证券期货

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股指期货日度数据跟踪2025-06-11-20250611
Guang Da Qi Huo· 2025-06-11 05:20
Index Trends - On June 10th, the Shanghai Composite Index fell 0.44% to close at 3384.82 points, with a trading volume of 557.428 billion yuan; the Shenzhen Component Index fell 0.86% to close at 10162.18 points, with a trading volume of 857.931 billion yuan [1]. - The CSI 1000 Index fell 0.92% with a trading volume of 277.218 billion yuan, opening at 6220.04, closing at 6161.69, with a high of 6220.04 and a low of 6098.09 [1]. - The CSI 500 Index fell 0.82% with a trading volume of 182.98 billion yuan, opening at 5809.83, closing at 5757.99, with a high of 5810.92 and a low of 5715.97 [1]. - The SSE 50 Index fell 0.39% with a trading volume of 76.949 billion yuan, opening at 2690.87, closing at 2676.4, with a high of 2700.18 and a low of 2670.15 [1]. Impact of Sector Movements on Indexes - The CSI 1000 dropped 57.27 points from the previous close, with the computer and electronics sectors significantly dragging down the index [2]. - The CSI 500 dropped 47.66 points from the previous close, with the national defense and military industry, computer, and electronics sectors significantly dragging down the index [2]. - The SSE 50 dropped 10.43 points from the previous close, with the non - ferrous metals, banking, and pharmaceutical and biological sectors boosting the index, while the electronics, food and beverage, and non - banking finance sectors dragging it down [2]. Futures Basis and Annualized Opening Costs - IM00 had an average daily basis of - 43.72, IM01 of - 133.37, IM02 of - 296.42, and IM03 of - 470.15 [13]. - IC00 had an average daily basis of - 34.84, IC01 of - 105.05, IC02 of - 213.92, and IC03 of - 337.2 [13]. - IF00 had an average daily basis of - 19.32, IF01 of - 56.45, IF02 of - 85.82, and IF03 of - 115.62 [13]. - IH00 had an average daily basis of - 14.31, IH01 of - 45.58, IH02 of - 50.4, and IH03 of - 50.32 [13]. Futures Roll - over Point Differences and Annualized Costs - Data on the roll - over point differences and annualized costs of IM, IC, IF, and IH futures at different time points are presented in the report, including specific point differences and corresponding annualized costs [23][24][26]
大类资产早报-20250611
Yong An Qi Huo· 2025-06-11 02:18
Report Overview - The report provides an overview of the global asset market performance on June 10, 2025, including bond yields, exchange rates, stock indices, and futures trading data [3]. Global Asset Market Performance Bond Yields - **10 - year Bond Yields**: Yields varied across major economies. For example, the US was at 4.472%, with a latest change of -0.004, a one - week change of 0.016, a one - month change of -0.001, and a one - year change of -0.075. Other economies like the UK, France, and Germany also had their respective yield figures and changes [3]. - **2 - year Bond Yields**: The US 2 - year bond yield was 4.040 on June 10, 2025, with a latest change of 0.120, a one - week change of 0.120, a one - month change of 0.040, and a one - year change of -0.900. Different economies had different trends in their 2 - year bond yields [3]. Exchange Rates - **Dollar against Major Emerging Economies**: Against the Brazilian real, the rate was 5.574 on June 10, 2025, with a latest change of 0.28%, a one - week change of -1.13%, a one - month change of -1.78%. For other currencies like the Russian ruble, South African rand, etc., there were also corresponding rates and changes [3]. - **Renminbi**: The on - shore RMB was 7.188, the off - shore RMB was 7.189, the mid - price was 7.184, and the 12 - month NDF was 7.013 on June 10, 2025, with different changes in the latest, one - week, one - month, and one - year periods [3]. Stock Indices - **Major Economies**: Indices such as the Dow Jones, S&P 500, and Nasdaq had different closing prices, latest changes, one - week changes, one - month changes, and one - year changes on June 10, 2025. For example, the Dow Jones closed at 6038.810 with a latest change of 0.55% [3]. - **Emerging Economies**: Stock indices of emerging economies like the Russian index, Hang Seng Index, and上证综指 also showed various performance trends on June 10, 2025 [3]. Credit Bond Indices - Different credit bond indices including emerging economies' investment - grade, high - yield, US investment - grade, euro - zone investment - grade, US high - yield, and euro - zone high - yield had their respective closing prices and changes in the latest, one - week, one - month, and one - year periods on June 10, 2025 [3][4]. Futures Trading Data Stock Index Futures - **Index Performance**: The A - share closed at 3384.82 with a decline of 0.44%. Other indices like the CSI 300, SSE 50, and ChiNext also had their closing prices and percentage changes [5]. - **Valuation**: The PE (TTM) of the CSI 300 was 12.53 with a环比 change of -0.04. Different indices had different valuation and change figures [5]. - **Risk Premium**: The risk premium of the S&P 500 was -0.58 with a环比 change of -0.02. Different indices had different risk premium and change trends [5]. - **Fund Flows**: The latest value of A - share fund flow was -1243.05, and different market segments had different fund flow data [5]. - **Trading Volume**: The latest trading volume of the Shanghai and Shenzhen stock markets was 14153.59, and different indices had different trading volume and change figures [5]. - **Main Contract Premium/Discount**: The basis of the IF contract was -24.47 with a premium/discount rate of -0.63% [5]. Treasury Bond Futures - Treasury bond futures such as T00, TF00, T01, and TF01 had their respective closing prices and percentage changes on June 10, 2025 [6]. - The money market had different interest rates and daily changes, such as the R001 rate at 1.4107% with a daily change of -13.00 BP [6].
