《金融》日报-20260330

Report 1: Stock Index Futures Spread Daily Report 1. Report Industry Investment Rating No information provided. 2. Report Core View No information provided. 3. Summary by Relevant Catalog - Price Spread Data: The report presents the latest values, changes from the previous day, historical 1 - year quantiles, and all - time quantiles of various stock index futures price spreads, including H period - spot price spreads, IC period - spot price spreads, IM period - spot price spreads, and cross - period price spreads of IF, IC, and IM. It also shows cross - variety ratios such as CSI 500/CSI 300, CSI 200/CSI 20, etc. [1] Report 2: Treasury Bond Futures Spread Daily Report 1. Report Industry Investment Rating No information provided. 2. Report Core View No information provided. 3. Summary by Relevant Catalog - Price Spread Data: The report provides the latest values, changes from the previous trading day, and percentiles since listing of various treasury bond futures price spreads, including basis, cross - period price spreads, and cross - variety price spreads of TS, TF, T, and TL. [2] Report 3: Precious Metals Spot - Futures Daily Report 1. Report Industry Investment Rating No information provided. 2. Report Core View - In the short term, although the US signals peace talks with Iran, the conditions for a cease - fire agreement may be harsh. There may be more intense conflicts, causing a liquidity shock and a decline in gold prices. However, the impact of geopolitical conflicts on the market is expected to be gradually digested. The halt of outflows from gold ETF funds is beneficial for price stabilization, and the market may enter a technical repair phase. One can try to buy call options below $4400 to capture short - term rebound opportunities. - Silver may gradually bottom out around $60 - $65 as gold stops falling, with resistance at $85. It is recommended to continue holding short - position call options on Shanghai silver. - Platinum and palladium follow the trends of gold and silver and enter a volatile phase. Platinum fluctuates in the range of $1850 - $2000, and palladium fluctuates in the range of $1450 - $1600. Palladium has relatively weaker fundamentals, and one can try to go long on the palladium - platinum ratio at low prices. [4] 3. Summary by Relevant Catalog - Futures Closing Prices: It shows the closing prices, price changes, and price change rates of domestic and foreign precious metals futures contracts on March 27 and March 26, including AU2606, AG2606, COMEX gold, COMEX silver, etc. [4] - Spot Prices: Presents the current values, previous values, price changes, and price change rates of precious metals spot prices, such as London gold, London silver, and Shanghai Gold Exchange gold T + D. [4] - Basis: Provides the current basis values, previous values, price changes, and historical 1 - year quantiles of precious metals, including gold TD - Shanghai gold main contract, silver TD - Shanghai silver main contract, etc. [4] - Ratios: Shows the current values, previous values, price changes, and price change rates of various precious metals ratios, such as COMEX gold/silver, Shanghai Futures Exchange gold/silver. [4] - Interest Rates and Exchange Rates: Lists the current values, previous values, price changes, and price change rates of interest rates and exchange rates, including 10 - year US Treasury bond yield, 2 - year US Treasury bond yield, US dollar index, etc. [4] - Inventory and Positions: Presents the current values, previous values, price changes, and price change rates of precious metals inventories and positions, including Shanghai Futures Exchange gold inventory, COMEX gold inventory, SPDR gold ETF position, etc. [4]