收益率日涨跌（BP）年初至今涨跌（BP）2018年7月12日2018年7月13日2018年7月16日美国2.8610.245.52018/9/26（2%-2.25%）94.90%94.60%96.40%日本0.0380.3-0.52018/12/19（2.25%-2.5%）48.60%47.60%51.50%德国0.3612.3-6.2收盘价日涨跌幅年初至今涨跌幅品种收盘价日涨跌年初至今涨跌幅标普5002798.43-0.10%4.67%VIX12.830.651.79日经22522597.350.00%-0.74%COMEX黄金1241.00-0.02%-0.05韩国综合指数2301.99-0.39%-6.71%Brent原油71.87-4.59%0.08德国DAX12561.020.16%-2.76%伦铜6142.85-0.37%-0.14富时A5011382.77-1.14%-13.74%MSCI新兴市场指数1070.24-0.50%-7.54%恒生指数28539.660.00-0.05恒生国企指数10704.260.00-0.09AH溢价指数120.09-1.14%-8.80%收盘价日涨跌幅基差(期-现)年初至今涨跌幅5年国债期货10年国债期货上证指数2814.04-0.61%-14.91%主力合约TF1809TF1809沪深3003472.09-0.59%-13.09-13.86%收盘价98.49596.100上证502448.77-1.13%-3.96-14.39%涨跌幅0.08%0.13%中证5005195.20-0.17%4.00-16.89%创业板1616.91-0.10%-7.74%中证转债280.66-0.25%-0.79%标的品种期指代码期指价格期指涨跌幅(%)基差期货折价率年化套利收益率剩余天数上证50IH002444.80-0.84-3.96-0.16%-1.95%4000016.SHIH012441.00-0.81-7.76-0.32%-3.82%32IH022436.20-0.82-12.57-0.52%-6.19%67IH032435.80-0.86-12.96-0.53%-6.39%158沪深300IF003459.00-0.61-13.09-0.38%-4.54%4000300.SHIF013430.20-0.82-41.89-1.22%-14.65%32IF023410.80-0.83-61.29-1.80%-21.56%67IF033393.60-0.64-78.49-2.31%-27.75%158中证500IC005199.200.124.000.08%0.92%4000905.SHIC015151.800.14-43.40-0.84%-10.11%32IC025105.000.08-90.20-1.77%-21.20%67IC034998.800.08-196.40-3.93%-47.15%158涨幅第一1.74%跌幅第一-1.93%涨幅第二1.43%跌幅第二-1.32%涨幅第三1.36%跌幅第三-1.24%2018-07-062018-07-092018-07-102018-07-112018-07-122018-07-132018-07-16沪市：融资余额（亿）5490.275479.525478.455452.755461.895441.605443.88深市：融资余额（亿）3563.253695.673554.613535.813549.943533.003534.64深市+沪市：融资余额（亿）9053.529175.199033.068988.569011.838974.608978.52标普5002018/7/6 2018/7/9 2018/7/10 2018/7/11 2018/7/12 2018/7/13 2018/7/16 北向资金（沪股通+深股通）--7.76-0.7719.6612.570.43南向资金（ 沪市+深市港股通）1.69-15.576.6543.344.54-4.87收益率日度升降（BP）年初以来升降BP收益率日度升降（BP）年初以来升降BP1Y3.04-3.24-65.111Y4.06510.28-105.783Y3.20-4.83-57.693Y4.3156-2-88.455Y3.304.30-53.505Y4.48742.07-77.847Y3.48-0.99-43.0810Y3.48-1.36-42.641Y4.96785.8-66.983Y5.36380.77-42.715Y5.5335.07-40.87收益率日度升降（BP）年初以来升降BP1Y4.47752.8-96.981Y3.420.00-120.003Y4.82020.77-73.713Y3.87-1.00-90.005Y4.98384.07-69.875Y3.98-2.00-83.007Y4.24-1.00-76.001Y4.96785.80-66.9810Y4.20-1.75-68.503Y5.36380.77-42.715Y5.5335.07-40.87收益率日度升降（BP）年初以来升降BP期限估值收益率日度升降（BP）年初以来升降BP1Y3.41-1.79-107.245Y5.0191-1.31-68.463Y3.87-1.72-91.297Y5.3698-1.67-41.255Y4.01-2.01-79.467Y4.23-1.10-75.105Y5.7191-1.311.5410Y4.10-1.49-77.397Y6.0698-1.6728.75现货收盘价现货涨跌幅期货收盘价期货涨跌幅（21:00-15：00）基差基差收益基差分位点铁矿石452.000.0%466.000.32%-14.00-0.030.24焦煤1,600.000.0%1,138.50-0.48%461.500.410.99焦炭2,075.00-4.6%2,001.50