申万期货品种策略日报——股指2017—8—28（星期一）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3724.03713.63680.03647.8前日收盘价3794.83783.03757.83723.8涨跌71.472.878.879.2涨跌幅1.921.962.142.17成交量15,9406571,672382持仓量31,3431,0006,6101,142持仓量增减183345622116上证50IH当月IH下月IH下季IH隔季前2日收盘价2653.02654.62652.42653.0前日收盘价2714.82720.82719.62717.2涨跌62.866.864.661.4涨跌幅2.372.522.432.31成交量10,867493892157持仓量18,8025853,799835持仓量增减119318322469中证500IC当月IC下月IC下季IC隔季前2日收盘价6248.66200.26112.26009.6前日收盘价6327.26285.26204.66110.4涨跌73.875.486.298涨跌幅1.181.211.411.63成交量12,426456697140持仓量25,7326254,351784持仓量增减-25920924124隔月价差IF下月-IF当月IH下月-IH当月IC下月-IC当月现值-11.86.0-42.0前值-10.41.6-48.4期指点评沪深300股指期货持仓增加1266手至40095手，隔月价差为负。上证50股指期货持仓增加1669手至24021手，隔月价差为负。中证500股指期货持仓增加215手至31492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3795.75129.941506.97前2日值3734.6589.951077.36涨跌幅（%）1.64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2706.2447.49530.52前2日值2646.4029.94338.87涨跌幅（%）2.26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6346.5375.55946.99前2日值6278.5967.57864.64涨跌幅（%）1.08沪深300行业指数行业能源原材料工业可选消费前值1881.962584.142617.015358.20前2日值1852.622536.732583.675315.74涨跌幅（%）1.581.871.290.80行业主要消费医药卫生地产金融信息技术前值11052.368999.056301.932128.26前2日值11009.388967.426142.532108.55涨跌幅（%）0.390.352.600.93行业电信业务公用事业前值3239.352021.14前2日值3220.992012.57涨跌幅（%）0.570.43三、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-0.95-12.75-37.95-71.95前2日值-10.65-21.05-54.65-86.85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8.5614.5613.3610.96前2日值6.608.206.006.60中证500IC当月-中证5...
