《金融》日报-20260130

Group 1: Stock Index Futures Spread Daily Report - The report presents the latest values, historical quantiles, and changes from the previous day of various stock index futures spreads, including F, H, IC, and IM. For example, the F spot-futures spread is 30.13, with a historical 1-year quantile of 99.50% and a change of 15.32 from the previous day [1]. - It also provides cross-variety ratios such as IC/IF, IC/IH, and IF/IH, along with their historical quantiles and changes [1]. Group 2: Treasury Bond Futures Spread Daily Report - The report shows the IRR, basis, and cross-period spreads of different treasury bond futures, including TS, TF, T, and TL. For instance, the TS worst IRR is 1.3254, with a change of 0.0137 from the previous day and a historical quantile of 13.20% [2]. - Cross-variety spreads like TS - TF, TS - T, and TF - T are also presented, along with their historical quantiles and changes [2]. Group 3: Precious Metals Spot and Futures Daily Report - The report provides domestic and overseas futures closing prices, spot prices, basis, and other data for precious metals such as gold, silver, platinum, and palladium. For example, the AU2604 contract closed at 1249.12 yuan/gram on January 29, with a daily increase of 62.92 yuan and a daily increase rate of 5.30% [5]. - It also offers investment suggestions, such as taking profit on gold long positions at high prices, buying at low prices for single-sided trading, and paying attention to risk control measures for silver [5]. Group 4: Container Shipping Industry Spot and Futures Daily Report - The report shows the settlement price indices of container shipping, including SCFIS for European and US - West routes, and Shanghai Export Container Freight Index. For example, the SCFIS (European route) was 1859.31 points on January 26, with a decrease of 94.9 points and a decrease rate of 4.86% compared to January 19 [7]. - It also provides futures prices, basis, and fundamental data such as container shipping capacity supply, port - related indicators, and overseas economic data [7].