申万期货品种策略日报——股指2017—8—24（星期四）申银万国期货研究所汪洋（从业编号：F0306430）wangyang@sywgqh.com.cn021-50588972一、股指期货市场沪深300IF当月IF下月IF下季IF隔季前2日收盘价3732.63718.43688.03661.0前日收盘价3741.63725.43698.03670.0涨跌14.811.614.211.8涨跌幅0.400.310.390.32成交量12,218276782141持仓量31,7215015,909892持仓量增减9785819247上证50IH当月IH下月IH下季IH隔季前2日收盘价2645.22646.42643.22643.2前日收盘价2664.22667.22667.22666.8涨跌23.825.62623.4涨跌幅0.900.970.980.89成交量8,70928156876持仓量17,7413193,548738持仓量增减4187313729中证500IC当月IC下月IC下季IC隔季前2日收盘价6336.06290.06200.86087.4前日收盘价6285.26241.06149.26052.4涨跌-45.4-40.6-42.8-30.6涨跌幅-0.72-0.65-0.69-0.50成交量11,67925545389持仓量26,1443784,056740持仓量增减6826010328隔月价差IF下月-IF当月IH下月-IH当月IC下月-IC当月现值-16.23.0-44.2前值-14.21.2-46.0期指点评沪深300股指期货持仓增加1275手至39023手，隔月价差为负。上证50股指期货持仓增加657手至22346手，隔月价差为负。中证500股指期货持仓增加873手至31318手，隔月价差为负。二、股指现货市场沪深300沪深300指数指数点数成交量（亿手）总成交金额（亿元）前值3756.09104.961240.81前2日值3752.30100.291311.31涨跌幅（%）0.10上证50上证50指数指数点数成交量（亿手）总成交金额（亿元）前值2659.7834.69411.79前2日值2643.5027.12374.45涨跌幅（%）0.62中证500中证500指数指数点数成交量（亿手）总成交金额（亿元）前值6322.7875.61942.13前2日值6375.9889.101167.58涨跌幅（%）-0.83沪深300行业指数行业能源原材料工业可选消费前值1861.682538.952602.095318.25前2日值1877.852596.002615.995320.61涨跌幅（%）-0.86-2.20-0.53-0.04行业主要消费医药卫生地产金融信息技术前值11095.759024.046178.902125.83前2日值11022.969041.366121.312134.35涨跌幅（%）0.66-0.190.94-0.40行业电信业务公用事业前值3305.022016.53前2日值3322.932023.77涨跌幅（%）-0.54-0.36三、期现基差沪深300IF当月-沪深300IF下月-沪深300IF下季-沪深300IF隔季-沪深300前值-14.49-30.69-58.09-86.09前2日值-19.70-33.90-64.30-91.30上证50IH当月-上证50IH下月-上证50IH下季-上证50IH隔季-上证50前值4.427.427.427.02前2日值1.702.90-0.30-0.30中证500IC当月-中...
