宏观金融数据日报-20260211

Group 1: Market Interest Rates and Central Bank Operations - DRO01 closed at 1.37 with a 9.28 bp increase, DR007 at 1.56 with a 1.86 bp increase, GC001 at 1.62 with a 5.00 bp increase, and GC007 at 1.68 with a 2.00 bp increase [3] - SHBOR 3M remained at 1.58, LPR 5 - year at 3.50, 1 - year treasury at 1.31, 5 - year treasury at 1.53 (down 0.50 bp), 10 - year treasury at 1.80 (down 0.40 bp), and 10 - year US treasury at 4.22 [3] - The central bank conducted 3114 billion yuan of 7 - day reverse repurchase operations with an interest rate of 1.40%, resulting in a net daily investment of 2059 billion yuan after 1055 billion yuan of reverse repurchases matured [3] - This week, 4055 billion yuan of reverse repurchases will mature, and 5000 billion yuan of 182 - day buy - out reverse repurchases will mature on Friday [3] Group 2: Stock Index Performance - The CSI 300 rose 0.11% to 4724.3, the SSE 50 rose 0.18% to 3087.4, the CSI 500 fell 0.06% to 8306.4, and the CSI 1000 rose 0.2% to 8250.3 [4] - The trading volume of the three major stock exchanges in Shanghai, Shenzhen, and Beijing was 21249 billion yuan, a decrease of 1455 billion yuan from the previous day [4] - The sectors of culture and media, games, shipbuilding, education, and communication services led the gains, while precious metals, photovoltaic equipment, jewelry, energy metals, and department stores led the losses [4] - IF volume was 65253 (down 27.9), IF open interest was 282444 (down 2.1); IH volume was 29479 (down 28.7), IH open interest was 101061 (down 2.3); IC volume was 94650 (down 30.8), IC open interest was 296183 (down 3.5); IM volume was 133170 (down 28.7), IM open interest was 378633 (down 2.7) [4] Group 3: Market Outlook - The stock index showed a narrow - range oscillation. The launch of ByteDance's AI video - generation model Seedance 2.0 boosted the corresponding AI application sector [5] - In the short term, the stock index rebounded after continuous adjustments and is now in an oscillation phase. The pre - holiday market is expected to maintain a relatively strong oscillation pattern [5] - Although domestic policies support the stock index and overseas suppression factors have marginally eased, the pre - holiday market risk appetite has declined, and the sector rotation has accelerated. The daily trading volume of A - shares has fallen to the range of 2 - 2.3 trillion yuan, making it more difficult for the stock index to make a strong upward attack before the holiday [5] Group 4: Stock Index Futures Premium and Discount - IF premium/discount rates for the current - month, next - month, current - quarter, and next - quarter contracts were - 3.02%, 0.06%, 2.04%, and 3.07% respectively [6] - IH premium/discount rates were - 6.38%, - 1.93%, - 0.20%, and 1.67% respectively [6] - IC premium/discount rates were - 1.12%, 1.81%, 3.99%, and 4.84% respectively [6] - IM premium/discount rates were - 1.90% (not clear in the text), 2.48%, 6.42%, and 7.33% respectively [6]