宏观金融数据日报-20260109

Report Overview - The report is a macro financial data daily report released by the Guomao Futures Research Institute's Macro Financial Research Center on January 9, 2026 [3][4] Market Interest Rate - DRO01 closed at 1.27 with a 0.21bp increase; DR007 closed at 1.47 with a 1.15bp increase [4] - GC001 closed at 1.12 with a 50.00bp decrease; GC007 closed at 1.48 with a 5.50bp decrease [4] - SHBOR 3M closed at 1.60 with a 0.20bp decrease; LPR 5 - year remained at 3.50 [4] - 1 - year treasury bond remained at 1.34; 5 - year treasury bond closed at 1.65 with a 0.70bp decrease; 10 - year treasury bond closed at 1.88 with a 0.60bp increase; 10 - year US treasury bond closed at 4.15 with a 0.30bp increase [4] Central Bank Operations - The central bank conducted 286 billion yuan of 7 - day reverse repurchase operations with an operating rate of 1.40% yesterday. With 5288 billion yuan of reverse repurchases maturing, the net withdrawal was 5002 billion yuan [4] - This week, there are 13236 billion yuan of reverse repurchases maturing in the central bank's open market, and 11000 billion yuan of outright reverse repurchases will mature on Thursday, and 600 billion yuan of treasury cash fixed - deposits will mature on Friday [5] Stock Index Futures - The CSI 300 closed at 4738 with a 0.82% decrease; the SSE 50 closed at 3122 with a 0.73% decrease; the CSI 500 closed at 7895 with a 0.25% increase; the CSI 1000 closed at 7972 with a 0.82% increase [6] - The trading volume of IF increased by 6.2% to 119688, and the open interest increased by 2.1% to 288744; the trading volume of IH decreased by 5.7% to 44844, and the open interest increased by 1.0% to 91182; the trading volume of IC decreased by 1.1% to 147847, and the open interest decreased by 2.7% to 294237; the trading volume of IM increased by 10.4% to 196014, and the open interest increased by 0.8% to 374177 [6] Market Analysis - Yesterday, the market sentiment cooled slightly, the commodity market weakened significantly, and the stock index fluctuated with a contraction in trading volume [7] - In the short term, the stock index is expected to remain in a bullish pattern. In 2026, with continuous macro - policy support, moderate inflation recovery, capital market reform, and the role of Central Huijin, the stock index may continue to rise on the basis of 2025. It is recommended that investors take long positions [7] Premium and Discount Situation - The premium and discount rates of IF for the current - month, next - month, current - quarter, and next - quarter contracts are - 0.14%, 2.05%, 2.09%, and 3.07% respectively [8] - The premium and discount rates of IH for the current - month, next - month, current - quarter, and next - quarter contracts are 0.68%, 0.34%, - 0.06%, and 0.64% respectively [8] - The premium and discount rates of IC for the current - month, next - month, current - quarter, and next - quarter contracts are 2.97%, 4.88%, 5.22%, and 7.24% respectively [8] - The premium and discount rates of IM for the current - month, next - month, current - quarter, and next - quarter contracts are 10.07%, 9.71%, 9.74%, and 10.58% respectively [8]