單位：億買進賣出合計外資及陸資244.80304.14-59.34 2.48投信10.9912.50-1.51 1.23自營商92.8877.3015.591.17合計348.68393.94-45.26 1.107/22融資(億)45.3443.591.75前日1782.321.107/22融券(張)41495435032008餘額3424260.720.670.660.660.5410.33未平倉增減未平倉增減未平倉增減未平倉前日未平倉增減未平倉前日未平倉增減外資及陸資-10730 -3533 -813 -301 -1065 -59 6548068108-2628 82550742818269投信-482 -278 -5 -28 56-28 -170 -120 -50 -140 -140 0自營商8421330-280 159-285 -112 -59263 -40739 -18524 383582191716441排名公司張數排名公司張數排名公司張數排名公司張數1華亞科 15,6096兆豐金 3,0691鴻海- 34,0396玉山金- 4,7712群創 11,9197大眾銀 2,9722台積電- 14,2027矽品- 4,3293友達 8,7328新光R1 2,7713台灣50- 9,3808奇美材- 3,9964中工 4,3599國泰金 2,7274日月光- 8,5239仁寶- 3,4065第一金 3,62810長榮航 2,5555中信金- 6,08110聯電- 3,146簡稱收盤價最高價最低價漲跌價差(%)成交量委買均量委賣均量成交均量OI加權指數8791.128895.888751.71-127.58 1013億2.421.956.368月台指期875588228670-56.00 -0.41 1729462.272.311.92560159月台指期871087758628-58.00 -0.92 18981.411.411.2573418月小台指875288228670-59.00 -0.44 1155801.651.711.46258489月小台指870987768627-59.00 -0.93 34011.201.221.135273電子指數336.04342.20334.87-7.98 646億8月電子期334.55339.60332.00-5.60 -0.02 56181.361.401.2834279月電子期332.95338.15330.60-5.55 -0.04 971.081.271.11159金融指數1165.901176.091163.25-8.84 61億8月金融期1155.601161.801148.60-3.40 -0.12 40801.321.311.2328929月金融期1153.601159.401149.00-4.00 -0.14 411.101.111.0093摩台指329.47333.99328.60-6.02 7月摩台指329.30333.10327.70-3.40 499011431958月摩台指325.60329.10324.10-3.60 67028565台化華南金融集團華南期貨股份有限公司 (98)金管期總字第019號台股現貨買賣超台北市民生東路四段54號3樓之9 TEL:(02)2718-0000 FAX:(02)2546-37083F, No. 54 Ming Sheng East Road Sec. 4, Taipei, TAIWAN台指期貨 2015年07月23日 星期四 收盤日報日月光24.13法人動態：個股貢獻點數前十名個股貢獻點數後十名前五日-32.86台積電18.2211.11正新台泥-17.02 -27.51-13.59國泰金研華台灣大遠傳大立光豐泰聯發科鴻海中鋼南亞科鴻準統一超1.國際股市:在蘋果與微軟財報令人失望股價走低影響下，美股走，且房市數據欠佳，美國6月二手房銷量創下8年新高，，道瓊工業指數下跌68.25點，收17,851.04點，標準普爾500指數下跌5.06點，收2,114.15點；納斯達克指數下跌36.35點，收5,171.77點。2. 台指期貨:台指期今日開低震盪，今日早盤重挫，尾盤稍有買盤，收長下影線，終場收於8755點，下跌55點。3. 期貨選擇權:8月買權未平倉量最大量在履約價9300點的40544口，賣權未平倉量最大量在履約價8500點的21458口。4. 加權指數:台股技術面來看今日走低，目前跌破長短期均線位置，終場台股以8791.12點作收，下跌127.58點，後市堪憂。(1)技術面:現貨指數跌破短中長期均線位置，操作上建議在持有現股的同時，買進價外兩檔履約價的賣權避險，以保護現股的部位。(2)籌碼面:[1]現貨部份三大法人今日合計賣超45億元，其中外資賣超59億。[2]期貨部份外資今日淨部位空單10730口，今日減少淨多3533口，淨部位空單達到萬口大關。(3)加權指數短中長期均線位置:五日線(5MA):8947,十日線(10MA):8982,月線(20MA):9145,半年線(120MA):9497,年線(240MA):9297。