收益率日涨跌（BP）年初至今涨跌（BP）2018年11月12日2018年11月13日2018年11月14日美国3.12-2722018/12/19（2.25%-2.5%）75.80%77.50%72.30%日本0.114-0.571.52019/03/20（2.50%-2.75%）46.80%50.50%44.80%德国0.411-72019/06/19（2.75%-3.00%）26.80%28.20%23.90%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5002701.58-0.76%1.05%VIX21.251.2310.21日经22521846.480.16%-4.03%COMEX黄金1211.400.83%-6.61%韩国综合指数2068.05-0.15%-16.19%Brent原油65.860.60%-0.45%德国DAX11412.53-0.52%-11.65%伦铜6107.35-0.35%-15.36%富时A5011021.54-1.33%-16.48%恒生指数25654.431.11%-0.14恒生国企指数10405.16-0.54%-0.11AH溢价指数118.13-0.70%-10.29%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2632.24-0.85%-20.41%主力合约TF1812TF1812沪深3003204.94-1.00%-0.54-20.49%收盘价98.66096.440上证502429.99-1.34%-1.39-15.05%涨跌幅0.20%0.44%中证5004545.51-0.40%7.09-27.28%创业板1385.73-0.45%-20.94%中证转债284.850.16%0.69%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50IH002428.60-1.50-1.39-0.06%-0.68%2000016.SHIH012430.00-1.680.010.00%0.01%37IH022446.00-1.8516.010.65%7.86%121IH032443.00-1.7713.010.53%6.39%219沪深300IF003204.40-1.32-0.54-0.02%-0.20%2000300.SHIF013203.60-1.39-1.34-0.04%-0.50%37IF023205.80-1.410.860.03%0.32%121IF033195.00-1.52-9.94-0.31%-3.73%219中证500IC004552.60-0.717.090.16%1.87%2000905.SHIC014535.60-0.75-9.91-0.22%-2.62%37IC024493.00-0.67-52.51-1.17%-14.02%121IC034433.40-0.65-112.11-2.53%-30.34%219涨幅第一0.76%跌幅第一-1.89%涨幅第二0.75%跌幅第二-1.52%涨幅第三0.37%跌幅第三-1.18%2018-11-062018-11-072018-11-082018-11-092018-11-122018-11-132018-11-14沪市：融资余额（亿）4736.754739.244738.304738.284758.854769.174782.41深市：融资余额（亿）2966.842965.842960.492954.932963.042966.242971.57深市+沪市：融资余额（亿）7703.597705.087698.797693.217721.897735.417753.98标普5002018/11/6 2018/11/7 2018/11/8 2018/11/9 2018/11/12 2018/11/13 2018/11/14 北向资金（沪股通+深股通）-15.0022.9340.923.8414.3226.74-6.53南向资金（ 沪市+深市港股通）5.3312.07-5.50-12.3410.2017.843.29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BP1Y2.53-7.55-116.351Y3.59993.8-152.33Y2.99-8.59-78.793Y3.9045-1.35-129.565Y3.16-9.96-67.795Y4.165-3.55-110.087Y3.40-5.40-50.8710Y3.42-4.39-47.951Y4.42551.8-121.213Y4.8627-0.35-92.825Y5.2333-3.55-70.84收益率日度升降（BP）年初以来升降BP1Y3.90521.8-154.211Y2.76-1.50-186.003Y4.2591-0.35-129.823Y3.38-1.00-139.005Y4.5941-3.55-108.845Y3.70-7.00-111.507Y3.98-6.25-102.001Y4.42551.80-121.2110Y3.99-1.75-89.253Y4.8627-0.35-92.825Y5.2333-3.55-70.84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BP1Y2.789.49-169.765Y4.4447-4.72-125.903Y3.40-2.94-138.557Y5.0013-2.60-78.105Y3.74-6.76-106.777Y3.97-6.01-101.125Y4.8847-4.72-81.910Y4.00-6.37-87.587Y5.4913-2.6-29.1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