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Data as of: 2026-10-08 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
中金所 中证1000主力连续(CFFEX.IM)深度分析报告 | 破位下行,关注20日通道下沿支撑 | 2026-10-09
当前方向判断为偏空。核心逻辑在于价格已有效跌破20日通道下沿7076.2,且持仓量处于近一年99%分位的高位,显示空头主动增仓主导市场。技术面上,价格位于枢轴P下方,5日跌幅达7.33%,短期动能显著转弱。基本面方面,宏观流动性预期边际收紧,叠加权益市场风险偏好下降,对中小盘指数形成压制。若价格反弹至7199.93上方或周线重新站稳7168.8,则偏空逻辑失效。
This brief is published in Chinese. The English translation is being prepared.
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