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1、eKGI凱基期貨台指期權&日經分析報四大期指即次胎艙日行倩辭來卿臓資訊2013/11/201商品月份関盤債最高價最低價籲(§8成交量量齣0101齣ItMW8250.318262.918204.468204.46-55.75-0.67%775.0023.003.06%台推期118230825882168219-27-0.33%14.5434402-35767-50.97%10288-10401-50.27%台推期128220824182028207-23-0.28%2.543999922996135.25%415781079735.08%294.0929
2、4.09291.76292.03■2.83-0.96%458.00-10.00'-2.14%11293.80293.95292.15292.35-2.05•0.70%0.321421-1067-42.89%1172-1359-53.69%電子期12293.60283.60291.25291.70-1.80-0.61%-0.3325901622167.56%3652128954.55%1004.251010.381002.141002.86■0.19%47.003.00y6.82%金融期111004.81009.81001.81005.80.B0.08%
3、2.941569-51-3.15%858-901-51.22%金融期121002.81007.6999.21004.21.80.18%1.342165.01473212.86%2194.065342.38%
4、SGX290.95291.01288.71288.71-2.84-0.97%01為前-交易日跆指11289.829炳288,8288.8-2.20•076%0.0926101-7876-23.41%2229901440.06%1跆指12289.3289.9288.4288.4-2.30-0.79%-0.40352284831.71%60963071
5、101.52%◎凱基期貨研究51?展部■期貨分析2013年11月20日星期三11/20日,受國際股市漲多拉回及柏南克談話內容的影響,亞洲股市開盤皆表現不佳。台股中止連續4日的反彈,盤中雖藉由金融期的拉動下,加權指數一度翻紅,但在電子權値股表現疲弱與大盤面臨季線8,246點所帶來的壓力下,多頭並未把握住持續上攻的機會'使指數緩步走跌。而金融股午盤也無法支撐龐大賣壓,尾盤由紅翻黑,終場加權指數下跌55點以8,204點作收,大盤再度失守季線,在量能方面,吐交易日成交量放大爲775億,量能再度放大,呈現價跌量增的吞噬線格局。現貨籌碼方面'外資11/20日轉爲賣
6、超台股76.64億,而投信及自營商皆同步買超,呈現土洋對作的局勢。期貨籌碼面部分,外資在新的合約規格下'再度大量建立空單5,522口至9,931口淨空單留倉,外資期現貨同步偏空操作的情況下,盤面有反轉疑慮,投資人仍應留意外資期貨籌碼佈局的變化。法人期權多空部位表未平倉餘額淨部位單日堵減多方空方多空淨額商品名稱身份別口數契約金額口數契約金額累計淨口數契約金額(口暫臺股期貨2,8714,704,4672,2563,694,5206151,009,9476971,2942,123,972273448J02L0211,675,87010317,79029,18
7、0,34527,72145,470,678-9,931-16,290,333-5,522电于期段自營商450525,038100116,667350408,371-365投信129150,51700129150,5170外資竝資439512,2252,8693,347,549-2,430-2,835,324454金融期貨7878,3285151,2022727,126829393,391009393,3910559561,348L2021.207,032-643-645,684355小養指期自螢間2,9961,226,1957,0332,878,755
8、-4,037-1,652,5602,735投僧2811.4907129,135-43-17,64577―資及陸資12,083852,7772,5181,026,451-435-173,674119臺指選擇權61,020380,37283,148467,606-22J28-87,23421,331003471,246-347-1,246-171159,163732,283183,521780,465-24,358-48,1826,830所有契約金名頁加總(千元)外資及陸資-19,993,197投信1.906887_
9、自營商-294,350來源:台灣期交所
10、台股權指數半年走勢!■DAit/輔IBA才7弋技術分析#001加權指數(日)820446-55