宏观金融数据日报-20250918

Group 1: Market Interest Rates - DROO1 closed at 1.49 with a 4.43bp increase, DR007 closed at 1.54 with a 4.26bp increase [3] - GC001 closed at 1.63 with an 8.50bp decrease, GC007 closed at 1.56 with a 3.00bp decrease [3] - SHBOR 3M closed at 1.55 with a 0.10bp increase, LPR 5 - year remained at 3.50 [3] - 1 - year treasury bond closed at 1.40 with a 0.25bp decrease, 5 - year treasury bond closed at 1.53 with a 2.15bp decrease [3] - 10 - year treasury bond closed at 1.76 with a 1.75bp decrease, 10 - year US treasury bond closed at 4.04 with a 1.00bp decrease [3] Group 2: Central Bank Operations and Liquidity - The central bank conducted 4185 billion yuan of 7 - day reverse repurchase operations, with 3040 billion yuan of reverse repurchases maturing, resulting in a net injection of 1145 billion yuan [3] - Due to tax period, inter - bank liquidity tightened, overnight weighted average rate rose to 1.43%, 7 - day weighted average rate rose to 1.54% [3] - This week, 12645 billion yuan of central bank's open - market reverse repurchases will mature, and 1200 billion yuan of treasury cash fixed - deposit will mature on Monday [3] Group 3: Stock Index Performance - CSI 300 closed at 4551 with a 0.61% increase, IF current - month contract closed at 4553 with a 0.8% increase [4] - SSE 50 closed at 2953 with a 0.17% increase, IH current - month contract closed at 2956 with a 0.2% increase [4] - CSI 500 closed at 7260 with a 0.96% increase, IC current - month contract closed at 7252 with a 1.2% increase [4] - CSI 1000 closed at 7555 with a 0.95% increase, IM current - month contract closed at 7547 with a 1.1% increase [4] - IF trading volume was 162499 with a 5.9% increase, IF open interest was 273912 with a 1.0% decrease [4] - IH trading volume was 64759 with an 8.8% increase, IH open interest was 104771 with a 4.0% increase [4] - IC trading volume was 163824 with a 1.4% increase, IC open interest was 252071 with a 4.1% decrease [4] - IM trading volume was 285903 with a 9.1% increase, IM open interest was 379348 with a 0.2% decrease [4] Group 4: Market Review and Outlook - The previous day, CSI 300 fell 0.21% to 4523.3, SSE 50 fell 0.5% to 2947.8, CSI 500 rose 0.75% to 7191, CSI 1000 rose 0.92% to 7483.6 [4] - Most industry sectors rose, with diversified finance, wind power equipment, etc. leading the gains, and precious metals, commercial department stores, etc. leading the losses [4] - The trading volume of the Shanghai and Shenzhen stock markets was 23767 billion yuan, a slight increase of 353 billion yuan from the previous day [4] - Policies are guiding the further growth of service consumption, and the Ministry of Commerce will introduce more targeted policies [5] - The stock index fluctuated and rose, market sentiment remained good, mid - and small - cap stocks performed better, and the strategy is to go long on dips [5] Group 5: Futures Contract Premium and Discount - IF premium/discount rates were - 8.73% for the current - month contract, 2.47% for the next - month contract, 2.83% for the current - quarter contract, and 2.54% for the next - quarter contract [6] - IH premium/discount rates were - 21.15% for the current - month contract, - 1.16% for the next - month contract, - 0.40% for the current - quarter contract, and - 0.38% for the next - quarter contract [6] - IC premium/discount rates were 19.19% for the current - month contract, 10.56% for the next - month contract, 9.68% for the current - quarter contract, and 9.40% for the next - quarter contract [6] - IM premium/discount rates were 18.87% for the current - month contract, 12.02% for the next - month contract, 11.60% for the current - quarter contract, and 11.25% for the next - quarter contract [6]