投资咨询业务资格:证监许可【2012】31号 ITG国贸期 数据来源: Wind,国贸期货研究院 | | 行情回顾 | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 指数 收盘价 | | | 张肤帽(%) | | 成交覆(亿元) | | 成交里(亿) | | | 上证50 2685.0092 | | | 0. 32 | | 688. 11 | | 39. 94 | | | 沪深300 3873. 7951 | | | 0. 25 | | 2468.61 | | 137.34 | | | 中证1000 6147. 46 | | | 0.68 | | 2530. 88 | | 197. 31 | | | | 中金所股指期权成交情况 | | | | | | | | | 期权成交里 指数 | | 认购期权 | 认法期权 | 日成交里 | 期权持仓里 | 认购期权 | 认沽期权 | 持仓里 | | (万张) | | 成交里 | 成交里 | PCR | (万5k) | 持仓里 | 持它重 | PCR | | 上证50 2. ...

投资咨询业务资格:证监许可【2012】31号 ITG国贸期 权数据日报 于一个工干面中心 =: F0251925 2025/6/9 费据来源: Wind,国贸期货研究院 | | 行情回顾 | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 指数 | 收盘价 | | 张肤帽(%) | | 成交额(亿元) | | 成交里(亿) | | | 上证50 | 2688. 8504 | | -0.12 | | 520. 03 | | 29. 85 | | | 沪至300 | 3873. 9841 | | -0. 09 | | 2020. 35 | | 110. 99 | | | 中证1000 | 6152. 8446 | | -0.23 | | 2403. 63 | | 178.34 | | | | 中金所股指期权成交情况 | | | | | | | | | 指数 | 期权成交望 | 认购期权 | 认沽期权 | 日成交里 | 期权持仓里 | 认购期权 | 认沽期权 | 持仓里 | | | (万张) | 成交里 | 成交里 | ...

Report Summary 1. Index Market Performance - The Shanghai Composite Index rose 0.42% to close at 3376.2 points, the Shenzhen Component Index rose 0.87%, the ChiNext Index rose 1.11%, the Northbound 50 Index rose 1.1%, the STAR 50 Index rose 0.45%, and the CSI A500 Index rose 0.48%. A-share trading volume reached 1.18 trillion yuan, up from 1.16 trillion yuan the previous day [7] - The closing prices, changes, trading volumes, and turnovers of the Shanghai 50, CSI 300, and CSI 1000 indices are as follows: Shanghai 50 closed at 2690.8243 with a 0.13% change, trading volume of 27.60 billion and turnover of 511.09 billion yuan; CSI 300 closed at 3868.7429 with a 0.43% change, trading volume of 116.80 billion and turnover of 2117.36 billion yuan; CSI 1000 closed at 6123.172 with a 0.88% change, trading volume of 186.96 billion and turnover of 2320.40 billion yuan [4] 2. CFFEX Stock Index Option Trading - The trading volume and open interest data of put and call options for the Shanghai 50, CSI 300, and CSI 1000 indices are presented, including put/call ratios (PCR) for both trading volume and open interest [4] 3. Volatility Analysis - Historical volatility chains and next - month at - the - money implied volatility, as well as volatility smile curves, are analyzed for the Shanghai 50, CSI 300, and CSI 1000 indices [7]

投资咨询业务资格:证监许可【2012】31号 ITG国贸期 沪深300PCR走势 1.1 J 0.9 0.8 03 音仓PCR 中证1000PCR走势 1.2 1 0.8 0.6 0.4 02 于仓PCR 上证50历史波动率 力史波动率链 0.5 醫小值 - 最大值 -- 10%分位值 0.45 30%分位值 -- 60%分位值 · 当前值 0.4 90%分位值 0.35 0.3 80% 0.25 70% 0.2 e0% 50% =: F0251925 2025/5/23 数据来源: Wind,国贸期货研究院 | | 行情回顾 | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 指数 | 收盘价 | | 张肤帽(%) | | 成交额(亿元) | | 成交里(亿) | | | 上证50 | 2733.6323 | | 0.19 | | 517.03 | | 27.84 | | | 沪至300 | 3913. 8651 | | -0. 06 | | 1975. 11 | | 107.60 | | | 中证1000 | ...

Market Review - The closing prices and changes of major indices are as follows: the Shanghai 50 Index closed at 2716.6294, up 0.43%; the CSI 300 Index closed at 3898.1705, up 0.54%; the CSI 1000 Index closed at 6146.0166, up 0.83% [4] - The trading volumes and turnovers of major indices are as follows: the Shanghai 50 Index had a turnover of 566.74 billion yuan and a trading volume of 29.31 billion; the CSI 300 Index had a turnover of 2016.37 billion yuan and a trading volume of 104.89 billion; the CSI 1000 Index had a turnover of 2325.87 billion yuan and a trading volume of 192.96 billion [4] - The trading and holding volumes of index options on the CFFEX are presented, including put - call ratios (PCR) for different indices such as the Shanghai 50, CSI 300, and CSI 1000 [4] - On the previous trading day, the Shanghai Composite Index rose 0.38% to 3380.48 points, the Shenzhen Component Index rose 0.77%, the ChiNext Index rose 0.77%, the Northbound 50 Index rose 1.22% hitting a new record high, the STAR 50 Index rose 0.24%, and the CSI A500 Index rose 0.59%. A - share trading volume was 1.21 trillion yuan, compared with 1.12 trillion yuan the previous day [10] Volatility Analysis - Volatility analysis is provided for the Shanghai 50, CSI 300, and CSI 1000 indices, including historical volatility chains and next - month at - the - money implied volatility smile curves [9][10]

