1. Report Industry Investment Rating - No relevant content provided 2. Core Viewpoints of the Report - For gold, the Middle - East situation remains tense, the market awaits the Fed's interest - rate decision, the dollar has declined, and gold prices are oscillating. The decline of the dollar eases the downward pressure on gold prices. Attention should be paid to the Fed's meeting dot - plot forecast and Powell's press conference [4]. - For silver, the Middle - East situation is still in a stalemate, the market is waiting for the Fed's interest - rate decision, the dollar has fallen, and silver prices have dropped. The decline of the dollar reduces the downward pressure on silver prices, and the Fed's meeting should be monitored [5]. 3. Summary by Relevant Catalogs 3.1. Previous Day Review - Gold: COMEX gold futures rose 0.18% to $5011.30 per ounce, the dollar index fell 0.25% to 99.56, and the 10 - year US Treasury yield dropped 2.14 basis points to 4.199%. The gold futures basis was - 1.5, with the spot price at a discount to the futures price. Gold futures warehouse receipts decreased by 102 kilograms to 105315 kilograms. The main force's net long position increased [4]. - Silver: COMEX silver futures fell 1.51% to $79.46 per ounce, the dollar index fell 0.25% to 99.56, and the 10 - year US Treasury yield dropped 2.14 basis points to 4.199%. The silver futures basis was - 70, with the spot price at a discount to the futures price. Shanghai silver futures warehouse receipts increased by 23055 kilograms to 353763 kilograms. The main force's net long position changed from short to long [5]. 3.2. Daily Tips - Today's key events include the Fed's interest - rate decision and Powell's speech, the US February CPI, and the final value of the Eurozone's February CPI. Iran is reported to have increased attacks on Middle - East energy facilities, leading to a rebound in crude oil prices [4][5]. 3.3. Today's Focus - 07:50 Japan's February merchandise trade balance and imports and exports - 18:00 Final value of the Eurozone's February CPI - 20:30 US February PPI - 21:45 The Bank of Canada announces its interest - rate decision - 22:00 US January factory orders and the final value of January durable goods orders - 22:30 The Bank of Canada's Governor Macklem and Senior Deputy Governor Rogers hold a monetary - policy press conference - Next day 02:00 The Fed releases the FOMC interest - rate decision statement and the economic outlook summary (SEP) - Next day 02:30 Fed Chairman Powell holds a regular press conference - Next day 04:00 US January long - term capital flows - Next day 05:30 The Central Bank of Brazil announces its interest - rate decision - Next day 05:45 New Zealand's Q4 GDP [12] 3.4. Fundamental Data - Gold: The fundamental situation is neutral. The Middle - East situation is tense, the market is waiting for the Fed's interest - rate decision, the dollar has declined, and gold prices are oscillating. The basis is neutral, the inventory is bearish, the disk is neutral, and the main - force position is bullish [4]. - Silver: The fundamental situation is neutral. The Middle - East situation is tense, the market is waiting for the Fed's interest - rate decision, the dollar has declined, and silver prices have dropped. The basis is neutral, the inventory is bullish, the disk is neutral, and the main - force position is bullish [5]. 3.5. Position Data - Gold: The net long position of the top 20 holders in Shanghai gold decreased by 3.96% on March 17 compared with March 16. The long - position volume decreased by 2.51%, and the short - position volume increased by 1.71% [38]. - Silver: The net long position of the top 20 holders in Shanghai silver increased by 57.64% on March 17 compared with March 16. The long - position volume decreased by 1.23%, and the short - position volume decreased by 1.85% [40]

1. Report Industry Investment Rating - Not provided in the given content 2. Core Viewpoints of the Report - The short - term and intraday view of rebar 2605 is oscillating and bullish, while the medium - term view is oscillating. It is recommended to pay attention to the support at the MA5 line. The core logic is that the raw materials are strong, driving the steel price to oscillate upwards [2]. - The supply and demand of rebar are both seasonally improving. The supply has returned to a high level, and the demand is also improving seasonally. The fundamentals are weakly stable under the situation of increasing supply and demand. With the strong performance of raw materials providing cost support, the steel price is expected to maintain an oscillating upward trend, and the demand performance needs to be monitored [3]. 3. Summary by Relevant Catalogs 3.1 Variety Viewpoint Reference - For rebar 2605, the short - term view is oscillating and bullish, the medium - term view is oscillating, and the intraday view is oscillating and bullish. The reference is to pay attention to the support at the MA5 line, and the core logic is that the raw materials are strong and the steel price oscillates upwards [2]. 3.2 Market Driving Logic - The fermentation of bullish factors supports the strong operation of raw materials, driving the steel price to oscillate higher. The supply and demand of rebar are seasonally improving. The production of construction steel mills is active, the output of rebar is continuously rising, and the inventory level is high, increasing the supply pressure. The demand for rebar is also seasonally improving, and the high - frequency demand indicators continue to rise, but are still at a relatively low level. The improvement of subsequent demand needs to be tracked. The supply of rebar has returned to a high level, and the demand is also seasonally improving. Under the situation of increasing supply and demand, the fundamentals are weakly stable. The strong performance of raw materials provides cost support, and the steel price is expected to maintain an oscillating upward trend, and the demand performance needs to be monitored [3].