-2.65%73.500.040.75动力煤668.00-0.4%619.80-0.55%48.200.080.77螺纹钢4,100.00-0.7%3,958.00-0.40%142.000.040.56铜48,890.000.5%48,720.00-0.20%170.000.000.56铝13,880.00-0.7%14,000.00-0.64%-120.00-0.010.51铅19,750.00-1.0%19,005.000.61%745.000.040.97镍111,500.00-1.5%110,210.00-2.59%1290.000.010.96锌21,680.000.0%20,345.00-2.12%1335.000.070.98黄金268.050.1%272.050.06%-4.00-0.010.11白银3,640.00-0.1%3,722.00-0.29%-82.00-0.020.38豆粕3,095.15-0.7%3,088.00-0.52%7.150.000.02豆油5,362.11-0.5%5,456.00-0.40%-93.89-0.020.16棕榈油4,626.67-0.7%4,646.000.65%-19.330.000.18聚乙烯9,600.00-1.0%9,325.000.05%275.000.030.10聚丙烯9,000.000.0%9,331.000.12%-331.00-0.040.07PTA6,000.000.5%5,906.000.17%94.000.020.85甲醇3,040.00-1.3%2,864.00-1.28%176.000.060.76橡胶9,950.00-0.5%10,275.00-0.34%-325.00-0.030.89白砂糖5,250.00-0.6%4,841.000.12%409.000.080.96棉花16,213.080.0%16,860.00-0.06%-646.92-0.040.042018-7-102018-7-112018-7-122018-7-132018-7-16日涨跌BP年初至今变动BPHIBOR:隔夜-0.6110.3140.3630.291-7.167-7.667HIBOR:1周-1.0060.9250.7370.7420.46518.572CNH HIBOR:隔夜-1.5051.4861.8941.786-10.873-1597.287CNH HIBOR:1周-2.4262.2172.3422.339-0.297-1219.7312018-07-102018-07-112018-07-122018-07-132018-7-16日涨跌BP年初至今涨跌幅USDCNY6.6236.66746.66796.69056.6838-672.64%USDCNH6.64956.72356.69296.71186.7028-902.90%USDCNY成交量269.16288.44266.04283.45324.182018-06-082018-06-152018-06-222018-06-292018-07-062018-07-13合计净投放量-3,0002,4001,400-3,700-5,000-900-8,800投放量2,0004,8003,7003,00010030013,900回笼量5,0002,4002,3006,7005,1001,20022,700质押式回购2018-07-102018-07-112018-07-122018-07-132018-07-16变化（利率BP）变化量上交所： 1天2.072.042.392.372.436.75 7天2.472.362.482.752.8611.451天成交量6,399.246,404.216,357.066,284.526,972.65688.137天成交量779.81768.14686.34563.76946.12382.36深交所： 1天2.081.812.101.652.4277.43 7天2.502.442.362.002.8989.311天成交量669.91680.69686.91656.90715.7458.847天成交量64.1552.5940.2343.8662.3518.49票据直贴：长三角3.703.653.653.653.650.00Shibor3M3.653.633.633.613.61-0.50Shibor3M:1Y3.853.923.913.823.842.43Shibor3M:5Y3.984.034.013.923.942.75FR007：1Y2.912.902.902.852.861.21FR007：3Y3.123.103.080.003.08308.27FR007：5Y3.293.263.263.173.191.722018-07-092018-07-102018-07-112018-07-122018-07-132018-7-16年初至今日涨跌-0.08-0.20-0.100.050.22-0.03-1.14成交额（亿元）2.313.052.043.021.721.20375.76加3%修正收益率4.51%4.52%4.51%4.52%4.52%4.56%0.04加3.5%修正收益率4.99%5.01%5.02%5.01%5.01%5.00%0.05加4%修正收益率5.53%5.52%5.51%5.52%5.52%5.51%0.05分级基金整体新增份额（亿份）1.751.270.79-0.28-0.54-1.00代码名称成交量（万元）现价日涨跌幅（%）年涨跌幅（%）518880黄金ETF56246.372.670.15-1.44510900H股恒生ETF90480.231.13-0.53-4.21162411华宝油气876.970.710.4316.12大类资产监测日报（20180717）国内商品沪港通当日投资额（单位：亿元）