Report Industry Investment Rating - Not provided Core Viewpoint - On the previous trading day, the Shanghai Composite Index dropped 0.4% to 3367.46 points, the Shenzhen Component Index fell 0.07%, the ChiNext Index declined 0.19%, the Northbound 50 Index rose 0.49%, the STAR 50 Index dropped 0.57%, and the CSI A500 Index fell 0.33%. A-share trading volume for the day was 1.12 trillion yuan, compared with 1.19 trillion yuan the previous day [8] Summary by Related Catalogs Market Review - Index closing prices, changes, trading volumes, and turnovers: The Shanghai Stock Exchange 50 Index closed at 2716.6618, down 0.86%; trading volume was 37.01 billion, and turnover was 610.93 billion yuan. The CSI 300 Index closed at 3889.0854, down 0.46%; trading volume was 118.41 billion, and turnover was 2088.36 billion yuan. The CSI 1000 Index closed at 6068.1165, up 0.18%; trading volume was 176.39 billion, and turnover was 2061.57 billion yuan [4] - CFFEX stock index option trading volume and open interest: For the Shanghai Stock Exchange 50 Index, put option trading volume was 1.64 million contracts, call option trading volume was 2.52 million contracts, PCR was 0.65, open interest was 4.57 million contracts, call option open interest was 2.79 million contracts, put option open interest was 1.78 million contracts, and PCR was 0.64. For the CSI 300 Index, put option trading volume was 3.30 million contracts, call option trading volume was 5.85 million contracts, PCR was 0.56, open interest was 12.79 million contracts, call option open interest was 8.02 million contracts, put option open interest was 4.77 million contracts, and PCR was 0.59. For the CSI 1000 Index, put option trading volume was 10.75 million contracts, call option trading volume was 13.25 million contracts, PCR was 0.81, open interest was 18.73 million contracts, call option open interest was 10.35 million contracts, put option open interest was 8.38 million contracts, and PCR was 0.81 [4] Volatility Analysis - Historical volatility and implied volatility of the Shanghai Stock Exchange 50 Index, CSI 300 Index, and CSI 1000 Index were presented, including historical volatility chains, minimum, maximum, 10%, 30%, 60%, 90% quantile values, current values, and volatility smile curves [8][10]

Report Summary 1. Market Performance - The Shanghai Composite Index closed up 0.8% at 3342.67 points with heavy volume, the Shenzhen Component Index rose 0.22%, the ChiNext Index rose 0.51%, the North Securities 50 fell 0.46%, the Science and Technology Innovation 50 rose 0.36%, and the CSI A500 rose 0.51% in the previous trading day. A-share trading volume reached 1.51 trillion yuan, compared with 1.36 trillion yuan the previous day [8]. - The closing prices and changes of major stock - index futures are as follows: the Shanghai 50 closed at 2670.7023 with a 0.87% increase, the CSI 300 at 3831.627 with a 0.61% increase, and the CSI 1000 at 6111.4946 with a 0.14% increase. Their trading volumes were 806.55 billion yuan, 2860.11 billion yuan, and 2965.22 billion yuan respectively, and trading volumes were 47.06 billion, 161.17 billion, and 233.92 billion respectively [4]. 2. Option Trading - The trading and holding data of stock - index options on the CFFEX are as follows: for the Shanghai 50, option trading volume was 3.06 million contracts (2.06 million for call options and 1.00 million for put options, PCR = 0.48), and open interest was 6.67 million contracts (4.07 million for call options and 2.60 million for put options, PCR = 0.64); for the CSI 300, option trading volume was 8.91 million contracts (5.79 million for call options and 3.12 million for put options, PCR = 0.54), and open interest was 18.23 million contracts (10.73 million for call options and 7.50 million for put options, PCR = 0.70); for the CSI 1000, option trading volume was 26.48 million contracts (16.13 million for call options and 10.35 million for put options, PCR = 0.64), and open interest was 25.44 million contracts (13.97 million for call options and 11.47 million for put options, PCR = 0.82) [4]. 3. Volatility Analysis - The report presents historical volatility chains and implied volatility smile curves for the Shanghai 50, CSI 300, and CSI 1000, including minimum, maximum, percentile values, and current values of historical volatility, as well as implied volatility of next - month at - the - money options [8].

Market Review - The closing prices of the Shanghai 50, CSI 300, and CSI 1000 were 2647.7166, 3808.5424, and 6102.9221 respectively, with increases of 0.55%, 1.01%, and 2.57% [4]. - The trading volumes of the Shanghai 50, CSI 300, and CSI 1000 were 40.71 billion, 158.52 billion, and 220.21 billion respectively, and the trading turnovers were 696.91 billion yuan, 2679.37 billion yuan, and 2836.58 billion yuan respectively [4]. - For the CFFEX stock index options, the trading volumes of the Shanghai 50, CSI 300, and CSI 1000 were 2.64 million contracts, 8.57 million contracts, and 20.37 million contracts respectively, and the open interests were 6.48 million contracts, 17.73 million contracts, and 24.70 million contracts respectively [4]. Market Overview - The previous trading day, the Shanghai Composite Index rose 1.13% to 3316.11 points, the Shenzhen Component Index rose 1.84%, the ChiNext Index rose 1.97%, the Beijing Stock Exchange 50 rose 3.21%, the STAR 50 rose 1.39%, and the CSI A500 rose 1.33% [8]. - A - share trading volume was 1.36 trillion yuan, compared with 1.19 trillion yuan the previous day [8].