《金融》日报-20250922

1. Report Industry Investment Rating No relevant content provided. 2. Core Views The reports are a series of daily reports on different futures, including stock index futures, treasury bond futures, precious metal futures, and container shipping industry futures. They present the latest values, historical quantiles, price changes, and other data of various futures contracts and related indicators, helping investors understand the market trends and price relationships in different futures markets. 3. Summary by Related Catalogs Stock Index Futures Spread Daily Report - Price Spread Data: Provides the latest values, historical 1 - year quantiles, and all - time quantiles of price spreads for different stock index futures contracts (IF, IH, IC, IM), including spot - futures spreads and inter - period spreads [1]. - Calculation Notes: Defines the calculation methods for price spreads and quantiles, such as spot - futures spread = main contract closing price - spot index closing price, and the quantiles are calculated based on the past year and the entire futures listing period [1]. Treasury Bond Futures Spread Daily Report - IRR and Basis: Presents the implied repo rate (IRR), basis, and their changes for different treasury bond futures contracts (TS, TF, T, TL), along with the percentile rankings since the contract listing [3]. - Inter - period and Cross - variety Spreads: Provides the inter - period spreads (e.g., current quarter - next quarter) and cross - variety spreads (e.g., TS - TF) for different treasury bond futures contracts, including their latest values, changes, and percentile rankings [3]. Precious Metal Futures Spot - Futures Daily Report - Price and Spread Data: Includes domestic and foreign futures closing prices, spot prices, basis, and price ratios for precious metals (gold and silver). Also provides data on interest rates, exchange rates, inventory, and positions [5]. - Price Changes: Shows the price changes and percentage changes of precious metal futures and spot prices from the previous day, as well as the changes in basis and price ratios [5]. Container Shipping Industry Spot - Futures Daily Report - Spot Quotes and Indexes: Presents the spot quotes for container shipping from Shanghai to Europe, and the settlement price indexes and price changes of container shipping indexes (SCFIS, SCFI) for different routes (European and US West) [7]. - Futures Prices and Fundamentals: Provides the futures prices and price changes of container shipping index futures contracts, as well as fundamental data such as container shipping capacity supply, port performance indicators, and overseas economic indicators [7].