| 股指期货价差日报 | 投资咨询业务资格:证监许可【2011】1292号 | Z0016628 | 叶倩宁 | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 2025年12月19日 | 品种 | 价差 | 最新值 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | | | | | | | | | | | F期现价差 | -2 39 | 79.50% | 56.90% | -0.72 | H期现价差 | -3.52 | 0.96 | 44.20% | 39.20% | 期现价差 | | | | | | | IC期现价差 | 0.16 | -8,80 | 95.40% | 84.80% | IM期现价差 | 3.00 | -1.12 | 85.00% | 88.30% | 次月-当月 | -19.20 | 1.80 | 21.70% | 23.60% | | | 零月-当月 | -45.40 | 0.80 ...

广发期货有限公司提醒广大投资者：期市有风险 入市需谨慎！ 知识图强,求实奉献,客户至上,合作共赢 | 股指期货价差日报 | | | | | | | --- | --- | --- | --- | --- | --- | | 投资咨询业务资格:证监许可【2011】1292号 2025年12月8日 | | | | 叶倩宁 | Z0016628 | | 价差 | 品种 | 服新作 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | | | F期现价差 | -10.14 | 5.83 | 61.00% | 37.60% | | 期现价差 | H期观价差 | -4.61 | 1.53 | 38.10% | 35.50% | | | IC期现价差 | -14.64 | 14.97 | 84.0096 | 61.30% | | | IM朗现价差 | -22.69 | 17.62 | 95.00% | 62.50% | | | 次月-当月 | -17.40 | 1.00 | 25.00% | 26.00% | | | 季月-当月 | -38.60 | -0.20 | 36.40% | 28.70% | | E跨期价差 ...

Report 1: Stock Index Futures Spread Daily Report Core Information - The report presents the latest values, changes from the previous day, and historical quantiles of various stock index futures spreads on November 25, 2025 [1]. Key Points - **Price Spreads**: The current - spot price spreads of IF, IH, IC, and IM are 3.29, -41.37, 6.04, and -61.21 respectively, with changes of -6.16, 54.00%, 54.00%, and 27.31 [1]. - **Inter - period Spreads**: For example, the difference between the next - month and current - month contracts of IF is -15.80, with a change of 37.00 [1]. - **Cross - variety Ratios**: Ratios such as IC/IF are 1.5394, with a change of 0.0106 [1]. Report 2: Treasury Bond Futures Spread Daily Report Core Information - The report shows the IRR, basis, inter - period spreads, and cross - variety spreads of treasury bond futures on November 25, 2025, along with their changes and historical percentiles [2]. Key Points - **IRR and Basis**: The IRR and basis of TS, TF, T, and TL are presented, such as the TS basis being -0.0835 with a change of -0.0869 and a 32.60% percentile [2]. - **Inter - period Spreads**: For TS, the spread between the current - quarter and next - quarter contracts is -0.0120, with a change of -0.0160 and a 19.10% percentile [2]. - **Cross - variety Spreads**: Spreads like TS - TF are -0.1170 [2]. Report 3: Precious Metals Spot - Futures Daily Report Core Information - The report provides domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals on November 25, 2025 [3]. Key Points - **Prices**: Domestic AU2602 and AG2602 contracts closed at 930.32 and 11808 respectively, with increases of 3.38 and 128 [3]. - **Basis**: The basis of gold TD - Shanghai gold main contract is -4.57, with a change of -0.31 and a 10.80% one - year historical quantile [3]. - **Inventory and Positions**: The Shanghai Futures Exchange's gold inventory remains unchanged at 90426 kg, while silver inventory increased by 13028 to 532299 [3]. Report 4: Container Shipping Industry Spot - Futures Daily Report Core Information - The report includes container shipping indices, futures prices, basis, and fundamental data on November 25, 2025 [5]. Key Points - **Indices**: The SCFIS (European route) index is 1639.37, up 281.7 or 20.75% from November 17 [5]. - **Futures Prices**: The EC2602 (main contract) is 1568.6, up 12.5 or 0.80% from November 21 [5]. - **Fundamental Data**: The global container shipping capacity supply is 3343.24 million TEU, with a negligible change [5].

