SCFI(美西)

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贵金属期现日报-20250528
Guang Fa Qi Huo· 2025-05-28 01:31
Group 1: Stock Index Futures Spread - **Investment Rating**: Not provided - **Core View**: Presents the latest values, changes from the previous day, historical 1 - year and all - time quantiles of stock index futures spreads, including IF, IH, IC, IM, and cross - variety ratios [1] - **Summary by Catalog**: - **Spot - Futures Spread**: IF's is - 30.20, down 1.29; IH's is - 16.68, down 1.66; IC's is - 74.15, up 0.72; IM's is - 93.46, up 10.33 [1] - **Inter - delivery Spread**: Different delivery month spreads for IF, IH, IC, and IM are presented, with various changes and quantiles [1] - **Cross - Variety Ratio**: Ratios such as CSI 500/CSI 300, IC/IF, etc., are given, along with their changes and quantiles [1] Group 2: Treasury Bond Futures Spread - **Investment Rating**: Not provided - **Core View**: Displays the latest values, changes from the previous day, and quantiles since listing of treasury bond futures spreads, including TS, TF, T, TL, and cross - variety spreads [4] - **Summary by Catalog**: - **Basis**: IRR and basis values for TS, TF, T, and TL are presented [4] - **Inter - delivery Spread**: Spreads between different delivery months for TS, TF, T, and TL are shown, with corresponding changes and quantiles [4] - **Cross - Variety Spread**: Spreads between different treasury bond futures varieties are given, along with their changes and quantiles [4] Group 3: Precious Metals Spot - Futures - **Investment Rating**: Not provided - **Core View**: Shows domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals [8] - **Summary by Catalog**: - **Domestic and Foreign Futures Closing Prices**: AU2508 contract is down 0.73%, AG2508 contract is down 0.76%; COMEX gold is down 1.73%, COMEX silver is down 0.76% [8] - **Spot Prices**: London gold, London silver, Shanghai Gold Exchange's gold T + D, and silver T + D all show declines [8] - **Basis**: Basis values and their changes for gold and silver are presented, along with historical 1 - year quantiles [8] - **Ratio**: Ratios of COMEX gold/silver, SHFE gold/silver are given, with their changes and percentage changes [8] - **Interest Rates and Exchange Rates**: 10 - year and 2 - year US Treasury yields decline, while the US dollar index rises [8] - **Inventory and Positions**: Some inventories change slightly, and ETF positions remain unchanged [8] Group 4: Container Shipping Index - **Investment Rating**: Not provided - **Core View**: Provides settlement price indices, Shanghai export container freight rates, futures prices, basis, and fundamental data of the container shipping industry [12] - **Summary by Catalog**: - **Settlement Price Index**: SCFIS (European route) is down 1.44%, SCFIS (US West route) is up 18.90% [12] - **Shanghai Export Container Freight Rate**: SCFI composite index, SCFI (Europe), SCFI (US West), and SCFI (US East) all show increases [12] - **Futures Price and Basis**: Futures prices of different contracts change, and the basis of the main contract decreases by 7.16% [12] - **Fundamental Data**: Global container shipping capacity supply is stable, Shanghai port's on - time rate and berthing situation decline, and some overseas economic indicators change [12] Group 5: Domestic Data/Information - **Investment Rating**: Not provided - **Core View**: Lists domestic economic indicators and financial events in different sectors, including black and non - ferrous metals, energy and chemicals, and special commodities [17] - **Summary by Catalog**: - **Black and Non - ferrous Metals**: Steel Union's weekly survey of 523 mine production and sales for coking coal and coke [17] - **Energy and Chemicals**: China's port commercial crude oil inventory data from Longzhong Information [17] - **Special Commodities**: Glass sales rate and soda ash delivery warehouse inventory [17] Group 6: Capital Flow and Key Position Changes - **Investment Rating**: Not provided - **Core View**: The report title mentions capital flow and key position changes, but specific content is incomplete and unavailable for detailed summary [19]