期指：轻仓过节，关注PMI数据

Report Summary 1. Report Industry Investment Rating - Not provided in the content. 2. Core View of the Report - On September 29, all four major index futures contracts for the current month rose. IF rose 1.49%, IH rose 0.81%, IC rose 1.71%, and IM rose 1.68%. The total trading volume of index futures rebounded, indicating an increase in investors' trading enthusiasm. It is recommended to hold a light position during the holiday and pay attention to PMI data [2][3]. 3. Summary by Relevant Catalogs 3.1 Index Futures Data - IF Contracts: The closing prices of IF2510, IF2511, IF2512, and IF2603 were 4623.6, 4609.6, 4604.6, and 4579.2 respectively, all rising. The total trading volume increased by 44999 lots, and the total open interest increased by 24225 lots [2][3]. - IH Contracts: The closing prices of IH2510, IH2511, IH2512, and IH2603 were 2974, 2976.2, 2976, and 2977.8 respectively, all rising. The total trading volume increased by 37395 lots, and the total open interest increased by 17889 lots [2][3]. - IC Contracts: The closing prices of IC2510, IC2511, IC2512, and IC2603 were 7342.8, 7277.4, 7232.2, and 7058.8 respectively, all rising. The total trading volume increased by 24390 lots, and the total open interest increased by 4379 lots [2][3]. - IM Contracts: The closing prices of IM2510, IM2511, IM2512, and IM2603 were 7484.2, 7403.8, 7337.4, and 7114.4 respectively, all rising. The total trading volume increased by 41629 lots, and the total open interest increased by 2392 lots [2][3]. 3.2 Index Futures Basis - The basis data of IF, IH, IC, and IM contracts from September 3 to September 29 are presented graphically, showing the basis changes of current month, next month, current quarter, and next quarter contracts [5]. 3.3 Top 20 Member Positions in Index Futures - The changes in long and short positions of top 20 members in various index futures contracts are provided. For example, in IF2510, long positions increased by 4586 and short positions increased by 5783 [6]. 3.4 Trend Intensity and Important Drivers - Trend Intensity: The trend intensity of IF and IH is 1, and that of IC and IM is also 1, indicating a neutral to slightly bullish trend [7]. - Important Drivers: - The Politburo meeting on September 29 studied major issues related to formulating the 15th Five - Year Plan for National Economic and Social Development, and the Fourth Plenary Session of the 20th Central Committee will be held from October 20 - 23 [7]. - The new policy - based financial instruments amount to 500 billion yuan, all used to supplement project capital [7]. - In the US market, there were various price movements in stocks, bonds, and commodities. In the A - share market, the Shanghai Composite Index rose 0.9%, the Shenzhen Component Index rose 2.05%, and the ChiNext Index rose 2.74%, with a trading volume of 2.18 trillion yuan [7].