Report Industry Investment Rating - Not provided Core Viewpoints - The prices of oils and fats are expected to fluctuate on the strong side. The domestic fundamentals are loose, and the domestic supply of oils and fats is stable. Sino-US relations are stalemated, the export of new US soybeans is frustrated, and prices are under pressure. Malaysian palm oil inventory is neutral, demand has improved, Indonesia's B40 promotes domestic consumption, and the B50 plan is expected to be implemented in 2026. The soaring international crude oil price drives up the oil price. The domestic fundamentals of oils and fats are neutral, and the import inventory is stable [2][3][4] Summary by Related Catalogs Daily View - Soybean Oil - **Fundamentals**: The MPOB report shows that in December, Malaysian palm oil production decreased by 5.46% month-on-month to 1.8298 million tons, exports increased by 8.55% month-on-month to 1.3165 million tons, and the month-end inventory increased by 7.59% month-on-month to 3.0506 million tons. The report is slightly bearish, and the inventory data exceeded expectations. Currently, shipping survey agencies show that the export data of Malaysian palm oil in January has increased by 29% month-on-month. Subsequently, it enters the production reduction season, and the supply pressure of palm oil decreases. It is neutral [2] - **Basis**: The spot price of soybean oil is 8,860, the basis is 216, and the spot price is at a premium to the futures price. It is bullish [2] - **Inventory**: On January 9th, the commercial inventory of soybean oil was 1.02 million tons, compared with 1.08 million tons previously, a month-on-month decrease of 60,000 tons, and a year-on-year increase of 14.7%. It is bearish [2] - **Disk**: The futures price is running above the 20-day moving average, and the 20-day moving average is upward. It is bullish [2] - **Main Position**: The long positions of the main soybean oil contract are decreasing. It is bullish [2] - **Expectation**: The price of soybean oil Y2605 is expected to fluctuate in the range of 8,400 - 8,800 [2] Daily View - Palm Oil - **Fundamentals**: Similar to soybean oil, the MPOB report is slightly bearish, and the supply pressure of palm oil decreases in the production reduction season. It is neutral [3] - **Basis**: The spot price of palm oil is 9,860, the basis is -94, and the spot price is at a discount to the futures price. It is bearish [3] - **Inventory**: On January 9th, the port inventory of palm oil was 736,000 tons, compared with 733,800 tons previously, a month-on-month increase of 2,200 tons, and a year-on-year increase of 46%. It is bearish [3] - **Disk**: The futures price is running above the 20-day moving average, and the 20-day moving average is upward. It is bullish [3] - **Main Position**: The short positions of the main palm oil contract are decreasing. It is bearish [3] - **Expectation**: The price of palm oil P2605 is expected to fluctuate in the range of 9,700 - 10,100 [3] Daily View - Rapeseed Oil - **Fundamentals**: Similar to soybean oil and palm oil, the MPOB report is slightly bearish, and the supply pressure of palm oil decreases in the production reduction season. It is neutral [4] - **Basis**: The spot price of rapeseed oil is 10,320, the basis is 487, and the spot price is at a premium to the futures price. It is bullish [4] - **Inventory**: On January 9th, the commercial inventory of rapeseed oil was 250,000 tons, compared with 270,000 tons previously, a month-on-month decrease of 20,000 tons, and a year-on-year decrease of 44%. It is bullish [4] - **Disk**: The futures price is running above the 20-day moving average, and the 20-day moving average is upward. It is bullish [4] - **Main Position**: The short positions of the main rapeseed oil contract are increasing. It is bearish [4] - **Expectation**: The price of rapeseed oil OI2605 is expected to