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宝城期货股指期货早报-20250620
Bao Cheng Qi Huo· 2025-06-20 02:03
投资咨询业务资格:证监许可【2011】1778 号 宝城期货股指期货早报(2025 年 6 月 20 日) ◼ 品种观点参考—金融期货股指板块 时间周期说明:短期为一周以内、中期为两周至一月 | 品种 | 短期 | 中期 | 日内 | 观点参考 | 核心逻辑概要 | | --- | --- | --- | --- | --- | --- | | IH2509 | 震荡 | 上涨 | 震荡偏强 | 区间震荡 | 政策端利好预期构成较强支撑 | 备注: 1.有夜盘的品种以夜盘收盘价为起始价格,无夜盘的品种以昨日收盘价为起始价格,当日日盘收盘 价为终点价格,计算涨跌幅度。 2.跌幅大于 1%为下跌,跌幅 0~1%为震荡偏弱,涨幅 0~1%为震荡偏强,涨幅大于 1%为上涨。 3.震荡偏强/偏弱只针对日内观点,短期和中期不做区分。 专业研究·创造价值 1/2 请务必阅读文末免责条款 ◼ 主要品种价格行情驱动逻辑—金融期货股指板块 品种:IF、IH、IC、IM 日内观点:震荡偏强 中期观点:上涨 参考观点:区间震荡 核心逻辑:昨日各股指均震荡回调。消息面,美国下场概率上升,中东地缘危机升级的风险上升,避 险情绪抑制股市风 ...
标普500股指期货、道指期货、纳指期货、罗素2000股指期货目前至多跌约0.5%。现货黄金目前跌约0.2%,暂报3381美元/盎司;WTI原油期货跌0.7%,暂报73.37美元/桶。媒体报道称,美国情报官员们认为,如果(美国和以色列)打击伊朗福尔多核设施,伊朗可能会制造核武器。美方还认为,如果伊朗最高领袖哈梅内伊被暗杀,伊朗会制造核武器。
news flash· 2025-06-19 23:00
Market Overview - S&P 500 futures, Dow futures, Nasdaq futures, and Russell 2000 futures are currently down by up to approximately 0.5% [1] - Spot gold is down about 0.2%, currently priced at $3,381 per ounce [1] - WTI crude oil futures have decreased by 0.7%, currently at $73.37 per barrel [1] Geopolitical Concerns - U.S. intelligence officials believe that if the U.S. and Israel strike Iran's Fordow nuclear facility, Iran may pursue the development of nuclear weapons [1] - The U.S. also assesses that if Iranian Supreme Leader Khamenei were to be assassinated, Iran would likely manufacture nuclear weapons [1]
银河期货股指期货数据日报-20250619
Yin He Qi Huo· 2025-06-19 13:40
Report Information - Report Title: Stock Index Futures Data Daily Report [1] - Report Date: June 19, 2025 [2] IM Futures Daily Quotes - The closing price of the CSI 1000 was 6048.22, down 1.42%. The total trading volume of the four IM contracts was 228,414 lots, an increase of 40,215 lots from the previous day, and the total open interest was 336,516 lots, an increase of 14,528 lots from the previous day. The main contract of IM (IM2506) fell 1.16% to close at 6050.4 points [3][4]. Basis and Cost - The main contract of IM had a premium of 2.18 points, up 13.37 points from the previous day, and the annualized basis rate was 6.56%. The dividend impacts of the four IM contracts were 2.08 points, 17.29 points, 21.19 points, and 21.8 points respectively [4]. Major Seats - In terms of trading volume, the top five seats were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Guoxin Futures (on behalf of clients). In terms of long positions, the top five seats were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Zhongtai Futures (on behalf of clients), and Galaxy Futures (on behalf of clients). In terms of short positions, the top five seats were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Orient Futures (on behalf of clients), Huatai Futures (on behalf of clients), and UBS Futures (on behalf of clients) [16]. IF Futures Daily Quotes - The closing price of the CSI 300 was 3843.09, down 0.82%. The total trading volume of the four IF contracts was 117,508 lots, an increase of 11,841 lots from the previous day, and the total open interest was 242,993 lots, an increase of 4,729 lots from the previous day. The main contract of IF (IF2506) fell 0.80% to close at 3840.40 points [21][23]. Basis and Cost - The main contract of IF had a discount of 2.69 points, up 0.08 points from the previous day, and the annualized basis rate was -12.79%. The dividend impacts of the four IF contracts were 2.89 