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1、驀s期貨台指期權&日經分析報四大期启富、次月合釣务日行情資料來嫁:希誠資託2014/7/9商品月份開魁價最哥價结真帝跌唾慣差戌交鼻01OI«M95109522.999478.769489.98-414143%1004.92-1.79-0.18%台捋觀079450947794369463-124113%-24.9875546-6735-8.19%62273-1552-2.43%台掲期089345937093369361-114112%-129.98213651131.45%590360311.38%W子
2、JR382.95383.7381.12381.46•272-0.07%703.644.32‘0.62%電子葛07379.6380.7378.3379.15-1.75-0.46%-1.9657453125.74%50021513.11%*子期08375.5376.5374.5375.1-1.9-0.50%-6.361102529.41%2653414.72%1044.181051.251044.021051.257.410.71%79.149.75r14.05%金融期071041.21050.81040
3、.61050.49.40.90%-0.65469642810.03%64081282.04%金融期0810301039.21029.410399.40.91%-12.25339-24-6.61%100326235.36%SGX摩根台)8345.19345.58343.87344.37-0.45%交£日摩台捋07341342340.4341.5-0.20-0.06%-2.8723076-2043•8.13%219789-1615-0.73%08338.6339.1338.3339.1-0.60-ft18
4、%-2.40106-40-27.40%147735031.06%凱基期貨研究發展部■期貨分析2014年7月9日,星期四7/9日,本交易日台股在金融類股強力發威之下,力抗國際跌勢,但終場小跌41點,9,500點仍告失守。在電子表現疲弱的這幾天,金融雖適時的補位,但投資人對指數仍相當擔心;金融股在基本面作支撐下,中信金、富邦金及國泰金皆順利塡息,有望帶動其餘金融股塡息,金融本日以最高點作收,突破波段新高,氣勢蓬勃,顯然有挑戰年初1064.6高點的企圖,在指數龜速前進的七月份,資金轉移到相對低估金融股身上,
5、金融獨攬大局,雖使金融類股紅通通,但對指數而言並非好事,續攻機會反而下降,未來若能順利轉回電子族群,方成爲較好的類股輪動。成交量方曲本交易日小幅縮減僅1,004億元,勉強守住千億水準,盤勢呈現價跌量縮的格局。在技術分析力面,新加坡摩台指本交易口再度以狹幅震盪的紅K棒作收,指數出現開低走高的格局,顯示低檔有撐,指數欲以盤代跌,以修正與季線的乖離率,若能順利達成,多頭之路將可持續。在期現貨籌碼力面,外資本交易日賣超現貨18億,於期貨小幅加碼多單122口至&430口的淨多單留倉,白營商賣超現貨10億,於期貨
6、則減碼多單991口至885口淨多單留倉。在籌碼面上外資期貨上本交易日總口數並不小,但淨部位增減口數卻沒太大變化,顯然外資圈內出現不同看法,多空互相較勁,因此短線上在外資圈內看法分歧的情況下,行情將呈現膠著走勢。法入期權多空部位表未平倉餘額空方多空淨額商品名稱身份別臺股期貨自營商累計淨口數契約金額淨部位單日塩減(口數)電子期貨自營商投僧爪資及陸資9,52617,878,4278,64116,289,2582,2764,307,3336741,275,612143,08481,358,61834,6546
7、5,316,0821,3642,067,136295446,607口數契約金額141,0441,788,07118J992,598,659931,179多方口數契約金額121,7148851,6028,4301,06981-5351,589,1693,031,72116,042,5361,620,529122,845-810,588金融期貨—自營商1,7251,809,2531J031,152,450622656,803140投僧111116,5941212,60599103,9892外資及陸資921
8、966,7575,6215,898,678-4,700-4,931,921-160小臺指期自營商4,7802,242,2443,8041,785,486976456,758-1,010投信15070,9730015070,973外資及陸資8,2643,884,9694,6322,165,0823,6321,719,887-168養指選擇權自螢商250,518852,033285,5641,365,943-35,046-513,9104,168投信7703