宏观金融数据日报-20250904

Group 1: Interest Rate Market - DROO1 closed at 1.31 with a -0.01 bp change, DR007 at 1.44 with a 0.40 bp change [4] - GC001 closed at 1.01 with a 1.50 bp change, GC007 at 1.44 with a -2.50 bp change [4] - SHBOR 3M closed at 1.55 with a 0.10 bp change, LPR 5 - year at 3.50 with a 0.00 bp change [4] - 1 - year treasury bond closed at 1.37 with a 0.23 bp change, 5 - year at 1.60 with a -2.52 bp change [4] - 10 - year treasury bond closed at 1.81 with a -1.69 bp change, 10 - year US treasury at 4.28 with a 5.00 bp change [4] - The central bank conducted 2291 billion yuan of 7 - day reverse repurchase operations yesterday, with 3799 billion yuan of reverse repurchases maturing, resulting in a net withdrawal of 1508 billion yuan [4] - This week, there are 22731 billion yuan of reverse repurchases maturing in the central bank's open market, and 1 trillion yuan of 91 - day outright reverse repurchases will mature on Friday [4] Group 2: Stock Index Market - The CSI 300 closed at 4460, down 0.68%; the SSE 50 at 2961, down 1.07%; the CSI 500 at 6868, down 1.34%; the CSI 1000 at 7207, down 1.46% [5] - The trading volume of the Shanghai and Shenzhen stock markets was 23641 billion yuan, a significant reduction of 5109 billion yuan from the previous day [5] - Most industry sectors declined, with only photovoltaic equipment, precious metals, and gaming sectors rising [5] - Due to the rising risk - aversion sentiment, safe - haven assets like gold are strengthening, while stock indices are adjusting [6] - The current market liquidity is still abundant, and the macro - level influencing factors are generally favorable [7] - The 8 - month Chinese manufacturing PMI rose slightly to 49.4% in August, indicating economic resilience [7] - The market's expectation of the Fed's rate cut in September has increased [7] - In the short - term, the discount of stock index futures has widened again, and the short - term adjustment of stock indices may bring opportunities for long - position layout [7] - The discount rates of IF, IH, IC, and IM for different contracts are provided [7]