宏观金融数据日报-20251117

Group 1: Market Data - DROO1 and GC001 closed at 1.37 and 1.26 respectively, with changes of 5.30bp and 28.00bp compared to the previous value; DR007 and GC007 closed at 1.47 and 1.49 respectively, with changes of -1.09bp and 2.00bp [4] - SHBOR 3M closed at 1.58 with no change; LPR 5 - year closed at 3.50 with no change; 1 - year, 5 - year, 10 - year Chinese treasury bonds closed at 1.41, 1.58, 1.81 respectively, with changes of 0.00bp, 0.32bp, -0.16bp; 10 - year US treasury bond closed at 4.14 with a 3.00bp change [4] - Last week, the central bank conducted 1122 billion yuan of reverse repurchase operations, with 495.8 billion yuan of reverse repurchase maturing, resulting in a net injection of 626.2 billion yuan [4] - This week, 1122 billion yuan of reverse repurchase will mature in the central bank's open - market operations, and 12 billion yuan of treasury cash fixed - deposit will mature on Thursday [5] Group 2: Stock Index Data - The closing prices of CSI 300, SSE 50, CSI 500, and CSI 1000 were 4628, 3038, 7235, and 7503 respectively, with changes of -1.57%, -1.15%, -1.63%, -1.16% compared to the previous day; the closing prices of IF, IH, IC, and IM current - month contracts were 4614, 3034, 7208, and 7468 respectively, with changes of -1.7%, -1.3%, -1.7%, -1.3% [6] - Last week, CSI 300 fell 1.08% to 4628.1, SSE 50 remained unchanged at 3038.4, CSI 500 fell 1.26% to 7235.5, and CSI 1000 fell 0.52% to 7502.8 [6] - In the Shenwan primary industry index, last week, the comprehensive, textile and apparel, commercial and retail, pharmaceutical and biological, and food and beverage sectors led the gains, while the communication, electronics, computer, machinery, and national defense and military industries led the losses [6] - Last week, the daily trading volumes of A - shares were 1992.9 billion yuan, 1822 billion yuan, 1785 billion yuan, 1878.3 billion yuan, and 1796.5 billion yuan respectively, with the average daily trading volume increasing by 39.9 billion yuan compared to the previous week [6] Group 3: Economic Data and Market Outlook - In October, economic data showed a weakening trend, with investment growth and real - estate prices accelerating their decline; from January to October, the cumulative year - on - year decline in fixed - asset investment was 1.7%, with the growth rate falling 1.2 percentage points compared to September [7] - In terms of investment structure, real - estate investment decreased by 14.7% year - on - year, with the decline expanding by 0.8 percentage points; infrastructure investment increased by 1.51% year - on - year, with the growth rate falling 1.83 percentage points; manufacturing investment increased by 2.7% year - on - year, with the growth rate falling 1.3 percentage points [7] - In October, CPI year - on - year growth turned positive to 0.2%, and the month - on - month increase was 0.1 percentage points to 0.2%, driven by rising service prices, food prices, and gold prices [7] - The current macro - level is a mix of long and short factors. After the overall adjustment of the technology sector, the market lacks a core driving force. The market is divided on whether the valuation of technology stocks will further increase and whether the market can shift from a structural market to a full - scale slow - bull market [7] - The stock index is expected to continue the volatile pattern of having a bottom support and facing upward pressure. Short - term market differences are expected to be gradually digested during the stock - index's volatile adjustment, and new driving forces are awaited for the stock index to rise further [7] Group 4: Futures Premium and Discount Data - The premium and discount rates of IF, IH, IC, and IM for current - month, next - month, current - quarter, and next - quarter contracts are presented in the table, with specific values such as 22.30%, 6.63%, 3.55%, 3.54% for IF [8]