.10% | 34.70% | | | | | | | | | | | | | IC期现价差 | -116.23 | -22.22 | | 13.50% | 2.00% | | | | | | | | | ...

| 股指期货价差日报 | 投资咨询业务资格:证监许可【2011】1292号 | | | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 叶倩宁 | Z0016628 | 2025年10月31日 | 品种 | 最新值 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | | | | | | | | | | 价去 | F期现价差 | -19.91 | -4.67 | 40.50% | 23.20% | | | | | | | | | | | | H期现价差 | -1.61 | -3.39 | 43.80% | 47.60% | 期期价差 | 25.80% | IC期到价差 | -86.71 | 4.26 | 5.30% | IM期现价差 | -120.68 | 2.03 | 90.0096 | 14.1096 | | 次月-当月 | -11,40 | -0.60 | 39.3096 | 35,00% | 学月- ...

1. Report Industry Investment Rating - No information provided in the reports. 2. Core Views - There is no explicit core view presented in the reports. The reports mainly present various data related to different financial products such as stock index futures, treasury bond futures, precious metals, and container shipping. 3. Summary by Relevant Catalogs Stock Index Futures (IF, IH, IC, IM) - **IF**: The current - spot price difference is -15.24, with a change of 7.14 from the previous day, and the historical 1 - year and all - time percentiles are 45.00% and 29.10% respectively. Different inter - period spreads show various values and changes, e.g., the spread between the next - month and current - month contracts is -10.80, with a change of 2.00 [1]. - **IH**: The current - spot price difference is 1.78, with a change of 0.60 from the previous day, and the historical 1 - year and all - time percentiles are 66.30% and 66.90% respectively. Inter - period spreads also have their own values and changes, like the spread between the next - month and current - month contracts is -0.80, with a change of -1.20 [1]. - **IC**: The current - spot price difference is -90.97, with a change of 19.06 from the previous day, and the historical 1 - year and all - time percentiles are 24.50% and 4.50% respectively. Inter - period spreads show significant variations, for example, the spread between the January and current - month contracts is -401.60, with a change of -0.80 [1]. - **IM**: The current - spot price difference is -122.72, with a change of 20.90 from the previous day, and the historical 1 - year and all - time percentiles are 85.00% and 13.70% respectively. Inter - period spreads have specific values and changes, such as the spread between the next - month and current - month contracts is -73.20, with a change of 1.20 [1]. - **Cross - variety Ratios**: Ratios like CSI 500/Shanghai Composite 300, CSI 500/Shanghai Composite 50, and others are provided, along with their changes and percentiles. For example, the ratio of CSI 500/Shanghai Composite 50 is 2.4423, with a change of 0.0358, and the historical 1 - year and all - time percentiles are 94.20% and 75.20% respectively [1]. Treasury Bond Futures (TS, TF, T, TL) - **Basis**: TS basis is 1.9462, with a change of -0.0759, and the percentile since listing is 52.30%. TF basis is 1.9288, with a change of -0.0031, and the percentile is 56.20%. T basis is 2.0877, with a change of -0.0425, and the percentile is 71.40%. TL basis is 2.2535, with a change of 0.0762, and the percentile is 80.90% [3]. - **Inter - period Spreads**: Different inter - period spreads for each type of treasury bond futures are presented. For example, for TS, the spread between the current - quarter and next - quarter contracts is 0.0860, with no change from the previous day, and the percentile is 43.20% [3]. - **Cross - variety Spreads**: Spreads between different types of treasury bond futures are given. For example, the spread between TS and TF is -3.4940, with a change of -0.0650, and the percentile is 8.70% [3]. Precious Metals (Gold and Silver) - **Futures Prices**: Domestic AU2512 contract closed at 910.88 on October 29, up 1.05% from the previous day. AG2512 contract closed at 11338, up 2.62%. In the foreign market, COMEX gold closed at 3941.70, down 0.67%, and COMEX silver closed at 47.28, up 0.29% [5]. - **Spot Prices**: London gold was at 3929.66, down 0.56%, and London silver was at 47.49, up 0.98%. Shanghai Gold TD was at 912.42, up 1.75%, and Shanghai Silver TD was at 11351, up 3.23% [5]. - **Basis and Ratios**: Basis values and their changes, as well as ratios like COMEX gold/silver and Shanghai Futures Exchange gold/silver, are provided. For example, the basis of gold TD - Shanghai gold futures is 1.54, with a change of 6.23, and the historical 1 - year percentile is 98.70% [5]. - **Interest Rates, Exchange Rates, and Inventories**: Interest rates of US Treasury bonds, exchange rates, and inventories of precious metals in different exchanges and ETF holdings are presented. For example, the 10 - year US Treasury bond yield is 4.08%, up 2.3% from the previous day [5]. Container Shipping - **Spot Quotes**: Spot quotes for shipping from Shanghai to Europe by different companies are provided. For example, MAERSK's price is 2445 dollars/FEU, up 2.09% from the previous day, while CMA CGM's price is 2788 dollars/FEU, down 4.06% [6]. - **Shipping Indexes**: SCFIS (European route) settlement price index is 1312.71, up 15.11% from October 20. Other indexes like SCFI composite index and its sub - indexes for different routes also show their values and changes [6]. - **Futures Prices and Basis**: Futures prices of different contracts (EC2602, EC2604, etc.) and the basis of the main contract are provided. For example, the price of EC2602 is 1606.0, up 3.70% from the previous day, and the basis of the main contract (EC2512) is -208.6, down 23.21% [6]. - **Fundamental Data**: Data on global container shipping capacity supply, port - related indicators, export balances, and overseas economic indicators are presented. For example, the global container shipping capacity supply remains unchanged at 3330.07 million IFU, and the port on - time rate in Shanghai in September is 42.77%, up 133.59% from August [6].

