收益率日涨跌（BP）年初至今涨跌（BP）2018年8月27日2018年8月28日2018年8月29日美国2.860602018/9/26（2%-2.25%）94.60%94.60%94.60%日本0.1070.64.82018/12/19（2.25%-2.5%）61.10%65.70%65.70%德国0.382-13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5002901.520.01%8.52%VIX12.86-0.671.82日经22522865.15-0.02%0.44%COMEX黄金1206.900.16%-0.08韩国综合指数2322.880.67%-5.86%Brent原油77.71-0.40%0.17德国DAX12364.06-1.04%-4.29%伦铜6019.00-0.78%-0.16富时A5011304.44-0.22%-14.33%恒生指数27888.55-0.01-0.07恒生国企指数10875.58-0.01-0.07AH溢价指数118.301.07%-10.15%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2725.25-0.46%-17.60%主力合约TF1812TF1812沪深3003334.50-0.50%-13.30-17.28%收盘价98.00595.120上证502474.48-0.19%-3.48-13.49%涨跌幅0.10%0.10%中证5004814.82-1.07%-31.42-22.97%创业板1435.20-1.56%-18.11%中证转债283.15-0.01%0.09%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50IH002471.00-0.48-3.48-0.14%-1.69%21000016.SHIH012469.20-0.61-5.28-0.21%-2.56%49IH022470.80-0.58-3.68-0.15%-1.79%112IH032473.20-0.47-1.28-0.05%-0.62%196沪深300IF003321.20-0.67-13.30-0.40%-4.81%21000300.SHIF013309.20-0.65-25.30-0.76%-9.18%49IF023292.20-0.68-42.30-1.28%-15.42%112IF033279.40-0.61-55.10-1.68%-20.16%196中证500IC004783.40-1.35-31.42-0.66%-7.88%21000905.SHIC014754.80-1.30-60.02-1.26%-15.15%49IC024696.00-1.32-118.82-2.53%-30.36%112IC034630.80-1.19-184.02-3.97%-47.69%196涨幅第一0.85%跌幅第一-2.70%涨幅第二0.63%跌幅第二-2.08%涨幅第三-0.06%跌幅第三-2.02%2018-08-232018-08-242018-08-272018-08-282018-08-292018-08-302018-08-31沪市：融资余额（亿）5255.145238.425242.565238.525233.255228.435202.23深市：融资余额（亿）3392.583383.803384.143382.563389.833386.90-深市+沪市：融资余额（亿）8647.728622.228626.708621.088623.088615.33-标普5002018/8/23 2018/8/24 2018/8/27 2018/8/28 2018/8/29 2018/8/30 2018/8/31 北向资金（沪股通+深股通）14.68-0.2725.6415.8722.177.3742.10南向资金（ 沪市+深市港股通）-2.8710.029.38-8.26-6.95-3.196.83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BP1Y2.84-1.80-85.521Y3.6703-1-145.263Y3.26-3.15-51.933Y4.1204-1.18-107.975Y3.34-4.29-49.565Y4.4418-0.58-82.47Y3.57-0.53-34.0510Y3.57-0.75-33.081Y4.4872-1-115.043Y5.0602-1.18-73.075Y5.4401-0.58-50.16收益率日度升降（BP）年初以来升降BP1Y3.9769-1-147.041Y3.08-1.00-154.003Y4.4866-1.18-107.073Y3.67-2.00-110.005Y4.8609-0.58-82.165Y3.92-0.50-89.007Y4.26-1.50-74.501Y4.4872-1.00-115.0410Y4.19-0.50-69.503Y5.0602-1.18-73.075Y5.4401-0.58-50.16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BP1Y3.09-2.95-138.665Y4.8797-4.06-82.403Y3.69-2.19-109.757Y5.3583-2.42-42.405Y3.93-1.95-87.847Y4.25-1.39-73.305Y5.3597-0.06-34.410Y4.19-0.75-68.577Y5.8583-2.427.6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480.000.6%485.000.83%-5.00-0.010.39焦煤1,630.000.0%1,248.00-0.04%382.000