收益率日涨跌（BP）年初至今涨跌（BP）2018年8月13日2018年8月14日2018年8月15日美国2.86-3462018/9/26（2%-2.25%）100.00%100.00%100.00%日本0.097-952018/12/19（2.25%-2.5%）59.30%63.60%63.40%德国0.331-15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5002818.37-0.76%5.41%VIX14.641.333.60日经22522204.22-0.68%-2.46%COMEX黄金1181.80-1.57%-0.09韩国综合指数2258.910.00%-8.45%Brent原油71.16-2.23%0.07德国DAX12163.01-1.58%-5.84%伦铜5843.00-3.56%-0.18富时A5011005.23-2.47%-16.60%恒生指数27323.59-0.02-0.09恒生国企指数10535.14-0.02-0.10AH溢价指数116.79-0.51%-11.30%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2723.26-2.08%-17.66%主力合约TF1812TF1812沪深3003291.98-2.40%-7.58-18.33%收盘价97.93595.050上证502408.72-2.45%-4.72-15.79%涨跌幅-0.10%-0.24%中证5004932.81-2.09%-6.81-21.09%创业板1478.51-2.63%-15.64%中证转债282.10-0.45%-0.28%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50IH002404.00-2.40-4.72-0.20%-2.36%2000016.SHIH012401.20-2.51-7.52-0.31%-3.76%37IH022402.00-2.39-6.72-0.28%-3.36%128IH032400.40-2.57-8.32-0.35%-4.16%212沪深300IF003284.40-2.26-7.58-0.23%-2.77%2000300.SHIF013255.40-2.49-36.58-1.12%-13.48%37IF023228.20-2.53-63.78-1.98%-23.71%128IF033223.40-2.18-68.58-2.13%-25.53%212中证500IC004926.00-1.95-6.81-0.14%-1.66%2000905.SHIC014878.00-2.06-54.81-1.12%-13.48%37IC024790.80-2.18-142.01-2.96%-35.57%128IC034721.60-2.00-211.21-4.47%-53.68%212涨幅第一-0.98%跌幅第一-3.20%涨幅第二-1.31%跌幅第二-3.02%涨幅第三-1.38%跌幅第三-2.86%2018-08-072018-08-082018-08-092018-08-102018-08-132018-08-142018-08-15沪市：融资余额（亿）5327.295311.455309.325288.975298.875300.635302.37深市：融资余额（亿）3463.003449.663459.793444.653447.513451.723446.79深市+沪市：融资余额（亿）8961.358936.438936.438733.628746.388752.358749.16标普5002018/8/7 2018/8/8 2018/8/9 2018/8/10 2018/8/13 2018/8/14 2018/8/15 北向资金（沪股通+深股通）32.2117.6354.611.94-4.52-12.06-14.22南向资金（ 沪市+深市港股通）-0.84-6.6419.98-5.0211.07-26.07-10.71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BP1Y2.81-1.68-88.901Y3.58090.26-154.23Y3.180.15-59.763Y4.01682.1-118.335Y3.332.24-50.505Y4.2962-0.07-96.967Y3.541.10-36.6710Y3.592.15-31.711Y4.4278-1.89-120.983Y5.02661.73-76.435Y5.2845-0.07-65.72收益率日度升降（BP）年初以来升降BP1Y3.8775-1.89-156.981Y3.0411.00-158.003Y4.3931.73-116.433Y3.621.00-115.005Y4.7053-0.07-97.725Y3.872.20-94.507Y4.170.00-83.001Y4.4278-1.89-120.9810Y4.213.25-67.003Y5.02661.73-76.435Y5.2845-0.07-65.72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BP1Y3.110.95-137.195Y4.69415.03-100.963Y3.63-0.84-115.427Y5.2405-0.64-54.185Y3.87-0.28-93.787Y4.180.76-80.455Y5.08415.03-61.9610Y4.153.50-72.607Y5.7405-0.64-4.18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496.00-1.4%502.50-1.57%-6.50-0.010.37焦煤1,580.000.