$中证 500(SZ399905)$ 关注上证50和沪深300基差
以前彬哥没系统关注基差这一块,今天复盘简单看了一下,国内股指期货市场主力合约,上证50基差率+0.9%,中证500基差率+0.45%,沪深300和中证1000基差率分别为+0.63%、+0.64%。上证50和沪深300正基差偏高,且持续时间较久,正基差越大,做空成本越高,一旦市场反转,空头亏损的概率和幅度会更大,也反映出股指期货市场多头偏谨慎做多意愿不坚决,当下多头偏弱。中证1000和中证500基差逐渐收敛,中证500后面反弹力度可能会更强一些,希望这两个宽基后面能反弹一波,让大家回一些血。下图是近期国内股指期货各主力连续合约走势图和基差走势图一览。
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![](http://gbres.dfcfw.com/Files/picture/20240709/02B5780D11D1C87D87F438EA44EFF7BB_w1588h816.jpg)
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