股指期货：沪深300创新高

Report Summary Report Industry Investment Rating No relevant information provided. Core View Today's stock market showed a volatile trend, with the broader market index demonstrating strength as the CSI 300 index reached a new high, reflecting continued market optimism. The rising stocks were concentrated, with the ratio of rising to falling stocks at only 0.39. Similar to yesterday, the leading sectors were still focused on TMT, but mainly weighted stocks were rising. In the short term, a structural rally is maintained, and there are no incremental systematic positives or negatives. Therefore, the expectation of a stable transition in the pre - holiday market is maintained, and a wait - and - see approach is recommended. [4] Market Review - Today's stock index trends varied. Taking the CSI 300 index as an example, it closed up 0.60%. In terms of capital flow, the trading volume of the two markets increased by 44.306 billion yuan. In the futures index market, IF rose with increasing volume, IC and IH rose with decreasing volume, and IM fell with decreasing volume. [2] Important Information - Hong Kong Monetary Authority Chief Executive Eddie Yue announced that a fixed - income and currency roadmap would be released today during his welcome speech at the Hong Kong Fixed Income and Currency Forum. - On September 25, the National Healthcare Security Administration officially issued a notice on a 100 - day special rectification campaign for prominent problems in healthcare fund management, to be carried out nationwide from now until December 31, 2025, targeting illegal and irregular use of healthcare funds such as reselling returned healthcare drugs, over - prescribing, and fraudulently obtaining maternity allowances. [3] Strategy Recommendation Futures Index Market Observation | | IF | IH | IC | IM | | --- | --- | --- | --- | --- | | Main contract intraday change (%) | 0.88 | 0.52 | 0.43 | - 0.09 | | Trading volume (10,000 lots) | 13.3482 | 5.1813 | 12.9665 | 21.2836 | | Trading volume MoM (10,000 lots) | - 1.3263 | - 1.0311 | - 4.7515 | - 8.0784 | | Open interest (10,000 lots) | 26.6373 | 9.4947 | 24.8859 | 35.3327 | | Open interest MoM (10,000 lots) | 0.2673 | - 0.3358 | - 0.7113 | - 1.2164 | [5] Spot Market Observation | Name | Value | | --- | --- | | Shanghai Composite Index change (%) | - 0.01 | | Shenzhen Component Index change (%) | 0.67 | | Ratio of rising to falling stocks | 0.39 | | Trading volume of the two markets (billion yuan) | 237.109 | | Trading volume MoM (billion yuan) | 4.4306 | [6]