广发期货日报-20260108
Guang Fa Qi Huo·2026-01-08 00:54
| 股指期货价差日报 | 投资咨询业务资格:证监许可【2011】1292号 | Z0016628 | 叶倩宁 | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 2026年1月7日 | 品种 | 历史1年分位数 | 全历史分位数 | 价差 | 展新值 | 较前一日变化 | | | | | | | | | | | -12.69 | 8.05 | 62.70% | 33.70% | 上期间处差 | H期现价去 | 3.04 | 3.98 | 83.60% | 74.30% | 期现价差 | | | | | | | IC期现价差 | 43.70% | 27.46 | 76.20% | -27.74 | -102.50 | 44.20 | 55.00% | IM期现价差 | 16.40% | 次月-当月 | -10.60 | 0.80 | 60.6096 | 37.90% | | | 零月-当月 | -17.40 | - ...