《金融》日报-20260313

Group 1: Report Industry Investment Rating - No information provided in the reports Group 2: Core Views of the Reports 1. Index Futures Spread Daily Report - The report presents the historical 1 - year and full - historical percentiles, latest values, and changes compared to the previous day for various index futures spreads, including IF, IH, IC, and IM, as well as cross - variety ratios [1]. 2. Treasury Bond Futures Spread Daily Report - It shows the basis, cross - period spreads, and cross - variety spreads of different treasury bond futures (TS, TF, T, TL), along with their latest values, changes, and percentiles since listing [2]. 3. Precious Metals Spot - Futures Daily Report - Gold prices are expected to maintain a narrow - range oscillation between 5000 - 5250 dollars, and shorting out - of - the - money call options above 1200 yuan can be continued. Silver prices continue to be weakly volatile, testing the support of the 60 - day moving average, and shorting out - of - the - money call options above 23000 yuan can be continued. Platinum and palladium prices are under pressure, with platinum in the 2000 - 2200 dollars range and palladium in the 1590 - 1690 dollars range [4]. Group 3: Summary by Relevant Catalogs Index Futures Spread Daily Report - IF Futures: The current IF futures spread is - 29.16, with a historical 1 - year percentile of 32.30% and a full - historical percentile of 14.20%. The cross - period spreads also have corresponding percentiles and changes [1]. - IH Futures: The IH futures spread is - 5.16, with a historical 1 - year percentile of 37.20% and a full - historical percentile of 32.50%. Cross - period spreads show different values and changes [1]. - IC Futures: The IC futures spread is - 58.47, with a historical 1 - year percentile of 13.50% and a full - historical percentile of 43.40%. Cross - period spreads have their own characteristics [1]. - IM Futures: The IM futures spread is - 58.71, with a historical 1 - year percentile of 5.00% and a full - historical percentile of 29.80%. Cross - period spreads are presented as well [1]. - Cross - Variety Ratios: Ratios such as CSI 500/CSI 300, CSI 500/SSE 50, and others are provided, along with their latest values, changes, and percentiles [1]. Treasury Bond Futures Spread Daily Report - Basis: For TS, TF, T, and TL, the basis values, their changes, and percentiles since listing are given. For example, the TS basis is 1.3925, with a 16.80% percentile since listing [2]. - Cross - Period Spreads: Cross - period spreads for different contracts (e.g., current quarter - next quarter, current quarter - distant quarter) of TS, TF, T, and TL are presented, including their latest values, changes, and percentiles [2]. - Cross - Variety Spreads: Spreads between different treasury bond futures (e.g., TS - TF, TS - T) are provided, along with their latest values, changes, and percentiles [2]. Precious Metals Spot - Futures Daily Report - Domestic Futures Closing Prices: Closing prices, price changes, and price change rates of domestic precious metal futures contracts (AU2604, AG2606, etc.) on March 12 are presented [4]. - Foreign Futures Closing Prices: Closing prices, price changes, and price change rates of foreign precious metal futures contracts (COMEX gold, COMEX silver, etc.) on March 12 are shown [4]. - Spot Prices: Current and previous spot prices, price changes, and price change rates of precious metals (London gold, London silver, etc.) are provided [4]. - Basis: The basis between different precious metal spot and futures prices, their changes, and historical 1 - year percentiles are given [4]. - Price Ratios: Ratios between different precious metal prices (COMEX gold/silver, SHFE gold/silver, etc.), their changes, and price change rates are presented [4]. - Interest Rates and Exchange Rates: Current and previous values, changes, and change rates of 10 - year US Treasury yields, 2 - year US Treasury yields, 10 - year TIPS Treasury yields, the US dollar index, and the offshore RMB exchange rate are provided [4]. - Inventory and Positions: Current and previous values, changes, and change rates of inventories and positions of precious metals in different exchanges (SHFE, COMEX) and ETFs are presented [4].