收益率日涨跌（BP）年初至今涨跌（BP）2018年8月9日2018年8月10日2018年8月13日美国2.881-482018/9/26（2%-2.25%）100.00%100.00%100.00%日本0.103-24.62018/12/19（2.25%-2.5%）62.00%61.00%59.30%德国0.33-1-15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5002821.93-0.40%5.55%VIX14.781.623.74日经22521857.43-1.98%-3.99%COMEX黄金1200.50-1.52%-0.08韩国综合指数2248.45-1.50%-8.88%Brent原油72.830.03%0.09德国DAX12358.74-0.53%-4.33%伦铜6080.35-0.65%-0.15富时A5011342.54-1.03%-14.04%恒生指数27936.57-0.02-0.07恒生国企指数10766.51-0.02-0.08AH溢价指数117.20-0.03%-10.99%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2785.87-0.34%-15.76%主力合约TF1809TF1809沪深3003390.34-0.43%-8.14-15.89%收盘价97.82595.130上证502478.51-0.99%-1.51-13.35%涨跌幅-0.15%-0.21%中证5005055.280.49%-8.88-19.13%创业板1531.341.30%-12.63%中证转债284.13-0.21%0.44%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50IH002477.00-0.86-1.51-0.06%-0.73%4000016.SHIH012474.60-0.99-3.91-0.16%-1.90%39IH022474.00-0.98-4.51-0.18%-2.19%130IH032477.00-0.86-1.51-0.06%-0.73%214沪深300IF003382.20-0.31-8.14-0.24%-2.89%4000300.SHIF013358.20-0.49-32.14-0.96%-11.49%39IF023331.80-0.41-58.54-1.76%-21.09%130IF033325.60-0.51-64.74-1.95%-23.36%214中证500IC005046.400.73-8.88-0.18%-2.11%4000905.SHIC015006.000.70-49.28-0.98%-11.81%39IC024921.400.77-133.88-2.72%-32.64%130IC034838.000.80-217.28-4.49%-53.89%214涨幅第一2.77%跌幅第一-1.52%涨幅第二2.14%跌幅第二-1.16%涨幅第三1.52%跌幅第三-1.06%2018-08-032018-08-062018-08-072018-08-082018-08-092018-08-102018-08-13沪市：融资余额（亿）5347.005331.455327.295311.455309.325288.975298.87深市：融资余额（亿）3486.763474.893463.003449.663459.793444.653447.51深市+沪市：融资余额（亿）8961.358936.438936.438761.118769.118733.628746.38标普5002018/8/3 2018/8/6 2018/8/7 2018/8/8 2018/8/9 2018/8/10 2018/8/13 北向资金（沪股通+深股通）6.5131.6932.2117.6354.611.94-4.52南向资金（ 沪市+深市港股通）6.35-13.19-0.84-6.6419.98-5.0211.07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BP1Y2.8914.62-80.251Y3.48598.82-163.73Y3.153.10-62.623Y3.9723.81-122.815Y3.367.01-47.705Y4.26028.92-100.567Y3.553.93-35.7810Y3.583.18-31.891Y4.37439.82-126.333Y4.98553.81-80.545Y5.26858.92-67.32收益率日度升降（BP）年初以来升降BP1Y3.8249.82-162.331Y3.0212.00-160.003Y4.35193.81-120.543Y3.688.00-109.005Y4.68938.92-99.325Y3.949.00-87.007Y4.193.50-81.001Y4.37439.82-126.3310Y4.256.00-63.503Y4.98553.81-80.545Y5.26858.92-67.32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BP1Y3.0516.00-143.215Y4.61183.96-109.193Y3.708.06-108.687Y5.22881.95-55.355Y3.897.09-91.027Y4.193.99-79.495Y5.00183.96-70.1910Y4.153.75-71.867Y5.7488-0.05-3.35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500.000.4%517.000.98%-17.00-0.030.21焦煤1,580.000.0%1,259.00-0.24%321.000.