1. Report Industry Investment Rating - There is no information provided about the industry investment rating in the given reports. 2. Core Views - The reports mainly present daily data on various financial products, including stock index futures spreads, treasury bond futures spreads, precious metals futures and spot prices, container shipping industry price indices, and related market indicators. These data can help investors understand the current market situation and potential investment opportunities [1][2][3][5]. 3. Summaries by Directory Stock Index Futures Spreads - **Date**: November 21, 2025 [1] - **Key Data**: - **Futures - Spot Spreads**: For example, the F futures - spot spread is -2.66, the H futures - spot spread is 3.66, the IC futures - spot spread is -61.95, and the IM futures - spot spread is -76.81 [1]. - **Inter - Delivery Spreads**: Such as the next - near spread, far - near spread, etc., with different values and changes for different contracts [1]. - **Cross - Variety Ratios**: For instance, the ratio of CSI 500 to SSE 300 is 1.5470, and the ratio of IC to IF is 1.5421 [1]. Treasury Bond Futures Spreads - **Date**: November 21, 2025 [2] - **Key Data**: - **IRR and Basis**: The IRR for TS is 1.4600, and the basis for different contracts like TF, T, and TL are provided with their respective changes and percentiles [2]. - **Inter - Delivery Spreads**: For each contract (TS, TF, T, TL), spreads between different delivery months are presented, along with their changes and percentiles [2]. - **Cross - Variety Spreads**: Spreads between different treasury bond futures contracts (e.g., TS - TF, TF - TL) are given [2]. Precious Metals Futures and Spot - **Date**: November 21, 2025 [3] - **Key Data**: - **Futures Closing Prices**: Domestic and foreign futures closing prices for gold and silver contracts are reported, along with their changes and percentage changes [3]. - **Spot Prices**: Spot prices of London gold, London silver, and domestic precious metals T + D contracts are provided, with their changes and percentage changes [3]. - **Basis**: The basis between different combinations (e.g., gold TD - Shanghai gold main contract) is presented, along with historical percentiles [3]. - **Ratios, Interest Rates, and Exchange Rates**: Ratios of COMEX gold to silver, interest rates of US Treasury bonds, and exchange rates are reported with their changes [3]. - **Inventory and Holdings**: Inventory levels of precious metals in different exchanges and holdings of ETFs are given, along with their changes [3]. Container Shipping Industry - **Date**: November 22, 2025 [5] - **Key Data**: - **Shipping Indexes**: Settlement price indexes of SCFIS for European and US - West routes, and Shanghai export container freight indexes (SCFI) for different routes are reported, with their changes and percentage changes [5]. - **Futures Prices and Basis**: Futures prices of different contracts (e.g., EC2602, EC2604) and the basis of the main contract are presented, along with their changes [5]. - **Fundamental Data**: Data on global container shipping capacity supply, port - related indicators (quasi - punctuality rate, port calls), monthly export amounts, and overseas economic indicators (PMI, consumer confidence index) are provided, with their changes and percentage changes [5].

Report 1: Stock Index Futures Spread Daily Report Core View The report provides the latest values, historical 1 - year and full - historical quantiles, and changes compared to the previous day of various stock index futures spreads and cross - variety ratios on November 19, 2025 [1]. Summary by Category - **IF Spreads**: The IF spot - futures spread is 3.46, with a historical 1 - year quantile of 25% and a full - historical quantile of 32.30%. Various IF inter - period spreads also have different values and quantiles [1]. - **IH Spreads**: The IH inter - period spreads show different levels of change and quantiles, such as the spread between the next - quarter and the current - quarter contracts being - 14.60, with a historical 1 - year quantile of 28.60% and a full - historical quantile of 29.30% [1]. - **IC Spreads**: The IC spot - futures spread is - 71.22, and its inter - period spreads also have specific values and quantiles. For example, the spread between the next - month and the current - month contracts is - 182.80, with a historical 1 - year quantile of 0.80% and a full - historical quantile of 2.50% [1]. - **IM Spreads**: The IM spot - futures spread is - 96.30, and its inter - period spreads vary. For instance, the spread between the next - quarter and the current - quarter contracts is - 92.80, with a historical 1 - year quantile of 20.00% and a full - historical quantile of 20.70% [1]. - **Cross - Variety Ratios**: Ratios like CSI 500/CSI 300, IC/IF, etc., are presented with their current values, changes, and quantiles. For example, the CSI 500/CSI 300 ratio is 2.3813, with a change of - 0.0208 and a historical 1 - year quantile of 84.00% [1]. Report 2: Treasury Bond Futures Spread Daily Report Core View The report shows the latest values, changes compared to the previous day, and listing - since percentiles of various treasury bond futures spreads and cross - variety spreads on November 19, 2025 [2]. Summary by Category - **Basis**: The TS basis is - 0.0041, the TF basis is 1.8423, the T basis is 1.8110, and the TL basis is 1.4232, each with its own change and listing - since percentile [2]. - **Inter - Period Spreads**: For different contracts (TS, TF, T, TL), the inter - period spreads between the current - quarter, next - quarter, and far - quarter contracts are provided, along with their changes and listing - since percentiles. For example, the TS spread between the current - quarter and the next - quarter contracts is 0.0600, with a change of - 0.0040 and a listing - since percentile of 36.40% [2]. - **Cross - Variety Spreads**: Spreads such as TS - TF, TS - T, etc., are presented with their values, changes, and listing - since percentiles. For example, the TS - TF spread is - 3.4300, with a change of - 0.0050 and a listing - since percentile of 10.30% [2]. Report 3: Precious Metals Spot - Futures Daily Report Core View The report presents the domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals on November 19, 2025 [4]. Summary by Category - **Futures Closing Prices**: Domestic AU2512 contract closed at 918.52 yuan/gram, down 1.18% from the previous day, and AG2512 contract closed at 11699 yuan/kilogram, down 1.96%. Foreign COMEX gold and silver futures also had different price changes [4]. - **Spot Prices**: London gold and silver spot prices increased on November 18, 2025, compared to the previous day [4]. - **Basis**: The basis of gold TD - Shanghai gold main contract is - 2.97, with a change of - 3.73 and a historical 1 - year quantile of 42.10%. Similar data is provided for silver [4]. - **Ratios**: The COMEX gold/silver ratio decreased by 0.42%, while the Shanghai Futures Exchange gold - silver ratio increased by 0.80% [4]. - **Interest Rates and Exchange Rates**: The 10 - year US Treasury yield decreased by 0.2%, the 2 - year US Treasury yield decreased by 0.6%, the 10 - year TIPS Treasury yield remained unchanged, the US dollar index increased by 0.06%, and the offshore RMB exchange rate increased by 0.04% [4]. - **Inventory and Positions**: The inventory of Shanghai Futures Exchange gold remained unchanged, while the silver inventory decreased by 1.00%. COMEX gold and silver inventories also decreased, and the positions of SPDR gold ETF and SLV silver ETF remained unchanged [4]. Report 4: Container Shipping Industry Spot - Futures Daily Report Core View The report provides the shipping indices, futures prices, basis, fundamental data of the container shipping industry on November 19, 2025 [6]. Summary by Category - **Shipping Indices**: SCFIS (European route) decreased by 9.78%, SCFIS (US West route) decreased by 6.87%, SCFI composite index decreased by 3.59%, SCFI (European) increased by 7.11%, SCFI (US West) decreased by 17.59%, and SCFI (US East) decreased by 8.71% [6]. - **Futures Prices and Basis**: The prices of various container shipping futures contracts (EC2602, EC2604, etc.) decreased, and the basis of the main contract increased by 11.5, with a change rate of - 7.04% [6]. - **Fundamental Data**: Global container shipping capacity supply remained unchanged. In Shanghai, the port on - time rate increased by 14.75%, the port berthing situation increased by 4.82%, the monthly export amount decreased by 7.03%. Overseas economic indicators showed different changes, such as the euro - zone composite PMI increasing by 2.54%, the EU consumer confidence index increasing, the US manufacturing PMI decreasing by 0.81%, and the OECD composite leading indicator of the G7 group increasing by 0.06% [6].

