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Data as of: 2026-09-30 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
广期所 多晶硅主力连续(GFEX.PS)深度分析 | 减仓回补下的弱势整理 | 2026-10-08
方向结论:中性观望。多晶硅主力连续(实际执行合约为广期所多晶硅主力连续,下称GFEX.PS)在2026-09-30结算价36555元/吨,对前一结算价上涨0.3%,但5日累计下跌2.97%、20日累计下跌3.72%,价格处于20日通道35340–38495的39.5%分位,方向偏弱但未破位。主力持仓87462手,单日减少8628手,主力名义持仓96.0亿元、日变-9.47亿元,呈减仓上涨,性质为空头回补而非多头主动增仓,缺乏趋势性做多资金。ATR14为1083.93元(占结算价2.96%),RV20为22.5%,波动率仍高,枢轴P=36571.67与结算价几乎重合,价格位于枢轴附近,不构成有效交易信号。综合判断:方向中性观望,等待价格有效脱离35340–38495通道或持仓结构给出明确方向后再行介入。
This brief is published in Chinese. The English translation is being prepared.
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