20130711-华宝证券-华宝证券ETP数据日报_13页_2mb
报告摘要
ETP数据日报总结（2013年7月11日）
核心内容概述
本报告为2013年7月11日的ETP市场数据总结，涵盖ETF基金、LOF基金、分级基金及封闭式债基等产品。主要分析了各类基金的市场表现、折溢价率、隐含收益率、价格弹性、成交金额及份额变动情况，旨在全面反映当日市场整体状况。
每日点评
分级B端表现
- 银华鑫瑞上涨 $9.11%$
- 鹏华资源上涨 $10.00%$
- 银华锐进上涨 $9.91%$
- 国泰房地产B上涨 $10.05%$
A端隐含收益率
- 申万收益：$8.25%$
- 银华金瑞：$6.62%$
- 银华稳进：$6.39%$
- 信诚500A：$6.32%$
分级B端价格弹性
- 申万进取：$3.69$
- 银华锐进：$2.99$
- 信诚500B：$2.57$
- 银华鑫瑞：$2.58$
ETP指数表现
- 中国ETP综合指数：点位为814.01，较上一交易日上涨 $2.29%$
- 中低风险ETP指数：点位为1229.81，较上一交易日上涨 $0.13%$
- 权益杠杆性ETP指数：点位为437.37，较前一交易日上涨 $0.13%$
ETF基金市场成交金额前十名
| 基金名称 | 收盘价 | 折溢价率 | 日涨跌幅 | 成交额（百万） | 最新份额（亿份） | 份额变动（亿份） |
|---|---|---|---|---|---|---|
| 华夏上证50ETF | 1.584 | -0.13% | 2.79% | 658.58 | 128.91 | -1.09 |
| 华泰柏瑞沪深300ETF | 2.258 | -0.15% | 2.78% | 564.15 | 66.66 | -1.27 |
| 国泰上证5年期ETF | 100.013 | -0.22% | -0.06% | 494.37 | 0.13 | 0.00 |
| 易方达深证100ETF | 0.538 | -0.19% | 3.26% | 417.47 | 264.18 | -0.19 |
| 华宝兴业现金添益 | 100.004 | -- | 0.00% | 198.49 | 24.00 | 0.00 |
| 华安上证180ETF | 0.491 | 0.20% | 2.94% | 167.24 | 249.44 | -1.92 |
| 易方达创业板ETF | 1.069 | 0.25% | 2.00% | 164.29 | 6.57 | 0.02 |
| 华夏中小板ETF | 2.168 | 0.00% | 2.80% | 125.86 | 13.72 | 0.00 |
| 嘉实沪深300ETF | 2.250 | -0.42% | 2.65% | 99.88 | 129.21 | -0.01 |
| 华夏上证医药卫生ETF | 1.045 | 0.01% | 1.85% | 43.15 | 5.23 | -0.01 |
LOF基金市场成交金额前十名
| 基金名称 | 基金代码 | 收盘价 | 折溢价率 | 日涨跌幅 | 成交金额（万元） | 最新份额（亿份） | 场内份额（亿份） |
|---|---|---|---|---|---|---|---|
| 大成优选 | 160916.OF | 1.083 | -0.73% | 1.98% | 88.35 | 18.46 | 9.63 |
| 博时主题行业 | 160505.OF | 1.557 | -0.76% | 1.83% | 51.91 | 62.30 | 2.64 |
| 广发小盘成长 | 162703.OF | 1.776 | -0.06% | 2.07% | 47.36 | 41.28 | 1.34 |
| 富国天丰强化收益 | 161010.OF | 1.041 | 0.10% | 0.10% | 37.92 | 45.81 | 4.64 |
| 兴全绿色投资 | 163409.OF | 1.031 | -1.62% | -0.39% | 36.94 | 12.07 | 0.82 |
| 华夏蓝筹核心 | 160311.OF | 0.787 | -0.25% | 0.77% | 34.85 | 106.64 | 3.25 |
| 中银中国精选 | 163801.OF | 1.369 | 0.34% | 0.00% | 28.11 | 27.44 | 0.49 |
| 国投瑞银中证上游 | 161217.OF | 0.566 | -0.88% | 4.24% | 21.81 | 3.18 | 0.31 |
| 华夏行业精选 | 160314.OF | 0.903 | -0.99% | 1.80% | 17.72 | 74.14 | 4.75 |
| 兴全趋势投资 | 163402.OF | 0.855 | -0.69% | 1.54% | 15.16 | 110.92 | 3.23 |
分级基金市场统计情况
分级基金子份额平均折溢价率（图4）
- A端：银华稳进、国联安双禧A中证100、申万收益、信诚500A、银华金利、银华金瑞