1. Report Summary 1.1 Stock Index Futures Spread Daily Report - **IF Spread Data**: The latest IF spot - futures spread is - 16.65, up 11.09 from the previous day, with a 1 - year historical percentile of 47.90% and an all - time percentile of 27.20%. Different IF inter - period spreads also show various values and changes [1]. - **IH Spread Data**: The IH spot - futures spread is - 2.87, up 5.15 from the previous day, with different historical percentiles. IH inter - period spreads have their own values and changes as well [1]. - **IC Spread Data**: The IC spot - futures spread is - 91.05, up 6.11 from the previous day. IC inter - period spreads show significant differences in values and changes, with many at very low percentiles [1]. - **IM Spread Data**: The IM spot - futures spread is - 128.68, up 2.08 from the previous day. IM inter - period spreads also have distinct values and changes [1]. - **Cross - variety Ratios**: Ratios such as CSI 500/CSI 300, IC/IF, etc., show different values, changes, and historical percentiles [1]. 1.2 Treasury Bond Futures Spread Daily Report - **Basis Data**: The basis of TS, TF, T, and TL shows different values and changes on November 17, 2025, with corresponding historical percentiles [3]. - **Inter - period Spread Data**: Inter - period spreads of TS, TF, T, and TL, including spreads between different contract months like current - quarter to next - quarter, etc., have their own values, changes, and historical percentiles [3]. - **Cross - variety Spread Data**: Cross - variety spreads such as TS - TF, TS - T, etc., show different values and changes on November 17, 2025, with corresponding historical percentiles [3]. 1.3 Precious Metals Spot - Futures Daily Report - **Futures Closing Prices**: Domestic and foreign precious metals futures closing prices, including AU2512, AG2512, COMEX gold, and COMEX silver, show declines on November 17 compared to previous dates, with corresponding percentage changes [5]. - **Spot Prices**: Spot prices of London gold, London silver, and domestic TD products also show declines, with corresponding percentage changes [5]. - **Basis and Ratios**: The basis of different precious metals combinations shows different values, changes, and historical percentiles. Ratios such as COMEX gold/silver and SHFE gold/silver also have their own values and changes [5]. - **Interest Rates, Exchange Rates, Inventory, and Positions**: Interest rates of US Treasury bonds, exchange rates, inventory of precious metals in different exchanges, and positions of ETFs show various changes [5]. 1.4 Container Shipping Industry Spot - Futures Daily Report - **Shipping Indexes**: SCFIS for European and US - West routes shows declines from November 10 to November 17, while SCFI shows mixed changes in different routes from November 7 to November 14 [7]. - **Futures Prices and Basis**: Futures prices of different contracts have different changes, and the basis of the main contract shows a change of - 11.0 with a 9.61% change [7]. - **Fundamental Data**: Global container shipping capacity supply remains unchanged. Port - related indicators in Shanghai, export amounts, overseas economic indicators such as PMI and consumer confidence index, and OECD leading indicators show various changes [7]. 2. Core Views The report comprehensively presents the spread, price, and fundamental data of stock index futures, treasury bond futures, precious metals, and the container shipping industry. These data can help investors understand the current market situation of different asset classes, including price trends, relative value relationships, and market supply - demand fundamentals, so as to make investment decisions [1][3][5][7]. 3. Report Industry Investment Rating No industry investment rating information is provided in the report.

1. Report Industry Investment Rating - No industry investment rating information is provided in these reports. 2. Core Views - These reports mainly present the latest data on price differences, prices, yields, and other aspects of various financial products such as stock index futures, treasury bond futures, precious metals, and container shipping on specific dates, along with their changes compared to the previous day or period, and historical percentile information. 3. Summary by Relevant Catalogs Stock Index Futures Price Difference Daily Report - **Price Difference Data**: Presents the latest values, changes from the previous day, 1 - year historical percentiles, and all - time historical percentiles of price differences including F, H, IC, and IM period - spot price differences, as well as cross - period price differences and cross - variety ratios [1]. - **Calculation Method**: Defines the calculation methods for period - spot price bases and cross - period price differences [1]. Treasury Bond Futures Price Difference Daily Report - **IRR and Price Difference Data**: Provides the latest values, changes from the previous trading day, and percentiles since listing of IRR, basis, cross - period price differences, and cross - variety price differences of TS, TF, T, and TL [2]. - **Calculation Method**: Defines the calculation method for the basis [2]. Precious Metals Spot - Futures Daily Report - **Price Data**: Shows the closing prices, price changes, and price change rates of domestic and foreign futures, as well as spot prices of gold and silver on different dates [3]. - **Basis and Ratio Data**: Presents the current values, previous values, price changes, and historical percentiles of the basis, as well as the current values, previous values, price changes, and price change rates of FRA and cross - variety ratios [3]. - **Interest Rate, Exchange Rate, Inventory, and Position Data**: Provides the current values, previous values, price changes, and price change rates of interest rates, exchange rates, inventory, and positions [3]. Container Shipping Industry Spot - Futures Daily Report - **Spot Price and Index Data**: Displays the spot quotes of Shanghai - Europe shipping rates, settlement price indices, and Shanghai export container freight rates, along with their price changes and price change rates [5]. - **Futures Price and Basis Data**: Presents the futures prices, price changes, price change rates, and basis of different EC contracts [5]. - **Fundamental Data**: Includes data on container shipping capacity supply, port punctuality rates, port berthing conditions, monthly export amounts, and overseas economic indicators, along with their percentage changes [5]. Capital Flow and Key Seats Position Change Daily Report - No valid data content is presented in this report.