65.2%-102.38-1395 20後十名合計台指期貨收盤行情買超外資現貨買賣超前10名個股283台指期賣超47.8%37.2%42.9%675電子期前十大佔市場比率金融期前十大佔市場比率安泰銀47.5%75.4%前十名合計華亞科-2.28電子期39722613-163 3504-134 3台指選擇權(賣權)-7.33-2.56-3.16-2.67-5.64-4.78多空單位：口7/22摩台7月多空比358台指期前十大佔市場比率OI增減0期貨未平倉多空淨額觀盤重點提示台指選擇權(買權)181金融期可成 台指選擇權收盤行情買權結算價最高價最低價漲跌OIOI增減時間價值Delta8月9300C9.212.56.2-3.3 4054449489.20.188月9200C16.023.010.0-7.5 325744465123.00.238月9100C27.038.518.0-13.0 26782685027.00.288月9000C45.064.031.0-20.0 26635978445.00.348月8900C73.098.051.0-27.0 11637389673.00.418月8800C111.0145.081.0-37.0 96702698111.00.488月8700C162.0205.0122.0-44.0 44141801107.00.558月8600C224.0275.0174.0-52.0 224455269.00.6226233238541賣權結算價最高價最低價漲跌OIOI增減時間價值Delta8月8800P156.0208.0125.023.016909-1651111.0-0.658月8700P107.0149.085.015.013951-102107.0-0.598月8600P70.0103.055.08.017781-69070.0-0.528月8500P45.068.035.05.021458-113345.0-0.458月8400P27.042.021.02.027028114427.0-0.388月8300P15.526.012.50.021095420315.5-0.318月8200P9.016.07.7-0.6 164759979.0-0.258月8100P5.79.64.8-0.4 1384518055.7-0.198月8000P3.45.93.0-0.5 109648463.4-0.152026284914距到期日：23天0.77國際股市/外匯/大宗物資行情名稱收盤價 漲跌 漲跌幅 最高價 最低價5日均價10日均價30日均價道瓊指數17851.04-68.25 -0.38 17919.3517807.4118021.2617896.6817897.21NASDAQ5171.77-36.35 -0.70 5184.745145.915178.505089.565075.80S&P5002114.15-5.06 -0.24 2118.512110.002119.992099.642097.31費城半導體指數646.13-16.73 -2.52 647.78638.95662.36661.91689.15日經指數20683.9590.280.4420708.2320648.7620638.9920338.2120377.04韓國首爾2065.070.340.022069.202053.522075.232060.022063.43恆生指數25398.85116.230.4625500.9925250.3625309.6124999.0425997.69上海綜合4123.9297.872.434132.614019.043990.053894.604222.64滬深300指數4250.8193.652.254262.064148.824147.244070.124400.75A50指數12249.59215.961.7912268.2812013.5112189.9112238.5612657.94美元指數97.04-0.41 -0.42 97.5196.9197.5997.0095.90歐元1.09260.00580.531.10051.09201.08791.09541.1114黃金1092.5012.201.121105.701093.301112.961134.521162.95名稱昨日結算價 漲跌 漲跌幅 最高價 最低價5日均價10日均價 30日均價N輕原油151049.670.210.4249.9649.6058.5256.5654.33黃豆15091020.755.750.581005.251000.00974.52985.00991.50小麥1512524.504.500.86530.25523.75500.52502.50510.52玉米1512413.500.000.00414.00411.50385.54390.45395.78咖啡1512128.550.550.43129.25128.90142.25139.52142.56新加坡交易所SGX名稱收盤價 漲跌 漲跌幅 最高價 最低價5日均價10日均價30日均價摩根印尼指數15075770.00-20.00 -0.35 5780.005725.006186.006215.006345.00日經指數20683.9590.280.4420708.2320648.7620638.9920338.2120377.04A50指數150712177.50467.503.9912200.0011662.5012189.9112238.5612657.94印度指數15078638.50-27.00 -0.22 8664.008592.008254.008364.008215.00重要個股財報不佳下挫庫存減少有助價格上漲13.4%15.0%15.7%15.4%17.8%深跌反彈區間震盪區間震盪區間震盪近期評析重要個股財報不佳下挫重要個股財報不佳下挫重要個股財報不佳下挫全履約價合計Put/Call Ratio(ITM)320558921386650.78276261150193882118012.4%16.3%17.1%15.9%隱含波幅11.4%14.9%19920191534832全履約價合計12.8%2249413.7%3388317801114340台北市民生東路四段54號3樓之9 TEL:(02)2718-0000 FAX:(02)2546-370814.4%隱含波幅華南期貨股份有限公司 (98)金管期總字第019號成交量248283F, No. 54 Ming Sheng East Roa