本报告中的信息或所表述的意见并不构成对任何人的投资建议。本报告所载 的资料、工具、意见及推测只提供给客户作参考之用。过去的表现并不代表未来 的表现，未来的回报也无法保证，投资者可能会损失本金。 在任何情况下，我们不对任何人因使用本报告中的任何内容所引致的任何损 失负任何责任，投资者需自行承担风险。此报告中所指的投资及服务可能不适合 阁下，我们建议阁下如有任何疑问应咨询独立投资顾问。 | 标 的 | 平值期权隐 | 排 名 | 标的30天历 | 排 名 | 标的当日 | 排 名 | | --- | --- | --- | --- | --- | --- | --- | | | 含波动率 | | 史波动率 | | 真实波幅 | | | ps2509 | 3.0% | 1 | 2.7% | 2 | 3.9% | 1 | | fg509 | 2.2% | 2 | 2.1% | 5 | 2.9% | 3 | | si2509 | 2.1% | 3 | 2.1% | 4 | 2.6% | 5 | | sc2508 | 2.1% | 4 | 3.1% | 1 | 2.2% | 11 | | ag2508 | 2.0% | ...

上证50指数下跌0.08%，沪深300指数上涨0.04%，中证500指数上涨0.05%，中证1000指数上涨0.07%， 科创50指数上涨0.04%，科创综指指数上涨0.05%。对应的宽基ETF方面，上证50ETF基金(510680)持平 0.0%，沪深300ETF(159673)上涨0.09%，中证500ETF(159982)下跌0.13%，1000ETF(159629)下跌 0.23%，科创50增强ETF(588460)上涨0.09%，科创综指ETF(589680)上涨0.52%。 ...

股指期权日报 | 2025-07-10 股指期权日报 股指期权市场概况 期权成交量 2025-07-09，上证50ETF期权成交量为97.83万张；沪深300ETF期权（沪市）成交量为105.17万张； 中证500ETF期权（沪市）成交量为126.27万张；深证100ETF期权成交量为9.64万张； 创业板ETF期权成交量为152.28万张；上证50股指期权成交量为3.26万张； 沪深300股指期权成交量为9.29万张；中证1000期权总成交量为20.05万张。 期权PCR 上证50ETF期权成交额PCR报0.63，环比变动为+0.07；持仓量PCR报1.07，环比变动为+0.02； 沪深300ETF期权（沪市）成交额PCR报0.44，环比变动为-0.03；持仓量PCR报0.89，环比变动为+0.00； 中证500ETF期权（沪市）成交额PCR报0.52，环比变动为-0.04；持仓量PCR报1.17，环比变动为+0.00 ； 深圳100ETF期权成交额PCR报0.50 ，环比变动为-0.06；持仓量PCR报1.08；环比变动为-0.06； 创业板ETF期权成交额PCR报0.49，环比变动为-0.01 ；持仓量 ...

Market Overview - The Shanghai Composite Index fell by 0.13% to close at 3493.05 points, with a daily high of 3512.67 points [1] - The Shenzhen Component Index decreased by 0.06% to 10581.8 points, reaching a high of 10656.58 points [1] - The ChiNext Index rose by 0.16% to close at 2184.67 points, with a peak of 2204.64 points [1] ETF Market Performance - The median return of stock ETFs was -0.14% [2] - The highest performing scale index ETF was Huatai-PB CSI A100 ETF with a return of 0.71% [2] - The top industry index ETF was E Fund CSI 300 Healthcare ETF, yielding 1.36% [2] - The best strategy index ETF was Southern S&P China A-share Large Cap Dividend Low Volatility 50 ETF, returning 0.67% [2] - The leading thematic index ETF was China Tai CSI Hong Kong-Shanghai Innovation Drug Industry ETF, achieving a return of 1.98% [2] ETF Performance Rankings - The top three ETFs by return were: - Guotai CSI Hong Kong-Shanghai Innovation Drug Industry ETF (1.98%) - Guotai CSI Film and Television Theme ETF (1.51%) - Huatai-PB CSI Hong Kong-Shanghai Innovation Drug Industry ETF (1.45%) [5] - The three ETFs with the largest declines were: - Huaan CSI Hong Kong-Shanghai Gold Industry Stock ETF (-2.25%) - Yongying CSI Hong Kong-Shanghai Gold Industry Stock ETF (-2.15%) - Huaxia CSI Fine Nonferrous Metal Industry Theme ETF (-2.13%) [6] ETF Fund Flows - The top three ETFs by inflow were: - Huaxia SSE STAR 50 ETF (inflow of 594 million) - Jiashi SSE STAR Chip ETF (inflow of 453 million) - Guolianan CSI All-Index Semiconductor Products and Equipment ETF (inflow of 346 million) [8] - The three ETFs with the largest outflows were: - E Fund ChiNext ETF (outflow of 547 million) - Huatai-PB CSI A500 ETF (outflow of 440 million) - E Fund SSE 300 ETF Initiated (outflow of 296 million) [9] ETF Margin Trading Overview - The top three ETFs by margin buying were: - Huaxia SSE STAR 50 ETF (5.91 billion) - Guolianan CSI All-Index Semiconductor Products and Equipment ETF (2.31 billion) - Guotai CSI All-Index Securities Company ETF (2.1 billion) [11] - The highest margin selling amounts were: - Huatai-PB SSE 300 ETF (22.42 million) - GF CSI 1000 ETF (14.59 million) - Southern CSI 500 ETF (7.91 million) [12] Industry Insights - Industrial trends in the innovative pharmaceutical sector remain strong, with a focus on "innovation + internationalization" as a core direction supported by policies and enhanced global competitiveness [13] - The innovative pharmaceutical supply chain is showing signs of improvement, with overseas orders and performance recovering, and domestic business demonstrating self-controllable logic [13] - The demand in the domestic market is expected to recover by 2025, with potential growth in the consumption medical field [13] - The medical device sector is also anticipated to see improvements by 2025 [13] - The innovative pharmaceutical industry is projected to reach a turning point in 2025 [14]

