快手必读——股指期货日报

东吴期货研究研究所 021-63123071 www.dwfutures.com 【观点摘要】 目录 一、【市场行情综述】 ............................................................................................... 2 1.1股票和期货指数 ........................................................................................................................... 2 1.2期指期现价差 ............................................................................................................................... 2 1.3融资融券规模 .............................................................................................................................. 3 二、【政经要闻】 ....................................................................................................... 3 1、中国10月金融数据全面低于预期 M2增速再创历史新低 ................................................... 3 2、【中金公司：沪深300指数或将于11月27日前后公告调整】 ........................................ 4 3、【统计局：前三季度全国工业产能利用率达到五年来最高水平】 ....................................... 4 4、【国家发改委、国家能源局：开展分布式发电市场化交易试点】 ....................................... 4 三、【资金综述】 ....................................................................................................... 4 3.1关键利率 ...................................................................................................................................... 4 四、【观点与策略】 ................................................................................................... 4 2017年11月14日星期二 快手必读——股指期货日报 东吴期货研究所 宏观与金融工程组 万 涛021-63123071 从业证书：F0288751 投资咨询证书：Z0012259 期市有风险，投资需谨慎！ 研究所办公地址： 上海市-黄浦区西藏南路 1208 号 6 楼 苏州市-工业园区星阳街 5号东吴证券大楼8楼 东吴期货研究所 www.dwfutures.com 第2页 一、【市场行情综述】 1.1股票和期货指数 2017-11-13证券名称收盘价开盘价最高价最低价涨跌涨跌%成交量（手）成交额上证综指3447.843435.183449.163435.0815.160.4420538905400266738129800深证成指11695.0011657.6311714.9811631.1949.950.4321292250100329756801700沪深3004128.074115.554137.654115.5516.160.3915144630900205930794541创业板指1906.441904.581911.171895.875.810.31433291330090068803400中小板指8153.398075.188157.988058.0884.931.058833853500146065667400上证502873.512865.782885.702865.7211.170.39484590490057913427076中证5006671.216644.696671.266624.6729.990.458459671200122270419658恒生指数29182.1829058.2329258.5029058.2361.260.210115350606100恒生国企指数11684.5111708.7311817.5711684.51-61.30-0.520206128971002017-11-13名称收盘价开盘价最高价最低价结算价涨跌涨跌%成交量成交额持仓量持仓量变化IC1711665466276666.46601665429.20.4481771085854580013646-1580IC171266156593.86627.26565.2661527.60.422348310045728011280983IC180365206485.66531.464706521.829.40.45336436951400290137IC180664556408.66456.46405.86448.827.80.4312415946224088549IF17114127.44123.24141.84118.44128.817.80.43103831286523462017304-2176IF171241264114.841384114.84125.620.60.5040074961395140187901167IF18034125.241194136.841124125.821.60.53708876337320490774IF18064127.841174134.44111.84127280.682603217905601076110IH17112876.62873.62888.82870.42875140.497573654071244011162-1460IH1712288328822894.82876.42880.814.20.49218718928990808828440IH18032901.628932913.628932900.2170.59412358844580268967IH18062909.82895.62916.82895.62905.824.80.861281116685806179数据来源：Wind，东吴期货研究所 点评：上证综指高开高走，收盘涨0.4%报3447.84点，连涨6日再创22个月新高；上证50指数创28个月新高。两市成交5965亿元，较上日略有放大。银行股领涨两市，吴江银行涨停，无锡银行、平安银行涨5%。钢铁股午后崛起，方大特钢涨停，韶钢松山涨8%。光伏概念大涨，清源股份、林洋能源、南玻A涨停。电池巨头宁德时代冲刺IPO，天华超净一字涨停，科达利触及涨停；宁波联合因乌龙传闻一度摸板，午间澄清后股价回落。人工智能概念回暖，科大讯飞涨停再创新高。芯片国产化题材活跃，北方华创、江丰电子涨停。年报高送转预期强烈，次新股绿茵生态、星帅尔、金银河、元隆雅图涨停。 1.2期指期现价差 图1：IF当日基差 -20-100102030405030003200340036003800400042002017-05-172017-05-272017-06-062017-06-162017-06-262017-07-062017-07-162017-07-262017-08-052017-08-152017-08-252017-09-042017-09-142017-09-242017-10-042017-10-142017-10-242017-11-032017-11-13IF基差沪深300现-当月-2002040608010012030003200340036003800400042002017-05-172017-05-272017-06-062017-06-162017-06-262017-07-062017-07-162017-07-262017-08-052017-08-152017-08-252017-09-042017-09-142017-09-242017-10-042017-10-142017-10-242017-11-032017-11-13IF基差沪深300现-下季 IH当日基差 东吴期货研究所 www.dwfutures.com 第3页 -25-20-15-10-5051015202530200021002200230024002500260027002800290030002017-05-172017-05-272017-06-062017-06-162017-06-262017-07-062017-07-162017-07-262017-08-052017-08-152017-08-252017-09-042017-09-142017-09-242017-10-042017-10-142017-10-242017-11-032017-11-13IH基差上证50现-当月-40-20020406080100200021002200230024002500260027002800290030002017-05-172017-05-272017-06-062017-06-162017-06-262017-07-062017-07-162017-07-262017-08-052017-08-152017-08-252017-09-042017-09-142017-09-242017-10-042017-10-142017-10-242017-11-032017-11-13IH基差上证50现-下季 IC当日基差 -200204060801001205200540056005800600062006400660068002017-05-172017-05-272017-06-062017-06-162017-06-262017-07-062017-07-162017-07-262017-08-052017-08-152017-08-252017-09-042017-09-142017-09-242017-10-042017-10-142017-10-242017-11-032017-11-13IC基差中证500现-当月0501001502002503003505200540056005800600062006400660068002017-05-172017-05-272017-06-062017-06-162017-06-262017-07-062017-07-162017-07-262017-08-052017-08-152017-08-252017-09-042017-09-142017-09-242017-10-042017-10-142017-10-242017-11-032017-11-13IC基差中证500现-