瑞达期货股指期货全景日报-20250929

1. Report Industry Investment Rating - No information provided in the report. 2. Core View of the Report - Recently, there have been few domestic and international news disturbances, and the market as a whole shows a random walk pattern. With the approaching of the National Day and Mid - Autumn Festival holidays, market trading is relatively dull. The profit data of industrial enterprises above a designated size shows improvement, indicating that the anti - involution policy has achieved initial results, but further policy efforts are needed for consolidation. Before the policy is implemented, the market is expected to remain volatile. Attention should be paid to the September PMI data released on Tuesday before the holiday. Strategically, it is recommended to wait and see for the time being [2]. 3. Summary by Relevant Contents Futures Contract Data - IF主力合约（2512）最新价4604.6，环比+69.4；IF次主力合约（2510）最新价4623.6，环比+67.8. IH主力合约（2512）最新价2976.0，环比+26.2；IH次主力合约（2510）最新价2974.0，环比+23.8. IC主力合约（2512）最新价7232.2，环比+134.6；IC次主力合约（2510）最新价7342.8，环比+123.2. IM主力合约（2512）最新价7337.4，环比+144.0；IM次主力合约（2510）最新价7484.2，环比+123.4 [2]. - IF - IH当月合约价差1649.6，环比+51.6；IC - IF当月合约价差2719.2，环比+59.8；IM - IC当月合约价差141.4，环比 - 13.0；IC - IH当月合约价差4368.8，环比+111.4；IM - IF当月合约价差2860.6，环比+46.8；IM - IH当月合约价差4510.2，环比+98.4 [2]. - IF当季 - 当月为 - 19.0，环比 - 0.8；IF下季 - 当月为 - 44.4，环比 - 1.4；IH当季 - 当月为2.0，环比+2.8；IH下季 - 当月为3.8，环比+7.4；IC当季 - 当月为 - 110.6，环比+12.0；IC下季 - 当月为 - 284，环比+12.6；IM当季 - 当月为 - 146.8，环比+21.0；IM下季 - 当月为 - 369.8，环比+15.0 [2]. Futures Position Data - IF前20名净持仓为 - 31,248.00，环比+3046.0；IH前20名净持仓为 - 18,596.00，环比+1120.0；IC前20名净持仓为 - 24,879.00，环比+1103.0；IM前20名净持仓为 - 41,984.00，环比+189.0 [2]. Spot Price Data - 沪深300为4620.05，环比+70.0，IF主力合约基差为 - 15.4，环比+9.6；上证50为2,973.0，环比+32.0，IH主力合约基差为3.0，环比 - 0.4；中证500为7,350.6，环比+109.7，IC主力合约基差为 - 118.4，环比+42.5；中证1000为7,497.8，环比+100.2，IM主力合约基差为 - 160.4，环比+48.0 [2]. Market Sentiment Data - A股成交额（日，亿元）为21,781.43，环比+120.35；两融余额（前一交易日，亿元）为24,244.58，环比 - 199.09；北向成交合计（前一交易日，亿元）为2789.12，环比 - 195.13；逆回购（到期量，操作量，亿元）为 - 2405.0，环比+2886.0；主力资金（昨日，今日，亿元）为 - 946.98，环比+18.06 [2]. - 上涨股票比例（日，%）为65.83，环比+32.66；Shibor（日，%）为1.315，环比+0.001；IO平值看涨期权收盘价（2510）为75.80，环比+31.80；IO平值看涨期权隐含波动率（%）为18.60，环比 - 0.50；IO平值看跌期权收盘价（2510）为50.00，环比 - 46.00；IO平值看跌期权隐含波动率（%）为18.59，环比 - 0.34；沪深300指数20日波动率（%）为17.09，环比+0.70；成交量PCR（%）为54.62，环比 - 21.31；持仓量PCR（%）为91.89，环比+4.82 [2]. Wind Market Strength - Weakness Analysis - 全部A股评分为7.00，环比+3.40；技术面评分为6.60，环比+3.30；资金面评分为7.40，环比+3.50 [2]. Industry News - From January to August, the total profit of industrial enterprises above a designated size in China reached 4692.97 billion yuan, a year - on - year increase of 0.9%. In August, the profit of industrial enterprises above a designated size increased by 20.4% year - on - year, turning from a 1.5% decline in the previous month. A - share major indices closed higher. The three major indices fluctuated upwards, accelerated the rise in the afternoon, and slightly declined at the end of the session. Overseas, the year - on - year and month - on - month increases of the US core PCE price index in August met expectations and were flat with the previous value, which consolidated the market's expectation of the Fed's interest rate cut [2]. Key Events to Watch - September 30th, 9:30 - 9:45: China's official manufacturing, non - manufacturing, and composite PMI for September; China's SPGI manufacturing and services PMI for September. - September 30th, 12:30: RBA interest rate decision. - September 30th, 22:00: US JOLTs job openings in August. - October 1st, 20:45: US ADP employment in September; 22:00: US ISM manufacturing PMI in September. - October 2nd, 19:30: US Challenger job cuts in September. - October 3rd, 20:30: US non - farm payrolls, unemployment rate, and labor force participation rate in September [3].