fluctuate in the range of 9,600 - 10,000 [4] Recent利多利空Analysis - **利多**: The US soybean stock-to-sales ratio remains around 4%, and the supply is tight. The palm oil tremor season [5] - **利空**: The prices of oils and fats are at a relatively high level in history, and the domestic inventory of oils and fats continues to accumulate. The macroeconomy is weak, and the expected production of related oils and fats is high [5] - **Main Logic**: The global fundamentals of oils and fats are relatively loose [5] Supply - **Soybean Oil Inventory**: On January 9th, the commercial inventory of soybean oil was 1.02 million tons, compared with 1.08 million tons previously, a month-on-month decrease of 60,000 tons, and a year-on-year increase of 14.7% [2] - **Palm Oil Inventory**: On January 9th, the port inventory of palm oil was 736,000 tons, compared with 733,800 tons previously, a month-on-month increase of 2,200 tons, and a year-on-year increase of 46% [3] - **Rapeseed Oil Inventory**: On January 9th, the commercial inventory of rapeseed oil was 250,000 tons, compared with 270,000 tons previously, a month-on-month decrease of 20,000 tons, and a year-on-year decrease of 44% [4] - **Rapeseed Inventory**: Not provided - **Domestic Total Inventory of Oils and Fats**: Not provided - **Soybean Meal Inventory**: Not provided - **Oil Mill Soybean Crushing**: Not provided Demand - **Soybean Oil Apparent Consumption**: Not provided - **Soybean Meal Apparent Consumption**: Not provided

1. Industry Investment Ratings - There is no information about industry investment ratings in the provided content. 2. Core Views - The report predicts that the Shanghai rubber futures contract 2605 will maintain a weak and volatile trend in the short - term and intraday, and a volatile trend in the medium - term [1][5] - The report predicts that the synthetic rubber futures will remain strong and volatile in the short - term, medium - term, and intraday [1][7] 3. Summary by Related Categories 3.1 Shanghai Rubber (RU) - **Price Trends**: The 2605 contract of Shanghai rubber futures showed a weak and volatile trend in the overnight session on Tuesday, with a slight decline in futures prices. It is expected to maintain a weak and volatile trend on Wednesday [5] - **Core Logic**: The US has increased its military presence in the Middle East, escalating the US - Iran conflict and keeping the international crude oil futures prices strong, which boosts domestic energy and chemical commodity futures prices. However, with the new tapping season approaching, the supply of natural rubber is expected to increase [5] 3.2 Synthetic Rubber (BR) - **Price Trends**: The domestic synthetic rubber futures showed a strong and volatile trend in the overnight session on Tuesday. It is expected to maintain a strong and volatile trend on Wednesday [7] - **Core Logic**: The US - Iran conflict has escalated, and the international oil price has risen sharply. The member states of the International Energy Agency, including the US releasing 1.72 billion barrels of strategic reserve crude oil, aim to suppress the short - term rapid rise of oil prices [7]

Group 1: Report Industry Investment Rating - No relevant content Group 2: Core Viewpoints of the Report - The short - term view of the stock index is mainly range - bound, with the co - existence of continuous policy benefits and global economic stagflation risks [1][5] - The policy's continuous benefits form the main logic for the medium - and long - term upward movement of the stock index, while the long - term risk of the Middle East geopolitical crisis suppresses the stock index [5] Group 3: Summary by Related Catalogs Variety Viewpoint Reference - Financial Futures Stock Index Sector - For IH2606, the short - term view is oscillatory, the medium - term view is oscillatory, the intraday view is bullish, and the reference view is range - bound. The core logic is the co - existence of continuous policy benefits and global economic stagflation risks [1] Main Variety Price Market Driving Logic - Financial Futures Stock Index Sector - The intraday view of IF, IH, IC, and IM is bullish, the medium - term view is oscillatory, and the reference view is range - bound. The core logic is that the strong support from continuous policy benefits and the bearish pressure from the long - term risk of the Middle East geopolitical crisis co - exist, causing the stock index to enter a range - bound consolidation market [5]

