收益率日涨跌（BP）年初至今涨跌（BP）2018年8月2日2018年8月3日2018年8月6日美国2.94-1542018/9/26（2%-2.25%）100.00%100.00%100.00%日本0.105-1582018/12/19（2.25%-2.5%）64.30%65.90%64.30%德国0.4-1-8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5002850.400.35%6.61%VIX11.27-0.370.23日经22522507.32-0.08%-1.13%COMEX黄金1215.60-0.62%-0.07韩国综合指数2286.50-0.05%-7.33%Brent原油73.670.63%0.11德国DAX12598.21-0.14%-2.47%伦铜6040.00-2.05%-0.16富时A5011019.84-0.32%-16.49%恒生指数27819.560.01-0.07恒生国企指数10701.960.00-0.09AH溢价指数117.050.25%-11.10%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2705.16-1.29%-18.20%主力合约TF1809TF1809沪深3003273.27-1.27%-13.47-18.79%收盘价98.56596.080上证502406.54-0.29%2.26-15.87%涨跌幅-0.10%-0.11%中证5004825.25-2.12%-19.25-22.81%创业板1440.80-2.75%-17.79%中证转债281.08-0.28%-0.64%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50IH002408.80-0.562.260.09%1.13%11000016.SHIH012405.20-0.62-1.34-0.06%-0.67%46IH022407.60-0.601.060.04%0.53%137IH032408.20-0.431.660.07%0.83%221沪深300IF003259.80-1.40-13.47-0.41%-4.96%11000300.SHIF013240.20-1.47-33.07-1.02%-12.25%46IF023215.00-1.46-58.27-1.81%-21.75%137IF033207.60-1.43-65.67-2.05%-24.57%221中证500IC004806.00-1.92-19.25-0.40%-4.81%11000905.SHIC014760.80-2.12-64.45-1.35%-16.25%46IC024672.40-2.28-152.85-3.27%-39.26%137IC034591.40-2.18-233.85-5.09%-61.12%221涨幅第一0.57%跌幅第一-3.86%涨幅第二-0.07%跌幅第二-3.56%涨幅第三-0.39%跌幅第三-3.55%2018-07-272018-07-302018-07-312018-08-012018-08-022018-08-032018-08-06沪市：融资余额（亿）5401.565399.485392.405384.585372.005347.005331.45深市：融资余额（亿）3522.933523.603524.993517.523505.803486.76-深市+沪市：融资余额（亿）8961.358936.438936.438902.108877.808833.76-标普5002018/7/27 2018/7/30 2018/7/31 2018/8/1 2018/8/2 2018/8/3 2018/8/6 北向资金（沪股通+深股通）27.1626.8332.6910.876.996.5131.69南向资金（ 沪市+深市港股通）3.500.23-3.20-18.86-20.176.35-13.19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BP1Y2.72-7.02-98.011Y3.3538-2.61-176.913Y3.02-1.38-76.113Y3.94792.04-125.225Y3.160.20-67.825Y4.1921-5.89-107.377Y3.441.81-46.9910Y3.450.08-45.081Y4.2322-2.61-140.543Y4.96142.04-82.955Y5.2004-5.89-74.13收益率日度升降（BP）年初以来升降BP1Y3.6819-2.61-176.541Y2.77-10.00-185.003Y4.32782.04-122.953Y3.44-5.50-133.005Y4.6212-5.89-106.135Y3.69-5.50-112.007Y4.02-4.50-98.001Y4.2322-2.61-140.5410Y4.11-2.00-77.003Y4.96142.04-82.955Y5.2004-5.89-74.13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BP1Y2.79-6.69-168.985Y4.5363-5.43-116.743Y3.50-2.82-128.767Y5.1275-3.13-65.485Y3.75-5.04-105.397Y4.05-3.42-93.705Y4.9563-5.43-74.7410Y4.05-1.30-82.417Y5.7475-3.13-3.48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487.004.3%502.504.47%-15.50-0.030.23焦煤1,580.000.0%1,231.003