广发期货《金融》日报-20251215
广发期货·2025-12-15 10:51

| 股指期货价差日报 | 投资咨询业务资格:证监许可【2011】1292号 | 叶倩宁 | Z0016628 | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 2025年12月15日 | 品种 | 爰新值 | 历史1年分位数 | 全历史分位数 | 价差 | 较前一日变化 | | | | | | | | | | | F期现价差 | -6.95 | 5.63 | 68.80% | 45.20% | -7.84 | 29 90% | 26.60% | H期配分去 | -0.61 | 期现价差 | | | | | | | IC期现价差 | 4.21 | 12.70 | 98.70% | 90.20% | IM期现价差 | 72.40% | -9.14 | 29.45 | 90.00% | 次月-当月 | -18.40 | 22.50% | 24.90% | -1.60 | | | 29.00% | 零月-当月 | -4 ...