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結算多空大鬥法 逆價差驚見百點
Aug 22nd 2013, 10:04

台股休市期間,Fed縮減QE的動態仍未明朗化,國際股市震盪偏弱,週四亞股除陸股外,早盤瀰漫著不小的賣壓,台股盤中也一度跌破年線支撐,但台指期跳空開低後,低接買盤暨空單回補力道強勁,推升指數收斂跌幅,九月合約恰好收在7700點關卡,短線多空恐持續上演一番激戰,終場九月合約實質逆價差明顯擴大至91點,選擇權波動率也上升,突顯市場警戒心較為強烈。

觀察法人籌碼變化,三大法人同步賣超現貨,其中外資賣超106.7億元,自營商賣超2.3億元,投信也賣超3.4億元,三大法人合計賣超112.3億元;在台指期淨部位方面,結算後外資握有大量淨空單11,940口,自營商則握有淨多單1,896口,而三大法人合計共握有淨空單7,843口,另外,前十大交易人也握有淨空單2,809口,顯示大額交易人對後市看法仍抱持著較為悲觀的態度。

週四台股成交量為906億元,大盤量增下跌;雖然台指期日K棒以紅K棒作收,中止了連二黑的頹勢,透露出買盤進駐意願不減,另考量到實質逆價差明顯過大,期貨低檔支撐力道應該不小,然而指數接連兩日摜破近期震盪區間,並且落於各週期均線之下,短中期均線持續下彎,且高低點下移,顯示空方仍暫居於上風處,可留意重要權值股是否能有效填權息,以及週四晚間經濟數據對於美股的影響。

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