單位：億買進賣出合計外資及陸資388.19300.6087.5923.52投信13.969.574.3912.10自營商87.1071.8615.248.08合計489.25382.03107.228.0710/8融資(億)76.7770.965.81前日1330.196.8510/8融券(張)32553344571904餘額5483075.865.755.314.383.2983.21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253692102-876 1252630748606994649141114741058805594投信-4423 -353 330-5 0-226 -262 36-116 -116 0自營商-1724 49689834-252 8-8217 -14828 6611-98466 -76924 -21542 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友達 32,3866台灣50 11,3481中信金- 14,5886廣達- 4,3222中鋼 28,0007台積電 10,5212元大金- 12,6307兆豐金- 4,2833鴻海 22,5338華亞科 7,8793華航- 6,9708儒鴻- 3,6664聯電 14,5369富邦金 7,4474京元電- 5,2859寶成- 3,3305群創 12,82310台塑 5,7585華通- 5,03910第一金- 3,160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8573.728578.228478.34127.761002億2.512.025.1810月台指期855285808464109.00-0.25 1253132.172.121.835476911月台指期853985658455107.00-0.40 32001.551.631.32638710月小台指855485808464111.00-0.23 923971.711.641.472979411月小台指853985668455107.00-0.40 43661.281.221.145644電子指數331.10331.16328.474.45516億10月電子期330.00330.75327.253.80-0.01 35401.291.271.20341211月電子期329.10329.50326.053.60-0.02 1221.171.011.09199金融指數1049.491055.021041.929.8375億10月金融期1049.801055.601038.6012.600.0032631.321.261.21202111月金融期1048.001053.001036.8012.20-0.02 1351.081.231.08195摩台指318.25318.54314.985.0710月摩台指317.80319.10314.903.503564313524211月摩台指317.90319.00316.303.504481029OI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)115金融期156單位：口10/8摩台8月多空比188台指期前十大佔市場比率統一-0.21多空頎邦47.8%42.9%1,805台塑聚陽-0.70-0.32-0.41-0.32-0.49-0.44413台指選擇權(賣權)67445355101554104102994電子期前十大佔市場比率金融期前十大佔市場比率中信金47.5%75.4%前十名合計37.2%後十名合計台指期貨收盤行情買超外資現貨買賣超前10名個股台指期賣超電子期寶成大立光1.國際股市:Fed日前發布會議紀錄，顯示對於升息依然抱持鴿派立場，外加上之前的就業報告疲弱，引發外界預期Fed升息行動可能延後，在市場氣氛轉趨樂觀下，推升美股周五收高。道瓊工業指數小漲0.2％至17,084.49點；標普500指數升0.07％，收2,014.89點；那斯達克指數終場上揚0.41％至4,830.47點。2. 期貨選擇權:10月買權未平倉量最大量在履約價8700點的3.9萬口，賣權未平倉量最大量在履約價8100點的2.9萬口。3.加權指數:台股技術面來看，今日大盤在權值股走強帶動下走高，站上8500點關卡，今日台股以8573.72點作收，量能1002億，上漲127.76點，為量增大漲的格局。(1)技術面:現貨指數目前站上短中長期期均線位置，不過長期來看仍為空方勢，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買超107億元，其中外資買超87億。[2]期貨部份外資今日淨部位多單25369口，今日增加淨多2102口，外資淨部位多單小增，仍然在兩萬口以上，將增加大盤反彈力道。65.2%-7.28122068-1.70-0.87台達電南亞和碩鴻海豐泰中鋼仁寶儒鴻169.8511.58台塑化台化3.66可成154.61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-1.82鴻準台積電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10月12日 星期一 收盤日報 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Delta10月9100C0.81.00.60.012630-6930.80.1910月9000C1.32.01.0-0.1 22797961.30.2410月8900C3.65.21.91.12068347833.60.2910月8800C9.713.55.84.037924181929.70.3510月8700C25.033.514.011.5396502098325.00.4110月8600C59.072.035.027.0326271328659.00.4810月8500C113.0132.073.046.018529502461.00.5510月8400C185.0209.0131.064.013598648233.00.6224614384064賣權結算價最高價最低價漲跌OIOI增減時間價值Delta10月8600P107.0169.093.0-83.0 5138377859.0-0.6510月8500P61.0107.053.0-63.0 120531016961.0-0.5910月8400P35.565.029.5-43.5 155351168035.5-0.5210月8300P21.539.517.5-27.5 215071588021.5-0.4510月8200P13.023.510.0-17.5 240061670813.0-0.3810月8100P8.414.56.7-10.6 29812217228.4-0.3210月8000P6.49.55.3-6.1 27474160516.4-0.2610月7900P5.06.84.2-3.6 22936124525.0-0.2010月7800P3.65.23.3-3.0 22518107563.6-0.15376309171659距到期日：27天1.53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17084.4933.740.2017110.8817027.2317222.1817329.5817612.05NASDAQ4830.4719.680.414841.384804.594966.975009.865081.98S&P5002014.891.460.072020.132007.612062.852074.662092.64費城半導體指數629.51-5.30 -0.83 636.25626.68613.99626.73643.17日經指數18438.67297.501.6418438.6718184.9620231.0220441.0720456.62韓國首爾2021.632.100.102030.922015.431939.701971.402019.34恆生指數22730.93272.131.2122779.5022562.2623269.2723791.4624472.29上海綜合3287.66104.513.283318.713188.413778.883814.693836.98滬深300指數3447.69107.573.223486.633347.253868.993932.953979.41A50指數9945.40299.303.1010042.129645.7310753.9511010.0611418.48美元指數94.78-0.11 -0.12 94.8894.6296.2496.6597.05歐元1.13570.00100.091.13971.13581.12661.12401.1236黃金1155.5611.120.961168.001154.781146.541135.511128.63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151250.140.080.1650.6249.9641.2242.5443.51黃豆1601885.756.250.70898.50890.00900.15910.15915.15小麥1603516.75-1.75 -0.34 517.50514.75500.52502.50510.52玉米1603393.50-0.25 -0.06 395.75390.75410.25400.54414.25咖啡1603134.901.901.41137.05135.15120.00121.00124.50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15105460.00----6186.006215.006345.00日經指數18438.67297.501.6418438.6718184.9620231.0220441.0720456.62A50指數151010020.00-20.00 -0.20 10005.009965.0010753.9511010.0611418.48印度指數15108151.00-44.50 0.148265.008138.008254.008364.008215.00區間震盪近期評析區間震盪開市補漲區間震盪8.7%7.6%14.6%16.1%13.2%隱含波幅7.0%9.1%區間震盪開市補漲開市補漲回測前波低點測試前波高點震盪偏多聖嬰年延續多頭走勢聖嬰年延續多頭走勢聖嬰年延續多頭走勢近期評析華南金融集團全履約價合計7526113131822929364全履約價合計Put/Call Ratio(ITM)2171317531149522363812071140111.46182075開市補漲近期評析升息預期降低下上揚升息預期降低下上揚升息預期降低下上揚升息預期降低下上揚庫存減少有助價格上漲7.8%10.0%12.1%11.1%17.3%區間震盪補漲區間震盪20792868623722成交量7.7%28988.1%19366124559316048.5%7.6%台北市民生東路四段54號3樓之9 TEL:(02)2718-0000 FAX:(02)2546-3708華南期貨股份有限公司 (98)金管期總字第019號9.5%隱含波幅成交量6823F, No. 54 Ming Sheng East Road Sec. 4 Taipei, TAIWAN.