points, 34.54 points, 46.76 points, and 46.76 points respectively [23]. Major Seats - In terms of trading volume, the top five seats were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Orient Futures (on behalf of clients), Guoxin Futures (on behalf of clients), and Haitong Futures (on behalf of clients). In terms of long positions, the top five seats were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Guotou Futures (on behalf of clients), Everbright Futures (on behalf of clients), and Guoxin Futures (on behalf of clients). In terms of short positions, the top five seats were CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Guotai Junan (on behalf of clients), Morgan Stanley Futures (on behalf of clients), and GF Futures (on behalf of clients) [35]. IC Futures Daily Quotes - The closing price of the CSI 500 was 5676.83, down 1.20%. The total trading volume of the four IC contracts was 105,878 lots, an increase of 16,933 lots from the previous day, and the total open interest was 227,844 lots, an increase of 8,682 lots from the previous day. The main contract of IC (IC2506) fell 1.03% to close at 5677.80 points [39][40]. Basis and Cost - The main contract of IC had a premium of 0.97 points, up 8.84 points from the previous day, and the annualized basis rate was 3.11%. The dividend impacts of the four IC contracts were 3 points, 21.39 points, 29.36 points, and 35.91 points respectively [40]. Major Seats - In terms of trading volume, the top five seats were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Guoxin Futures (on behalf of clients). In terms of long positions, the top five seats were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Orient Futures (on behalf of clients), and Guotou Futures (on behalf of clients). In terms of short positions, the top five seats were CITIC Futures (on behalf of clients), Guotai Junan (on behalf of clients), Haitong Futures (on behalf of clients), Huatai Futures (on behalf of clients), and Guotou Futures (on behalf of clients) [49]. IH Futures Daily Quotes - The closing price of the SSE 50 was 2665.52, down 0.54%. The total trading volume of the four IH contracts was 56,937 lots, an increase of 8,507 lots from the previous day, and the total open interest was 83,607 lots, an increase of 2,290 lots from the previous day. The main contract of IH (IH2506) fell 0.63% to close at 2659.20 points [55]. Basis and Cost - The main contract of IH had a discount of 6.32 points, down 3.8 points from the previous day, and the annualized basis rate was -43.37%. The dividend impacts of the four IH contracts were 4.76 points, 36.27 points, 44.66 points, and 44.66 points respectively [56]. Major Seats - In terms of trading volume, the top five seats were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Haitong Futures (on behalf of clients), Guoxin Futures (on behalf of clients), and Guotou Futures (on behalf of clients). In terms of long positions, the top five seats were Guotai Junan (on behalf of clients), CITIC Futures (on behalf of clients), Zhongtai Futures (on behalf of clients), Orient Futures (on behalf of clients), and Guotou Futures (on behalf of clients). In terms of short positions, the top five seats were CITIC Futures (on behalf of clients), GF Futures (on behalf of clients), Guotai Junan (on behalf of clients), Huatai Futures (on behalf of clients), and Haitong Futures (on behalf of clients) [69].