大类资产早报-20250610
Yong An Qi Huo· 2025-06-10 02:53
| 最新变化 | 0.19% | 0.08% | 0.09% | 0.01% | 0.08% | 0.13% | | --- | --- | --- | --- | --- | --- | --- | | 一周变化 | -0.04% | -0.04% | 0.11% | 0.33% | 0.40% | 0.49% | | 一月变化 | 0.74% | 0.54% | 0.64% | 1.47% | 1.28% | 1.80% | | 一年变化 | 6.49% | 6.55% | 6.77% | 9.94% | 8.47% | 13.06% | 股 指 期 货 交 易 数 据 | 指数表现 | A股 | 沪深300 | 上证50 | 创业板 | 中证500 | | --- | --- | --- | --- | --- | --- | | 收盘价 | 3399.77 | 3885.25 | 2686.83 | 2061.29 | 5805.65 | | 涨跌(%) | 0.43 | 0.29 | -0.08 | 1.07 | 0.76 | | 估值 | 沪深300 | 上证50 | 中证500 | 标普500 ...
证监会发声:更大力度支持服务科技创新和新质生产力发展
第一财经· 2025-06-05 06:31
2025.06. 05 本文字数:1361,阅读时长大约3分钟 6月5日, 证监会首席律师程合红在2025天津五大道金融论坛上发表主旨演讲时表示,证监会将完 整准确全面贯彻新发展理念,深化资本市场科技金融体制机制改革,充分发挥多层次资本市场功能作 用,不断推动科技创新和产业创新深度融合,切实加强对投资者特别是中小投资者合法权益的保护, 更大力度支持服务科技创新和新质生产力发展。 更大力度支持服务科技创新和新质生产力发展 据中证金牛座, 程合红表示, 证监会将完整准确全面贯彻新发展理念,深化资本市场科技金融体制 机制改革,充分发挥多层次资本市场功能作用,不断推动科技创新和产业创新深度融合,切实加强对 投资者特别是中小投资者合法权益的保护,更大力度支持服务科技创新和新质生产力发展。 微信编辑 | 雨林 推荐阅读 马斯克,发文告别 程合红表示,切实做好投资者保护。广大投资者的信任、参与,是资本市场支持服务科技创新的基 础。要坚持对科创企业的融资服务和对投资者合法权益的保护同部署、同安排、同落实,加强科创企 业有关科技创新属性与投资风险的信息披露,完善相应的投资者适当性制度机制。积极引导支持企业 发行人及其控股股东、 ...
广发早知道:汇总版-20250605
Guang Fa Qi Huo· 2025-06-05 03:36
2025 年 6 月 5 日星期四 广发早知道-汇总版 投资咨询业务资格: 广发期货研究所 电 话:020-88830760 E-Mail:zhaoliang@gf.com.cn 目录: 有色金属: 铜、锌、镍、不锈钢、锡、碳酸锂 黑色金属: 钢材、铁矿石、焦煤、焦炭、铁合金 农产品: 油脂、粕类、玉米、生猪、白糖、棉花、鸡蛋、花生、红枣、苹果 能源化工: 原油、PTA、乙二醇、苯乙烯、短纤、尿素、瓶片、烧碱、PVC、LLDPE、 金融衍生品: 金融期货: 股指期货、国债期货 贵金属: 黄金、白银 集运指数 商品期货: PP 特殊商品: 橡胶、玻璃纯碱、工业硅、多晶硅 证监许可【2011】1292 号 组长联系信息: 张晓珍(投资咨询资格:Z0003135) 电话:020- 88818009 邮箱:zhangxiaozhen@gf.com.cn 刘珂(投资咨询资格:Z0016336) 电话:020-88818026 邮箱:qhliuke@gf.com.cn 叶倩宁(投资咨询资格:Z0016628) 电话:020- 88818017 邮箱:yeqianning@gf.com.cn 周敏波(投资咨询资格:Z001 ...
