宏观金融数据日报-20250609

Report Summary 1. Report Industry Investment Rating - Not provided in the given content 2. Core View - Domestic factors have a weak driving force on stock indices, with a weak fundamental performance and a relative policy vacuum. Overseas variables dominate short - term fluctuations. Positive signals in Sino - US economic and trade relations are expected to boost the equity market, and stock indices are expected to be strong in the short term. However, be vigilant about the repeated signals of Sino - US tariffs and be cautious about chasing up [7] 3. Summary by Relevant Catalogs Money Market - DRO01 closed at 1.41, down 0.10bp; DR007 closed at 1.55, down 0.41bp; GC001 closed at 1.45, up 4.50bp; GC007 closed at 1.56, unchanged; SHBOR 3M closed at 1.65, down 0.10bp; LPR 5 - year closed at 3.50, down 10.00bp; 1 - year treasury bond closed at 1.44, down 1.75bp; 5 - year treasury bond closed at 1.52, down 0.85bp; 10 - year treasury bond closed at 1.68, up 0.40bp; 10 - year US treasury bond closed at 4.40, up 3.00bp [4] - Last week, the central bank conducted 930.9 billion yuan of reverse repurchase operations and had 1602.6 billion yuan of reverse repurchase maturities, resulting in a net withdrawal of 671.7 billion yuan in the full - caliber open - market operations [4] - This week, 930.9 billion yuan of reverse repurchase will mature in the central bank's open - market operations, with 0 billion, 454.5 billion, 214.9 billion, 126.5 billion, and 135 billion yuan maturing from Monday to Friday respectively. After the monthly bank assessment, the capital market tends to be loose, and the central bank uses various tools to maintain reasonable and sufficient mid - year liquidity [5] Stock Market - The closing prices of major indices: CSI 300 was 3874, down 0.09%; SSE 50 was 2689, down 0.12%; CSI 500 was 5762, down 0.14%; CSI 1000 was 6153, down 0.23%. The closing prices of corresponding futures contracts: IF was 3855, up 0.1%; IH was 2674, unchanged; IC was 5725, unchanged; IM was 6100, unchanged [6] - Last week, CSI 300 rose 0.88% to 3874; SSE 50 rose 0.38% to 2688.9; CSI 500 rose 1.6% to 5762.1; CSI 1000 rose 2.1% to 6152.8. Among Shenwan's primary industry indices, communication (5.3%), non - ferrous metals (3.7%), electronics (3.6%), comprehensive (2.9%), and computer (2.8%) led the gains, while household appliances (- 1.8%), food and beverages (- 1.1%), transportation (- 0.5%), steel (- 0.2%), and public utilities (- 0.1%) led the losses [6] - The trading volume and positions of futures contracts decreased. IF trading volume was 64010, down 8.3%; IF positions were 227571, down 1.7%; IH trading volume was 34884, down 8.4%; IH positions were 78444, down 3.6%; IC trading volume was 53635, down 17.5%; IC positions were 207892, down 1.8%; IM trading volume was 135171, down 25.1%; IM positions were 314603, down 4.5% [6] Futures Premium and Discount - The premium and discount rates of futures contracts vary. For example, IF's premium and discount rates for the current - month, next - month, current - quarter, and next - quarter contracts are 14.59%, 13.19%, 0.02%, and 6.22% respectively [8]