每經(jing)編輯｜每經(jing)記者(zhe) 趙陽(yang)戈(ge)     

◎每經記者 趙陽戈

昨日(ri)(ri)(ri)（6月29日(ri)(ri)(ri)），在股指期(qi)貨市場上，IF1507合(he)(he)約跌5.44%，IC1507合(he)(he)約更以(yi)跌停(ting)報收。不過《每(mei)日(ri)(ri)(ri)經濟新聞》記(ji)者發(fa)現(xian)，盤后的(de)(de)一(yi)個數據或許能(neng)帶(dai)給投資者一(yi)些安慰。即自6月交割(ge)之后，中證500期(qi)指和滬(hu)深300期(qi)指主力(li)合(he)(he)約多空(kong)前20名主力(li)席(xi)位，昨日(ri)(ri)(ri)加多減空(kong)的(de)(de)態(tai)度首現(xian)一(yi)致。

IC1507貼(tie)水716點(dian)

昨日滬深300指數下(xia)(xia)跌(die)3.34%，報(bao)收(shou)于4191.55點(dian)；中證(zheng)500指數下(xia)(xia)挫6.54%，報(bao)收(shou)于8484.64點(dian)；上證(zheng)50指數稍好，下(xia)(xia)跌(die)2.13%，報(bao)收(shou)于2678.37點(dian)。、

從(cong)與上述現(xian)貨(huo)對(dui)應(ying)的(de)股指(zhi)期貨(huo)來看(kan)，滬深300期指(zhi)主(zhu)力(li)合約(yue)IF1507昨(zuo)日(ri)下跌5.44%，報收(shou)于4014.2點(dian)(dian)，較(jiao)現(xian)貨(huo)貼水177.35點(dian)(dian)；中證(zheng)500期指(zhi)主(zhu)力(li)合約(yue)IC1507昨(zuo)日(ri)跌停，報收(shou)于7768.4點(dian)(dian)，較(jiao)現(xian)貨(huo)貼水高達(da)716.24點(dian)(dian)；從(cong)上證(zheng)50期指(zhi)來看(kan)，主(zhu)力(li)合約(yue)IH1507昨(zuo)日(ri)跌幅1.91%，報收(shou)于2654.8點(dian)(dian)，較(jiao)現(xian)貨(huo)貼水最少，為23.57點(dian)(dian)。《每日(ri)經濟新(xin)聞》記者注意到，中證(zheng)500期指(zhi)主(zhu)力(li)合約(yue)貼水點(dian)(dian)位創出上市(shi)以(yi)來新(xin)高。

或(huo)許因為后市難料，昨(zuo)日3個期指(zhi)品種(zhong)總(zong)持(chi)倉明顯萎縮。就在上周五，滬深300期指(zhi)、中證500期指(zhi)和上證50期指(zhi)總(zong)持(chi)倉分(fen)(fen)別(bie)為15.3萬(wan)(wan)手(shou)(shou)(shou)、4.25萬(wan)(wan)手(shou)(shou)(shou)和8.41萬(wan)(wan)手(shou)(shou)(shou)；昨(zuo)日，上述三個期指(zhi)總(zong)持(chi)倉分(fen)(fen)別(bie)為13.91萬(wan)(wan)手(shou)(shou)(shou)、3.48萬(wan)(wan)和7.88萬(wan)(wan)手(shou)(shou)(shou)，分(fen)(fen)別(bie)較上周五下降(jiang)1.39萬(wan)(wan)手(shou)(shou)(shou)、0.77萬(wan)(wan)手(shou)(shou)(shou)和0.53萬(wan)(wan)手(shou)(shou)(shou)。

IF1507尾市沖高

雖然(ran)從(cong)總體倉位來看，投(tou)資者(zhe)更趨謹慎(shen)，但主力席位態度似乎正逐漸清晰(xi)。《每(mei)日經濟新(xin)聞(wen)》記(ji)者(zhe)注(zhu)意到(dao)，自6月交割以來，IC1507合(he)約多(duo)空(kong)持(chi)倉前(qian)(qian)20名席位始終沒有共同進退，即減空(kong)單增(zeng)多(duo)單，即便在(zai)6月23日、24日這兩天的反(fan)彈中也是如此。但昨日IC1507合(he)約多(duo)頭持(chi)倉前(qian)(qian)20名席位合(he)計增(zeng)加(jia)79手(shou)(shou)多(duo)單，空(kong)頭持(chi)倉前(qian)(qian)20名席位大減3576手(shou)(shou)空(kong)單，出現(xian)了難(nan)得的“加(jia)多(duo)減空(kong)”現(xian)象(xiang)。

IF1507合(he)約的情況更甚。中(zhong)金所數(shu)(shu)據顯示，6月(yue)19日以來，該合(he)約多(duo)(duo)空(kong)持(chi)倉(cang)(cang)(cang)前20名(ming)席位(wei)都是(shi)(shi)“同加(jia)同減(jian)(jian)(jian)”，即(ji)多(duo)(duo)空(kong)雙方(fang)各自(zi)加(jia)碼(ma)，而非(fei)空(kong)頭(tou)減(jian)(jian)(jian)倉(cang)(cang)(cang)，多(duo)(duo)頭(tou)加(jia)倉(cang)(cang)(cang)。但(dan)昨日在IF1507合(he)約上，多(duo)(duo)頭(tou)持(chi)倉(cang)(cang)(cang)前20名(ming)席位(wei)合(he)計加(jia)碼(ma)5845手(shou)(shou)多(duo)(duo)單(dan)(dan)，空(kong)頭(tou)持(chi)倉(cang)(cang)(cang)前20名(ming)席位(wei)大減(jian)(jian)(jian)5610手(shou)(shou)空(kong)單(dan)(dan)。其中(zhong)，永安期貨(huo)與申銀(yin)萬國席位(wei)是(shi)(shi)加(jia)碼(ma)多(duo)(duo)單(dan)(dan)的主力軍，二者分別加(jia)多(duo)(duo)單(dan)(dan)3713手(shou)(shou)和(he)3741手(shou)(shou)。此外，海(hai)通(tong)期貨(huo)、方(fang)正中(zhong)期和(he)格(ge)林大華等席位(wei)加(jia)碼(ma)多(duo)(duo)單(dan)(dan)數(shu)(shu)量均在千手(shou)(shou)以上。空(kong)頭(tou)方(fang)面，減(jian)(jian)(jian)倉(cang)(cang)(cang)較(jiao)多(duo)(duo)的是(shi)(shi)上海(hai)東證席位(wei)，減(jian)(jian)(jian)倉(cang)(cang)(cang)量為1948手(shou)(shou)，空(kong)頭(tou)持(chi)倉(cang)(cang)(cang)前20名(ming)席位(wei)中(zhong)有(you)15個席位(wei)都在減(jian)(jian)(jian)少空(kong)單(dan)(dan)。

此外(wai)，市場高(gao)度(du)關注(zhu)(zhu)的還(huan)有15時(shi)～15時(shi)15分(fen)，現(xian)貨收盤(pan)后的期指走(zou)勢。記者注(zhu)(zhu)意到(dao)，滬(hu)深300期指主力合約(yue)昨日15時(shi)的點位在3952.8點，但15時(shi)15分(fen)收盤(pan)時(shi)上(shang)漲(zhang)到(dao)4014.2點，漲(zhang)幅(fu)1.45%；上(shang)證50期指主力合約(yue)在同一時(shi)段漲(zhang)幅(fu)為0.59%。