Report Summary 1. Report Industry Investment Rating No relevant information provided. 2. Report's Core View - The short - term market is subject to wide - range fluctuations due to sentiment, weather, and inventory data, with intensified short - term volatility. The prices of soymeal, palm oil, and soybean oil are expected to be oscillating with a slight upward bias in the short - term and remain in an oscillating state in the medium - term [5][6][7]. 3. Summary by Variety Soymeal (M) - **Price Trend**: Short - term: oscillating; Medium - term: oscillating; Intraday: oscillating with a slight upward bias; Reference view: oscillating with a slight upward bias [5][6] - **Core Logic**: Although short - term sentiment is frustrated, fundamental factors support the US soybean futures price. Brazil's soybean harvest progress is significantly slower than in previous years, and issues such as drought - induced yield reduction in Rio Grande do Sul and excessive rainfall in the north disrupt the supply rhythm, causing concerns about South American export disruptions. Additionally, the promotion of international biodiesel policies will continuously boost the industrial demand for soybean oil [5]. Palm Oil (P) - **Price Trend**: Short - term: oscillating; Medium - term: oscillating; Intraday: oscillating with a slight upward bias; Reference view: oscillating with a slight upward bias [6][7] - **Core Logic**: Malaysia's export data in the first half of March is strong, while Indonesia's plan to implement the B50 biodiesel program may limit future export volumes, increasing market concerns about supply. The domestic market is in a pattern of short - term supply tightness and weak demand, with the total inventory of the three major oils still accumulating, especially the significant year - on - year increase in palm oil inventory, which suppresses the spot performance. In the short - term, the oil market is dominated by external factors such as geopolitics, crude oil fluctuations, and biodiesel policy expectations, and the influence of fundamentals decreases [7]. Soybean Oil (2605) - **Price Trend**: Short - term: oscillating; Medium - term: oscillating; Intraday: oscillating with a slight upward bias; Reference view: oscillating with a slight upward bias [6] - **Core Logic**: Influenced by energy attributes, US biofuel policies, US soybean oil inventory, imported soybean cost support, supply rhythm, and oil mill inventory [6]. Palm (2605) - **Price Trend**: Short - term: oscillating; Medium - term: oscillating; Intraday: oscillating with a slight upward bias; Reference view: oscillating with a slight upward bias [6] - **Core Logic**: Affected by energy attributes, Indonesia's biodiesel policy expectations, cost increase, domestic arrival and inventory, and substitution demand [6]

尿素早报 2026-3-18 交易咨询业务资格：证监许可【2012】1091号 大越期货投资咨询部 朱天一 从业资格证号：F3020542 投资咨询证号： Z0021831 联系方式：0575-85226759 重要提示：本报告非期货交易咨询业务项下服务，其中的观点和信息仅作参考之用，不构成对任何人的投资建议。 我 司不会因为关注、收到或阅读本报告内容而视相关人员为客户；市场有风险，投资需谨慎。 • 尿素概述： • 1. 基本面：当前日产及开工率同比处高位，预期日产将维持在高位，整体供应较宽裕。需求 端，工业需求恢复，复合肥开工回升、三聚氰胺开工下降。农业阶段性需求暂步入尾声，综合库 存有所累库。外盘价格受地缘因素等影响持续走强，出口内外价差拉大。国内价格受指导涨幅有 限，此前，中国氮肥工业协会发布了《关于市场炒作尿素指导价的说明》，呼吁市场参与者"不 传谣、不信谣"，强调中长期尿素价格应以稳为主。当前交割品现货1860（-10），基本面整体 中性； • 2. 基差： UR2605合约基差-18，升贴水比例-1.0%，偏空； • 3. 库存：UR综合库存114.7万吨（-14.2），偏空； • 4. 盘面： ...

