(资料图片仅供参考)
8月15日股指期货套利监测日报
1. 基差:沪深300 IF2308合约升水4.86,上证50 IH2308合约升水4.36,中证500 IC2308合约升水0.42,中证1000 IM2308合约升水6.47;
2. 月差:沪深300IF2308-2309价差为-10.4,上证50IH2308-2309价差为-6.2,中证500IC2308-2309价差为-7.6,中证1000IM2308-2309价差为-2.0。
(资料图片仅供参考)
8月15日股指期货套利监测日报
1. 基差:沪深300 IF2308合约升水4.86,上证50 IH2308合约升水4.36,中证500 IC2308合约升水0.42,中证1000 IM2308合约升水6.47;
2. 月差:沪深300IF2308-2309价差为-10.4,上证50IH2308-2309价差为-6.2,中证500IC2308-2309价差为-7.6,中证1000IM2308-2309价差为-2.0。
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