250.87焦炭2,175.000.0%2,482.501.00%-307.50-0.120.03动力煤622.000.0%628.002.08%-6.00-0.010.15螺纹钢4,380.001.9%4,345.002.67%35.000.010.38铜49,580.00-0.5%49,730.00-0.20%-150.000.000.26铝14,510.000.1%14,690.000.10%-180.00-0.010.35铅18,250.00-0.3%18,180.00-0.82%70.000.000.49镍113,850.00-0.4%114,270.000.29%-420.000.000.54锌22,150.00-1.2%21,240.00-1.39%910.000.040.89黄金267.540.2%270.100.24%-2.56-0.010.33白银3,608.00-0.1%3,676.00-0.19%-68.00-0.020.48豆粕3,250.00-0.5%3,206.00-2.29%44.000.010.06豆油5,567.890.0%5,842.00-0.88%-274.11-0.050.01棕榈油4,808.330.0%4,922.00-0.69%-113.67-0.020.07聚乙烯9,925.00-1.2%9,710.000.00%215.000.020.06聚丙烯9,950.000.0%10,098.00-0.46%-148.00-0.010.24PTA7,585.002.8%6,966.001.78%619.000.090.99甲醇3,175.00-1.2%3,256.00-0.82%-81.00-0.020.10橡胶10,200.000.0%12,475.00-0.52%-2275.00-0.180.08白砂糖5,305.000.0%5,153.000.10%152.000.030.82棉花16,302.310.0%17,015.00-1.68%-712.69-0.040.052018-8-72018-8-82018-8-92018-8-102018-8-13日涨跌BP年初至今变动BPHIBOR:隔夜0.6680.6440.6830.6460.584-6.19721.696HIBOR:1周0.9040.9010.8840.8890.840-4.85728.429CNH HIBOR:隔夜2.3351.8211.8491.3361.53119.500-1622.740CNH HIBOR:1周2.7482.5362.3132.0201.931-8.900-1260.4652018-08-072018-08-082018-08-092018-08-102018-8-13日涨跌BP年初至今涨跌幅USDCNY6.8346.83166.82836.85746.87671935.60%USDCNH6.82166.82386.84616.86886.89552675.86%USDCNY成交量295.44335.3295.15269.85254.942018-06-292018-07-062018-07-132018-07-202018-07-272018-08-03合计净投放量-3,700-5,000-9005,400-3,700-2,100-10,000投放量3,0001002,1855,8000011,085回笼量6,7005,1003,0854003,7002,10021,085质押式回购2018-08-072018-08-082018-08-092018-08-102018-08-13变化（利率BP）变化量上交所： 1天2.241.922.002.112.2312.10 7天2.372.142.092.312.387.281天成交量6,588.636,573.976,516.026,404.146,686.40282.267天成交量648.95862.11631.59568.44872.51304.07深交所： 1天2.241.001.850.222.21199.04 7天2.381.512.182.062.3932.961天成交量635.95626.96614.52565.29606.5941.307天成交量50.6260.3846.9745.9271.6425.72票据直贴：长三角3.203.203.153.103.100.00Shibor3M2.902.842.822.802.79-1.00Shibor3M:1Y3.073.143.223.343.406.35Shibor3M:5Y3.413.513.613.783.801.64FR007：1Y2.602.702.722.712.8311.67FR007：3Y2.802.862.932.993.022.51FR007：5Y3.023.123.173.163.214.612018-08-062018-08-072018-08-082018-08-092018-08-102018-8-13年初至今日涨跌0.450.47-0.03-3.470.270.13-1.65成交额（亿元）5.954.478.964.474.164.09444.37加3%修正收益率4.66%4.67%4.7%4.67%-4.68%0.04加3.5%修正收益率4.59%4.59%4.6%4.61%-4.59%0.05加4%修正收益率5.69%5.68%5.7%5.71%-5.71%0.05分级基金整体新增份额（亿份）-1.25-33.99-3.100.923.85-1.47代码名称成交量（万元）现价日涨跌幅（%）年涨跌幅（%）518880黄金ETF95731.712.660.30-1.62510900H股恒生ETF185084.531.17-1.27-1.17162411华宝油气1623.380.701.3015.305、基金市场分级A大类资产标的交易活跃的ETF计算机(申万)食品饮料(申万)融资融券通信(申万)房地产(申万)货