金融工程日报：沪指缩量震荡，红利风格走强-20251017

• The Shanghai Composite Index experienced a slight increase of 0.10% on October 16, 2025[5] - The CSI 300 Value Index performed well, rising by 0.64% on the same day[5] - The coal, banking, and food & beverage sectors showed strong performance with returns of 2.49%, 1.41%, and 0.98% respectively[6] - The ETF with the highest premium on October 15, 2025, was the CSI A100 Index ETF with a premium of 2.38%[22] - The ETF with the highest discount on the same day was the STAR Market Composite Index ETF Xingye with a discount of 0.68%[22] - The financing balance as of October 16, 2025, was 24,401 billion yuan, while the securities lending balance was 171 billion yuan[17] - The financing and securities lending balance accounted for 2.6% of the market's total circulating market value as of October 16, 2025[21] - The financing and securities lending transactions accounted for 11.1% of the market's total transaction volume on the same day[21] - The median annualized discount rates for the main contracts of the SSE 50, CSI 300, CSI 500, and CSI 1000 stock index futures over the past year were 0.05%, 2.72%, 10.32%, and 12.84% respectively[27] - On October 16, 2025, the annualized discount rate for the main contract of the SSE 50 stock index futures was 0.04%, at the 51st percentile over the past year[27] - The annualized discount rate for the main contract of the CSI 300 stock index futures on the same day was 3.34%, at the 44th percentile over the past year[27] - The annualized discount rate for the main contract of the CSI 500 stock index futures on the same day was 12.74%, at the 36th percentile over the past year[27] - The annualized discount rate for the main contract of the CSI 1000 stock index futures on the same day was 14.45%, at the 39th percentile over the past year[27]