《金融》日报-20260327

Group 1: Stock Index Futures Spread Daily Report - The latest values, changes from the previous day, historical 1-year percentiles, and all-time percentiles of IF, IH, IC, and IM futures-spot spreads and inter - period spreads are presented. For example, the IF futures - spot spread is -81.53, with a change of 5.93 from the previous day, and its historical 1 - year percentile is 2.40% [1]. - The ratios of different stock indices such as CSI 500/CSI 300, CSI 500/SSE 50, etc., along with their changes and percentiles, are provided. For instance, the CSI 500/CSI 300 ratio is 1.7068, with a change of -0.0051 [1]. Group 2: Treasury Bond Futures Spread Daily Report - The latest values, changes from the previous trading day, and percentiles since listing of the basis and inter - period spreads of TS, TF, T, and TL treasury bond futures are given. For example, the TS basis on March 26, 2026, is 0.0400, with a change of 0.0012 from the previous day, and its percentile since listing is 8.809% [3]. - The latest values, changes, and percentiles of cross - variety spreads such as TS - TF, TS - T, etc., are reported. For example, the TS - TF spread on March 26, 2026, is -3.4600, with a change of -0.0450 [3]. Group 3: Precious Metals Spot - Futures Daily Report - The domestic and foreign futures closing prices, spot prices, basis, ratios, interest rates, exchange rates, inventory, and positions of precious metals (gold, silver, platinum, and palladium) are presented. For example, the AU2606 contract's domestic futures closing price on March 26 is 095.98, down 17.98 (-1.77%) from March 25 [4]. - Views on precious metals are provided: in the short - term, gold may experience a price drop but there is a chance for a phased recovery; silver may bottom out around 60 - 65 dollars with resistance at 85 dollars; platinum and palladium fluctuate in certain price ranges following the trends of gold and silver [4].