《金融》日报-20260116

Report 1: Stock Index Futures Spread Daily Report 1. Industry Investment Rating No information provided. 2. Core View No clear core view presented. 3. Summary by Relevant Content - Futures - Spot Price Spread: IF futures - spot price spread was -4.83, H was 2.42, IC was -16.47, and IM was -45.38 [1]. - Inter - delivery Spread: For example, IF's next - near delivery spread was -0.40, and H's next - near delivery spread was 0.60 [1]. - Cross - variety Ratio: For instance, IC/IF was 1.7290, and IC/IH was 0.0080 [1]. Report 2: Treasury Bond Futures Spread Daily Report 1. Industry Investment Rating No information provided. 2. Core View No clear core view presented. 3. Summary by Relevant Content - Basis: TS basis was 1.3432, TF was 1.8720, T was 1.9553, and TL was 0.5772 on January 15, 2026 [2]. - Inter - delivery Spread: For example, TS's current - next delivery spread was -0.0040 on January 15, 2026 [2]. - Cross - variety Spread: TS - TF was -3.3840, TS - T was -5.6590 on January 15, 2026 [2]. Report 3: Precious Metals Spot - Futures Daily Report 1. Industry Investment Rating No information provided. 2. Core View - The short - term news impact weakens, and the market maintains a strong and volatile trend with reduced fluctuations. Gold long positions above the 20 - day moving average can continue to be held, and out - of - the - money put options can be sold to earn time value [3]. - For silver, the cancellation of photovoltaic export tax rebates after April 1 may lead to a "rush to export" situation. It is recommended to buy on dips with a light position and lock in profits when the price is high [3]. - Platinum and palladium are expected to continue to rise in the medium - to - long - term. In the short - term, they follow the strong trend of gold [3]. 3. Summary by Relevant Content - Domestic Futures Closing Price: On January 15, AU2602 contract closed at 1035.20 yuan/g, down 0.52% from the previous day; AG2604 contract closed at 22665 yuan/kg, down 0.43% [3]. - Foreign Futures Closing Price: COMEX gold closed at 4620.50 dollars/ounce, down 0.29%; COMEX silver closed at 92.21 dollars/ounce, down 1.05% [3]. - Spot Price: London gold was at 4615.52 dollars/ounce, down 0.23%; Shanghai Gold Exchange's gold T + D was at 1033.92 yuan/g, down 0.36% [3]. - Basis: Gold TD - Shanghai gold main contract basis was -1.28, and the historical 1 - year quantile was 46.10% [3]. - Ratio: COMEX gold/silver ratio was 50.11, up 0.77% [3]. - Interest Rate and Exchange Rate: 10 - year US Treasury yield was 4.17%, up 0.5%; 2 - year US Treasury yield was 3.56%, up 1.4% [3]. - Inventory and Position: Shanghai Futures Exchange's gold inventory remained unchanged at 100152 kg, and silver inventory increased by 1.54% to 638399 kg [3]. Report 4: Container Shipping Industry Spot - Futures Daily Report 1. Industry Investment Rating No information provided. 2. Core View No clear core view presented. 3. Summary by Relevant Content - Container Shipping Index: SCFIS (European route) was 1956.39, up 8.94% from January 5; SCFIS (US West route) was 1323.98, up 5.91% [5]. - Shanghai Export Container Freight Rate: SCFI comprehensive index was 1647.39, down 0.54% from December 26; SCFI (European) was 1719 dollars/TEU, up 1.72% [5]. - Futures Price and Basis: EC2602 contract closed at 1719.0 points, up 0.06% on January 15; the basis of the main contract was 431.5, up 1.82% [5]. - Fundamental Data: Global container shipping capacity supply was 3369.42 million TEU on January 15, almost unchanged from the previous day; Shanghai port's on - time rate was 41.81, up 4.53% in December [5].