Market Review - The closing price of the Shanghai 50 Index was 2775.9935, down 1.54%, with a trading volume of 61.52 billion and a turnover of 131.852 billion yuan; the closing price of the CSI 300 Index was 4075.5912, down 1.82%, with a trading volume of 267.09 billion and a turnover of 492.143 billion yuan; the closing price of the CSI 1000 Index was 6661.1862, down 0.85%, with a trading volume of 270.14 billion and a turnover of 401.822 billion yuan [4] - The trading volume of Shanghai 50 index options was 5.68 million contracts, including 3.59 million call options and 2.09 million put options, with a PCR of 0.58 and an open interest of 7.13 million contracts; the trading volume of CSI 300 index options was 14.43 million contracts, including 8.40 million call options and 6.03 million put options, with a PCR of 0.72 and an open interest of 19.96 million contracts; the trading volume of CSI 1000 index options was 27.99 million contracts, including 14.89 million call options and 13.10 million put options, with a PCR of 0.88 and an open interest of 26.81 million contracts [4] - The Shanghai Composite Index fell 1.18% to 3573.21 points, the Shenzhen Component Index fell 1.73%, the ChiNext Index fell 1.66%, the Beijing Stock Exchange 50 Index fell 1.16%, the STAR 50 Index fell 1.01%, the Wind All - A Index fell 1.36%, the Wind A500 Index fell 1.89%, and the CSI A500 Index fell 1.75%. The A - share trading volume for the day was 1.96 trillion yuan, compared with 1.87 trillion yuan the previous day [10] Volatility Analysis - Conducted historical volatility analysis and next - month at - the - money implied volatility analysis on the Shanghai 50 Index, CSI 300 Index, and CSI 1000 Index, and presented the volatility smile curves [8][9][14]

Market Review - The closing prices of the Shanghai 50, CSI 300, and CSI 1000 were 2808.5917, 4152.0247, and 6773.8843 respectively, with increases of 0.21%, 0.39%, and 0.65% [4]. - The trading volumes of the Shanghai 50, CSI 300, and CSI 1000 were 47.05 billion, 230.81 billion, and 259.26 billion respectively, and the trading turnovers were 1119.54 billion yuan, 4287.64 billion yuan, and 3837.04 billion yuan respectively [4]. CFFEX Stock Index Option Trading - For the Shanghai 50 index, the option trading volume was 2.62 million contracts (1.82 million for call options and 0.81 million for put options), with a PCR of 0.44. The option open interest was 7.05 million contracts (4.53 million for call options and 2.52 million for put options), with a PCR of 0.56 [4]. - For the CSI 300 index, the option trading volume was 7.11 million contracts (4.50 million for call options and 2.62 million for put options), with a PCR of 0.58. The option open interest was 19.17 million contracts (11.10 million for call options and 8.07 million for put options), with a PCR of 0.73 [4]. - For the CSI 1000 index, the option trading volume was 18.15 million contracts (10.00 million for call options and 8.15 million for put options), with a PCR of 0.81. The option open interest was 25.33 million contracts (12.87 million for call options and 12.46 million for put options), with a PCR of 0.97 [4]. Volatility Analysis - The historical volatility and next - month at - the - money implied volatility of the Shanghai 50, CSI 300, and CSI 1000 were analyzed, including the maximum, minimum, percentile values, and the volatility smile curve [8][10][13] Overall Market Situation - The Shanghai Composite Index rose 0.33% to 3609.71 points, the Shenzhen Component Index rose 0.64%, the ChiNext Index rose 1.86%, the Beijing Stock Exchange 50 rose 0.68%, the Science and Technology Innovation 50 rose 1.45%, the Wind All - A rose 0.45%, and the Wind A500 rose 0.43%, and the CSI A500 rose 0.5% [13]. - The A - share trading turnover for the day was 1.83 trillion yuan, compared with 1.77 trillion yuan the previous day [13]

