期指:振幅加大,支撑依旧
Guo Tai Jun An Qi Huo·2026-03-03 02:29
  1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints - On March 2, the current - month contracts of the four major stock index futures showed mixed performance. IF rose 0.07%, IH rose 0.08%, IC fell 0.07%, and IM fell 1.15%. The total trading volume of stock index futures rebounded, indicating increased trading enthusiasm among investors, and the total positions also increased [1][2]. 3. Summary by Relevant Catalogs 3.1 Stock Index Futures Data Tracking - Closing Price and Fluctuation: The closing prices of CSI 300, SSE 50, CSI 500, and CSI 1000 showed different fluctuations, with CSI 300 up 0.38%, SSE 50 up 0.23%, CSI 500 unchanged, and CSI 1000 down 0.98%. The corresponding futures contracts also had different price changes [1]. - Basis: Each futures contract had a corresponding basis, such as - 17.47 for IF2603, - 0.67 for IH2603, - 31.33 for IC2603, and - 53.17 for IM2603 [1]. - Trading Volume and Turnover: The trading volumes and turnovers of different contracts varied. For example, the turnover of IF2603 was 117.42 billion yuan, and the trading volume was 83,457 contracts [1]. - Position Changes: The positions of all contracts increased. For example, the position of IF2603 increased by 3,800 contracts, and the position of IH2603 increased by 2,029 contracts [1]. 3.2 Trading Volume and Position Changes - Trading Volume: The total trading volume of IF increased by 46,751 contracts, IH by 18,781 contracts, IC by 49,152 contracts, and IM by 70,153 contracts [2]. - Position: The total positions of IF increased by 13,048 contracts, IH by 4,743 contracts, IC by 12,026 contracts, and IM by 17,661 contracts [2]. 3.3 Top 20 Member Position Changes - Different contracts had different changes in long and short positions. For example, in the IF2603 contract, the long - position increase was 5,327 contracts, and the short - position increase was 2,245 contracts [5]. 3.4 Trend Strength - The trend strength of IF and IH is 1, and the trend strength of IC and IM is also 1, with a value range of [- 2, 2] for trend strength [6]. 3.5 Important Drivers - A - share Market: The three major A - share indexes showed mixed performance. The Shanghai Composite Index rose 0.47% to 4,182.59 points, the Shenzhen Component Index fell 0.2%, and the ChiNext Index fell 0.49%. The A - share turnover exceeded 3 trillion yuan, reaching a one - month high. Some sectors such as oil and gas, precious metals, and military industries rose, while some AI - related and consumer sectors fell [6]. - Hong Kong Stock Market: The Hong Kong stock market declined with heavy volume. The Hang Seng Index fell 2.14% to 26,059.85 points, the Hang Seng Tech Index fell 2.89%, and the Hang Seng China Enterprises Index fell 1.78%. The market turnover was HK $357.679 billion [6]. - US Stock Market: The three major US stock indexes showed mixed performance. The Dow Jones Industrial Average fell 0.15% to 48,904.78 points, the S&P 500 Index rose 0.04% to 6,881.62 points, and the Nasdaq Composite Index rose 0.36% to 22,748.86 points [7]. - European Stock Market: The three major European stock indexes fell across the board. The German DAX Index fell 2.42% to 24,672.4 points, the French CAC40 Index fell 2.17% to 8,394.32 points, and the UK FTSE 100 Index fell 1.2% to 10,780.11 points [7]. - Asia - Pacific Stock Market: Most major Asia - Pacific stock indexes fell. The Nikkei 225 Index fell 1.35% to 58,057.24 points, and the Indian SENSEX30 Index fell 1.29% to 80,238.85 points [7]. - International Events: The US - Israel raid on Iran led to market fluctuations, and there were reports about the possible closure of the Strait of Hormuz. High - level officials from China had phone calls with relevant foreign ministers, and the National Development and Reform Commission held a symposium for private enterprises [7][8].
期指:振幅加大,支撑依旧 - Reportify