宏观金融数据日报-20260327

Group 1: Market Data Summary - DR001 closed at 1.32 with a 0.09 bp increase, DR007 at 1.44 with a 0.10 bp decrease, GC001 at 1.38 with a 7.00 bp decrease, and GC007 at 1.55 with a 0.50 bp decrease [3] - SHBOR 3M closed at 1.51 with a 0.20 bp decrease, LPR 5 - year at 3.50 with no change, 1 - year treasury at 1.43 with a 0.50 bp decrease, 5 - year treasury at 1.70 with a 0.30 bp decrease, 10 - year treasury at 1.97 with a 0.05 bp decrease, and 10 - year US treasury at 4.33 with a 6.00 bp decrease [3] - The central bank conducted 2240 billion yuan of 7 - day reverse repurchase operations, with a net injection of 2110 billion yuan as 130 billion yuan of 7 - day reverse repurchase matured [3] Group 2: Market Commentary - The inter - bank market liquidity remains stable and loose, with the weighted average interest rate of DR001 around 1.32%. The central bank will conduct 5000 billion yuan of 1 - year MLF operations on March 25, 2026 [4] - The macro news was calm yesterday, and the stock index rebounded and then filled the gap. External shocks still exist, but due to the marginal change in the US attitude and the possible directional opening of the Strait of Hormuz, there is a short - term breathing and easing window for the capital market. The probability of a short - term over - sold rebound of the stock index has increased. In the domestic market, after the sharp decline, the possibility of policy support has risen, and the further decline space of the stock index is limited. In the long - term, the stock index is still bullish [6] Group 3: Stock Index Futures Data - The CSI 300 fell 1.32% to 4477.5, the SSE 50 fell 1.22% to 2824.7, the CSI 500 fell 1.62% to 7642.1, and the CSI 1000 fell 1.44% to 7639.4. The trading volume of the Shanghai, Shenzhen, and Beijing stock markets was 19571 billion yuan, a decrease of 2359 billion yuan from the previous day. Most industry sectors closed lower, with the energy metals sector rising against the trend and sectors such as insurance, wind power equipment, and photovoltaic equipment leading the decline [5] - The trading volume and positions of IF, IH, and IC decreased, while the trading volume of IM decreased and its positions increased [5] - The IF, IH, IC, and IM all showed different degrees of premium or discount in different contracts [7]