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Data as of: 2026-09-30 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
中金所 中证500主力连续(CFFEX.IC)深度分析报告|偏多 | 2026-10-08
中金所中证500主力连续(CFFEX.IC)当前方向为偏多,核心逻辑包括:一是上一根已收盘周线收于7310.2,5日跌幅收窄至4.7%,ATR14为161.11,价格处于20日通道下沿附近;二是主力持仓较前一结算日减少6817手,空头平仓迹象显现;三是美元指数与美债收益率小幅上行,中国权益市场风险偏好边际修复。方向失效条件为价格跌破枢轴S1(7280.
13)或中国CPI/PPI数据大幅低于预期引发流动性收紧。
This brief is published in Chinese. The English translation is being prepared.
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