Newsletter summary
Shanghai and Shenzhen 300 futures traded 831 on IFRetrozonearcade32 million yuanRetrozonearcade, down 35%Retrozonearcade.12%; IC futures of CSI 500 traded 81.121 billion yuan, down 32.29%; SSE 50 (IH) traded 35.848 billion yuan, down 24.66%. 2-year treasury bond futures TS traded 75.831 billion yuan, down 21.68%; 5-year TF traded 66.794 billion yuan, down 41.9%; 10-year treasury bond futures T traded 68.738 billion yuan, down 51.86%.
Text of news flash
The trading volume of CSI 300 futures and treasury bond futures decreased significantly.
On April 30, 2024, the liquidity of the stock index futures market experienced a significant decline. The turnover of IF futures shrank to 83.132 billion yuan, a sharp drop of 35.12% from the previous day. At the same time, the amount of positions also appeared to be 4.09%.RetrozonearcadeIt decreased to 262.22 billion yuan, and the transaction position ratio was 0.32.
China Securities 500 Futures (IC) also found it difficult to avoid a decline in trading volume, with its turnover falling to 81.121 billion yuan, down 32.29% from the previous day. The position amount also decreased to 279.385 billion yuan, a decrease of 4.3%, and the transaction position ratio decreased to 0.29.
The trading volume of IH 50 futures also fell by 24.66 per cent, failing to escape the overall instability in the market, with a turnover of 35.848 billion yuan. The position amount was also tightened to 88.815 billion yuan, down 4.8% from the previous month, and the transaction position ratio was 0.4.
The treasury bond futures market is also not immune from the shrinking liquidity. The turnover of 2-year treasury bond futures (TS) fell to 75.831 billion yuan, down 21.68% from the previous day, while the position amount decreased slightly by 1.19% to 137.498 billion yuan, and the transaction position ratio was 0.55.
The turnover of five-year Treasury bond futures (TF) also fell significantly, to 66.794 billion yuan, down 41.9 percent from the previous day. The amount of the position decreased to 149.892 billion yuan, a decrease of 1.4%, and the transaction position ratio remained at 0.45.
The trading volume of the 10-year treasury bond futures (T) market was also hit hard, with the turnover falling to 68.738 billion yuan, a decrease of 51.86%, and the position amount of 211.754 billion yuan, a slight drop of 0.69%, and the transaction position ratio was 0.32%.