Report Industry Investment Rating No relevant content provided. Core Viewpoints No clear core viewpoints are presented in the reports. The reports mainly provide various data on different financial products such as stock index futures spreads, bond futures spreads, precious metals, and container shipping. Summary by Relevant Catalogs Stock Index Futures Spreads - **IF期现价差**: The latest value is -29.70, down -11.10 from the previous day, with a 1 - year historical quantile of 27.80% and an all - time historical quantile of 13.60% [1]. - **IH期现价差**: The latest value is -4.77, down -5.02 from the previous day, with a 1 - year historical quantile of 31.10% and an all - time historical quantile of 34.70% [1]. - **IC期现价差**: The latest value is -116.23, down -22.22 from the previous day, with a 1 - year historical quantile of 13.50% and an all - time historical quantile of 2.00% [1]. - **IM期现价差**: The latest value is -151.33, down -11.21 from the previous day, with a 1 - year historical quantile of 50.00% and an all - time historical quantile of 9.80% [1]. - **跨品种比值**: For example, the ratio of CSI 500 to SSE 300 is 1.5612, down -0.0147 from the previous day, with a 1 - year historical quantile of 84.00% and an all - time historical quantile of 64.90% [1]. Bond Futures Spreads - **IRR and Basis**: For example, the IRR of a certain bond is 1.7186, down -0.0401 from the previous day, with a historical percentile since listing of 33.40% [4]. - **跨期价差**: For TS, the spread between the current quarter and the next quarter is 0.0400, up 0.0020 from the previous day, with a historical percentile of 31.40% [4]. - **跨品种价差**: For example, the spread between TS and TF is -3.5320, up 0.0020 from the previous day, with a historical percentile of 8.30% [4]. Precious Metals - **Domestic Futures Closing Prices**: The AU2512 contract closed at 915.58 yuan/gram on November 4, down -7.00 yuan or -0.76% from November 3. The AG2512 contract closed at 11238 yuan/kilogram, down -217 yuan or -1.89% [5]. - **Foreign Futures Closing Prices**: The COMEX gold主力 contract closed at 3941.30 dollars/ounce on November 4, down -72.40 dollars or -1.80% from November 3. The COMEX silver主力 contract closed at 46.90 dollars, down -1.01 dollars or -2.12% [5]. - **Spot Prices**: London gold was at 3931.95 dollars/ounce on November 4, down -69.12 dollars or -1.73% from November 3. London silver was at 47.12 dollars/ounce, down -0.95 dollars or -1.97% [5]. - **Basis**: The basis of gold TD - Shanghai gold主力 is 0.10, up 2.48 from the previous value, with a 1 - year historical quantile of 93.90% [5]. - **Ratios**: The ratio of COMEX gold to silver is 84.05, up 0.27 or 0.32% from the previous day [5]. - **Interest Rates and Exchange Rates**: The 10 - year US Treasury yield is 4.10%, down -0.03% from the previous day. The US dollar index is 100.21, up 0.33 or 0.33% [5]. - **Inventory and Positions**: The Shanghai Futures Exchange gold inventory is 87816, unchanged from the previous day. The Shanghai Futures Exchange silver inventory is 665610 kilograms, up 6759 kilograms or 1.03% [5]. Container Shipping - **Spot Quotes**: MAERSK's Shanghai - Europe 6 - week future freight rate reference is 2457 dollars/FEU on November 4, up 199 dollars or 8.81% from November 3 [7]. - **Shipping Indexes**: The SCFIS (European route) settlement price index is 1208.71 on November 3, down -104.0 or -7.92% from October 27. The SCFIS (US West route) is 1267.15, up 159.8 or 14.43% [7]. - **Futures Prices and Basis**: The EC2602 contract is 1593.7 on November 4, up 1.5 or 0.09% from November 3. The basis of the main contract is -276.3, down -1.5 or 0.55% [7]. - **Fundamentals**: The global container shipping capacity supply is 3335.89 million TEU on November 4, unchanged from November 3. The Shanghai port on - time rate in September is 42.77%, up 24.46 percentage points or 133.59% from August [7].