- B端：银华锐进、国联安双禧B中证100、申万进取、信诚500B、银华鑫利、银华鑫瑞
分级基金市场详细情况（表3）
| 基金名称 | 单位净值 | 收盘价 | 折溢价率 | 日涨跌幅 | 杠杆率 | 隐含收益率 | 约定配比 | 成交量 | 到期日/跟踪指数/下一个开放日 |
|---|---|---|---|---|---|---|---|---|---|
| 国投瑞银瑞福优先 | 1.02 | -- | -- | -- | -- | -- | 6.00% | 1 | 2013-08-04 |
| 国投瑞银瑞福进取 | 0.81 | 0.686 | -15.72% | 2.26% | -- | -- | 1 | 12,661 | 2013-08-04 |
| 银华稳进 | 1.03 | 0.970 | -5.92% | 0.21% | -- | 6.39% | 1 | 10,107 | 深证100P |
| 银华锐进 | 0.42 | 0.479 | 15.42% | 9.11% | 2.99 | 1 | 1 | 53,449 | 深证100P |
| 信诚中证500A | 1.03 | 1.004 | -2.14% | 0.30% | -- | 6.32% | 4 | 2,108 | 中证500 |
| 信诚中证500B | 0.42 | 0.436 | 2.83% | 7.92% | 2.57 | 2.38% | 6 | 12,331 | 中证500 |
| 申万菱信深成收益 | 0.969 | 0.758 | -21.79% | 1.88% | -- | -- | 1 | 2,492 | 深证成指 |
| 申万菱信深成进取 | 0.09 | 0.30 | 216.35% | 11.29% | 3.69 | -- | 1 | 6,619 | 深证成指 |
| 银华金利 | 1.03 | 1.050 | 1.55% | 0.00% | -- | 6.39% | 1 | 837 | 等权90 |
| 银华鑫利 | 0.86 | 0.817 | -5.22% | 5.01% | 2.20 | 2.50% | 1 | 2,094 | 中证100 |
| 国联安双禧A中证100 | 1.02 | 0.994 | -2.07% | 0.20% | -- | 6.26% | 4 | 1,020 | 中证100 |
| 国联安双禧B中证100 | 0.81 | 0.818 | 0.62% | 4.34% | 1.88 | 1.88% | 6 | 2,601 | 中证100 |
| 银华金瑞 | 1.03 | 1.015 | -1.84% | 0.20% | -- | 6.62% | 4 | 2,215 | 内地资源 |
| 银华鑫瑞 | 0.35 | 0.377 | 7.41% | 9.91% | 2.58 | 2.50% | 6 | 7,135 | 内地资源 |
| 信诚沪深300A | 1.03 | 0.960 | -6.43% | 0.31% | -- | 6.42% | 1 | 306 | 沪深300 |
| 信诚沪深300B | 0.66 | 0.720 | 9.09% | 6.98% | 2.38 | 2.38% | 1 | 540 | 沪深300 |
| 广发深证100A | 1.03 | 1.016 | -1.74% | 0.40% | -- | 6.61% | 1 | 25 | 深证100P |
| 广发深证100B | 0.62 | 0.619 | 0.42% | 4.92% | 2.79 | 2.38% | 1 | 39 | 深证100P |
| 鹏华资源A | 1.03 | 0.975 | -5.43% | -0.81% | -- | 6.35% | 1 | 1,839 | A股资源 |
| 鹏华资源B | 0.39 | 0.462 | 18.77% | 10.00% | 2.89 | 2.89% | 1 | 2,032 | A股资源 |
| 泰达稳健 | 1.03 | 1.045 | 1.06% | 0.00% | -- | 6.43% | 4 | 0 | 中证500 |
| 泰达进取 | 0.91 | 0.920 | 1.43% | 5.26% | 1.62 | 1.62% | 6 | 4 | 中证500 |
| 工银瑞信中证500A | 1.03 | 1.095 | 5.95% | 0.00% | -- | 6.12% | 4 | 0 | 中证500 |
| 工银瑞信中证500B | 0.83 | 0.791 | -5.06% | 5.33% | 1.93 | 1.93% | 6 | 10 | 中证500 |
| 金鹰中证500A | 1.03 | 1.022 | -1.16% | 0.00% | -- | 6.57% | 1 | 18 | 中证500 |
| 金鹰中证500B | 0.87 | 1.044 | 20.22% | -4.48% | 1.04 | 1.04% | 1 | 34 | 中证500 |
