收益率日涨跌（BP）年初至今涨跌（BP）2018年9月5日2018年9月6日2018年9月7日美国2.946492018/9/26（2%-2.25%）96.30%95.20%96.30%日本0.11603.92018/12/19（2.25%-2.5%）62.20%61.40%66.90%德国0.37-1-13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5002871.68-0.22%7.41%VIX14.880.233.84日经22522307.06-0.80%-2.01%COMEX黄金1201.80-0.21%-0.08韩国综合指数2281.58-0.26%-7.53%Brent原油77.100.78%0.16德国DAX11959.630.04%-7.42%伦铜5882.15-0.96%-0.18富时A5011089.410.74%-15.96%恒生指数26973.470.00-0.10恒生国企指数10559.540.00-0.10AH溢价指数120.211.00%-8.70%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2702.300.40%-18.29%主力合约TF1812TF1812沪深3003277.640.45%-4.44-18.69%收盘价97.65094.685上证502437.680.90%3.92-14.78%涨跌幅-0.07%-0.09%中证5004791.78-0.03%-26.78-23.34%创业板1425.230.17%-18.68%中证转债282.480.00%-0.14%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50IH002441.601.003.920.16%1.93%14000016.SHIH012443.000.985.320.22%2.61%42IH022442.401.024.720.19%2.32%105IH032446.601.218.920.36%4.38%189沪深300IF003273.200.53-4.44-0.14%-1.63%14000300.SHIF013261.000.44-16.64-0.51%-6.12%42IF023244.800.48-32.84-1.01%-12.15%105IF033229.800.49-47.84-1.48%-17.78%189中证500IC004765.00-0.09-26.78-0.56%-6.74%14000905.SHIC014732.00-0.16-59.78-1.26%-15.16%42IC024665.60-0.13-126.18-2.70%-32.45%105IC034579.20-0.30-212.58-4.64%-55.71%189涨幅第一2.42%跌幅第一-2.53%涨幅第二2.16%跌幅第二-1.80%涨幅第三1.29%跌幅第三-0.97%2018-08-302018-08-312018-09-032018-09-042018-09-052018-09-062018-09-07沪市：融资余额（亿）5228.435202.235196.865192.205194.225196.385175.07深市：融资余额（亿）3386.903373.503375.253377.923372.623371.70-深市+沪市：融资余额（亿）8615.338575.738572.118570.128566.848568.08-标普5002018/8/30 2018/8/31 2018/9/3 2018/9/4 2018/9/5 2018/9/6 2018/9/7 北向资金（沪股通+深股通）7.3742.104.0615.49-30.189.75-1.29南向资金（ 沪市+深市港股通）-3.196.830.689.1214.279.3015.62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BP1Y2.85-0.68-84.481Y3.5886-1.9-153.433Y3.350.92-43.193Y4.12951.44-107.065Y3.440.49-39.865Y4.41040.36-85.547Y3.630.53-28.0910Y3.631.98-27.351Y4.4055-1.9-123.213Y5.06931.44-72.165Y5.40870.36-53.3收益率日度升降（BP）年初以来升降BP1Y3.8952-1.9-155.211Y3.122.00-150.003Y4.49571.44-106.163Y3.740.50-103.005Y4.82950.36-85.35Y3.980.50-83.007Y4.320.50-68.501Y4.4055-1.90-123.2110Y4.220.25-66.253Y5.06931.44-72.165Y5.40870.36-53.30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BP1Y3.141.39-134.145Y4.88040.17-82.333Y3.711.06-107.557Y5.35650.09-42.585Y4.000.53-80.887Y4.311.43-67.655Y5.31041.17-39.3310Y4.220.63-65.437Y5.83650.095.42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495.002.1%498.000.50%-3.00-0.010.43焦煤1,630.000.0%1,273.000.51%357.000.280.90焦炭2,615.001.9%2,349.50-2.