《金融》日报-20260316

Group 1: Stock Index Futures Spread Daily Report Core View - The report presents the latest values, changes from the previous day, historical 1 - year percentiles, and all - time percentiles of various stock index futures spreads, including IF, IH, IC, and IM, as well as cross - variety ratios on March 16, 2026 [1]. Summary by Category - Futures - Spot Spread: For example, the IF futures - spot spread is - 11.14, with a change of 18.02 from the previous day, and it is at the 70.00% all - time percentile and 36.70% historical 1 - year percentile [1]. - Inter - delivery Spread: Different inter - delivery spreads such as next - month minus current - month, far - month minus current - month are provided for each futures type. For instance, the IC next - month minus current - month spread is - 74.40, with a change of - 7.00 from the previous day, at the 9.00% all - time percentile and 13.10% historical 1 - year percentile [1]. - Cross - Variety Ratio: Ratios like IC/IF, IC/IH, etc. are given. For example, the IC/IF ratio is 1.7634, with a change of - 0.0186 from the previous day, at the 88.90% all - time percentile and 98.00% historical 1 - year percentile [1]. Group 2: Treasury Bond Futures Spread Daily Report Core View - The report shows the latest values, changes from the previous trading day, and percentiles since listing of various treasury bond futures spreads, including basis, inter - delivery spreads, and cross - variety spreads on March 16, 2026 [2]. Summary by Category - Basis: For example, the TS basis is 1.3488, with a change of 0.0017 from the previous trading day, and it is at the 14.50% percentile since listing [2]. - Inter - delivery Spread: Different inter - delivery spreads for each treasury bond futures type are presented. For instance, the TS current - quarter minus next - quarter spread is 0.0080, with a change of - 0.0220 from the previous trading day, at the 21.30% percentile since listing [2]. - Cross - Variety Spread: Spreads such as TS - TF, TS - T, etc. are provided. For example, the TS - TF spread is - 3.4990, with a change of - 0.0030 from the previous trading day, at the 10.50% percentile since listing [2]. Group 3: Precious Metals Spot - Futures Daily Report Core View - The report provides domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals on March 16, 2026 [4]. Summary by Category - Futures Closing Prices: Domestic futures closing prices of AU2604, AG2606, etc. and foreign futures closing prices of COMEX gold, COMEX silver, etc. are given, along with their changes and percentage changes from the previous day [4]. - Spot Prices: Spot prices of London gold, London silver, etc., and their changes and percentage changes from the previous day are presented [4]. - Basis: Basis values such as gold TD - Shanghai gold main contract, silver TD - Shanghai silver main contract, etc., along with their changes and historical 1 - year percentiles are provided [4]. - Ratios: Ratios like COMEX gold/silver, Shanghai Futures Exchange gold/silver, etc. are given, along with their changes and percentage changes from the previous day [4]. - Interest Rates and Exchange Rates: Values of 10 - year US Treasury yield, 2 - year US Treasury yield, etc., and their changes and percentage changes from the previous day are presented [4]. - Inventory and Positions: Inventory and positions of Shanghai Futures Exchange gold, COMEX gold, etc., and their changes and percentage changes from the previous day are provided [4].