582.00-0.3%512.00-0.68%70.000.140.98焦煤1,650.000.0%1,360.000.93%290.000.210.80焦炭2,615.000.0%2,351.001.91%264.000.110.91动力煤626.00-0.5%622.802.27%3.200.010.26螺纹钢4,450.00-0.2%3,937.001.81%513.000.130.91铜49,010.000.3%48,820.00-0.16%190.000.000.59铝13,730.000.0%13,720.00-0.36%10.000.000.79铅18,650.000.0%18,505.000.05%145.000.010.62镍100,150.00-0.3%93,920.00-1.00%6230.000.070.99锌22,290.00-0.2%20,765.00-0.91%1525.000.070.98黄金269.89-0.2%275.50-0.16%-5.61-0.020.00白银3,470.00-0.3%3,489.00-0.31%-19.00-0.010.84豆粕3,397.06-0.3%3,078.00-1.25%319.060.100.71豆油5,288.42-1.0%5,356.00-1.58%-67.58-0.010.26棕榈油4,311.67-1.8%4,272.00-2.15%39.670.010.37聚乙烯9,900.000.0%9,030.001.12%870.000.100.58聚丙烯9,750.00-2.0%9,419.00-0.50%331.000.040.59PTA6,750.00-0.7%6,386.00-2.86%364.000.060.93甲醇2,850.00-3.1%2,715.00-2.90%135.000.050.70橡胶10,100.001.0%11,285.001.17%-1185.00-0.110.44白砂糖5,360.000.0%4,964.00-0.40%396.000.080.95棉花15,653.080.0%14,855.000.51%798.080.050.622018-11-82018-11-92018-11-122018-11-132018-11-14日涨跌BP年初至今变动BPHIBOR:隔夜0.6050.5160.5360.5920.346-24.661-2.179HIBOR:1周0.7530.7540.7540.8260.640-18.6178.419CNH HIBOR:隔夜1.3521.4971.4142.6881.809-87.900-1594.940CNH HIBOR:1周2.3172.3713.5954.7253.194-153.107-1134.1982018-11-082018-11-092018-11-122018-11-132018-11-14日涨跌BP年初至今涨跌幅USDCNY6.92856.9446.96616.95316.9509-226.74%USDCNH6.94086.94846.96446.94636.9445-186.62%USDCNY成交量314.28266.01284.13267.55327.712018-09-282018-10-052018-10-122018-10-192018-10-262018-11-02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2018-11-082018-11-092018-11-122018-11-132018-11-14变化（利率BP）变化量上交所： 1天2.432.422.592.682.67-0.05 7天2.532.532.692.722.68-3.091天成交量6,550.786,363.717,016.916,834.936,710.49-124.447天成交量696.41603.091,343.481,035.30709.70-325.60深交所： 1天2.432.252.482.352.6630.97 7天2.532.452.572.642.695.411天成交量745.05721.34790.98778.51754.85-23.667天成交量33.8754.3086.8256.4038.42-17.99票据直贴：长三角3.153.103.103.053.105.00Shibor3M3.003.003.003.003.010.40Shibor3M:1Y3.333.363.363.333.32-1.18Shibor3M:5Y3.723.743.773.743.72-1.36FR007：1Y2.762.792.792.762.75-0.59FR007：3Y2.962.972.980.002.93293.33FR007：5Y3.173.193.203.163.14-1.152018-11-072018-11-082018-11-092018-11-122018-11-132018-11-14年初至今日涨跌0.02-0.02-0.09-0.190.010.05-0.50成交额（亿元）1.411.581.122.352.322.53638.07加3%修正收益率4.54%4.54%4.54%4.54%4.54%4.55%0.04加3.5%修正收益率4.59%4.58%4.59%4.59%4.59%4.59%0.05加4%修正收益率5.67%5.68%5.68%5.68%5.69%5.70%0.05分级基金整体新增份额（亿份）0.07-0.070.170.200.741.23代码名称成交量（万元）现价日涨跌幅（%）年涨跌幅（%）518880黄金ETF136667.352.69-0.04-0.74510900H股恒生ETF142751.821.15-0.09-2.86162411华宝油