《金融》日报-20260202

1. Report Industry Investment Rating - No information provided in the documents. 2. Report Core Views - Stock Index Futures: The report presents the latest values, historical quantiles, and daily changes of various stock index futures spreads, including IF, IH, IC, and IM, as well as cross - variety ratios [1]. - Treasury Bond Futures: It shows the IRR, latest values, daily changes, and historical quantiles of basis, inter - period spreads, and cross - variety spreads of different treasury bond futures such as TS, TF, T, and TL [2]. - Precious Metals: Domestic and foreign futures closing prices, spot prices, basis, bid prices, interest rates, exchange rates, inventory, and positions of precious metals are provided. Investment suggestions are given based on market conditions, such as buying call options for gold after market stabilizes, being cautious with silver, and waiting for adjustment in platinum and palladium prices [4]. 3. Summary by Related Catalogs Stock Index Futures - IF: The current value of the spot - futures spread is 7.50, with a change of - 11.98 from the previous day. The historical 1 - year quantile is 94.60%, and the full - history quantile is 90.70%. For inter - period spreads like next - to - current month, the value is - 8.40, with historical quantiles of 92.60% (1 - year) and 62.40% (full - history) [1]. - IH: Similar data on spot - futures and inter - period spreads are presented, e.g., the spot - futures spread value and its historical quantiles [1]. - IC: The spot - futures spread is - 8.12, and the historical 1 - year quantile is 90.10%. Inter - period spreads such as season - to - next month are also provided [1]. - IM: The spot - futures spread is 5.74, and the 1 - year historical quantile is 90.00%. Inter - period spreads data are available [1]. - Cross - variety Ratios: Ratios like CSI 500/HS300, IC/IF, etc., are given with their current values, changes, and historical quantiles [1]. Treasury Bond Futures - Basis: For TS, the basis on 2026 - 01 - 30 is 1.1521, with a change of 0.0354 from the previous day and a historical quantile of 8.40%. Similar data for TF, T, and TL are provided [2]. - Inter - period Spreads: Spreads such as current - to - next season, next - to - far season for each variety (TS, TF, T, TL) are presented with their values, changes, and historical quantiles [2]. - Cross - variety Spreads: Spreads like TS - TF, TS - T, etc., are given with relevant data [2]. Precious Metals - Domestic Futures Closing Prices: AU2604 contract closed at 1161.42 yuan/g on January 30, down 7.02% from January 29. Similar data for AG2604, PT2606, and PD2606 are provided [4]. - Foreign Futures Closing Prices: COMEX gold closed at 4907.50 on January 30, down 9.30% from January 29. Data for COMEX silver, NYMEX platinum, and NYMEX palladium are also available [4]. - Spot Prices: London gold was at 4880.03 on January 30, down 9.25% from the previous value. Similar data for other precious metals are presented [4]. - Basis: The basis of gold TD - Shanghai gold main contract is 2.57, with a change of 8.29 and a 1 - year historical quantile of 46.10%. Similar data for silver are provided [4]. - Bid Prices: Ratios like COMEX gold/silver, SHFE gold/silver are given with their values, changes, and change rates [4]. - Interest Rates and Exchange Rates: 10 - year US Treasury yield is 4.26, with a change of 0.02 and a change rate of 0.5%. Other relevant data are also provided [4]. - Inventory and Positions: Shanghai Futures Exchange gold inventory remained unchanged at 103029. Data for silver and other exchanges and ETFs are presented [4]. - Investment Suggestions: For gold, buy call options after market stabilizes. Be cautious with silver and wait for market adjustment. For platinum and palladium, wait for adjustment and then consider buying or short - term trading [4].