广发期货日报-20260127

| 股指期货价差日报 | 投资销售业务资格:证监许可【2011】1292号 | Z0016628 | 叶倩宁 | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 2026年1月27日 | 品种 | 最新值 | 较前一日变化 | 历史1年分位数 | 全历史分位数 | | | | | | | | | | | | F期现价差 | 12.44 | 5.73 | 98.70% | 91.40% | 97.50% | H期现价来 | 8.61 | 3.01 | 93.50% | 期现价差 | | | | | | | IC期现价差 | 32.90% | -36.69 | -104.73 | 66.80% | IM期现价差 | 22.70% | -76.23 | 62.60 | 55.00% | 次月-当月 | 5.60 | 0.40 | 99.10% | 74.90% | | | 李月-当月 | 96.70% | -12.20 ...