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期指:关注今日进出口数据-20251107
Guo Tai Jun An Qi Huo·2025-11-07 03:01
  1. Report Industry Investment Rating - No relevant content provided 2. Core Viewpoints - On November 6, all four stock index futures contracts for the current month rose. IF rose 1.39%, IH rose 1.06%, IC rose 1.65%, and IM rose 1.07% [1] - On the trading day, the total trading volume of stock index futures declined, indicating a cooling of investors' trading enthusiasm. Specifically, the total trading volume of IF decreased by 5,203 lots, IH by 1,639 lots, IC by 13,675 lots, and IM by 35,254 lots. In terms of positions, the total positions of IF decreased by 5,389 lots, IH by 744 lots, IC by 6,940 lots, and IM by 16,927 lots [1][2] - The trend strength of IF and IH is 1, and that of IC and IM is also 1. The trend strength value ranges from -2 to 2, with -2 being the most bearish and 2 being the most bullish [6] 3. Summary by Related Catalogs 3.1期指期现数据跟踪 - IF Contracts: The closing prices of IF2511, IF2512, IF2603, and IF2606 were 4,683.8, 4,670.8, 4,638, and 4,598.8 respectively, with increases of 1.39%, 1.39%, 1.34%, and 1.40%. The trading volumes were 25,490, 71,116, 11,664, and 3,143 respectively, with changes of -2,275, -2,100, +258, and -1,086. The positions were 41,334, 154,733, 56,466, and 12,118 respectively, with changes of -2,507, -1,516, -1,020, and -346 [1] - IH Contracts: The closing prices of IH2511, IH2512, IH2603, and IH2606 were 3,043, 3,041.4, 3,038, and 3,032.8 respectively, with increases of 1.06%, 1.04%, 0.91%, and 0.87%. The trading volumes were 10,774, 34,423, 4,594, and 1,690 respectively, with changes of -418, -458, -607, and -156. The positions were 14,300, 61,694, 16,259, and 3,981 respectively, with changes of -862, -181, +156, and +143 [1] - IC Contracts: The closing prices of IC2511, IC2512, IC2603, and IC2606 were 7,304.6, 7,246.4, 7,078, and 6,893 respectively, with increases of 1.65%, 1.69%, 1.66%, and 1.76%. The trading volumes were 26,211, 85,816, 16,081, and 5,380 respectively, with changes of -3,023, -7,348, -2,002, and -1,302. The positions were 46,862, 134,122, 51,320, and 17,191 respectively, with changes of -1,474, -2,634, -2,243, and -589 [1] - IM Contracts: The closing prices of IM2511, IM2512, IM2603, and IM2606 were 7,487.8, 7,405, 7,186.8, and 6,974.6 respectively, with increases of 1.07%, 1.03%, 1.01%, and 1.05%. The trading volumes were 34,963, 138,409, 21,128, and 8,930 respectively, with changes of -6,787, -21,508, -5,090, and -1,869. The positions were 63,769, 176,903, 77,197, and 31,987 respectively, with changes of -3,317, +40,147, -1,355, and +413 [1] 3.2期指前20大会员持仓增减 - IF Contracts: For IF2511, long positions decreased by 1,794 and net long positions decreased by 4,433; short positions decreased by 1,129 and net short positions decreased by 3,098. For IF2512, long positions decreased by 1,767 and short positions decreased by 765. For IF2603, long positions decreased by 549 and short positions decreased by 800. For IF2606, long positions decreased by 323 and short positions decreased by 404 [5] - IH Contracts: For IH2511, long positions decreased by 662 and net long positions increased by 607; short positions decreased by 626. For IH2512, long positions increased by 939 and short positions increased by 436, with net short positions decreasing by 80. For IH2603, long positions increased by 330 and short positions increased by 110. The data for IH2606 was not announced [5] - IC Contracts: For IC2511, long positions decreased by 1,193 and net long positions decreased by 6,594; short positions decreased by 799. For IC2512, long positions decreased by 2,600 and short positions decreased by 923, with net short positions decreasing by 3,963. For IC2603, long positions decreased by 2,289 and short positions decreased by 1,583. For IC2606, long positions decreased by 512 and short positions decreased by 658 [5] - IM Contracts: For IM2511, long positions decreased by 2,930 and short positions decreased by 2,555. For IM2512, long positions decreased by 9,323 and net long positions decreased by 13,143; short positions decreased by 10,151 and net short positions decreased by 13,738. For IM2603, long positions decreased by 890 and short positions decreased by 1,032. The data for IM2606 was not announced [5] 3.3重要驱动 - During the 8th China International Import Expo, China will firmly promote high - level opening - up, expand market access in the service sector, and create a first - class business environment [6] - The EU is actively signing free trade agreements to diversify export markets. China is promoting high - level opening - up, and both sides are willing to deepen cooperation and discuss various economic and trade agreements [6] - The number of US layoffs reached a 20 - year high, Mag7 stocks tumbled, US bonds soared, and cryptocurrencies and gold fell. The Shanghai Composite Index rose 0.97% to 4,007.76 points, the Shenzhen Component Index rose 1.73%, and the ChiNext Index rose 1.84%. A - share trading volume reached 2.08 trillion yuan [6]