Market Review - The closing prices and changes of major indices are as follows: SSE 50 closed at 2802.7674, up 0.26%; CSI 300 at 4135.8242, up 0.21%; CSI 1000 at 6729.979, up 0.35%. The trading volumes of these indices were 49.74 billion, 222.76 billion, and 252.74 billion respectively, with turnovers of 1145.71 billion yuan, 4067.93 billion yuan, and 3595.76 billion yuan [4]. - Regarding the trading situation of CFFEX stock index options, for SSE 50, the trading volume of put options was 1.05 million contracts, call options 2.09 million contracts, with a PCR of 0.50. The open interest was 6.92 million contracts, with 4.46 million call contracts and 2.46 million put contracts, and a PCR of 0.55. For CSI 300, the put option trading volume was 3.02 million contracts, call options 4.60 million contracts, PCR 0.66. The open interest was 18.81 million contracts, with 10.91 million call contracts and 7.89 million put contracts, and a PCR of 0.72. For CSI 1000, the put option trading volume was 8.30 million contracts, call options 9.81 million contracts, PCR 0.85. The open interest was 24.55 million contracts, with 12.55 million call contracts and 12.00 million put contracts, and a PCR of 0.96 [4]. Volatility Analysis SSE 50 Volatility - The historical volatility of SSE 50 is presented with various percentile values, including the maximum, minimum, 10%, 30%, 60%, 90% percentile values, and the current value. The next - month at - the - money implied volatility and the volatility smile curve are also shown [8][12]. CSI 300 Volatility - The historical volatility of CSI 300 shows different percentile values such as the maximum, minimum, 10%, 30%, 60%, 90% percentile values, and the current value. The next - month at - the - money implied volatility and the volatility smile curve are provided [12]. CSI 1000 Volatility - The historical volatility of CSI 1000 includes the maximum, minimum, 10%, 30%, 60%, 90% percentile values, and the current value. The next - month at - the - money implied volatility and the volatility smile curve are presented [12]. Overall Market Conditions - The Shanghai Composite Index rose 0.12% to 3597.94 points, the Shenzhen Component Index rose 0.44%, the ChiNext Index rose 0.96%, the Beijing Stock Exchange 50 fell 0.25%, the STAR 50 rose 0.09%, the Wind All - A rose 0.36%, the Wind A500 rose 0.33%, and the CSI A500 rose 0.3%. The total trading volume of A - shares for the day was 1.77 trillion yuan, compared with 1.82 trillion yuan the previous day [12].

Report Summary 1. Market Index Performance - The Shanghai Composite Index rose 0.62% to 3581.86 points, the Shenzhen Component Index rose 0.84%, the ChiNext Index rose 0.61%, the CSI 300 rose 0.82%, the Beijing Stock Exchange 50 rose 0.45%, the STAR 50 rose 0.83%, the Wind All - A rose 0.61%, the Wind A500 rose 0.94%, and the CSI A500 rose 0.84% [11]. - A - share trading volume reached 1.93 trillion yuan, compared with 1.73 trillion yuan the previous day [11]. 2. Index Specifics 2.1 Index Quotes | Index | Closing Price | Increase (%) | Turnover (billion yuan) | Volume (billion) | | --- | --- | --- | --- | --- | | SSE 50 | 2792.1823 | 0.72 | 1293.95 | 68.31 | | CSI 300 | 4118.9582 | 0.82 | 4508.74 | 257.60 | | CSI 1000 | 6637.1035 | 0.38 | 3959.15 | 301.66 | [4] 2.2 CFFEX Stock Index Option Trading | Index | Option Volume (10,000 contracts) - Put | Option Volume (10,000 contracts) - Call | Daily Volume | Option Open Interest (10,000 contracts) | Open Interest - Call | Open Interest - Put | Open Interest PCR | | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 4.12 | 2.86 | 0.44 | 5.64 | 3.65 | 1.99 | 0.54 | | CSI 300 | 10.69 | 6.75 | 0.58 | 15.91 | 9.39 | 6.52 | 0.69 | | CSI 1000 | 18.01 | 10.44 | 0.73 | 21.78 | 11.38 | 10.40 | 0.91 | [4] 3. Volatility Analysis 3.1 SSE 50 Volatility - Historical volatility chain shows various percentile values and the current value, with analysis of 5 - day, 20 - day, 40 - day, 60 - day, and 120 - day historical volatility [11]. - Next - month at - the - money implied volatility and volatility smile curve are presented [11]. 3.2 CSI 300 Volatility - Similar to SSE 50, it includes historical volatility chain analysis and next - month at - the - money implied volatility with a volatility smile curve [11]. 3.3 CSI 1000 Volatility - Historical volatility chain analysis for different time periods and next - month at - the - money implied volatility with a volatility smile curve are provided [11].

CI + m 中 投资咨询业务资格:证监许可【2012】31号 IIG 国贸期 权教据日报 | | 行情回顾 | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | | 指数 | 收盘价 张肤帽(%) | | | 成交额(亿元) | | 成交里(亿) | | | 上证50 | 2731. 5324 -0. 33 | | | 566. 60 | | 29. 32 | | | 沪深300 | 3965. 1746 -0. 43 | | | 2251.07 | | 131.14 | | | 中证1000 | 6327.139 0.24 | | | 2648. 35 | | 210. 48 | | | | 中金所股指期权成交情况 | | | | | | | | 指数 | 期权成交里 认沽期权 | 认购期权 | 日成交里 | 期权持仓里 | 认购期权 | 认洁期权 | 持仓里 | | | (万张) 成交里 | 成交里 | PCR | (万5k) | 持仓里 | 持创里 | PCR | | 上证50 | 2. 26 0. 71 | 1.54 | 0. ...