Core Viewpoint - The market shows positive momentum with the 中证小盘500指数 experiencing a slight increase, and several constituent stocks reaching their daily limit up, indicating strong investor interest and potential growth in the small-cap sector [1]. Group 1: Market Performance - As of July 10, 2025, the 中证小盘500指数 rose by 0.14%, with stocks like 海思科, 美锦能源, and 绿地控股 hitting the 10% limit up [1]. - The 中证500ETF (159922) experienced fluctuations but remained in positive territory, with a trading volume of 31.81 million yuan during the session [1]. - Over the past year, the average daily trading volume of 中证500ETF reached 416 million yuan [1]. Group 2: Fund Size and Growth - The latest size of 中证500ETF stands at 10.425 billion yuan, with a significant increase of 2.014 billion shares over the past year [2]. - The fund has seen a continuous inflow of leveraged funds, with the latest margin buying amounting to 2.6931 million yuan and a margin balance of 84.8901 million yuan [3]. Group 3: Performance Metrics - As of July 9, 2025, the net value of 中证500ETF increased by 23.61% over the past year [3]. - The fund's highest single-month return since inception was 23.90%, with the longest streak of consecutive monthly gains reaching 13 months and a total increase of 160.72% during that period [3]. - The average monthly return during the rising months was 5.48%, and the fund outperformed its benchmark with an annualized excess return of 6.63% over the last three months [3]. Group 4: Earnings Forecasts - A significant number of companies are expected to report positive earnings, with 83 out of 107 stocks that have released their half-year performance data showing optimistic forecasts [3]. - 兴业证券 suggests that the upcoming earnings reports may provide valuable insights into market trends and could be pivotal for future market movements [3]. Group 5: Top Holdings - As of June 30, 2025, the top ten weighted stocks in the 中证小盘500指数 include 胜宏科技, 华工科技, and 赤峰黄金, collectively accounting for 5.75% of the index [3].

股指期权日报 股指期权市场概况 股指期权日报 | 2025-07-09 期权成交量 2025-07-08，上证50ETF期权成交量为110.57万张；沪深300ETF期权（沪市）成交量为125.42万张； 中证500ETF期权（沪市）成交量为167.70万张；深证100ETF期权成交量为10.23万张； 创业板ETF期权成交量为168.60万张；上证50股指期权成交量为3.49万张； 沪深300股指期权成交量为9.41万张；中证1000期权总成交量为27.11万张。 期权PCR 上证50ETF期权成交额PCR报0.57，环比变动为-0.26；持仓量PCR报1.05，环比变动为+0.01； 沪深300ETF期权（沪市）成交额PCR报0.48，环比变动为-0.19；持仓量PCR报0.90，环比变动为+0.04； 中证500ETF期权（沪市）成交额PCR报0.56，环比变动为-0.33；持仓量PCR报1.17，环比变动为+0.10 ； 深圳100ETF期权成交额PCR报0.56 ，环比变动为-0.49；持仓量PCR报1.14；环比变动为+0.00； 创业板ETF期权成交额PCR报0.50，环比变动为-0.43 ；持 ...

