申万期货品种策略日报——股指2017—8—25（星期五）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3741.63725.43698.03670.0前日收盘价3724.03713.63680.03647.8涨跌-21.6-19.2-23.2-29.2涨跌幅-0.58-0.51-0.63-0.79成交量11,388399776252持仓量31,1606555,9881,026持仓量增减-56115479134上证50IH当月IH下月IH下季IH隔季前2日收盘价2664.22667.22667.22666.8前日收盘价2653.02654.62652.42653.0涨跌-15-13.8-16.2-17.4涨跌幅-0.56-0.52-0.61-0.65成交量8,06334041164持仓量17,6094023,575766持仓量增减-132832728中证500IC当月IC下月IC下季IC隔季前2日收盘价6285.26241.06149.26052.4前日收盘价6248.66200.26112.26009.6涨跌-41.8-42.6-40.2-46.2涨跌幅-0.66-0.68-0.65-0.76成交量10,85123232977持仓量25,9914164,110760持仓量增减-153385420隔月价差IF下月-IF当月IH下月-IH当月IC下月-IC当月现值-10.41.6-48.4前值-16.23.0-44.2期指点评沪深300股指期货持仓减少194手至38829手，隔月价差为负。上证50股指期货持仓增加6手至22352手，隔月价差为负。中证500股指期货持仓减少41手至31277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3734.6589.951077.36前2日值3756.09104.961240.81涨跌幅（%）-0.57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2646.4029.94338.87前2日值2659.7834.69411.79涨跌幅（%）-0.50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6278.5967.57864.64前2日值6322.7875.61942.13涨跌幅（%）-0.70沪深300行业指数行业能源原材料工业可选消费前值1852.622536.732583.675315.74前2日值1861.682538.952602.095318.25涨跌幅（%）-0.49-0.09-0.71-0.05行业主要消费医药卫生地产金融信息技术前值11009.388967.426142.532108.55前2日值11095.759024.046178.902125.83涨跌幅（%）-0.78-0.63-0.59-0.81行业电信业务公用事业前值3220.992012.57前2日值3305.022016.53涨跌幅（%）-2.54-0.20三、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-10.65-21.05-54.65-86.85前2日值-14.49-30.69-58.09-86.09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6.608.206.006.60前2日值4.427.427.427.02...