04%265.500.110.92动力煤624.000.3%626.401.26%-2.400.000.20螺纹钢4,590.001.1%4,186.001.53%404.000.100.89铜48,060.000.1%47,560.000.13%500.000.010.78铝14,600.000.0%14,655.00-0.37%-55.000.000.69铅19,150.000.3%18,645.000.27%505.000.030.92镍105,700.00-0.2%101,100.00-1.66%4600.000.050.99锌22,270.001.0%20,605.000.37%1665.000.080.99黄金265.140.1%267.200.38%-2.06-0.010.42白银3,382.000.2%3,409.00-0.03%-27.00-0.010.82豆粕3,265.000.0%3,125.000.58%140.000.040.21豆油5,692.63-0.3%5,872.000.14%-179.37-0.030.07棕榈油4,890.00-0.9%4,900.00-0.73%-10.000.000.23聚乙烯9,950.000.0%9,340.000.21%610.000.070.36聚丙烯9,700.000.0%9,838.000.77%-138.00-0.010.25PTA9,250.000.0%7,684.00-0.75%1566.000.201.00甲醇3,395.001.5%3,356.002.69%39.000.010.45橡胶10,450.000.0%11,975.00-0.46%-1525.00-0.130.32白砂糖5,205.000.0%4,927.00-1.16%278.000.060.89棉花16,321.080.0%16,495.00-0.96%-173.92-0.010.162018-9-32018-9-42018-9-52018-9-62018-9-7日涨跌BP年初至今变动BPHIBOR:隔夜1.3861.0390.8290.7300.669-6.05330.161HIBOR:1周1.2991.3641.2981.1761.080-9.60752.393CNH HIBOR:隔夜1.5122.0341.5631.7163.139142.333-1461.907CNH HIBOR:1周2.8583.0342.9762.6664.783211.766-975.2652018-09-032018-09-042018-09-052018-09-062018-9-7日涨跌BP年初至今涨跌幅USDCNY6.81656.8296.83816.83076.8379725.00%USDCNH6.83526.84966.84226.84476.86912445.46%USDCNY成交量325.3290.64320.69352.7296.842018-07-202018-07-272018-08-032018-08-172018-08-242018-08-31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2018-09-032018-09-042018-09-052018-09-062018-09-07变化（利率BP）变化量上交所： 1天2.572.412.482.422.7230.53 7天2.562.562.462.562.7316.601天成交量7,166.436,994.076,451.176,481.386,444.06-37.327天成交量992.56751.30858.63673.83651.72-22.11深交所： 1天2.571.502.451.252.73147.96 7天2.592.352.462.452.7631.301天成交量716.36696.62647.54657.04630.97-26.077天成交量72.5253.4065.2937.6643.335.67票据直贴：长三角3.303.303.303.303.355.00Shibor3M2.892.882.852.852.850.60Shibor3M:1Y3.333.313.313.363.370.91Shibor3M:5Y3.703.703.293.703.788.20FR007：1Y2.822.812.802.832.841.38FR007：3Y3.013.023.023.043.062.00FR007：5Y3.223.233.223.253.250.502018-08-312018-09-032018-09-042018-09-052018-09-062018-9-7年初至今日涨跌0.07-0.050.010.02-0.04-0.04-1.55成交额（亿元）0.720.931.272.592.272.23487.78加3%修正收益率4.82%4.60%4.61%4.59%4.59%4.59%0.04加3.5%修正收益率4.58%4.57%4.57%4.58%4.59%4.59%0.05加4%修正收益率5.71%5.70%5.71%5.71%5.72%5.73%0.05分级基金整体新增份额（亿份）0.380.240.500.770.180.36代码名称成交量（万元）现价日涨跌幅（%）年涨跌幅（%）518880黄金ETF76896.842.640.34-2.44510900H股恒生ETF134514.151.150.53-2.86162411华宝油气1791.620.68-2.0211.84大类资产监测日报（20180910）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）中短期票据（AA）国开债城投债（AA+)城投债（AA）3、商品市场计算机(申万)中短期票据（AAA）金融债中短期票据（AA+）医药生物(申