收益率日涨跌（BP）年初至今涨跌（BP）2018年11月2日2018年11月5日2018年11月6日美国3.2-2802018/12/19（2.25%-2.5%）72.10%-72.80%日本0.13208.52019/03/20（2.50%-2.75%）49.70%-46.50%德国0.440-62019/06/19（2.75%-3.00%）29.30%-28.10%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5002755.450.63%2.42%VIX19.96-8.92日经22522147.751.14%-2.71%COMEX黄金1228.50-0.31%-5.87%韩国综合指数2089.620.61%-15.31%Brent原油71.65-2.08%7.55%德国DAX11484.34-0.09%-11.10%伦铜6204.80-0.55%-13.30%富时A5011320.56-0.66%-14.21%恒生指数26120.960.01-0.13恒生国企指数10632.640.01-0.09AH溢价指数120.02-1.06%-8.85%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2659.36-0.23%-19.59%主力合约TF1812TF1812沪深3003243.15-0.60%1.85-19.54%收盘价98.37595.810上证502499.68-0.47%-0.48-12.61%涨跌幅0.18%0.22%中证5004438.10-0.06%1.10-29.00%创业板1349.110.02%-23.02%中证转债283.82-0.28%0.33%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50IH002499.20-0.42-0.48-0.02%-0.23%10000016.SHIH012507.80-0.358.120.32%3.89%45IH022525.40-0.2425.721.02%12.22%129IH032522.40-0.1022.720.90%10.81%227沪深300IF003245.00-0.431.850.06%0.68%10000300.SHIF013246.00-0.422.850.09%1.05%45IF023248.00-0.464.850.15%1.79%129IF033245.80-0.372.650.08%0.98%227中证500IC004439.200.511.100.02%0.30%10000905.SHIC014420.000.51-18.10-0.41%-4.91%45IC024363.200.58-74.90-1.72%-20.60%129IC034305.000.55-133.10-3.09%-37.10%227涨幅第一1.59%跌幅第一-1.61%涨幅第二1.17%跌幅第二-1.21%涨幅第三0.46%跌幅第三-0.95%2018-10-292018-10-302018-10-312018-11-012018-11-022018-11-052018-11-06沪市：融资余额（亿）4744.874735.244731.564729.854720.484732.484736.74深市：融资余额（亿）2981.862973.302970.352970.622955.372960.542966.84深市+沪市：融资余额（亿）7726.737708.547701.917700.477675.857693.027703.58标普5002018/10/26 2018/10/29 2018/10/30 2018/10/31 2018/11/1 2018/11/2 2018/11/6 北向资金（沪股通+深股通）-15.6029.037.1360.2286.90179.01-15.00南向资金（ 沪市+深市港股通）12.49-17.940.980.6015.3114.465.33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BP1Y2.75-5.29-94.561Y3.5776-1.77-154.533Y3.16-3.79-62.053Y3.95111.35-124.95Y3.31-1.89-52.085Y4.2372.24-102.887Y3.50-3.12-41.0110Y3.51-4.09-39.151Y4.4232-1.77-121.443Y4.88931.35-90.165Y5.33532.24-60.64收益率日度升降（BP）年初以来升降BP1Y3.8829-1.77-156.441Y2.80-3.00-182.003Y4.28571.35-127.163Y3.45-5.50-132.505Y4.69612.24-98.645Y3.78-6.00-103.507Y4.070.00-93.001Y4.4232-1.77-121.4410Y4.08-4.00-80.253Y4.88931.35-90.165Y5.33532.24-60.64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BP1Y2.80-7.94-167.565Y4.5311-0.83-117.263Y3.46-5.48-132.757Y5.10170.02-68.065Y3.83-4.67-97.907Y4.06-2.98-92.195Y4.9811-0.83-72.2610Y4.08-4.20-79.267Y5.59170.02-19.06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583.00-0.7%510.00-0.10%73.000.140.98焦煤1,630.000.