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期指:有所企稳,关注总理达沃斯讲话
Guo Tai Jun An Qi Huo·2025-06-24 01:53

Report Industry Investment Rating - Not provided Core Viewpoints - On June 23, all four major stock index futures contracts for the current month rose. IF increased by 0.54%, IH by 0.74%, IC by 0.64%, and IM by 1.01% [1] - On the trading day, the total trading volume of stock index futures decreased, indicating a decline in investors' trading enthusiasm. Specifically, the total trading volume of IF decreased by 410 lots, IH increased by 132 lots, IC decreased by 19,140 lots, and IM decreased by 28,800 lots. In terms of positions, the total positions of IF increased by 18,334 lots, IH by 12,339 lots, IC by 6,879 lots, and IM by 12,238 lots [2] - The trend strength of IF and IH is 1, and that of IC and IM is also 1. The trend strength ranges from -2 to 2, with -2 being the most bearish and 2 being the most bullish [6] Summary by Relevant Catalogs 1. Stock Index Futures Data Tracking - CSI 300 and Related Futures Contracts: The closing price of CSI 300 was 3,857.9, up 0.29%. Among its futures contracts, IF2507 closed at 3,823.4, up 0.54% with a basis of -34.5; IF2508 at 3,808.4, up 0.14% with a basis of -49.5; IF2509 at 3,797.4, up 0.68% with a basis of -60.5; IF2512 at 3,769.8, up 0.68% with a basis of -88.1 [1] - SSE 50 and Related Futures Contracts: The closing price of SSE 50 was 2,684.78, up 0.41%. Among its futures contracts, IH2507 closed at 2,654, up 0.74% with a basis of -30.78; IH2508 at 2,653.6, up 0.72% with a basis of -31.18; IH2509 at 2,652.8, up 0.74% with a basis of -31.98; IH2512 at 2,652.4, up 0.79% with a basis of -32.38 [1] - CSI 500 and Related Futures Contracts: The closing price of CSI 500 was 5,674.17, up 0.61%. Among its futures contracts, IC2507 closed at 5,625.8, up 0.64% with a basis of -48.37; IC2508 at 5,572.8, down 0.31% with a basis of -101.37; IC2509 at 5,524, up 0.70% with a basis of -150.17; IC2512 at 5,407.4, up 0.71% with a basis of -266.77 [1] - CSI 1000 and Related Futures Contracts: The closing price of CSI 1000 was 6,078.22, up 1.31%. Among its futures contracts, IM2507 closed at 6,001.4, up 1.01% with a basis of -76.82; IM2508 at 5,929.6, down 0.20% with a basis of -148.62; IM2509 at 5,851.2, up 1.01% with a basis of -227.02; IM2512 at 5,676, up 0.89% with a basis of -402.22 [1] 2. Positions of the Top 20 Members in Stock Index Futures - IF Contracts: For IF2507, the long - position increase was 4,133 (net change not disclosed), and the short - position increase was 4,906 (net change not disclosed). For IF2509, the long - position increase was 7,163, and the short - position increase was 8,591. For IF2512, the long - position increase was 1,398, and the short - position increase was 1,455 [5] - IH Contracts: For IH2507, the long - position increase was 2,980, and the short - position increase was 2,931. For IH2509, the long - position increase was 5,186, and the short - position increase was 6,487 [5] - IC Contracts: For IC2507, the long - position increase was 315, and the short - position increase was 407. For IC2509, the long - position increase was 4,021 (net change 4,258), and the short - position increase was 4,326 (net change 4,716). For IC2512, the long - position increase was -78, and the short - position increase was -17 [5] - IM Contracts: For IM2507, the long - position increase was 2,056, and the short - position increase was 1,398. For IM2509, the long - position increase was 6,529 (net change 8,585), and the short - position increase was 6,046 (net change 7,444) [5] 3. Important Drives - Premier Li Qiang will attend the 16th Summer Davos Forum in Tianjin from June 24 to 25 and deliver a special speech at the opening ceremony [6] - The All - China Federation of Industry and Commerce Auto Dealers Chamber of Commerce issued an initiative to optimize the rebate policy and shorten the rebate settlement period for automobile manufacturers [6] - The eurozone's June services PMI hit a new low this year, and the manufacturing PMI remained in contraction. The eurozone's composite PMI dropped from 52.2 in May to 50.8, a five - month low. Germany's composite PMI fell to 49.8, and France's economy unexpectedly contracted to 45.7 [6] - The Shanghai Composite Index closed up 0.65% at 3,381.58 points, the Shenzhen Component Index rose 0.43%, the ChiNext Index rose 0.39%, the Beijing Stock Exchange 50 rose 1.54%, the STAR 50 rose 0.38%, the Wind All - A rose 0.85%, the Wind A500 rose 0.35%, and the CSI A500 rose 0.39%. A - share trading volume was 1.15 trillion yuan, up from 1.09 trillion yuan the previous day. Sectors such as stablecoin concepts, cross - border payment concepts, oil and gas, port shipping, semiconductors, and military industries led the gains, while the large - consumption sector, especially the liquor sector, performed poorly [6]