.23%349.000.280.90焦炭1,975.000.0%2,497.004.63%-522.00-0.210.00动力煤593.000.2%598.002.78%-5.00-0.010.16螺纹钢4,250.000.7%4,224.001.34%26.000.010.36铜49,360.000.1%49,300.000.18%60.000.000.47铝14,290.000.0%14,395.000.03%-105.00-0.010.56铅18,100.00-0.8%17,840.00-1.38%260.000.010.76镍110,650.000.1%110,600.000.73%50.000.000.71锌22,430.000.8%21,480.000.16%950.000.040.91黄金267.48-0.1%270.25-0.06%-2.77-0.010.30白银3,618.000.3%3,692.000.22%-74.00-0.020.43豆粕3,133.640.1%3,203.000.60%-69.36-0.020.00豆油5,513.680.9%5,844.000.69%-330.32-0.060.00棕榈油4,756.671.1%4,894.000.20%-137.33-0.030.06聚乙烯10,000.002.0%9,630.000.52%370.000.040.17聚丙烯9,600.000.0%10,053.001.29%-453.00-0.050.02PTA7,250.003.6%7,068.004.77%182.000.030.89甲醇3,320.003.8%3,225.005.29%95.000.030.62橡胶10,000.000.0%10,325.001.92%-325.00-0.030.88白砂糖5,310.000.8%5,164.001.61%146.000.030.82棉花16,238.460.0%17,155.001.15%-916.54-0.050.032018-7-312018-8-12018-8-22018-8-32018-8-6日涨跌BP年初至今变动BPHIBOR:隔夜0.8180.5090.5730.5760.6133.68024.571HIBOR:1周1.1661.0410.9650.8930.880-1.28632.357CNH HIBOR:隔夜2.0862.2382.0312.0782.1608.180-1559.827CNH HIBOR:1周2.3572.5522.5042.4582.71525.700-1182.0652018-07-312018-08-012018-08-022018-08-032018-8-6日涨跌BP年初至今涨跌幅USDCNY6.82556.79486.836.8626.842-2005.07%USDCNH6.80536.82626.88266.84756.86571825.41%USDCNY成交量280.79306.47296.08266.55246.582018-06-292018-07-062018-07-132018-07-202018-07-272018-08-03合计净投放量-3,700-5,000-9005,400-3,700-2,100-10,000投放量3,0001003005,800009,200回笼量6,7005,1001,2004003,7002,10019,200质押式回购2018-07-312018-08-012018-08-022018-08-032018-08-06变化（利率BP）变化量上交所： 1天2.762.532.482.482.39-8.28 7天2.742.512.462.452.43-2.201天成交量7,220.576,931.086,790.606,400.146,717.59317.457天成交量626.941,016.55745.27706.98912.58205.60深交所： 1天2.752.522.102.252.3913.93 7天2.762.452.502.202.4524.781天成交量731.73719.43704.74670.62681.9511.337天成交量32.8167.0447.8048.3665.9917.63票据直贴：长三角3.403.353.303.253.250.00Shibor3M3.173.123.063.002.95-4.90Shibor3M:1Y3.403.333.273.163.171.57Shibor3M:5Y3.723.633.533.443.461.43FR007：1Y2.792.782.782.672.64-3.61FR007：3Y2.962.953.942.902.85-5.00FR007：5Y3.153.143.133.073.05-1.782018-07-302018-07-312018-08-012018-08-022018-08-032018-8-6年初至今日涨跌0.05-0.070.090.450.47-0.03-0.18成交额（亿元）0.981.312.045.954.478.96417.22加3%修正收益率4.53%4.54%4.7%4.68%4.67%4.66%0.04加3.5%修正收益率5.01%5.01%4.6%4.59%4.59%4.59%0.05加4%修正收益率5.53%5.52%5.7%5.72%5.17%5.69%0.05分级基金整体新增份额（亿份）0.701.100.600.810.500.61代码名称成交量（万元）现价日涨跌幅（%）年涨跌幅（%）518880黄金ETF101773.562.660.00-1.66510900H股恒生ETF79200.241.16-0.26-2.01162411华宝油气1686.700.71-1.1216.45大类资产监测日报（20180807）国内商品沪港通当日投资额（单位：亿元）2、债券市场表现国债中短期票据（SAAA）