1. Report Industry Investment Rating - No information about the industry investment rating is provided in the reports. 2. Core Views - The reports are a collection of daily data summaries for different financial products including stock index futures, treasury bond futures, precious metals, container shipping, and capital flows. They present the latest values, changes compared to the previous day, historical percentile rankings, and other relevant data for each product, which can help investors understand the current market conditions and trends of these financial products. 3. Summary According to Related Catalogs Stock Index Futures - **Price Differences**: The latest values of IF, IH, IC, and IM's spot - futures price differences are -19.91, -1.61, -86.71, and -120.68 respectively, with changes of -4.67, -3.39, 4.26, and 2.03 compared to the previous day [1]. - **Inter - period Price Differences**: Various inter - period price differences for IF, IH, IC, and IM are presented, such as IF's "next month - current month" at -11.40 (change: -0.60), and different historical percentile rankings are also given [1]. - **Cross - product Ratios**: Ratios like IC/IF, IC/IH, IF/IH, etc. are provided, along with their latest values, changes, and historical percentile rankings [1]. Treasury Bond Futures - **Basis**: The latest values of TS, TF, T, and TL's basis are 1.9289, 1.7479, 1.7022, and 2.4041 respectively, with changes of -0.0721, 0.0349, 0.1533, and 0.1870 compared to the previous day [2]. - **Inter - period Price Differences**: For example, TS's "current quarter - next quarter" inter - period price difference is 0.0620 (change: -0.0240), and different historical percentile rankings are provided [2]. - **Cross - product Price Differences**: Price differences such as TS - TF, TS - T, etc. are presented, along with their latest values, changes, and historical percentile rankings [2]. Precious Metals - **Futures Closing Prices**: Domestic futures closing prices of AU2512 and AG2512 on October 30 are 912.16 and 11253 respectively, with changes of 1.28 and -82 compared to the previous day. Foreign futures closing prices of COMEX gold and silver also show corresponding changes [4]. - **Spot Prices**: Spot prices of London gold, London silver, etc. are presented, along with their changes and percentage changes [4]. - **Basis and Other Data**: Basis values such as "gold TD - Shanghai gold main contract" and "silver TD - Shanghai silver main contract" are given, along with historical percentile rankings. Ratios, yields, exchange rates, inventory, and positions are also provided [4]. Container Shipping - **Spot Quotes**: Spot quotes for Shanghai - Europe shipping in the next 6 weeks from different shipping companies are presented, with their changes and percentage changes [5]. - **Container Shipping Index**: Settlement price indices of SCFIS (European route) and SCFIS (US West route), and Shanghai export container freight rates show significant increases [5]. - **Futures Prices and Basis**: Futures prices of different contracts such as EC2602, EC2604, etc. are presented, along with their changes and percentage changes. The basis of the main contract is -174.8, with a change of 33.8 compared to the previous day [5]. - **Fundamental Data**: Data on global container shipping capacity supply, port on - time rates, port calls, monthly export amounts, and overseas economic indicators are provided, showing different trends [5]. Capital Flows and Key Positions - No specific content about capital flows and key positions is provided in the available text.

