《金融》日报-20260107

1. Report Industry Investment Ratings - No industry investment ratings are provided in the reports [1][2][3][4] 2. Core Views 2.1. Index Futures Spread Report - The report provides the historical quantile, current spread, change from the previous day, etc., for various index futures such as IF, IH, IC, and IM, including spot - futures spreads and inter - period spreads, as well as cross - variety ratios [1] 2.2. Treasury Bond Futures Spread Report - It presents the IRR, basis, inter - period spreads, and cross - variety spreads of different types of treasury bond futures (TS, TF, T, TL) along with their changes and historical percentile data [2] 2.3. Precious Metals Spot - Futures Report - The market may focus on the impact of US economic data on Fed policies and geopolitical situations. Precious metals are expected to maintain high volatility in January. Gold long positions above $4300 should be held, silver should be lightly long with profit - locking using options when prices hit new highs, and platinum and palladium should be lightly long on dips in the short - term [3] 2.4. Container Shipping Industry Spot - Futures Report - It shows the spot quotes, container shipping indexes, futures prices, basis, and fundamental data such as shipping capacity supply, foreign trade - related indicators, and overseas economic data of the container shipping industry [4] 3. Summary by Related Catalogs 3.1. Index Futures Spread Report 3.1.1. Spot - Futures Spreads - IF spot - futures spread: The current value is - 12.69, up 3.04 from the previous day, with a 1 - year historical quantile of 62.70% and an all - time historical quantile of 33.70% [1] - IH, IC, and IM also have corresponding spot - futures spread data with their own changes and historical quantiles [1] 3.1.2. Inter - period Spreads - For IF, different inter - period spreads such as next - month - current - month, far - month - current - month, etc., are presented with their values, changes, and historical quantiles [1] - Similar data for IH, IC, and IM are also provided [1] 3.1.3. Cross - variety Ratios - Ratios like CSI 500/CSI 300, CSI 500/SSE 50, etc., are given with their values, changes, and historical quantiles [1] 3.2. Treasury Bond Futures Spread Report 3.2.1. Basis - TS basis: The current value is 0.0200, up 0.0196 from the previous day, with a historical percentile of 13.20% [2] - TF, T, and TL also have their own basis data with changes and historical percentiles [2] 3.2.2. Inter - period Spreads - Different inter - period spreads for TS, TF, T, and TL are provided, including current values, changes from the previous day, and historical percentiles [2] 3.2.3. Cross - variety Spreads - Cross - variety spreads such as TS - TF, TS - T, etc., are presented with their values, changes, and historical percentiles [2] 3.3. Precious Metals Spot - Futures Report 3.3.1. Futures Closing Prices - Domestic futures: AU2602 contract closed at 1004.98 yuan/g on January 6, up 1.00% from the previous day; AG2602 contract closed at 19452 yuan/kg, up 6.60% [3] - Foreign futures: COMEX gold closed at $4505.70, up 1.03%; COMEX silver closed at $81.22, up 6.16% [3] 3.3.2. Spot Prices - London gold was at $4495.14, up 1.09%; London silver was at $81.17, up 6.05% [3] - Shanghai Gold Exchange's products also have their own spot price data and changes [3] 3.3.3. Basis - Gold TD - Shanghai gold main contract basis was - 3.06, down - 0.69 from the previous day, with a 1 - year historical quantile of 48.50% [3] - Similar data for silver, London gold - COMEX gold, etc., are also provided [3] 3.3.4. Ratios - Ratios like COMEX gold/silver, SHFE gold/silver, etc., are given with their values and changes [3] 3.3.5. Interest Rates and Exchange Rates - 10 - year US Treasury yield was 4.18%, up 0.2%; 2 - year US Treasury yield was 3.47%, up 0.3% [3] - Dollar index was 98.60, up 0.28%; on - shore RMB exchange rate was 6.9808, down - 0.03% [3] 3.3.6. Inventory and Positions - SHFE gold inventory remained unchanged at 97704; SHFE silver inventory was 581436 kg, down - 13.16% [3] - Other inventory and position data for COMEX and ETFs are also presented [3] 3.4. Container Shipping Industry Spot - Futures Report 3.4.1. Spot Quotes - MAERSK's Shanghai - Europe 6 - week future freight rate was $2440/FEU on October 31, down - 0.20% from the previous day [4] - Quotes from other shipping companies like CMA, MSC, etc., are also provided [4] 3.4.2. Container Shipping Indexes - SCFIS (European route) settlement price index was 1312.71, up 15.11% from October 20; SCFIS (US West route) was 1107.32, up 28.24% [4] - Shanghai Export Container Freight Index and its sub - indexes also have their own data and changes [4] 3.4.3. Futures Prices and Basis - EC2602 futures price was 1872.7, up 0.93% from January 5; the basis of the main contract (EC2512) was - 220.5, down - 16.30% [4] 3.4.4. Fundamental Data - Global container shipping capacity supply remained unchanged at 3331.69 FITEU on October 31 [4] - Shanghai port on - time rate was 42.77%, up 133.59% from August; port calls decreased by - 9.59% [4] - Monthly export amount was $3285.65 billion, up 2.15% from August [4] - Overseas economic data such as Eurozone PMI, EU consumer confidence index, etc., are also provided [4]