南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 南华期货 2024/11/4 IF IH IC IM 1.16 0.85 1.46 2.27 116,868.00 53,888.00 104,071.00 229,861.00 -48,860.00 -31,020.00 -40,976.00 -84,281.00 265,972.00 113,980.00 240,089.00 328,147.00 -4,871.00 -4,051.00 -8,249.00 -13,412.00 1.17% 14.00%12.00%10.00% 8.00%6.00% 1.99% 5.85 16,939.06 -5,364.83 IF/ICIF/IMIF/IH(IH/ICIH/IMIC/IM 0.801.500.551.111.48 0.751.460.501.06 0.701.441.01 1.420.45 0.651.400.960.601.380.400.91 1.360.551.340.350.86 IF成交量加权平均升贴水率 4.50% 2.50% 0.50% -1.50% -3.50% 沪深300(右) 4,500.00 IH成交量加权平均升贴水率 4,000.00 3,500.00 3,000.00 6.00% 4.00% 2.00% 0.00% -2.00% 上证50(右) 2,900.00 2,700.00 2,500.00 2,300.00 2,100.00 IC成交量加权平均升贴水率 中证500(右) IM成交量加权平均升贴水率 4.00% 3.00% 2.00% 1.00% 0.00% -1.00% -2.00% -3.00% -4.00% 6,500.00 6,000.00 5,500.00 5,000.00 4,500.00 4,000.00 3.50% 2.50% 1.50% 0.50% -0.50% -1.50% -2.50% -3.50% 2024-09-06 中证1000(右) 6,500.00 6,000.00 5,500.00 5,000.00 4,500.00 4,000.00 2024-10-06 8.50上证50价值指标4,300.009.00沪深300价值指标6,000.008.003,800.008.505,500.00 5,000.00 7.503,300.008.004,500.00 7.002,800.007.504,000.00 6.502,300.007.003,500.00 3,000.00 6.001,800.006.502,500.00 5.501,300.006.002,000.00 价值指标(V.50)价值下限价值指标(V.300)价值下限价值上限上证50(右)价值上限沪深300(右)