10/10/2013

2013/10/10 07:02:41 網誌分類: 未分類
10 Oct

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Date10/10/2013change09/10/2013change08/10/2013change05/10/2013change04/10/2013change03/10/2013change
DJIA14802.9826.4514776.53-159.7114936.24-136.3415072.5876.114996.93-136.2115133.14-58.56
S & P 5001656.481.031655.51-20.611676.14-14.361690.511.841678.66-15.211693.87-1.13
Nasdaq Index3677.78-17.053694.83-75.553770.38-37.373807.7533.413774.34-40.683815.02-2.96
SOX485.11-1.71486.82-8.27495.09-2.63497.723.92493.8-1.3495.1-0.67
上日菲律賓綜合指數6377.75-77.116454.8611.656443.2152.736390.482.836387.6525.396362.26164.42
上日印度指數20249.26265.6519983.6188.5119895.1-20.8519915.9513.8819902.07384.9219517.150
上日印尼指數4457.4324.924424.3149.354374.959-14.394389.34-29.34418.6431.044387.60441.7
上日泰國指數1434.660.61434.0619.441414.62-13.11427.72-1.461429.1820.191408.990.8
上日上証綜合指數2211.7713.572198.223.53







FTSE 中國25 (FXI)37.590.0637.49-0.1137.52-0.4938.040.5337.56-0.0137.57-0.03
上日新華A50指數7484.6731.357453.3278.91







上日滬深300指數2453.5811.772441.8132.77







ADR HSI22989.75-44.2222938.94-239.9123032.5858.6323275.9137.3623104.41-109.9923098113.52
#583.3460.04682.954-0.84683.9970.24784.9280.57884.3520.00284.6350.485
#94184.1530.00384.335-0.06583.9350.73585.2231.22385.562-0.93887.6280.528
#262820.5140.01420.228-0.37220.400-0.05020.7510.15120.322-0.27820.2140.164
#88315.643-0.09715.788-0.31215.827-0.01316.0370.01715.821-0.15915.7720.132
#8578.871-0.0198.669-0.0118.6180.0688.6630.0538.583-0.0578.6050.085
VXV19.29-0.5519.840.7719.071.8617.21-0.4917.70.8916.810.68
VIX19.6-0.7420.340.9319.412.6716.74-0.9317.671.0716.61.06
VIX : VXV1.016
1.025
1.018
0.973
0.998
0.988
港滙指數











US Dollar Index80.360.3780.010.0979.94-0.1980.130.479.76-0.1679.87-0.31
CRB285.5-2.52880.66287.340.89286.450.9285.55-0.89286.442.42
Baltic Dry Index2125-21214631211531208437204739200814
3-month Hibor(HSB)0.39%
0.39%
0.39%
0.39%
0.39%
0.39%
3-month Libor (a)0.2456%
0.2436%
0.24%
0.2429%
0.2429%
0.24%
3-month Euribor(b)0.228%
0.227%
0.225%
0.225%
0.224%
0.225%
(a) -(b)0.0176%
0.0166%
0.015%
0.0179%
0.0189%
-0.015%
OIS











滬銀行同業拆息 1M5.213%3.5 b.p.5.178%-12.2 b.p.







Fed Rate0.25%
0.25%
0.25%
0.25%
0.25%
0.25%
Ted Spread











Yield of 30-year US Treasury3.724%
3.695%
3.702%
3.732%
3.707%
3.71%
Yield of 10-year US Treasury2.65%
2.636%
2.634%
2.652%
2.606%
2.626%
Yield of 2-year US Treasury0.37%
0.40%
0.37%
0.33%
0.33%
0.31%
長短債息差(孳息曲線)2.28%
2.236%
2.264%
2.322%
2.276%
2.316%
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%
4.35%
4.29%
4.30%
4.37%
4.37%
葡萄牙10年期債券孳息率6.40%
6.34%
6.38%
6.40%
6.61%
6.77%
西班牙10年期債券孳息率4.34%
4.30%
4.21%
4.21%
4.24%
4.25%
意德國債孳息息差(10yrs)2.56%
2.53%
2.48%
2.45%
2.57%
2.55%
3-month Libor-Fed Rate-0.0044%
-0.0064
-0.01%
-0.0071%
-0.0071%
-0.01%
GoldUS$1306
US$1318.1
US$1322.4
US$1311.2
US$1315.9
US$1315.7
SilverUS$21.86
US$22.29
US$22.27
US$21.74
US$21.64
US$21.735
Crude OilUS$101.45
US$103.52
US$103.12
US$103.31
US$103.02
US$103.82
EURO $1.3519
1.3581
1.3579
1.3557
1.3623
1.3577
港元7.7543
7.7540
7.7541
7.7541
7.7541
7.7544
人民幣6.1214
6.1208
6.1219
6.1212
6.1212
6.1215
Yen97.43
96.9
96.67
97.46
97.24
97.41
澳元0.9456
0.9438
0.9425
0.9435
0.9395
0.9383
即月期指未平倉合約110894-34941143883494110894-3651114545-202011656510121155535306
沽空金額42.837-4.65647.4936.56540.9283.02137.9073.92241.829-12.31554.1448.52
升/跌股份502/641
743/438
471/668
551/578
637/491
650/503
貼現窗1638.930.091638.8401638.8401638.8401638.8401638.84-2.53
銀行流動資金6621.4840.986580.5-5.466585.96-0.216586.17-0.396586.56-0.44658715.95
牛熊証街貨量牛証3081.73M熊証2482.63M牛証3435.15M熊証2173.67M牛証2985.71M熊証2345.94M牛証2588.35M熊証2715.79M牛証2805.27M熊証2468.67M牛証2785.09M熊証1887.64M
恆指牛証/熊証街貨量51/49
53/47
50/50
52/48
45/55
46/54
沽空金額/成交金額7.822%
8.375%
8.131%
6.948%
7.854%
9.818%
恆指波幅指數18.450.8617.59-0.7118.31.1817.120.6216.5-0.2616.76-0.19
恆指成份股 PE11.29
11.36
11.26
11.34
11.38
11.26
滬深300指數 PE10.56
10.56








上証綜合指數 P E11.58
11.51








創新高股票數目27
45
56
52/48
48
47
創新低股票數目3
743/438
9
6
637/491
11
升降指數-171939
-171800
-172105
-171908
-171881
-172027

 

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回應 (6)
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2013/10/10 22:07:17 回覆

VHSI -0.27  {#icons_dog10}

2013/10/10 20:29:15 回覆

dai dai sir,

我係估爆上, 亦估爆上之前會有較深震倉, 好似今日咁, 不過我原本估會落到226XX.  其實已經好長時間低沽空率, 就是要等爆上, 如果聽日未能上返231XX, 我就會擔心夜長夢多, 太多時間俾淡友做野.

 

2013/10/10 11:45:41 回覆

Dai dai sir 及各位午安

2013/10/10 09:15:33 回覆

dai dai sir早晨!

2013/10/10 08:06:34 回覆

dai dai sir 及各位:早晨 {#iconb_62}

2013/10/10 07:04:24 回覆

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