先锋期货期权日报 2025-7-9 风险揭示 本报告中的信息或所表述的意见并不构成对任何人的投资建议。本报告所载 的资料、工具、意见及推测只提供给客户作参考之用。过去的表现并不代表未来 的表现，未来的回报也无法保证，投资者可能会损失本金。 在任何情况下，我们不对任何人因使用本报告中的任何内容所引致的任何损 失负任何责任，投资者需自行承担风险。此报告中所指的投资及服务可能不适合 阁下，我们建议阁下如有任何疑问应咨询独立投资顾问。 | 标 的 | 平值期权隐 | 排 名 | 标的30天历 | 排 名 | 标的当日 | 排 名 | | --- | --- | --- | --- | --- | --- | --- | | | 含波动率 | | 史波动率 | | 真实波幅 | | | ps2509 | 2.7% | 1 | 2.6% | 2 | 4.2% | 1 | | sc2508 | 2.2% | 2 | 3.1% | 1 | 2.0% | 8 | | fg508 | 2.1% | 3 | 1.6% | 9 | 1.6% | 16 | | si2509 | 2.0% | 4 | 2.1% | 3 | 2.6% | ...

【导读】昨日股市大涨，多只宽基ETF净流入明显 7月8日，A股三大指数集体走强，沪指逼近3500点。反内卷概念股集体大涨，PCB等算力板块继续走强，创新药、游戏板块活跃。 当日股票ETF市场整体表现活跃，沪深300ETF、中证1000ETF等主要宽基ETF净流入居前，游戏ETF等宽基ETF净流出靠前。 昨日多只宽基ETF净流入明显 从大类型来看，上一交易日债券ETF与商品ETF净流入居前，分别达4亿元与2.87亿元。 资金流出方面，跟踪中证A500指数的ETF净流出居前，达8.95亿元。 从产品维度看，创业板ETF昨日资金净流出达6.73亿元，科创50ETF、创业板50指数等产品资金净流出较为靠前。 具体到指数维度，昨日中证1000单日净流入居前，达10.46亿元。 宽基ETF中，昨日上证50ETF、沪深300ETF净流入也超5亿元，均位居市场前列。 | | | | 7月8日股票EIF巾あ贫金尹流人排行榜 | | | | | --- | --- | --- | --- | --- | --- | --- | | 序号 | 证券简称 | 资金流向 | 最新規模 (亿元) | 份额变化 (亿份) | 7月8日 涨 ...

【导读】昨日股市大涨，多只宽基ETF净流入明显 中国基金报记者 王思文 7月8日，A股三大指数集体走强，沪指逼近3500点。反内卷概念股集体大涨，PCB等算力板 块继续走强，创新药、游戏板块活跃。 当日股票ETF市场整体表现活跃，沪深300ETF、中证1000ETF等主要宽基ETF净流入居前， 游戏ETF等宽基ETF净流出靠前。 昨日多只宽基ETF净流入明显 华夏基金旗下ETF方面，上一交易日，上证50ETF和中证1000ETF资金净流入居前，分别达 6.96亿元和1.68亿元，最新规模分别为1669.36亿元和385.34亿元，对应跟踪指数近一月日 均成交额分别为17.21亿元和2.54亿元。 资金流出方面，跟踪中证A500指数的ETF净流出居前，达8.95亿元。 从产品维度看，创业板ETF昨日资金净流出达6.73亿元，科创50ETF、创业板50指数等产品 资金净流出较为靠前。 游戏ETF、机器人ETF、半导体ETF、人工智能ETF等行业或主题ETF产品，也在昨日市场调 整中出现资金净流出。 展望后市，民生加银基金表示，从基本面来看，财政指数的发力和消费的韧性，使得二季度 总需求增速进一步边际改善，即将到来 ...

先锋期货期权日报 2025-7-8 风险揭示 本报告中的信息或所表述的意见并不构成对任何人的投资建议。本报告所载 的资料、工具、意见及推测只提供给客户作参考之用。过去的表现并不代表未来 的表现，未来的回报也无法保证，投资者可能会损失本金。 在任何情况下，我们不对任何人因使用本报告中的任何内容所引致的任何损 失负任何责任，投资者需自行承担风险。此报告中所指的投资及服务可能不适合 阁下，我们建议阁下如有任何疑问应咨询独立投资顾问。 | 标 的 | 平值期权隐 | 排 名 | 标的30天历 | 排 名 | 标的当日 | 排 名 | | --- | --- | --- | --- | --- | --- | --- | | | 含波动率 | | 史波动率 | | 真实波幅 | | | ps2509 | 2.6% | 1 | 2.7% | 2 | 5.8% | 2 | | sc2508 | 2.3% | 2 | 3.1% | 1 | 2.3% | 8 | | fg508 | 2.1% | 3 | 1.6% | 9 | 1.8% | 11 | | si2509 | 2.0% | 4 | 2.1% | 3 | 6.3% | ...