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Tag Archives: 期货
50期货的升贴水预期
最近用分钟数据对50期货的走势进行了些统计。天软在20160614日之前,没有提供指数的分钟线,因此统计从16年6月14号开始 已经剔除了分红因素,图线分别是75和25分位的贴水情况,整体上,16年贴水,17年轻微升水。 而今年以来,贴水实际上是比16年还要高,后面的市场,是朝着16年发展,还是17年,并不是很明确。 但是从指数本身上看,16年和17年其实都是上涨的,17年上涨加速,可能是轻微升水的原因。 具体到当下,过去IF也是整体升水的,我还是觉得,会出现轻微升水,而不是像16年那样的贴水概率更大一些。