华泰期货流动性日报-20260306

Report Summary Core View The report provides a daily overview of market liquidity across various sectors, including trading volume, open interest, trading volume - open interest ratio, and their changes compared to the previous trading day on March 5, 2026 [1]. Summary by Sector Overall Market Liquidity - On March 5, 2026, the trading volume and open interest of different sectors showed different trends compared to the previous trading day. The trading volume of the energy - chemical sector increased significantly by +21.59% to 18047.05 billion yuan, while the trading volume of the precious metals sector decreased sharply by -32.43% to 7609.66 billion yuan [1]. 1. Stock Index Sector - Trading volume was 8404.52 billion yuan, a change of -14.53% from the previous day; open interest was 15769.18 billion yuan, a change of -3.02%; the trading volume - open interest ratio was 51.93% [1]. 2. Treasury Bond Sector - Trading volume was 2737.31 billion yuan, a change of -7.35% from the previous day; open interest was 8886.48 billion yuan, a change of +1.00%; the trading volume - open interest ratio was 29.11% [1]. 3. Base Metals and Precious Metals (Metal Sector) - Base Metals: Trading volume was 7438.25 billion yuan, a change of -2.96% from the previous day; open interest was 6758.27 billion yuan, a change of +2.03%; the trading volume - open interest ratio was 116.40% [1]. - Precious Metals: Trading volume was 7609.66 billion yuan, a change of -32.43% from the previous day; open interest was 4973.43 billion yuan, a change of +1.86%; the trading volume - open interest ratio was 191.05% [1]. 4. Energy - Chemical Sector - Trading volume was 18047.05 billion yuan, a change of +21.59% from the previous day; open interest was 5486.14 billion yuan, a change of +1.70%; the trading volume - open interest ratio was 263.80% [1]. 5. Agricultural Products Sector - Trading volume was 3155.16 billion yuan, a change of +4.53% from the previous day; open interest was 6493.71 billion yuan, a change of +1.27%; the trading volume - open interest ratio was 41.09% [1]. 6. Black Building Materials Sector - Trading volume was 2102.24 billion yuan, a change of +12.06% from the previous day; open interest was 3293.03 billion yuan, a change of -0.84%; the trading volume - open interest ratio was 57.73% [2].