09/07/2013

2013/07/09 07:50:44 網誌分類: 未分類

09 Jul

Date	09/07/2013	change	06/07/2013	change	05/07/2013	change	04/07/2013	change	03/07/2013	change	02/07/2013	change
DJIA	15224.69	88.85	15135.84	147.29			14988.55	56.14	14932.41	-43.09	14974.49	64.89
S & P 500	1640.46	8.57	1631.89	16.48			1615.41	1.33	1614.08	-0.88	1614.96	8.68
Nasdaq Index	3484.83	5.45	3479.38	35.71			3443.67	10.27	3433.4	-1.09	3434.49	31.24
SOX	466.5	-9.62	476.12	6.32			469.8	1.62	468.18	0.45	467.73	-0.7
上日上証綜合指數	1958.27	-48.93	2007.3	1.2	2006.1	11.83	1994.27	-12.29	2006.56	11.32	1995.24	16.03
FTSE 中國25 (FXI)	32.21	0.14	32.25	0.52			31.65	-0.37	32.05	-0.43	32.37	-0.15
上日新華A50指數	6783.32	-136.66	6919.98	50.14			6809.44	-85.98	6895.42	-23.89	6919.31	-14.51
上日滬深300指數	2163.62	-63.23	2227.3	5.32	2221.98	18.15	2203.83	-18.15	2221.98	8.66	2213.32	12.68
ADR HSI	20591.51	9.32	20678.27	-176.4			20353.94	206.63	20526.64	-132.01	20745.27	-58.02
#5	83.271	0.421	83.177	-0.073			80.945	1.145	81.535	0.035	81.824	0.574
#941	79.455	-0.345	79.486	-1.164			79.131	0.731	79.705	-0.945	79.993	-1.007
#2628	17.726	0.046	17.769	-0.191			17.817	0.317	17.869	-0.211	18.211	-0.189
#883	13.064	-0.076	12.906	-0.174			12.689	0.149	12.811	-0.129	13.030	-0.130
#857	8.843	-0.057	8.827	-0.143			8.797	-0.003	8.740	-0.060	8.532	0.282
VXV	16.41	-0.47	16.88	-0.93			17.81	-0.21	18.02	0.1	17.92	-0.47
VIX	14.78	-0.11	14.89	-1.31			16.2	-0.24	16.44	0.07	16.37	-0.49
VIX : VXV	0.901		0.882				0.91		0.912		0.914
港滙指數
US Dollar Index	84.21	-0.24	84.42	0.61	83.75	0.52	83.21	-0.32	83.57	0.55	83.01	-0.17
CRB	282.64	1.92	280.72	-1.07			281.79	2.1	279.69	1.79	277.9	2.28
Baltic Dry Index	1115	16	1099	-4	1103	-30	1133	-37	1170	-9	1179	8
3-month Hibor(HSB)	0.39%		0.38%		0.38%		0.38%		0.38%		0.38%
3-month Libor (a)	0.2686%		0.2699%				0.27%		0.2729%		0.27%
3-month Euribor(b)	0.217%		0.217%				0.222%		0.221%		0.222%
(a) -(b)	0.0516%		0.0529%				0.048%		0.0519%		0.048%
OIS
滬銀行同業拆息 1M	4.30%	-48.85 b.p.	4.7885%	-31.35 b.p.	5.102%	-9.8 b.p.	5.2	-60 b.p.	5.8	-108 b.p.	6.88	-47 b.p.
Fed Rate	0.25%		0.25%		0.25%		0.25%		0.25%		0.25%
Ted Spread
Yield of 30-year US Treasury	3.643%		3.6770%				3.497%		3.469%		3.489%
Yield of 10-year US Treasury	2.645%		2.715%				2.501%		2.469%		2.49%
Yield of 2-year US Treasury	0.37%		0.40%				0.36%		0.34%		0.34%
長短債息差（孳息曲線）	2.275%		2.315%				2.141%		2.129%		2.15%
3-month Libor-OIS
歐洲央行隔夜存款
意大利10年期債券孳息率	4.38%		4.42%		4.40%		4.50%		4.44%		4.42%
葡萄牙10年期債券孳息率	6.93%		7.13%		7.27%		7.47%		6.72%		6.39%
西班牙10年期債券孳息率	4.68%		4.66%		4.65%		4.77%		4.62%		4.60%
意德國債孳息息差(10yrs)	2.68%		2.70%		2.74%		2.83%		2.73%		2.69%
3-month Libor-Fed Rate	0.0186%		0.0199%				0.02%		0.0229%		0.02%
Gold	US$1234.4		US$1221.9		US$1249.4		US$1254.3		US$1242.1		US$1254.4
Silver	US$19.04		US$18.9		US$19.56		US$19.765		US$19.42		US$19.67
Crude Oil	US$102.98		US$103.63		US$101.38		US$99.72		US$99.72		US$96.56
EURO $	1.2865		1.2830		1.2906		1.3005		1.2974		1.3061
港元	7.7561		7.7535		7.7532		7.7540		7.7537		7.7555
人民幣	6.1338		6.1326		6.1255		6.1306		6.1328		6.1372
Yen	100.91		101.18		100.22		100.01		100.73		99.61
澳元	0.9131		0.9056		0.9134		0.9085		0.9141		0.9234
即月期指未平倉合約	93135	4040	89095	-1250	90345	-103	90448	1344	89104	-4100
沽空金額	63.215	17.656	45.559	-11.974	57.533		95.61	9.69	85.920	-7.055
升/跌股份	276/807		710/378		662/408		203/958		497/644
貼現窗	1638.7	0	1638.7	0	1638.7	0	1638.7	-0.33	1639.03	0
銀行流動資金	6678.25	-3.82	6682.07	0.51	6681.56	2.28	6679.28	3.58	6675.7	-0.13
牛熊証街貨量	牛証1230.12M	熊証1823.2M	牛証1208.86M	熊証1947M	牛証1326.47M	熊証1380.21M	牛証1432.7M	熊証1398.26M	牛証1121.18M	熊証1689.99M
恆指牛証/熊証街貨量	55/45		52/48		47/53		62/38		45/55
沽空金額/成交金額	12.056%		9.115%		11.895%		14.063%		12.32%
恆指波幅指數	24.55	1.65	22.9	-0.23	23.13	-1.44	24.57	3.2	21.37	1.2
恆指成份股ＰＥ	10.02		10.15		9.96		9.81		10.06
滬深300指數ＰＥ	9.52		9.74		9.72		9.67		9.86		9.82
上証綜合指數 P E	10.51		10.77		10.77		10.7		10.77		10.71
創新高股票數目	10		10		11		12		19
創新低股票數目	55		18		44		59		35
升降指數	-171262		-170731		-171063		-171317		-170562