广发期货《金融》日报-20260319

Group 1: Report Industry Investment Rating - There is no information about the report industry investment rating in the provided documents. Group 2: Core Views of the Reports 1. Futures Index Spread Report - The report presents the current situation of futures index spreads including IF, IH, IC, and IM, with details on full - historical and 1 - year historical quantiles, and changes compared to the previous day [1]. 2. Treasury Bond Futures Spread Report - It shows the latest values, changes from the previous day, and historical quantiles of IRR, basis, inter - period spreads, and cross - variety spreads of Treasury bond futures such as TS, TF, T, and TL [2]. 3. Precious Metals Spot - Futures Report - The Fed's "hawkish" attitude in the interest rate decision has hit the precious metals market. Gold may fall to the $4650 low in February if it fails to recover above the 60 - day moving average. Silver is in weak shock and seeking support around $70. Platinum is also in weak shock and may fall below $2000, and palladium performs weaker than platinum [3]. Group 3: Summary by Related Catalogs 1. Futures Index Spread Report - IF Spread: The current period - spot spread is - 6.93, with a 1 - year historical quantile of 40.30% and a change of - 2.83 from the previous day. For inter - period spreads, the spreads of different months have various values and historical quantiles [1]. - IH Spread: The period - spot spread is - 1.25, and the inter - period spreads also show different values and historical quantiles [1]. - IC Spread: The period - spot spread is 5.60, and the inter - period spreads have corresponding values and historical quantiles [1]. - IM Spread: The period - spot spread is 62.50%, and the inter - period spreads have different values and historical quantiles [1]. - Cross - Variety Ratios: Ratios such as CSI 500/CSI 300, CSI 1000/CSI 300, and IC/IF are presented with their current values, changes, and historical quantiles [1]. 2. Treasury Bond Futures Spread Report - IRR and Basis: For different Treasury bond futures varieties (TS, TF, T, TL), the IRR and basis values, their changes from the previous day, and historical quantiles are provided [2]. - Inter - period Spreads: The inter - period spreads of different months (current quarter - next quarter, current quarter - distant quarter, next quarter - distant quarter) for each variety are given, along with their changes and historical quantiles [2]. - Cross - Variety Spreads: Cross - variety spreads such as TS - TF, TS - T, TF - T, etc. are presented with their values, changes, and historical quantiles [2]. 3. Precious Metals Spot - Futures Report - Domestic Futures Closing Prices: The closing prices of domestic precious metal futures (AU2604, AG2606, PT2606, PD2606) on March 18 and 17, their changes, and percentage changes are shown [3]. - Foreign Futures Closing Prices: The closing prices of foreign precious metal futures (COMEX gold, COMEX silver, NYMEX platinum, NYMEX palladium) on March 18 and 17, their changes, and percentage changes are presented [3]. - Spot Prices: The spot prices of precious metals (London gold, London silver, spot platinum, spot palladium, Shanghai Gold Exchange gold T + D, Shanghai Gold Exchange silver T + D, Shanghai Gold Exchange platinum 9995) and their changes are provided [3]. - Basis: The basis values of different precious metals (gold TD - Shanghai gold main contract, silver TD - Shanghai silver main contract, London gold - COMEX gold, London silver - COMEX silver), their changes, and 1 - year historical quantiles are given [3]. - Ratios: Ratios such as COMEX gold/silver, Shanghai Futures Exchange gold/silver, NYMEX platinum/palladium, and Guangzhou Futures Exchange platinum/palladium are presented with their values, changes, and percentage changes [3]. - Interest Rates and Exchange Rates: The values, changes, and percentage changes of 10 - year US Treasury bond yield, 2 - year US Treasury bond yield, 10 - year TIPS Treasury bond yield, US dollar index, and on - shore RMB exchange rate are shown [3]. - Inventory and Positions: The inventory and position data of precious metals in different exchanges (Shanghai Futures Exchange, COMEX) and ETFs (SPRD gold EFFG, SLV silver ETF) and their changes are provided [3].