瑞达期货股指期货全景日报-20250617

Report Industry Investment Rating - Not provided Core View of the Report - A - share major indices collectively declined with narrow - range fluctuations in the three major indices. The trading volume of the Shanghai and Shenzhen stock markets slightly decreased. The domestic economic fundamentals are under pressure, and consumer stocks are expected to lead the next - stage structural market. It is recommended to allocate IF on dips [3] Summary by Related Catalogs Futures Quotes - Contract Prices: IF (2506) was at 3868.6 (- 0.4), IF (2509) at 3799.2 (- 0.2); IH (2506) at 2680.8 (+ 2.6), IH (2509) at 2642.8 (+ 6.4); IC (2506) at 5748.4 (- 11.8), IC (2509) at 5575.4 (- 7.6); IM (2506) at 6130.0 (+ 1.2), IM (2509) at 5877.6 (+ 3.6) [2] - Contract Spreads: IF - IH spread was 1187.8 (- 3.6), IC - IF spread was 1879.8 (- 6.6), etc. [2] - Quarter - to - Month Spreads: IF quarter - to - month was - 69.4 (- 0.6), IH quarter - to - month was - 38.0 (+ 2.8), etc. [2] - Net Positions of Top 20 Holders: IF was - 25100.00 (- 1503.0), IH was - 13246.00 (- 304.0), IC was - 10509.00 (+ 472.0), IM was - 34063.00 (- 595.0) [2] Spot Market - Stock Index Prices: CSI 300 was 3870.38 (- 3.4), SSE 50 was 2683.95 (- 1.1), CSI 500 was 5750.91 (- 16.9), CSI 1000 was 6141.47 (- 6.0) [2] - Base Differences: IF base difference was - 1.8 (+ 2.2), IH base difference was - 3.2 (+ 3.5), IC base difference was - 2.5 (+ 9.1), IM base difference was - 11.5 (+ 8.6) [2] - Other Data: A - share trading volume was 12371.36 billion yuan (- 65.05), margin trading balance was 18223.27 billion yuan (+ 56.29) [2] Market Sentiment - Trading Volume and Balance: North - bound trading volume was 1446.43 billion yuan (- 690.66), reverse repurchase was - 1986.0 billion yuan (+ 1973.0) [2] - Fund Flows: Main funds were - 20.94 billion yuan (- 304.57), MLF net injection was - 1820 billion yuan [2] - Other Indicators: Rising stock ratio was 41.57% (- 24.15), Shibor was 1.369% (- 0.019), etc. [2] Wind Market Strength - Weakness Analysis - Overall A - shares: Score was 4.40 (- 2.20), technical score was 4.20 (- 2.30), capital score was 4.70 (- 2.00) [2] Industry News - Economic Data: In May, industrial added value increased by 5.8% year - on - year, fixed asset investment increased by 3.7% year - on - year, social retail sales increased by 6.4% year - on - year, etc. [2] - Real Estate Market: From January to May, real estate development investment decreased by 10.7% year - on - year, new housing sales area decreased by 2.9% year - on - year [2] - Geopolitical News: Iran hopes to dialogue with the US and Israel to end hostilities [2] Key Data to Watch - 6/17 20:30 US May retail sales, core retail sales, import/export price indices - 6/18 14:00 UK May CPI, core CPI - 6/19 2:00 Fed interest rate decision - 6/19 16:30 Swiss National Bank interest rate decision - 6/19 19:00 Bank of England interest rate decision - 6/19 US financial markets closed for Juneteenth - 6/20 9:00 China June 1 - year, 5 - year LPR quotes [3]