15日美国股市大涨,早盘期棉与大多数大宗商品大涨,期棉突破之前高点,创出新高,但获利盘打压明显,尾盘大多合约小跌,成交活跃;近两日抛储市场成交价略有小跌,与抛储推出数量放大有一定的关系,加之连续一周多的时间撮合单边上涨,但现货却未能有效跟进,无论技术上,还是心理上都存在震荡回调的需要,当日撮合低开震荡走高,但盘尾有所回落,MA合同小幅收跌;当日撮合成交略有缩小,订货量小增百吨;当日*低价为MA0910和MA0911合同开市价152 0173 3840元,*高价为MA0907合同13940元;
今日撮合有以下特点:一、当日撮合成交继续萎缩,后四月合同成交相对活跃,单个合同成交量均在1300吨以上,主力MA0910合同成交2020吨,市场关注度逐步向远月转移;二、订货量小幅增仓,近月合同订货量有向远月转移的迹象,MA0912近来开始被交易商关注,单个合同订货量已经超过11月合同;三、除MA0908合同外,MA合同均价出现小幅下跌,跌幅在4-48元之间,近月MA0907合同跌幅*大,但仍以13897元的*高价居于各合同之首;四、今日中国棉花价格指数229级到厂价13322元/吨,撮合近月价格高于现货575元/吨,如果价差继续拉大,卖套保与近月,正是套利时机。
2009/7/16 | 开市价 | *高价 | *低价 | 收市价 | 平均价 | 涨跌 | 成交量今日 | 成交量累计 | 订货量今日 | 订货量累计 |
MA0907 | 13750 | 13940 | 13750 | 13905 | 13897 | -48 | 800 | 185000 | -320 | 2480 |
MA0908 | 13860 | 13860 | 13620 | 13620 | 13733 | 19 | 460 | 170540 | -200 | 5380 |
MA0909 | 13330 | 13645 | 13330 | 13560 | 13521 | -46 | 1740 | 116620 | 140 | 5120 |
MA0910 | 152 0173 3840 | 13350 | 152 0173 3840 | 13300 | 13294 | -19 | 2020 | 54560 | 20 | 3160 |
MA0911 | 152 0173 3840 | 13360 | 152 0173 3840 | 13325 | 13330 | -11 | 1440 | 16680 | -40 | 1280 |
MA0912 | 13380 | 13450 | 13360 | 13360 | 13427 | -4 | 1320 | 6180 | 520 | 3180 |
MD0907 | 0 | 0 | 0 | 0 | 0 | - | 0 | 300 | 0 | 0 |
MD0908 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MD0909 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MD0910 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MD0911 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MD0912 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MJ0907 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MJ0908 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MJ0909 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MJ0910 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MJ0911 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MJ0912 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MK0907 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MK0908 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MK0909 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MK0910 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MK0911 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
MK0912 | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 | 0 | 0 |
今日成交总量:7780订货总量:20600 |