📅 2026-10-08
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Live Hogs · Single-name brief
This report is provided by MacroTerms.com
Data as of: 2026-09-30 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
大商所生猪主力连续(DCE.LH)深度分析报告 | 2026-10-08 空头回补反弹 逢高布空 | 2026-10-08
方向偏空。生猪主力连续（DCE.LH，当前映射执行合约为大商所生猪近月主力）在2026-09-30结算价10590元/吨，较前一结算上涨1.76%，但5日累计下跌2.33%、20日累计下跌8.6%，价格处于20日通道10285–11950的23.7%低分位，中期下行趋势未改。主力持仓130311手，单日减少23608手，主力名义持仓222.7亿元、日变-40.34亿元，呈典型减仓上涨即空头回补特征，缺乏多头主动增仓的持续性。ATR14为215.71元（2.02%），RV20为21.6%，波动率仍偏高，反弹空间受制于枢轴P 10630与R1 10740。基本面缺乏新增利多驱动，宏观端美元指数101.85、美债十年期收益率5.269对商品估值形成压制。方向失效条件：若结算价有效站上R1 10740并伴随主力持仓回升，则空头逻辑失效，转为观望。
This brief is published in Chinese. The English translation is being prepared.
🇺🇸English original - AI-generated research (not machine translation)
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