| 长盛同瑞A | 1.03 | 1.038 | 0.39% | -0.10% | -- | 6.47% | 4 | 1 | 中证200 |
| 长盛同瑞B | 0.90 | 0.885 | -2.10% | -1.56% | 1.89 | 1.89% | 6 | 3 | 中证200 |
| 长城久兆稳健 | 1.03 | 0.982 | -4.29% | -3.73% | -- | 6.06% | 4 | 2 | 中证200 |
| 长城久兆积极 | 0.85 | 0.858 | 0.70% | -2.39% | 1.92 | 1.92% | 6 | 8 | 中证200 |
| 华安沪深300A | 1.03 | 1.015 | -1.84% | 0.00% | -- | 6.62% | 1 | 0 | 沪深300 |
| 华安沪深300B | 0.81 | 0.863 | 6.28% | 1.73% | 1.95 | 1.95% | 1 | 7 | 沪深300 |
| 浙商稳健 | 1.03 | 0.955 | -7.37% | 0.63% | -- | 6.49% | 1 | 6 | 沪深300 |
| 浙商进取 | 0.66 | 0.798 | 21.46% | 9.02% | 1.71 | 1.71% | 1 | 1 | 沪深300 |
| 泰信基本面400A | 1.03 | 1.013 | -2.03% | 0.00% | -- | 6.63% | 1 | 0 | 基本400 |
| 泰信基本面400B | 0.99 | 1.014 | 2.22% | -1.09% | 1.99 | 1.99% | 1 | 1 | 基本400 |
| 诺安稳健 | 1.03 | 1.008 | -2.51% | -0.79% | -- | 6.67% | 4 | 52 | 创业成长 |
| 诺安进取 | 1.05 | 1.071 | 1.81% | 1.66% | 1.62 | 1.62% | 6 | 238 | 创业成长 |
| 诺德深证300A | 1.03 | 0.927 | -10.09% | 0.00% | -- | 6.69% | 1 | 0 | 深证300P |
| 诺德深证300B | 1.01 | 1.160 | 15.42% | -1.61% | 1.54 | 1.54% | 1 | 1 | 深证300P |
| 万家中证创业成长A | 1.03 | 1.016 | -1.74% | 0.59% | -- | 6.61% | 1 | 16 | 创业成长 |
| 万家中证创业成长B | 1.18 | 1.195 | 1.22% | 4.00% | 1.87 | 1.87% | 1 | 22 | 创业成长 |
| 工银瑞信深证100A | 1.00 | 1.061 | 5.92% | 4.74% | -- | 6.41% | 1 | 0 | 深证100P |
| 工银瑞信深证100B | 0.89 | 0.822 | -7.48% | 3.40% | 2.34 | 2.34% | 1 | 33 | 深证100P |
| 国泰房地产A | 1.03 | 1.061 | 3.01% | -0.38% | -- | 6.81% | 1 | 616 | 房地产指数 |
| 国泰房地产B | 0.99 | 0.953 | -4.12% | 10.05% | 2.18 | 2.18% | 1 | 4,823 | 房地产指数 |
| 建信央视50A | 1.02 | 1.156 | 13.16% | 0.43% | -- | 6.61% | 1 | 50 | 央视50 |
| 建信央视50B | 0.88 | 0.731 | -17.36% | 6.25% | 2.74 | 2.74% | 1 | 818 | 央视50 |
| 银河沪深300成长A | 1.02 | 1.018 | -0.10% | 0.99% | -- | 6.55% | 1 | 23 | 沪深300 |
| 银河沪深300成长B | 0.96 | 0.947 | -1.46% | 2.27% | 1.73 | 1.73% | 1 | 32 | 沪深300 |
| 南方新兴消费收益 | 1.02 | 0.983 | -3.63% | -1.11% | -- | 6.44% | 1 | 26 | 灵活配置 |
| 南方新兴消费进取 | 1.07 | 1.080 | 1.31% | 1.96% | 2.04 | 2.04% | 1 | 22 | 灵活配置 |
| 建信稳健 | 1.03 | 1.025 | -0.87% | 0.00% | -- | 6.55% | 4 | 2 | 灵活配置 |
| 建信进取 | 0.92 | 0.928 | 0.76% | 1.75% | 1.73 | 1.73% | 6 | 4 | 灵活配置 |
| 银华瑞吉 | 1.04 | 1.189 | 14.77% | 3.66% | -- | 6.07% | 1 | 2 | 灵活配置 |