4月证券期货经营机构共备案私募资管产品1545只 设立规模685.70亿元
news flash· 2025-05-30 12:31
Core Insights - In April 2025, securities and futures institutions registered a total of 1,545 private asset management products, marking a month-on-month increase of 5.60% and a year-on-year increase of 103.56% [1] - The total establishment scale of these products reached 68.57 billion yuan, reflecting a month-on-month decrease of 0.36% but a year-on-year increase of 32.19% [1] Summary by Categories - **Product Registration** - A total of 1,545 private asset management products were registered in April 2025 [1] - This represents a month-on-month increase of 5.60% and a year-on-year increase of 103.56% [1] - **Establishment Scale** - The establishment scale of the registered products was 68.57 billion yuan [1] - This shows a month-on-month decrease of 0.36% but a year-on-year increase of 32.19% [1]
格林大华期货股指月报:人民币升值利好A股-20250529
Ge Lin Qi Huo· 2025-05-29 13:34
格林大华期货股指月报 F0247894 Z0000112 于军礼 联系邮箱:yujunli@greendh.com 2 人民币升值利好A股 2025年5月29日 股指月报 3 A股回升到前期大型整理平台后,进入横向整理期 4 美国大幅反弹,散户买入成为主要推动力 5 本期分析 6 市场观点:对等关税叫停提升A股风险偏好 5月12日中美达成对等关税大幅削减协议,利多国内出口。中基协最新发布的数据显示,截至2025 年4月底,公募基金资产净值合计为33.12万亿元,相比3月底增加8985亿元。今年以来亚洲货币和 欧元多数对美元升值5%~10%,而人民币从年初到5月初的涨幅不到2%。人民币升值吸引大量外资流 入。2025年以来,北向资金累计净流入已超过1500亿元,较去年同期大幅增长。这些外资偏好业绩 稳定、股息率高的蓝筹股,强化了价值投资风格。亚洲寿险巨亏暴露出美元资产期限错配的系统性 风险,延续数十年的资本逻辑正迎来根本性逆转:从疯狂押注美国资产,到开始寻找替代品,一场 高达7.5万亿美元的"大撤退"才刚刚拉开序幕。高盛策略师表示,中国股市料得益于企业获利前景改 善和外资流入增加。5月28日,美国贸易法院叫停对 ...
研究所晨会观点精萃-20250522
Dong Hai Qi Huo· 2025-05-22 06:21
投资咨询业务资格: 证监许可[2011]1771号 研 究 所 晨 会 观 点 精 从业资格证号:F0256916 投资咨询证号:Z0000671 电话:021-80128600-8632 邮箱:jialj@qh168.com.cn 明道雨 从业资格证号:F03092124 投资咨询证号:Z0018827 电话:021-80128600-8631 邮箱:mingdy@qh168.com.cn 刘慧峰 从业资格证号:F3033924 投资咨询证号:Z0013026 电话:021-80128600-8621 邮箱:Liuhf@qh168.com.cn 刘兵 从业资格证号:F03091165 投资咨询证号:Z0019876 联系电话:021-80128600-8630 邮箱:liub@qh168.com.cn 王亦路 从业资格证号:F03089928 投资咨询证号:Z0019740 电话:021-80128600-8622 邮箱:wangyil@qh168.com.cn 冯冰 从业资格证号:F3077183 投资咨询证号:Z0016121 电话:021-80128600-8616 邮箱:fengb@qh168.co ...
新疆证券期货业协会举办“5·15投教集市+金融专业人才培养”专项活动
Qi Huo Ri Bao Wang· 2025-05-16 10:23
Group 1 - The core viewpoint of the articles emphasizes the importance of integrating investor education into the national education system, as mandated by the China Securities Regulatory Commission, and highlights a successful event held in Xinjiang to promote financial literacy among students [1][3]. - The event attracted over 1,500 participants, including students and faculty, and effectively combined financial knowledge dissemination with employment services, showcasing significant outcomes [1][3]. - The activities included immersive educational methods such as interactive games and case studies, resulting in the distribution of over 4,000 educational materials and 2,000 educational supplies, which enhanced students' financial literacy [3]. Group 2 - The initiative aims to create a comprehensive talent cultivation mechanism that integrates education, industry practice, and career development, fostering a deep connection between the education chain, talent chain, and industry chain [4]. - The association plans to strengthen the "industry + university" collaborative model, promoting financial knowledge lectures and online educational courses in universities to build a complete talent cultivation system [4]. - This approach is designed to continuously inject strong momentum into the high-quality development of Xinjiang's capital market by preparing high-quality professional talent [4].