1. Report Industry Investment Rating - Not provided in the given content 2. Core View of the Report - The market's concern about inflation rebound has increased due to the impact of the Middle - East conflict on oil prices, and the US dollar index has strengthened continuously. The probability that the Fed will keep the interest rate unchanged in this week's meeting is as high as 99.2%, and the expectation of interest rate cuts this year has been significantly revised down, further consolidating the strong position of the US dollar, which has put pressure on base metals. On the 17th, there was a large - scale inventory delivery overseas, and the LME inventory returned to over 110,000 tons. The LME zinc price dropped by more than 1 percentage point, dragging down the Shanghai zinc price. The main contract closed at 23,700 yuan/ton, down 315 yuan, a decline of 1.31%. The average price of SMM Zn50 domestic TC this week remained flat at 1,550 yuan/metal ton. Although the offers of imported ore increased, affected by overseas supply disruptions, the imported zinc concentrate index continued to decline to $11.25/ton. With the resumption of work in smelters and the increase in natural days, the refined zinc output in March will increase month - on - month. The SMM zinc ingot inventory continued to accumulate on Monday, increasing by 0.7 tons to 275,800 tons compared with last Friday. As the price dropped, downstream buyers increased their spot purchases at low prices. The Shanghai market offered a discount of 80 yuan/ton to the 04 contract, the Tianjin market offered a premium of 10 yuan/ton to the Shanghai market, and the Guangdong market offered a discount of 95 yuan/ton to the 05 contract. The social inventory may decline slightly this week, but the inflection point of inventory decline has not been confirmed. In the short term, the zinc price is expected to maintain a weak and volatile trend [7] 3. Summary by Directory 3.1 Market Review - **Futures Market Quotes**: For the Shanghai zinc futures contracts, the 2604 contract opened at 23,930 yuan/ton, closed at 23,700 yuan/ton, with a high of 24,025 yuan/ton, a low of 23,695 yuan/ton, a decline of 315 yuan, a decline rate of 1.31%, and the position volume was 73,741 with a change of 67,561. The 2605 contract opened at 24,030 yuan/ton, closed at 23,730 yuan/ton, with a high of 24,060 yuan/ton, a low of 23,720 yuan/ton, a decline of 300 yuan, a decline rate of 1.25%, and the position volume was 80,471 with a change of 3,154. The 2606 contract opened at 24,055 yuan/ton, closed at 23,785 yuan/ton, with a high of 24,100 yuan/ton, a low of 23,775 yuan/ton, a decline of 295 yuan, a decline rate of 1.23%, and the position volume was 27,745 with a change of - 45,777 [7] - **Market Influencing Factors**: Affected by the Middle - East conflict and the Fed's interest rate policy, the US dollar strengthened, and base metals were under pressure. Overseas inventory delivery led to a decline in the LME zinc price, which in turn affected the Shanghai zinc price. The domestic refined zinc output is expected to increase in March, and the inventory has accumulated. The downstream has increased spot purchases at low prices, and the short - term zinc price is expected to be weak and volatile [7] 3.2 Industry News - **0 Zinc Transaction Prices**: On March 17, 2026, the mainstream transaction prices of 0 zinc were concentrated between 23,805 - 23,945 yuan/ton, and the mainstream transaction prices of Shuangyan brand were between 23,915 - 24,055 yuan/ton. The 1 zinc was mainly traded between 23,735 - 23,875 yuan/ton. In the morning, the market offered a premium of 20 yuan/ton to the SMM average price [8] - **Regional Market Quotes**: In the Ningbo market, the mainstream brand 0 zinc was traded at around 23,815 - 23,935 yuan/ton, with a discount of - 85 yuan/ton to the 2604 contract and a premium of 30 yuan/ton to the Shanghai spot. In the Tianjin market, the 0 zinc ingot was mainly traded between 23,760 - 23,970 yuan/ton, and the Zijin brand was traded between 23,830 - 24,000 yuan/ton. The 1 zinc ingot was traded around 23,740 - 23,910 yuan/ton. In the Guangdong market, the 0 zinc was mainly traded between 23,800 - 23,980 yuan/ton, with a discount of 95 - 75 yuan/ton to the 2605 contract and a premium of 40 yuan/ton to the Shanghai spot [8] 3.3 Data Overview - **Data Charts**: The report includes charts such as the price trends of zinc in two markets, SHFE monthly spreads, SMM seven - region weekly zinc ingot inventory, and LME zinc inventory, with data sources from Wind, SMM, and the research and development department of Jianxin Futures [10][11]

行业 国债日报 日期 2026 年 3 月 18 日 研究员：何卓乔(宏观贵金属) 18665641296 hezhuoqiao@ccb.ccbfutures.com 期货从业资格号：F3008762 研究员：黄雯昕(国债集运) 021-60635739 huangwenxin@ccb.ccbfutures.com 期货从业资格号：F3051589 研究员：聂嘉怡(股指) 021-60635735 niejiayi@ccb.ccbfutures.com 期货从业资格号：F03124070 宏观金融团队 请阅读正文后的声明 ＃summary＃ 每日报告 | | 表1：国债期货3月17日交易数据汇总 | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 合约 | 前结算价 | 开盘价 | 收盘价 | 结算价 | 涨跌 | 涨跌幅 （%） | 成交量 | 持仓量 | 仓差 | | TL2606 | 110.550 | 110.720 | 110.690 | 110.720 | 0.140 | 0.13 | ...