0%1,370.000.04%260.000.190.77焦炭2,515.000.0%2,408.501.33%106.500.040.78动力煤647.000.6%629.000.10%18.000.030.49螺纹钢4,690.000.0%3,962.00-1.86%728.000.180.97铜49,640.000.8%49,660.00-0.68%-20.000.000.38铝13,870.000.7%13,915.000.00%-45.000.000.70铅18,750.00-0.5%18,420.00-1.68%330.000.020.82镍102,400.00-0.5%98,450.000.28%3950.000.040.98锌22,650.000.5%21,210.00-0.07%1440.000.070.98黄金274.880.1%275.850.22%-0.970.000.79白银3,555.000.2%3,593.00-0.08%-38.00-0.010.72豆粕3,440.88-1.5%3,158.001.38%282.880.090.65豆油5,417.370.0%5,536.000.29%-118.63-0.020.15棕榈油4,596.670.0%4,530.00-0.79%66.670.010.44聚乙烯9,900.00-0.5%9,085.00-0.55%815.000.090.53聚丙烯10,350.000.0%9,854.00-0.13%496.000.050.70PTA6,935.000.5%6,716.00-0.39%219.000.030.87甲醇3,135.00-0.8%2,895.00-2.53%240.000.080.85橡胶10,275.000.0%11,235.000.40%-960.00-0.090.54白砂糖5,390.00-0.7%5,059.000.28%331.000.070.92棉花15,713.080.0%14,970.00-0.76%743.080.050.582018-10-302018-10-312018-11-12018-11-22018-11-6日涨跌BP年初至今变动BPHIBOR:隔夜0.3320.6140.5000.4560.4873.14311.964HIBOR:1周0.9840.8660.8050.7350.678-5.79212.143CNH HIBOR:隔夜1.6971.6171.5822.0851.818-26.755-1594.054CNH HIBOR:1周2.8212.8452.9052.6662.79312.675-1174.2782018-10-312018-11-012018-11-022018-11-052018-11-6日涨跌BP年初至今涨跌幅USDCNY6.97346.94966.88976.92656.9141-1246.17%USDCNH6.97426.9176.90026.9146.914886.15%USDCNY成交量289.25365.73294.72300.22308.792018-09-282018-10-052018-10-122018-10-192018-10-262018-11-02合计净投放量-2,300-1,000-6003004,600-4,900-3,900投放量600003004,90005,800回笼量2,9001,00060003004,9009,700质押式回购2018-10-312018-11-012018-11-022018-11-052018-11-06变化（利率BP）变化量上交所： 1天3.322.532.822.482.502.93 7天2.892.642.762.632.57-5.211天成交量6,758.176,686.946,676.886,885.016,664.91-220.107天成交量673.78637.67525.291,437.721,012.98-424.75深交所： 1天3.412.302.502.002.4848.03 7天2.912.352.502.612.58-2.831天成交量743.08736.79737.24741.84717.39-24.457天成交量44.6433.8145.09109.4863.11-46.37票据直贴：长三角3.253.253.253.153.150.00Shibor3M2.962.962.982.982.991.00Shibor3M:1Y3.313.343.343.353.34-0.71Shibor3M:5Y3.673.713.743.763.74-1.35FR007：1Y2.762.772.782.792.77-1.66FR007：3Y2.942.963.023.002.98-1.38FR007：5Y3.153.163.203.213.19-1.772018-10-302018-10-312018-11-012018-11-022018-11-052018-11-6年初至今日涨跌0.140.020.05-0.05-0.190.12-0.21成交额（亿元）3.973.202.924.352.251.77626.77加3%修正收益率4.55%4.54%4.53%-4.54%4.53%0.04加3.5%修正收益率4.57%4.58%4.56%-4.59%4.57%0.05加4%修正收益率5.69%5.68%5.68%-5.69%5.69%0.05分级基金整体新增份额（亿份）1.141.330.680.66-0.140.23代码名称成交量（万元）现价日涨跌幅（%）年涨跌幅（%）518880黄金ETF103008.072.730.070.96510900H股恒生ETF102380.431.160.61-1.51162411华宝油气2787.740.643.235.265、基金市场分级A大类资产标的交易活跃的ETF综合(申万)休闲服务(申万)融资融券房地产(申万)食品饮料(申