.310.93焦炭2,515.000.0%2,426.00-3.08%89.000.040.77动力煤622.000.0%615.40-1.03%6.600.010.29螺纹钢4,440.00-0.4%4,086.00-1.09%354.000.090.84铜48,670.00-0.2%48,580.00-0.33%90.000.000.49铝14,780.00-0.3%14,890.00-0.53%-110.00-0.010.54铅18,950.001.3%18,810.001.68%140.000.010.63镍110,150.00-0.4%107,600.00-2.12%2550.000.020.99锌22,600.001.1%21,565.001.53%1035.000.050.93黄金266.330.2%267.800.13%-1.47-0.010.61白银3,477.00-0.3%3,515.00-0.40%-38.00-0.010.74豆粕3,259.410.2%3,102.000.13%157.410.050.25豆油5,655.790.3%5,768.00-0.24%-112.21-0.020.14棕榈油4,876.670.5%4,868.00-0.04%8.670.000.28聚乙烯9,950.00-0.5%9,380.00-1.21%570.000.060.33聚丙烯9,800.000.0%9,737.00-0.27%63.000.010.42PTA9,250.000.0%7,858.00-0.38%1392.000.180.99甲醇3,305.000.3%3,262.00-0.03%43.000.010.48橡胶10,400.000.0%12,360.00-0.88%-1960.00-0.160.19白砂糖5,235.000.0%5,003.000.20%232.000.050.85棉花16,310.080.0%16,695.00-0.39%-384.92-0.020.112018-8-272018-8-282018-8-292018-8-302018-8-31日涨跌BP年初至今变动BPHIBOR:隔夜0.6080.6700.8710.9041.10920.41174.107HIBOR:1周0.9910.9891.1011.1321.27814.64272.214CNH HIBOR:隔夜1.7911.7311.5251.3531.49414.034-1626.473CNH HIBOR:1周2.6052.5372.3112.0572.43237.467-1210.3982018-08-272018-08-282018-08-292018-08-302018-8-31日涨跌BP年初至今涨跌幅USDCNY6.81716.8076.82186.8366.8299-614.88%USDCNH6.79496.80226.81956.86736.8448-2255.08%USDCNY成交量330.8347.64355.55317.37291.492018-07-202018-07-272018-08-032018-08-172018-08-242018-08-31合计净投放量5,400-3,700-2,1001,300400-1,700-400投放量5,800001,3001,70008,800回笼量4003,7002,10001,3001,7009,200质押式回购2018-08-272018-08-282018-08-292018-08-302018-08-31变化（利率BP）变化量上交所： 1天2.532.532.482.512.7422.74 7天2.822.752.642.592.601.211天成交量7,322.257,126.587,045.707,014.766,683.27-331.497天成交量852.29751.74805.97650.43706.9656.53深交所： 1天2.522.381.102.502.6918.79 7天2.862.562.602.202.5938.731天成交量708.68702.50700.93707.06663.03-44.027天成交量72.1246.6752.8745.1349.224.09票据直贴：长三角3.253.403.403.403.35-5.00Shibor3M2.902.902.902.892.890.00Shibor3M:1Y3.403.403.373.333.33-0.43Shibor3M:5Y3.753.743.723.703.69-0.50FR007：1Y2.812.812.822.802.800.45FR007：3Y3.033.023.023.013.010.19FR007：5Y3.223.233.233.203.200.332018-08-242018-08-272018-08-282018-08-292018-08-302018-8-31年初至今日涨跌0.08-0.150.080.07-0.050.01-1.52成交额（亿元）1.892.661.760.720.931.27476.82加3%修正收益率4.63%4.61%4.6%4.62%4.60%4.82%0.04加3.5%修正收益率4.57%4.58%4.6%4.57%4.57%4.58%0.05加4%修正收益率5.72%5.72%5.7%5.72%5.72%5.71%0.05分级基金整体新增份额（亿份）-0.39-0.59-0.47-1.13-0.430.38代码名称成交量（万元）现价日涨跌幅（%）年涨跌幅（%）518880黄金ETF88597.542.650.19-2.29510900H股恒生ETF105277.311.18-0.59-0.41162411华宝油气1156.870.710.1416.94大类资产监测日报（20180903）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（