| 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10月28日 | 品种 | 最新值 | 历史1年分位数 | 全历史分位数 | | | | | | | | | | | 价差 | 较前一日变化 | IF期现价差 | 11.70% | -31.62 | 23.70% | -5.74 | | | | | | | | | | | H期现价差 | -2.73 | -5.51 | 42 40% | 37.70% | 期现价差 | IC期现价差 | -124.99 | 10.6096 | 1.30% | -26.26 | IM期现价差 | -121.24 | 7.86 | 90.0096 | 13.50% | | 次月-当月 | -16.60 | -3.00 | 23.30% | 26.60ar | ...

BE F 国债期货价差日报 投资咨询业务资格：证监许可【2011】1292号 Z0019608 能客健 2025年10月23日 最新值 较前一交易日变化 上市以来百分位数 日期 品种 IRR (%) 种类 2025-10-22 TS基岩 1.5711 -0.0257 0.0059 25.00% 2025-10-22 TF基岩 1.6911 -0.0405 -0.0184 47.30% 基差 2025-10-22 T基美 1.8228 -0.0010 -0.1453 63.20% 2025-10-22 TL其差 1.2340 0.3216 -0.0346 33.70% 当季-下季 2025-10-22 0.0800 -0.0020 41.20% TS跨期价差 2025-10-22 当季-隔季 0.0620 -0.0040 29.10% 2025-10-22 下李-隔李 -0.0180 -0.0020 15.60% 2025-10-22 当季-下季 0.1100 0.0100 41.20% TF跨期价差 2025-10-22 当委-噶委 0.0850 -0.0150 31.50% l | -0.0250 21.1 ...

本报告中的信息均表:原于被广发期准有限公司\\为可觅的已公开路料，但广拔期货对这些信息,创能和性及完整处不作出团保证。本报告反映研究人员的不同规 点、见解及分析方法、并干代表厂发期货或其物属机/勾的立场。在纽可情况下，报告内容仅供参考，报告中的信息可所转达的意见并干闷成所达品种买卖知出 价或卸价，投资考得比投资，风险回担。本报告旨在发送给广觉期始特定客户及其他专业人士，版权归广发期货所有，未经广觉期货书图图段?，任何人不得对 本报告进行任何形式的发布、复制。如引用、刊发,需注明出处为"广发期货"。 广发期货有限公司提醒广大投资者： 期市有风险 入市需谨慎! | 股指期货价差日报 | 投资咨询业务资格:证监许可【2011】1292号 | 叶倩宁 | Z0016628 | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 2025年10月21日 | 品种 | 最新值 | 较前一日变化 | 历史1年分位数 | 全历史分位 ...

