《金融》日报-20260123

Report on Stock Index Futures Spread Core Information - Date: January 23, 2026 - Analysis of Spread Data: - Futures - Spot Spread: F期现价差 latest value is -4.31, H期现价差 is 8.07, IC期现价差 is 12.41, IM期现价差 is -16.75 [1] - Inter - Delivery Spread: For example, 次月 - 当月 spread in different contracts has various values and historical percentile rankings, like -2.60 with a 1 - year percentile of 87.70% and all - time percentile of 54.20% in some cases [1] - Cross - Variety Ratio: IC/IF is 1.7799, IC/IH is 2.7440, IF/IH is 1.5417, etc., with corresponding historical percentile rankings [1] Report on Treasury Bond Futures Spread Core Information - Date: January 23, 2026 - Analysis of Spread Data: - Basis Spread: TS基差 is 1.4233, TF基差 is 1.4873, T基差 is 1.6004, TL基差 is 2.0488, with changes compared to the previous day and historical percentile rankings [2] - Inter - Delivery Spread: Different contracts' 当季 - 下季, 下季 - 隔季 spreads have specific values and historical percentile rankings, e.g., TS跨期价差 当季 - 下季 is -0.0420 with a 17.50% historical percentile [2] - Cross - Variety Spread: TS - TF is -3.4270, TS - T is -5.7420, TF - T is -2.3150, etc., with changes and historical percentile rankings [2] Report on Precious Metals Futures - Spot Core Information - Date: January 23, 2026 - Price and Spread Analysis: - Domestic Futures Closing Price: AU2604合约 closed at 1087.58 yuan/g, AG2604合约 at 23339 yuan/ten grams, etc., with price changes and percentage changes [4] - Foreign Futures Closing Price: COMEX黄金主力合约 closed at 4938.40, COMEX白银主力合约 at 96.22, etc., with price changes and percentage changes [4] - Spot Price: London gold is 4938.35, London silver is 96.20, etc., with price changes and percentage changes [4] - Basis Spread: Gold TD - 沪金主力 is -3.66, Silver TD - 沪银主力 is -10794, etc., with changes and historical percentile rankings [4] - Ratio: COMEX金/银 is 51.33, 上期所金/银 is 46.60, etc., with price changes and percentage changes [4] - Interest Rate and Exchange Rate: 10 - year US Treasury yield is 4.26%, 2 - year US Treasury yield is 3.61%, etc., with changes and percentage changes [4] - Inventory and Position: 上期所黄金库存 is 102009 kg, 上期所白银库存 is 589052, etc., with changes and percentage changes [4]