1. Report Industry Investment Rating No information about the industry investment rating is provided in the reports. 2. Core Views The reports mainly present the daily data of various futures, including price differences, spreads, ratios, and related economic indicators, without explicitly stating a unified core view. 3. Summary by Related Catalogs 3.1 Stock Index Futures Spread Daily Report - **Price Differences**: The latest values and changes of F, IH, IC, and IM futures price differences are provided, along with their historical 1 - year and full - history quantiles [1]. - **Inter - period Spreads**: The inter - period spreads of IF, IH, IC, and IM futures, such as the spreads between the next month and the current month, the far month and the current month, etc., are presented, including their changes and quantiles [1]. - **Cross - variety Ratios**: Ratios of various futures varieties, such as the ratio of IC to IF, IC to IH, etc., are given, along with their changes and quantiles [1]. 3.2 Bond Futures Spread Daily Report - **IRR and Basis**: The implied repo rate (IRR) and basis of TS, TF, T, and TL bond futures are provided, including their latest values, changes, and percentiles since listing [2]. - **Inter - period Spreads**: Inter - period spreads of TS, TF, T, and TL bond futures, such as the spreads between the current quarter and the next quarter, are presented, along with their changes and percentiles [2]. - **Cross - variety Spreads**: Cross - variety spreads between different bond futures, such as the spread between TS and TF, are given, along with their changes and percentiles [2]. 3.3 Precious Metals Spot - Futures Daily Report - **Futures and Spot Prices**: Closing prices of domestic and foreign precious metals futures, as well as spot prices, are provided, including their changes and percentage changes [4]. - **Basis**: The basis of precious metals, such as the difference between gold TD and Shanghai gold futures, is presented, along with its changes and historical 1 - year quantiles [4]. - **Ratios, Interest Rates, and Exchange Rates**: Ratios of gold to silver, interest rates of US Treasury bonds, the US dollar index, and the offshore RMB exchange rate are given, along with their changes and percentage changes [4]. - **Inventory and Positions**: Inventories and positions of precious metals in the Shanghai Futures Exchange and COMEX are provided, including their changes and percentage changes [4]. 3.4 Container Shipping Industry Spot - Futures Daily Report - **Spot Quotes**: Spot quotes of shipping companies on the Shanghai - Europe route are provided, including their changes and percentage changes [6]. - **Shipping Indexes**: Settlement price indexes, Shanghai export container freight rates, etc., are presented, including their changes and percentage changes [6]. - **Futures Prices and Basis**: Futures prices of container shipping futures and their basis are given, including their changes and percentage changes [6]. - **Fundamental Data**: Data on shipping capacity supply, port - related indicators, export amounts, and overseas economic indicators are provided, including their changes and percentage changes [6]. 3.5 Trading Calendar - **Overseas Data/Information**: Economic indicators and financial events in the eurozone and the US, such as the eurozone's CPI, US manufacturing PMI, etc., are presented, along with their release times and data sources [7]. - **Domestic Data/Information**: Economic indicators and financial events in China, such as manganese ore inventory, port inventory, etc., are provided, along with their release times and data sources [7].

欢迎关注微信公众号 主力合约 品种 点评 操作建议 板块 本周将举行杰克逊霍尔全球央行年会,下半年货币 IF2509 政策方向对权益市场影响关键,而A股近一月涨幅 IH2509 顺周期补涨,指数表现分化 较大,预计进入高位震荡等待方向抉择。推荐买入 股指 IC2509 看跌期权保护多头仓位,或阶段性部分止盈此前仓 IM2509 位。 目前观察短期10年期国债利率在1.78%-1.8%%附 近可能是阶段利率上行的阻力位,对应T2512合 T2509 债市情绪修复,期债全线收涨 约在107.4-107.6附近有支撑。考虑到股市持续 TF2509 国债 金融 走强,债市行情不排除有反复,关注关键点位是否 TS2509 TL2509 有突破迹象,以及情绪能否继续企稳。单边策略上 建议短期保持观望。 黄金震荡偏强,建议买入黄金期权 AU2510 贵金属 市场消化美联储降息预期 美元指数止跌反弹贵金属小幅回落 AIU2512C776卖出AU2512C792构建牛市价 AG2510 差策略;白银多单在38美元上方继续持有 集运指数 EC2510 偏弱震荡,10合约空单继续持有 EC主力走势偏弱 (欧线) 10合约热卷和螺纹 ...

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].