宏观金融数据日报-20260324

Report Summary 1. Report Industry Investment Rating - Not provided in the given content 2. Core Viewpoints - External shocks persist, and stock indices are expected to continue their weak performance in the short term. Investors are advised to remain cautious and control their positions [7]. - After a significant market decline, the probability of policy support has increased. Attention should be paid to the supportive trends of domestic factors on stock indices this week [7]. 3. Summary by Relevant Catalogs 3.1 Macro - Financial Data - Interest Rates: DRO01 closed at 1.32 with a -0.02bp change; DR007 at 1.43 with a 0.50bp change; GC001 at 1.49 with a 39.00bp change; GC007 at 1.50 with a 3.50bp change; SHBOR 3M at 1.52 with a -0.38bp change; LPR 5 - year at 3.50 with a 0.00bp change; 1 - year treasury at 1.24 with a 0.00bp change; 5 - year treasury at 1.56 with a 1.00bp change; 10 - year treasury at 1.84 with a 0.30bp change; 10 - year US treasury at 4.39 with a 14.00bp change [3]. - Central Bank Operations: The central bank conducted 80 billion yuan of 7 - day reverse repurchase operations yesterday with an operating rate of 1.40%. With 1373 billion yuan of reverse repurchases maturing, the net withdrawal was 1293 billion yuan. This week, 2423 billion yuan of reverse repurchases will mature, and 4500 billion yuan of MLF will mature on Wednesday [3][4]. 3.2 Stock Index Data - Index Performance: The CSI 300 fell 3.26% to 4418; the SSE 50 fell 3.17% to 2792.3; the CSI 500 fell 4.11% to 7440.7; the CSI 1000 fell 4.81% to 7409.1. The trading volume of the Shanghai, Shenzhen, and Beijing stock markets was 2.45 trillion yuan, an increase of 145.4 billion yuan from the previous trading day. Most industry sectors declined, with only the coal sector rising, and sectors such as precious metals, hotel catering, etc. having large declines [5][6]. - Futures Contracts: IF volume increased by 11.7% to 156,918, and open interest increased by 6.1% to 276,923; IH volume increased by 14.0% to 78,380, and open interest increased by 16.0% to 115,469; IC volume increased by 8.8% to 217,723, and open interest increased by 4.2% to 298,855; IM volume increased by 11.9% to 325,166, and open interest increased by 5.8% to 408,928 [5]. - Futures Premium and Discount: IF premium rates for the current, next - month, current - quarter, and next - quarter contracts are 6.61%, 3.12%, 6.91%, and 7.35% respectively; IH are - 0.66%, - 0.31%, 2.43%, and 3.73% respectively; IC are 10.43%, 9.55%, 11.47%, and 10.74% respectively; IM are 8.89%, 10.33%, 12.27%, and 12.08% respectively [8].