宏观金融数据日报-20260303

Report Summary 1. Report Industry Investment Rating - Not mentioned in the provided content. 2. Core View -受中东战事冲击,昨日股指低开下行,沪深300和上证50在资金护盘下收涨,中小盘表现较弱,中证1000收跌。短期内关注中东战事演变,若战事快速了结,市场情绪有望快速恢复。国内“两会”临近,增量政策与维稳预期对股指形成支撑,预计股指短期震荡调整空间有限。若中东局势未进一步恶化,股指短期调整将带来较好的多头布局机会 [4] 3. Summary by Relevant Catalogs Money Market and Liquidity - Interest Rates: DRO01 closed at 1.31% with a -0.72bp change, DR007 at 1.46% with a -3.94bp change, GC001 at 1.08% with a -51.00bp change, GC007 at 1.46% with a -10.50bp change, SHBOR 3M at 1.57% with a -0.01bp change, LPR 5 - year at 3.50% with no change, 1 - year treasury at 1.28% with a -1.00bp change, 5 - year treasury at 1.52% with a -4.90bp change, 10 - year treasury at 1.74% with a -8.80bp change, and 10 - year US treasury at 3.97% with a -5.00bp change [4] - Central Bank Operations: The central bank conducted 19 billion yuan of 7 - day reverse repurchase operations yesterday with an operating rate of 1.40%. There were no reverse repurchase maturities, resulting in a single - day net injection of 19 billion yuan. This week (March 1st - 6th), there will be 1525 billion yuan of reverse repurchase maturities in the central bank's open market, and 1 trillion yuan of 91 - day repurchase maturities on March 6th [4] Stock Market - Index Performance: The CSI 300 rose 0.38% to 4728.7, the SSE 50 rose 0.23% to 3046.5, the CSI 500 fell 0% to 8658.3, and the CSI 1000 fell 0.98% to 8477. The trading volume of the Shanghai, Shenzhen, and Beijing stock markets reached 3.04 trillion yuan, a significant increase of 539.8 billion yuan from the previous trading day. Industry sectors had more decliners than gainers, with precious metals, petroleum and petrochemicals, aerospace equipment, ground military equipment, and shipping ports leading the gains, and advertising and marketing, film and television theaters, media, communication services, and games leading the losses [4] - Futures Contracts: IF volume increased by 57.0% to 128,808, IF open interest increased by 4.8% to 287,543; IH volume increased by 44.3% to 61,134, IH open interest increased by 4.4% to 112,864; IC volume increased by 37.9% to 178,806, IC open interest increased by 4.0% to 311,621; IM volume increased by 45.0% to 225,976, and IM open interest increased by 4.8% to 382,995 [4] Futures Premium and Discount - IF Premium/Discount: The premium/discount rates for the current - month, next - month, current - quarter, and next - quarter contracts are 7.49%, 4.37%, 4.49%, and 4.93% respectively [4] - IH Premium/Discount: The premium/discount rates for the current - month, next - month, current - quarter, and next - quarter contracts are 0.44%, 0.69%, 0.89%, and 2.59% respectively [4] - IC Premium/Discount: The premium/discount rates for the current - month, next - month, current - quarter, and next - quarter contracts are 7.34%, 5.07%, 6.05%, and 6.48% respectively [4] - IM Premium/Discount: The premium/discount rates for the current - month, next - month, current - quarter, and next - quarter contracts are 12.72%, 9.06%, 9.73%, and 9.64% respectively [4]