新闻 > 经济
404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China

持仓分析:期指短期多头信心不强

2017-08-22 13:28:05   中国经济网

周一,股指期货市场出现分化,IH整体微跌,IF、IC收涨。IF四份合约持仓量虽然从近两个月最低水平出现回升,但回升力度较弱。周一IF持仓量增加564手至37759手。上周五,IF1708到期交割量为1585手。这表明,更多的资金在交割后选择观望,而非重返市场。今年前7个月,交割日随后一个交易日的平均持仓量增加为2497手。本次持仓量回升水平明显偏低,可能暗示着投资者短期继续看涨的信心并不强。

数据显示,前20名席位在IF1709合约上合计共持买单23139手、卖单25204手。主力席位净空持仓量2065手,较前一交易日增加188手。在市场整体持仓量增幅不大的情况下,主力席位净空持仓量升至近9个交易日最高,表明主力席位增仓力量更多来自空方。前20空方席位合计增持卖单240手,前20多方席位合计减持买单1手。20家空方席位中,有11家席位进行了增持;20家多方席位中,仅6家席位进行增持。其中,中信期货席位增持卖单160手,幅度较大。多头席位方面,今年以来始终保持净多头寸的申银万国减持买单46手,超过减持卖单29手,净多持仓量降至774手。

股指期货期现价差的变动同样表明周一沪深300持仓量的小幅回升代表着空方力量的增强。一般情况下,多方主动入场会造成期现价差向上变动,空方的主动入场会造成期现价差向下运动。周一,IF1709期现价差整体逐级振荡走低,开盘期现价差贴水10.5点,至收盘期现价差贴水扩张至19.79点,期现价差收盘贴水扩大至全天最高水平。这表明在市场上涨的过程中可能有更多的空方主动入场,抑制了股指期货价格的表现。

近期银河期货、招商期货席位对次日市场节奏把握较好。银河期货席位最近连续11个交易日净持仓量变动10次踏准次日日内涨跌节奏。招商期货席位连续7个交易日,6次命中市场涨跌。周一,银河期货席位在IF1709上减持买单3手,同时增持卖单66手,净空持仓量中止连续三个交易日下降升至504手。招商期货席位减持买单37手超过减持卖单26手,净空持仓量升至301手。两家席位均对周二市场表现持谨慎态度。

(作者单位:长江期货)

404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China
404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China

相关阅读

404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China
404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China
404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China
分享到:
0 0
404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China
404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China

美图推荐

404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China
404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China
404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China
404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China

为您推荐

加载更多>>
404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China
404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China
404 Not Found

404 Not Found

Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!

URL: http://3g.china.com:8080/act/news/11155042/20170822/31152802.html
Server: cms-8-252
Date: 2024/11/05 22:46:27

Powered by China
China