股指期货日报:美联储按兵不动,股指承压下行-20250619
Nan Hua Qi Huo· 2025-06-19 09:37
Group 1: Report Overview - Report Date: June 19, 2025 [3] - Report Title: Stock Index Daily Report, Stock Index Futures Daily Report [1][2] - Analysts: Wang Mengying (Z0015429), Liao Chenyue (F03120676) [3] Group 2: Market Review - Stock Index Performance: The stock indices closed down collectively today. For example, the CSI 300 Index closed down 0.82%. The trading volume of the two markets increased by 595.57 billion yuan. The stock index futures all declined with increased volume [4]. - Futures Market Details: The main contracts of IF, IH, IC, and IM had intraday declines of -0.80%, -0.63%, -1.03%, and -1.16% respectively. The trading volumes were 117,508 lots, 56,937 lots, 105,878 lots, and 228,414 lots respectively, with a month-on-month increase. The open interests were 242,993 lots, 83,607 lots, 227,844 lots, and 336,516 lots respectively, also with a month-on-month increase [7]. - Spot Market Details: The Shanghai Composite Index fell 0.79%, and the Shenzhen Component Index fell 1.21%. The ratio of rising to falling stocks was 0.15. The trading volume of the two markets was 12,506.24 billion yuan, with a month-on-month increase of 595.57 billion yuan [8]. Group 3: Important Information - Fed's Interest Rate Decision: The Fed announced its June interest rate decision early today, keeping the benchmark interest rate unchanged at 4.25%-4.50% for the fourth consecutive meeting, in line with market expectations [5]. Group 4: Core View - Market Pressure: The Fed's latest interest rate decision to hold steady, along with Powell's hawkish remarks, led to a rise in the US dollar index, increasing external pressure. Coupled with the turbulent external situation and the escalation of geopolitical risks in the Middle East, the index was under pressure and oscillated downward today [6]. - Market Outlook: Currently, the index lacks a driving force and faces significant resistance to upward movement. However, the management is determined to stabilize the market, so the downside space of the stock index is limited. After the market digests the increased external pressure, it is expected to return to range-bound trading and wait for a new driving force [6]. Group 5: Strategy Recommendation - Strategy: Hold positions and wait and see [7]
瑞达期货股指期货全景日报-20250619
Rui Da Qi Huo· 2025-06-19 09:08
数据来源第三方,观点仅供参考。市场有风险,投资需谨慎! 备注:IF:沪深300 IH:上证50 IC:中证500 IM:中证1000 IO:沪深300期权 股指期货全景日报 2025/6/19 | 项目类别 | 数据指标 IF主力合约(2506) | 最新 3840.4 | 环比 数据指标 -30.8↓ IF次主力合约(2509) | 最新 3766.0 | 环比 -35.4↓ | | --- | --- | --- | --- | --- | --- | | | IC主力合约(2506) | 5677.8 | -59.0↓ IC次主力合约(2509) | 5504.4 | -57.8↓ | | | IH主力合约(2506) | 2659.2 | -16.8↓ IH次主力合约(2509) | 2617.6 | -20.4↓ | | | IM主力合约(2506) | 6050.4 | -70.8↓ IM次主力合约(2509) | 5806.0 | -62.8↓ | | 期货盘面 | IF-IH当月合约价差 | 1181.2 | -13.6↓ IC-IF当月合约价差 | 1837.4 | -28.4↓ | | | ...
2025年股指期货半年度行情展望:N型下半场,认准方向,无惧颠簸
Guo Tai Jun An Qi Huo· 2025-06-18 11:42
2025 年 6 月 18 日 N 型下半场,认准方向,无惧颠簸 ---2025 年股指期货半年度行情展望 毛磊 投资咨询从业资格号:Z0011222 maolei@gtht.com 报告导读: 货 研 究 所 我们的观点:我们 2025 年年报中 N 字型走势的判断,目前看主要的调整阶段已经出现。下半年,N 字型后半段将持续演绎。 当然,后半段并非单边反弹,内外宏观因素的反复与利多的脉冲式效应,将带来行情走出蛇年"蛇型"的震荡上行走势。但 即使面对重重扰动,方向已明,无惧颠簸。 国 泰 君 安 期 二 我们的逻辑:今年,外部扰动一度带来了宏观预期与股指悲观情绪的大幅宣泄,但外生性的扰动犹如压力测试,给出了小概 率黑天鹅事件下中国经济的下限以及股指的下限。后期出现更大程度黑天鹅的难度无疑更为困难,反而提升了最悲观投资者 的入市信心。后期来看,经济与贸易博弈的反复性,宏观预期仍会出现波动,对股市的传导仍不可避免。但基本面环境的不 确定性强化政策托底与稳市场,也带来看空资金翻多的潜在空间。利率下行环境下,结合资本市场制度优化均提升股市配置 价值,有望持续带来增量资金。最终股指或依靠估值抬升,震荡上行。风格方面,成 ...