Market Review - The closing prices, price changes (%), trading volumes (in billions of yuan), and turnovers (in billions) of the Shanghai 50, CSI 300, and CSI 1000 indices are presented. The Shanghai 50 closed at 2717.7128 with a 0.21% increase, trading volume of 661.44 billion yuan and turnover of 33.03 billion; the CSI 300 closed at 3942.762 with a 0.17% increase, trading volume of 2360.70 billion yuan and turnover of 128.96 billion; the CSI 1000 closed at 6373.7679 with a 0.28% increase, trading volume of 3343.02 billion yuan and turnover of 243.54 billion [4]. - The trading volumes of call and put options, daily trading volumes, option open - interests, and put - call ratios (PCR) of Shanghai 50, CSI 300, and CSI 1000 index options on the CFFEX are provided. For example, the Shanghai 50 option trading volume was 1.74 million contracts, with 1.24 million call options and 0.50 million put options, and a PCR of 0.40, and an open - interest of 6.24 million contracts [4]. Volatility Analysis - Historical volatility chains and next - month at - the - money implied volatility smile curves of Shanghai 50, CSI 300, and CSI 1000 are analyzed, including maximum, minimum, 10%, 30%, 60%, 90% percentile values and current values of historical volatility [9][10]. Overall Market Situation - The Shanghai Composite Index closed up 13.32 points, or 0.39%, at 3457.75, with a trading volume of 5535.57 billion yuan; the Shenzhen Component Index closed up 11.17 points, or 0.11%, at 10476.29, with a trading volume of 9124.79 billion yuan; the ChiNext Index closed down 5.09 points, or 0.24%, at 2147.92, with a trading volume of 4444.96 billion yuan; the CSI 300 closed up 6.68 points, or 0.17%, at 3942.76, with a trading volume of 2360.7 billion yuan [10].

Market Review - The closing prices, changes, trading volumes, and turnovers of the Shanghai 50, CSI 300, and CSI 1000 indices are 2684.7761 (0.41%, 42.96 billion shares, 720.36 billion yuan), 3857.9016 (0.29%, 133.80 billion shares, 2324.82 billion yuan), and 6078.2224 (1.31%, 193.56 billion shares, 2399.95 billion yuan) respectively [4] - The trading volumes and open interests of call and put options, as well as the PCR values for the Shanghai 50, CSI 300, and CSI 1000 index options are presented [4] Volatility Analysis - The historical volatility chains and current values of the Shanghai 50, CSI 300, and CSI 1000 indices are analyzed, including minimum, maximum, and percentile values [8][9][10] - The volatility smile curves and next - month at - the - money implied volatilities for the Shanghai 50, CSI 300, and CSI 1000 indices are shown [9][10] Market Overview - The Shanghai Composite Index rose 21.68 points (0.65%) to 3381.58 with a turnover of 4427.89 billion yuan; the Shenzhen Component Index rose 43.36 points (0.43%) to 10048.39 with a turnover of 6798.4 billion yuan; the ChiNext Index rose 7.74 points (0.39%) to 2017.63 with a turnover of 3403.28 billion yuan; the CSI 300 rose 11.26 points (0.29%) to 3857.9 with a turnover of 2324.82 billion yuan [10]

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. ...

Market Performance - The closing prices of the Shanghai 50, CSI 300, and CSI 1000 were 2688.8504, 3873.9841, and 6152.8446 respectively, with changes of -0.12%, -0.09%, and -0.23% [4]. - The trading volumes of the Shanghai 50, CSI 300, and CSI 1000 were 29.85 billion, 110.99 billion, and 178.34 billion respectively, and the turnovers were 520.03 billion yuan, 2020.35 billion yuan, and 2403.63 billion yuan respectively [4]. - The previous trading day, the Shanghai Composite Index rose 0.04% to 3385.36 points, the Shenzhen Component Index fell 0.19%, the ChiNext Index fell 0.45%, the Beijing Stock Exchange 50 fell 0.53%, the STAR 50 fell 0.48%, and the CSI A500 fell 0.1%. A - share trading volume was 1.18 trillion yuan, compared with 1.32 trillion yuan the previous day [8]. Options Trading - For the Shanghai 50 index options, the trading volume was 1.53 million contracts, with 1.01 million contracts for call options and 0.52 million contracts for put options. The PCR was 0.51, and the open - interest was 6.76 million contracts, with 4.19 million contracts for call options and 2.57 million contracts for put options, and the open - interest PCR was 0.61 [4]. - For the CSI 300 index options, the trading volume was 4.13 million contracts, with 2.67 million contracts for call options and 1.47 million contracts for put options. The PCR was 0.55, and the open - interest was 17.94 million contracts, with 10.73 million contracts for call options and 7.21 million contracts for put options, and the open - interest PCR was 0.67 [4]. - For the CSI 1000 index options, the trading volume was 11.63 million contracts, with 5.87 million contracts for call options and 5.76 million contracts for put options. The PCR was 0.98, and the open - interest was 27.37 million contracts, with 13.81 million contracts for call options and 13.56 million contracts for put options, and the open - interest PCR was 0.98 [4]. Volatility Analysis - The report presents historical volatility chains and next - month at - the - money implied volatility and volatility smile curves for the Shanghai 50, CSI 300, and CSI 1000 [8][9][10].

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]