1. Global Asset Market Performance - The latest yields of 10 - year government bonds in major economies: US 4.200, UK 4.691, France 3.554, Germany 2.904, Italy 3.654, Spain 3.383, Switzerland 0.315, Greece 3.652, Japan 2.266, Brazil 6.194, China 1.839, South Korea (not available), Australia 4.939, New Zealand 4.674 [1] - The latest yields of 2 - year government bonds in major economies: US 3.676, UK 4.039, Germany 2.379, Japan 1.272, Italy 2.580, China (1Y yield) 1.264, South Korea (not available), Australia 4.535 [1] - The latest exchange rates of the US dollar against major emerging - economy currencies: Brazil 5.193, Russia (not available), South Africa zar 16.669, Korean won 1488.250, Thai baht 32.357, Malaysian ringgit 3.918 [1] - The latest exchange rates of the RMB: on - shore RMB 6.885, off - shore RMB 6.883, RMB central parity rate 6.896, RMB 12 - month NDF 6.742 [1] - The latest stock indices of major economies: S&P 500 6716.090, Dow Jones Industrial Average 46993.260, NASDAQ 22479.530, Mexican stock index 66196.920, UK stock index 10403.600, France CAC 7974.490, Germany DAX 23730.920, Spanish stock index 17248.700, Russian stock index (not available), Nikkei 53700.390, Hang Seng Index 25868.540, Shanghai Composite Index 4049.907, Taiwan stock index 33836.570, South Korean stock index 5640.480, Indian stock index 7106.839, Thai stock index 1433.880, Malaysian stock index 1710.990, Australian stock index 8819.370, emerging - economy stock index 1495.430 [1] - The latest credit bond indices: US investment - grade credit bond index 3537.090, euro - zone investment - grade credit bond index 265.325, emerging - economy investment - grade credit bond index 289.570, US high - yield credit bond index 2912.690, euro - zone high - yield credit bond index 407.760, emerging - economy high - yield credit bond index 1825.760 [1] 2. Stock Index Futures Trading Data - Index performance: A - share closing price 4049.91, down 0.85%; CSI 300 closing price 4637.44, down 0.73%; SSE 50 closing price 2963.58, up 0.32%; ChiNext closing price 3280.06, down 2.29%; CSI 500 closing price 8016.03, down 2.07% [2] - Valuation: PE (TTM) of CSI 300 is 14.16 with a环比 change of - 0.04; SSE 50 is 11.55 with a环比 change of 0.06; CSI 500 is 36.16 with a环比 change of - 0.74; S&P 500 is 26.28 with a环比 change of 0.06; Germany DAX is 17.35 with a环比 change of 0.12 [2] - Risk premium: 1/PE - 10 - year interest rate of S&P 500 is - 0.40 with a环比 change of 0.00; Germany DAX is 2.86 with a环比 change of 0.00 [2] - Fund flow: The latest value of A - shares is - 1638.26, the main board is - 1002.16, the small and medium - sized enterprise board (not available), ChiNext is - 472.07, and CSI 300 is - 144.93. The 5 - day average values are - 1021.75, - 688.78, (not available), - 225.33, and - 86.96 respectively [2] 3. Other Trading Data - Transaction amount: The latest transaction amount of the Shanghai and Shenzhen stock markets is 22078.61, with a环比 change of - 1174.70; CSI 300 is 5785.02, with a环比 change of - 202.97; SSE 50 is 1323.84, with a环比 change of - 114.78; small - cap board is 4530.06, with a环比 change of - 214.58; ChiNext is 5596.74, with a环比 change of 38.97 [3] - Main contract basis: IF basis is - 8.64, amplitude - 0.19%; IH basis is - 1.58, amplitude - 0.05%; IC basis is - 16.03, amplitude - 0.20% [3] - Treasury futures: T2303 closing price is 108.14, up 0.02%; TF2303 closing price is 105.91, up 0.02%; T2306 closing price is 108.11, up 0.01%; TF2306 closing price is 105.74, up 0.01% [3] - Fund interest rates: R001 is 1.3968% with a daily change of - 10.00 BP; R007 is 1.4988% with a daily change of 0.00 BP; SHIBOR - 3M is 1.5358% with a daily change of 0.00 BP [3]