知识图强，求实奉献，客户至上，合作共赢 | 股指期货价差日报 | 投资咨询业务资格:证监许可【2011】1292号 | | | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 叶倩宁 | Z0016628 | 2025年10月20日 | 品种 | 最新值 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | | | | | | | | | | 价差 | -29.03 | -0.61 | 26.60% | 13.90% | F期现价差 | | | | | | | | | | | | H期现价差 | -4.77 | -4.58 | 30.70% | 35.10% | 期现价差 | IC期现价差 | -152.87 | 0.50% | 16,67 | 4.50% | -164.68 | 32.16 | IM期现价差 | 70.00% | 7.80% | | 次月-当月 | -43.80 | -29.40 | 0. ...

| 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10月15日 | | | | 叶做宁 | Z0016628 | | 价差 | 品种 | 最新值 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | | | 上期现价差 | -31.86 | -0.49 | 23.30% | 11.50% | | 期现价差 | H期现价差 | -2.70 | 2.91 | 36.00% | 42.80% | | | IC期现价差 | -184.85 | -39.29 | 1.60% | 0.10% | | | IM期现价差 | -227.35 | -13.39 | 25.00% | 1.50% | | | 次月-当月 | -25:20 | -12.00 | 18.80% | 17.40% | | | 李月一当月 | -33.20 | -10.20 | 30.70% | 31.60% | | | 元月-当月 | -54.20 | -9.80 | 54.00% | ...

Report on Stock Index Futures Price Spread Core Data - **Price Spread of Stock Index Futures**: IF spot - futures spread is -25.58, with a change of 0.0096 from the previous day; IC spot - futures spread is -211.93, with a change of 0.40%; IM spot - futures spread is -259.28, with a change of -11.89 and a historical 1 - year quantile of 0.10%. Different contracts' inter - term spreads also show various values and changes [1]. Summary - The report presents detailed data on the price spreads of different stock index futures contracts, including spot - futures spreads and inter - term spreads, as well as their historical quantiles, which helps investors understand the current price relationships and trends in the stock index futures market [1]. Report on Treasury Bond Futures Price Spread Core Data - **Basis and Inter - term Spreads**: On September 22, 2025, TS basis is -0.0467, TF basis is 1.6521, T basis is 1.6415, and TL basis is 0.6767. Different contracts' inter - term spreads and their changes and historical quantiles are also provided, such as TS inter - term spreads (e.g., current quarter - next quarter is 0.0660 with a change of -0.0080 and a historical quantile of 38.60%) [2]. Summary - The report offers comprehensive information on the basis and inter - term spreads of treasury bond futures, enabling investors to analyze the price differences and trends in the treasury bond futures market [2]. Report on Precious Metals Spot - Futures Core Data - **Prices and Changes**: On September 22, 2025, the domestic AU2512 contract price is 846.50 yuan/gram, up 1.92% from September 19; the AG2512 contract price is 10317 yuan/kilogram, up 3.47%. The international COMEX gold and silver contracts also show price increases. Spot prices of London gold and silver, as well as domestic gold and silver T + D, also rise. The basis, ratio, interest rates, exchange rates, inventories, and holdings data are also presented [4]. Summary - The report provides a detailed overview of the price changes, basis, ratio, and related market data of precious metals in both domestic and international markets, which is useful for investors to assess the precious metals market [4]. Report on Container Shipping Industry Spot - Futures Core Data - **Spot and Futures Prices**: On September 22, 2025, the spot freight rates of different shipping companies on the Shanghai - Europe route show different changes. The settlement price indices of shipping routes, such as SCFIS (European route) and SCFIS (US - West route), decline. Futures contract prices of container shipping, like EC2602 and EC2604, increase. The basis of the main contract changes significantly. Fundamental data on shipping capacity supply, port - related indicators, export volume, and overseas economic data are also provided [6]. Summary - The report presents a comprehensive picture of the container shipping industry, including spot and futures prices, basis, and fundamental data, helping investors understand the industry's market conditions and trends [6].