瑞达期货股指期货全景日报-20251029

Investment Rating - No investment rating for the industry is provided in the report. Core Viewpoints - A - share major indices closed with collective gains. The three major indices opened and closed higher, with the Shanghai Composite Index regaining the 4000 - point mark. The overall equity market's bullish sentiment remains relatively high due to the double expectations of the Fed's further interest - rate cut and the Sino - US summit. It is recommended to buy on dips with a light position and prioritize allocating to IC and IM [2]. Summary by Relevant Contents Futures Market - Contract Prices and Changes: The latest prices of IF, IH, IC, and IM main and secondary contracts all increased compared to the previous period. For example, the latest price of the IF main contract (2512) is 4732.6, up 57.6 [2]. - Contract Spreads: Most of the contract spreads between different varieties increased, such as the IF - IH spread which rose by 46.6. However, the IM - IC spread decreased by 43.6 [2]. - Quarter - to - Month Spreads: Some quarter - to - month spreads changed, with the IF and IH quarter - to - month spreads mostly decreasing, while the IC and IM quarter - to - month spreads showed mixed trends [2]. - Net Positions of Top 20 Holders: The net positions of the top 20 holders of IF and IC decreased, while those of IH and IM increased [2]. Spot Market - Spot Index Prices: The prices of the CSI 300, SSE 50, CSI 500, and CSI 1000 all increased, with the CSI 300 rising to 4747.84, up 55.9 [2]. - Basis: The basis of the IF, IH, IC, and IM main contracts all increased [2]. Market Sentiment - Trading Volume and Margin Trading: The A - share trading volume and margin trading balance increased, with the A - share trading volume reaching 22906.74 billion yuan, up 1253.67 billion yuan [2]. - Options and Volatility: The closing price of the IO at - the - money call option increased, while that of the put option decreased. The implied volatility of the call option increased, and that of the put option decreased [2]. Industry News - International Events: Chinese President Xi Jinping will meet with US President Trump in Busan, South Korea on October 30 to exchange views on Sino - US relations and common concerns. The Fed is expected to cut interest rates by 25 basis points [2]. - Domestic Policies: The full text of the "15th Five - Year Plan" suggestions was released, aiming to achieve various economic and social development goals, including promoting high - tech self - reliance and strengthening new productive forces [2]. Company Earnings - The net profit growth rate of all A - shares and CSI 500 has accelerated significantly, with the CSI 500's net profit growth rate exceeding 10% [2]. Key Events to Watch - From October 27 - 31, 4347 A - share listed companies will disclose their third - quarter reports. On October 30, there will be interest - rate decisions from the Fed, the Bank of Japan, and the European Central Bank. On October 31, there will be China's PMI data and US economic data such as PCE [3].