1. Report Industry Investment Rating - No information provided in the reports. 2. Core Views - There is no explicit core view presented in the reports. The reports mainly present various data related to different financial products such as stock index futures, treasury bond futures, precious metals, and container shipping. 3. Summary by Relevant Catalogs Stock Index Futures (IF, IH, IC, IM) - **IF**: The current - spot price difference is -15.24, with a change of 7.14 from the previous day, and the historical 1 - year and all - time percentiles are 45.00% and 29.10% respectively. Different inter - period spreads show various values and changes, e.g., the spread between the next - month and current - month contracts is -10.80, with a change of 2.00 [1]. - **IH**: The current - spot price difference is 1.78, with a change of 0.60 from the previous day, and the historical 1 - year and all - time percentiles are 66.30% and 66.90% respectively. Inter - period spreads also have their own values and changes, like the spread between the next - month and current - month contracts is -0.80, with a change of -1.20 [1]. - **IC**: The current - spot price difference is -90.97, with a change of 19.06 from the previous day, and the historical 1 - year and all - time percentiles are 24.50% and 4.50% respectively. Inter - period spreads show significant variations, for example, the spread between the January and current - month contracts is -401.60, with a change of -0.80 [1]. - **IM**: The current - spot price difference is -122.72, with a change of 20.90 from the previous day, and the historical 1 - year and all - time percentiles are 85.00% and 13.70% respectively. Inter - period spreads have specific values and changes, such as the spread between the next - month and current - month contracts is -73.20, with a change of 1.20 [1]. - **Cross - variety Ratios**: Ratios like CSI 500/Shanghai Composite 300, CSI 500/Shanghai Composite 50, and others are provided, along with their changes and percentiles. For example, the ratio of CSI 500/Shanghai Composite 50 is 2.4423, with a change of 0.0358, and the historical 1 - year and all - time percentiles are 94.20% and 75.20% respectively [1]. Treasury Bond Futures (TS, TF, T, TL) - **Basis**: TS basis is 1.9462, with a change of -0.0759, and the percentile since listing is 52.30%. TF basis is 1.9288, with a change of -0.0031, and the percentile is 56.20%. T basis is 2.0877, with a change of -0.0425, and the percentile is 71.40%. TL basis is 2.2535, with a change of 0.0762, and the percentile is 80.90% [3]. - **Inter - period Spreads**: Different inter - period spreads for each type of treasury bond futures are presented. For example, for TS, the spread between the current - quarter and next - quarter contracts is 0.0860, with no change from the previous day, and the percentile is 43.20% [3]. - **Cross - variety Spreads**: Spreads between different types of treasury bond futures are given. For example, the spread between TS and TF is -3.4940, with a change of -0.0650, and the percentile is 8.70% [3]. Precious Metals (Gold and Silver) - **Futures Prices**: Domestic AU2512 contract closed at 910.88 on October 29, up 1.05% from the previous day. AG2512 contract closed at 11338, up 2.62%. In the foreign market, COMEX gold closed at 3941.70, down 0.67%, and COMEX silver closed at 47.28, up 0.29% [5]. - **Spot Prices**: London gold was at 3929.66, down 0.56%, and London silver was at 47.49, up 0.98%. Shanghai Gold TD was at 912.42, up 1.75%, and Shanghai Silver TD was at 11351, up 3.23% [5]. - **Basis and Ratios**: Basis values and their changes, as well as ratios like COMEX gold/silver and Shanghai Futures Exchange gold/silver, are provided. For example, the basis of gold TD - Shanghai gold futures is 1.54, with a change of 6.23, and the historical 1 - year percentile is 98.70% [5]. - **Interest Rates, Exchange Rates, and Inventories**: Interest rates of US Treasury bonds, exchange rates, and inventories of precious metals in different exchanges and ETF holdings are presented. For example, the 10 - year US Treasury bond yield is 4.08%, up 2.3% from the previous day [5]. Container Shipping - **Spot Quotes**: Spot quotes for shipping from Shanghai to Europe by different companies are provided. For example, MAERSK's price is 2445 dollars/FEU, up 2.09% from the previous day, while CMA CGM's price is 2788 dollars/FEU, down 4.06% [6]. - **Shipping Indexes**: SCFIS (European route) settlement price index is 1312.71, up 15.11% from October 20. Other indexes like SCFI composite index and its sub - indexes for different routes also show their values and changes [6]. - **Futures Prices and Basis**: Futures prices of different contracts (EC2602, EC2604, etc.) and the basis of the main contract are provided. For example, the price of EC2602 is 1606.0, up 3.70% from the previous day, and the basis of the main contract (EC2512) is -208.6, down 23.21% [6]. - **Fundamental Data**: Data on global container shipping capacity supply, port - related indicators, export balances, and overseas economic indicators are presented. For example, the global container shipping capacity supply remains unchanged at 3330.07 million IFU, and the port on - time rate in Shanghai in September is 42.77%, up 133.59% from August [6].