瑞达期货股指期货全景日报-20260319

1. Report Industry Investment Rating - No relevant information provided 2. Core Viewpoints - The domestic macro - level and listed company operating conditions remain stable, providing a long - term positive core for the A - share market, despite the Fed's hawkish turn impacting the global market [2] 3. Summary by Relevant Catalogs 3.1 Futures Contract Data - IF main contract (2603) is at 4586.6, down 61.0; IF secondary main contract (2606) is at 4502.2, down 70.0 [2] - IH main contract (2603) is at 2920.2, down 38.2; IH secondary main contract (2606) is at 2893.8, down 47.6 [2] - IC main contract (2603) is at 7886.4, down 191.6; IC secondary main contract (2606) is at 7671.0, down 220.0 [2] - IM main contract (2603) is at 7923.8, down 153.8; IM secondary main contract (2606) is at 7681.0, down 167.8 [2] - Various contract spreads and differences in different quarters also show corresponding changes [2] 3.2 Futures Position Data - IF top 20 net position is 27,014.00, down 860.0; IH top 20 net position is 19,550.00, down 1126.0 [2] - IC top 20 net position is 27,935.00, down 5219.0; IM top 20 net position is 50,830.00, down 4550.0 [2] 3.3 Spot Price Data - CSI 300 is at 4583.25, down 75.1; IF main contract basis is 3.4, up 10.3 [2] - SSE 50 is at 2,916.2, down 45.2; IH main contract basis is 4.0, up 6.8 [2] - CSI 500 is at 7,877.1, down 219.3; IC main contract basis is 9.3, up 19.7 [2] - CSI 1000 is at 7,909.2, down 187.4; IM main contract basis is 14.6, up 30.8 [2] 3.4 Market Sentiment Data - A - share trading volume (daily, billion yuan) is 21,272.62, up 662.34; margin trading balance (previous trading day, billion yuan) is 26,545.75, up 25.39 [2] - North - bound trading volume (previous trading day, billion yuan) is 2636.57, down 210.08; reverse repurchase (maturity volume, operation volume, billion yuan) is - 245.0, up 130.0 [2] - Main funds (yesterday, today, billion yuan) are - 48.37 and - 1079.04 respectively [2] - The proportion of rising stocks (daily, %) is 9.19, down 55.54; Shibor (daily, %) is 1.321, up 0.001 [2] - Various option closing prices and implied volatilities, as well as index volatilities and PCR ratios, show corresponding changes [2] 3.5 Wind Market Strength and Weakness Analysis - The strength of all A - shares is 2.20, down 4.50; the technical aspect is 0.90, down 5.50 [2] - The capital aspect is 3.50, down 3.50 [2] 3.6 Industry News and Views - The Fed maintains the federal funds rate target range at 3.50% - 3.75% unchanged, and the dot plot shows a more conservative rate - cut path [2] - The Fed raises inflation and economic growth expectations, and Fed Chairman Powell makes hawkish remarks [2] - A - share main indexes close sharply lower, with most industry sectors falling, while coal, petroleum & petrochemical, and public utilities sectors rise [2] - In China, economic fundamentals in January - February 2026 show a good start, and financial data and listed company fundamentals also have positive performances [2]