瑞达期货股指期货全景日报-20250618
Rui Da Qi Huo· 2025-06-18 09:48
股指期货全景日报 2025/6/18 免责声明:本报告中的信息均来源于公开可获得资料,瑞达期货股份有限公司力求准确可靠,但对这些信息的准确性及完整性不做任何保 证,据此投资,责任自负。本报告不构成个人投资建议,客户应考虑本报告中的任何意见或建议是否符合其特定状况。本报告版权仅为我公 司所有,未经书面许可,任何机构和个人不得以任何形式翻版、复制和发布。如引用、刊发,需注明出处为瑞达期货股份有限公司研究院, 且不得对本报告进行有悖原意的引用、删节和修改。 | 项目类别 | 数据指标 | 最新 | 环比 数据指标 | 最新 | 环比 | | --- | --- | --- | --- | --- | --- | | | IF主力合约(2506) IH主力合约(2506) | 3872.2 2677.4 | +8.8↑ IF次主力合约(2509) +0.2↑ IH次主力合约(2509) | 3801.6 2638.8 | +7.6↑ +0.6↑ | | | IC主力合约(2506) | 5738.0 | +1.6↑ IC次主力合约(2509) | 5563.4 | +1.6↑ | | | IM主力合约(2506) | ...
股指期货日度数据跟踪2025-06-18-20250618
Guang Da Qi Huo· 2025-06-18 03:21
Index Trends - On June 17th, the Shanghai Composite Index had a change of -0.04%, closing at 3387.4 points with a trading volume of 458.038 billion yuan; the Shenzhen Component Index had a change of -0.12%, closing at 10151.43 points with a trading volume of 749.175 billion yuan [1] - The CSI 1000 Index had a change of -0.1%, with a trading volume of 260.874 billion yuan, an opening price of 6153.15, a closing price of 6141.47, a daily high of 6171.17, and a daily low of 6120.57 [1] - The CSI 500 Index had a change of -0.29%, with a trading volume of 160.122 billion yuan, an opening price of 5772.3, a closing price of 5750.91, a daily high of 5776.63, and a daily low of 5734.83 [1] - The SSE 50 Index had a change of -0.04%, with a trading volume of 63.517 billion yuan, an opening price of 2685.39, a closing price of 2683.95, a daily high of 2688.61, and a daily low of 2672.68 [1] Impact of Sector Movements on Indexes - The CSI 1000 rose -5.99 points compared to the previous closing price. Sectors such as power equipment, transportation, and non - bank finance significantly pulled the index up, while sectors like non - ferrous metals, media, and pharmaceuticals pulled it down [3] - The CSI 500 rose -16.9 points compared to the previous closing price. The computer sector significantly pulled the index up, while electronics, media, and pharmaceuticals pulled it down [3] - The SSE 300 rose -3.42 points compared to the previous closing price. Utilities, coal, and household appliances significantly pulled the index up, while electronics, banking, and pharmaceuticals pulled it down [3] - The SSE 50 rose -1.06 points compared to the previous closing price. Food and beverage, coal, and utilities significantly pulled the index up, while automotive, electronics, and pharmaceuticals pulled it down [3] Futures Basis and Annualized Opening Costs - For IM futures, IM00 had an average daily basis of -19.9, IM01 of -112.91, IM02 of -275.04, and IM03 of -454.42 [13] - For IC futures, IC00 had an average daily basis of -10.22, IC01 of -80.18, IC02 of -186.51, and IC03 of -311.44 [13] - For IF futures, IF00 had an average daily basis of -5.49, IF01 of -46.68, IF02 of -74.45, and IF03 of -105.66 [13] - For IH futures, IH00 had an average daily basis of -5.85, IH01 of -42.29, IH02 of -43.99, and IH03 of -46.18 [13] Futures Roll - over Point Differences and Annualized Costs - For IC futures, data shows point differences and annualized costs at different time intervals, such as at 09:45, IC00 - 01 was -26.1467, IC00 - 02 was -90.0318, etc. [25] - For IF futures, at 09:45, IF00 - 01 was -5.99267, IF00 - 02 was -13.4098, etc. [25] - For IH futures, at 09:45, IH00 - 01 was -1.29644, IH00 - 02 was 1.559889, etc. [29] - For IM futures, at 09:45, IM00 - 01 was -53.1193, IM00 - 02 was -158.791, etc. [28]