广发期货《金融》日报-20251024

Group 1: Stock Index Futures Spread Daily Report - The latest values of the price spreads for various stock index futures contracts on October 24, 2025, and their changes compared to the previous day, along with historical 1 - year and all - time percentiles are presented. For example, the IF spot - futures spread is - 25.54, with a change of 3.63, 33.10% in the 1 - year percentile, and 17.50% in the all - time percentile [1]. - Different spread types such as spot - futures spreads, inter - period spreads (e.g., next - month vs. current - month, quarterly - month vs. current - month, far - month vs. current - month) for IF, IH, IC, and IM are provided, including their values, changes, and percentiles [1]. - Cross - variety ratios like CSI 500/Shanghai - Shenzhen 300, IC/IF, etc., are also reported, with their values, changes, and percentiles [1]. Group 2: Treasury Bond Futures Spread Daily Report - The latest values of basis, inter - period spreads, and cross - variety spreads for Treasury bond futures (TS, TF, T, TL) on October 24, 2025, are given, along with their changes compared to the previous day and the percentiles since the futures contract listing. For example, the TS basis is 1.4536, with a change of - 0.0118, and a 19.30% percentile since listing [2]. - The calculation methods for basis, spread percentiles, and how spreads are calculated based on futures main - contract closing prices are noted [2]. Group 3: Precious Metals Spot - Futures Daily Report - Domestic and foreign futures closing prices, spot prices, basis, cross - variety ratios, interest rates, exchange rates, and inventory/holding data for precious metals (gold and silver) on October 24, 2025, are presented. For instance, the AU2512 contract closed at 942.28 on October 23, down 10.28 (- 1.08%) from the previous day [4]. - The calculation of basis and the changes in prices, ratios, rates, and inventories/holdings are provided, including their percentiles and historical data [4]. Group 4: Container Shipping Industry Spot - Futures Daily Report - Spot quotes for Shanghai - Europe shipping rates from major shipping companies (MAERSK, CMA, MSC, etc.) on October 24, 2025, and their changes compared to the previous day are reported. For example, MAERSK's rate is 2274 dollars/FEU, up 1.56% [5]. - Shipping indices (SCFIS, SCFI) and their changes over different time periods, futures prices and basis for container shipping contracts, and fundamental data (capacity supply, port - related indicators, overseas economic data) are also included [5].