0%1,271.501.03%308.500.240.85焦炭2,225.000.0%2,490.000.32%-265.00-0.110.04动力煤624.000.0%606.80-2.54%17.200.030.46螺纹钢4,400.000.0%4,345.000.09%55.000.010.41铜48,970.00-1.1%48,550.00-2.25%420.000.010.74铝14,490.00-0.3%14,540.00-1.02%-50.000.000.70铅18,150.00-0.3%18,145.00-0.55%5.000.000.33镍111,900.00-0.4%110,000.00-2.39%1900.000.020.98锌21,670.00-1.1%20,500.00-2.22%1170.000.060.96黄金264.78-0.2%267.40-0.30%-2.62-0.010.32白银3,576.000.0%3,616.00-0.74%-40.00-0.010.72豆粕3,305.451.6%3,292.001.57%13.450.000.04豆油5,611.580.0%5,882.000.44%-270.42-0.050.01棕榈油4,840.000.2%4,900.00-0.24%-60.00-0.010.12聚乙烯9,925.00-1.7%9,770.00-0.20%155.000.020.04聚丙烯9,950.000.0%10,176.00-0.36%-226.00-0.020.17PTA7,730.000.1%7,052.000.54%678.000.100.99甲醇3,265.00-1.1%3,338.00-0.77%-73.00-0.020.11橡胶10,200.000.0%12,355.00-0.32%-2155.00-0.170.11白砂糖5,280.00-0.4%4,959.00-3.01%321.000.060.93棉花16,306.920.0%16,690.00-1.53%-383.08-0.020.102018-8-92018-8-102018-8-132018-8-142018-8-15日涨跌BP年初至今变动BPHIBOR:隔夜0.6830.6460.5840.6550.6681.28630.000HIBOR:1周0.8840.8890.8400.8110.8301.89327.357CNH HIBOR:隔夜1.8491.3361.5311.5451.540-0.441-1621.807CNH HIBOR:1周2.3132.0201.9311.9331.9713.866-1256.4652018-08-092018-08-102018-08-132018-08-142018-8-15日涨跌BP年初至今涨跌幅USDCNY6.82836.85746.87676.8836.90492196.03%USDCNH6.84616.86886.89556.89666.94675016.65%USDCNY成交量295.15269.85254.94296.49285.342018-06-292018-07-062018-07-132018-07-202018-07-272018-08-03合计净投放量-3,700-5,000-9005,400-3,700-2,100-10,000投放量3,0001002,1855,8000011,085回笼量6,7005,1003,0854003,7002,10021,085质押式回购2018-08-092018-08-102018-08-132018-08-142018-08-15变化（利率BP）变化量上交所： 1天2.022.112.182.122.3018.33 7天2.112.312.362.372.435.811天成交量6,516.026,404.146,686.406,565.546,635.1169.577天成交量631.59568.44872.51650.46818.92168.46深交所： 1天2.000.221.972.112.2918.39 7天2.122.062.202.182.4325.351天成交量614.52565.29606.59589.47594.505.037天成交量46.9745.9271.6442.9053.2010.30票据直贴：长三角3.153.103.103.053.050.00Shibor3M2.822.802.792.802.810.80Shibor3M:1Y3.223.343.403.403.38-1.57Shibor3M:5Y3.573.783.813.693.744.92FR007：1Y2.702.712.802.812.76-4.55FR007：3Y2.912.993.023.002.97-2.89FR007：5Y3.153.163.213.153.150.592018-08-082018-08-092018-08-102018-08-132018-08-142018-8-15年初至今日涨跌-0.78-3.470.270.130.140.11-1.29成交额（亿元）3.334.474.164.093.783.67451.81加3%修正收益率4.68%4.67%-4.68%4.68%4.68%0.04加3.5%修正收益率4.59%4.61%-4.59%4.58%4.57%0.05加4%修正收益率5.70%5.71%-5.71%5.70%5.71%0.05分级基金整体新增份额（亿份）-3.100.923.85-1.47-0.050.36代码名称成交量（万元）现价日涨跌幅（%）年涨跌幅（%）518880黄金ETF102811.912.64-0.15-2.62510900H股恒生ETF101082.841.15-1.63-2.95162411华宝油气838.020.690.0013.495、基金市场分级A大类资产标的交易活跃的ETF建筑装饰(申万)家用