Group 1: Report Industry Investment Rating - There is no information about the report industry investment rating in the provided content. Group 2: Core View of the Report - The futures index is mainly driven by sentiment and still has the possibility of recovery [1] Group 3: Summary According to Related Catalogs 3.1期指期现数据跟踪 - On September 4th, all the current - month contracts of the four major index futures declined. IF dropped 1.88%, IH dropped 1.51%, IC dropped 2.42%, and IM dropped 2.21% [1] - On the trading day, the total trading volume of index futures rebounded, indicating an increase in investors' trading enthusiasm. Specifically, the total trading volume of IF increased by 18,541 lots, IH by 15,325 lots, IC by 27,933 lots, and IM by 44,942 lots. In terms of positions, the total positions of IF increased by 12,436 lots, IH by 8,984 lots, IC by 16,332 lots, and IM by 5,496 lots [2] 3.2期指前20大会员持仓增减 - For IF2509, long - order increase was 7,768, net long - order change was 11,414, short - order increase was 6,566, and net short - order change was 11,191. Similar data are also given for other contracts [5] 3.3趋势强度 - The trend strength of IF and IH is 1, and that of IC and IM is 1. The trend strength ranges from - 2 to 2, with - 2 being the most bearish and 2 being the most bullish [6] 3.4重要驱动 - Before the release of the important non - farm payroll report, the S&P 500 reached a new high, U.S. Treasury bonds rose, Ether fell about 4%, etc. In the A - share market, the Shanghai Composite Index fell 1.25%, the Shenzhen Component Index fell 2.83%, and the ChiNext Index fell 4.25%. The A - share market's trading volume was 2.58 trillion yuan, up from 2.4 trillion yuan the previous day [6]
期指：情绪驱动为主，仍有回升可能
Guo Tai Jun An Qi Huo·2025-09-05 03:35