期指：美股假期休市，震荡格局
Guo Tai Jun An Qi Huo·2025-11-28 01:28

Report Summary Overall Market Situation - On November 27, the US stock market closed for the Thanksgiving holiday, and the futures index showed a volatile pattern. The four major futures index contracts had mixed performance. IF dropped 0.11%, IH declined 0.11%, IC decreased 0.33%, and IM fell 0.08% [1][2]. Futures Index Data Tracking - Closing Prices and Fluctuations: The closing prices of various futures index contracts showed different degrees of decline or increase. For example, IF2512 closed at 4492.6, down 0.11%; IH2512 closed at 2962.4, down 0.11%; IC2512 closed at 6896.2, down 0.33%; IM2512 closed at 7179, down 0.08% [2]. - Trading Volume and Open Interest: On this trading day, the total trading volume of the futures index rebounded, indicating increased trading enthusiasm among investors. IF's total trading volume increased by 3606 lots, IH's by 7008 lots, IC's by 6006 lots, and IM's by 5893 lots. In terms of open interest, IF's total open interest increased by 4902 lots, IH's by 6077 lots, IC's by 5482 lots, and IM's by 2816 lots [2][3]. Futures Index Basis - The basis data of IF, IH, IC, and IM were presented in charts, showing the changes in basis over time for different contracts [5]. Top 20 Member Positions - The data on the increase or decrease of long and short positions of the top 20 members in various futures index contracts were provided. For example, in IF2512, long positions increased by 901 lots with a net change of 4909 lots, and short positions increased by 341 lots [6]. Trend Intensity and Important Drivers - Trend Intensity: The trend intensity of IF and IH was 1, and that of IC and IM was also 1, indicating a neutral trend [7]. - Important Drivers: In October, the profits of industrial enterprises above designated size decreased by 5.5% year - on - year. From January to October, the total profits of industrial enterprises above designated size reached 5950.29 billion yuan, a year - on - year increase of 1.9%. The decline of Vanke's stocks and bonds intensified. The Shanghai Composite Index rose 0.29% to 3875.26 points, while the Shenzhen Component Index fell 0.44%, and the ChiNext Index fell 0.44%. The A - share trading volume was 1.72 trillion yuan [7].