| 银华瑞祥 | 1.10 | 1.011 | -7.67% | 1.24% | 1.57 | 1.57% | 4 | 0 | 灵活配置 |
| 国投瑞银瑞和小康A | 0.96 | 0.878 | -8.35% | -0.94% | -- | -- | 1 | 23 | 沪深300 |
| 国投瑞银瑞和远见A | 0.96 | 1.020 | 6.47% | 3.55% | 1.99 | 1.99% | 1 | 1 | 沪深300 |
| 兴全合润分级A | 1.00 | 0.952 | -4.80% | -1.14% | -- | -- | 4 | 2 | 灵活配置 |
| 兴全合润分级B | 1.06 | 1.076 | 1.15% | 1.51% | 1.63 | 1.63% | 6 | 32 | 灵活配置 |
| 长盛同庆中证800A | 1.01 | 1.026 | 1.68% | 0.00% | -- | 5.58% | 4 | 72 | 中证800 |
| 长盛同庆中证800B | 0.77 | 0.755 | -1.56% | 4.14% | 1.91 | 1.91% | 6 | 216 | 中证800 |
| 申万菱信中小板A | 1.01 | 1.028 | 1.64% | 0.49% | -- | 5.99% | 1 | 369 | 中小板指数 |
| 申万菱信中小板B | 0.88 | 0.864 | -2.17% | 5.62% | 2.21 | 2.21% | 1 | 2,142 | 中小板指数 |
| 招商大宗商品A | 1.03 | 1.027 | -0.68% | 0.20% | -- | 6.70% | 1 | 92 | 大宗商品 |
| 招商大宗商品B | 0.47 | 0.486 | 2.53% | 9.95% | 3.05 | 3.05% | 1 | 859 | 大宗商品 |
| 国联安中小板A | 1.02 | 1.033 | 1.27% | 0.00% | -- | 5.63% | 1 | 21 | 中小板综指 |
| 国联安中小板B | 0.83 | 0.800 | -3.15% | 3.90% | 2.39 | 2.39% | 1 | 98 | 中小板综指 |
| 长盛同辉深100等权A | 1.06 | 1.105 | 4.44% | 1.38% | -- | 5.68% | 1 | 10 | 深证100等权 |
| 长盛同辉深100等权B | 0.96 | 0.886 | -7.52% | 4.48% | 2.42 | 2.42% | 1 | 559 | 深证100等权 |
| 易方达中小板A | 1.06 | 1.091 | 3.33% | 0.00% | -- | 6.30% | 1 | 0 | 中小板指 |
| 易方达中小板B | 1.11 | 1.055 | -4.85% | 5.50% | 2.14 | 2.14% | 1 | 103 | 中小板指 |
| 华商中证500A | 1.05 | 1.067 | 1.33% | 0.00% | -- | 5.39% | 4 | 0 | 中证500 |
| 华商中证500B | 0.99 | 1.160 | 17.53% | 1.40% | 0.67 | 0.67% | 6 | 28 | 中证500 |
| 中欧盛世成长A | 1.08 | 1.176 | 8.49% | 0.00% | -- | 0.94% | 1 | 0 | 灵活配置 |
| 中欧盛世成长B | 1.29 | 1.181 | -8.73% | 2.52% | 2.10 | 2.10% | 1 | 37 | 灵活配置 |
| 富国汇利分级A | 1.110 | 1.103 | -0.63% | -0.76% | 7.45% | 7.45% | 7 | 1,242 | 2013-09-08 |
| 富国汇利分级B | 1.40 | 1.386 | -1.00% | 0.00% | 2.85 | 2.85% | 3 | 245 | 2013-09-08 |
| 大成景丰分级A | 1.110 | 1.101 | -0.81% | -1.46% | 6.97% | 6.97% | 7 | 15 | 2013-10-15 |
| 大成景丰分级B | 0.90 | 0.870 | -3.33% | 1.40% | 3.88 | 3.88% | 3 | 436 | 2013-10-15 |
| 泰达宏利聚利A | 1.092 | 1.037 | -5.04% | -4.05% | 5.71% | 5.71% | 7 | 1,075 | 2016-05-13 |
| 泰达宏利聚利B | 1.46 | 1.428 | -2.33% | 0.14% | 2.74 | 2.74% | 3 | 471 | 2016-05-13 |
| 海富通稳进增利A | 1.095 | 1.082 | -1.19% | -1.04% | 5.85% | 5.85% | 8 | 540 | 2014-09-01 |
| 海富通稳进增利B | 1.58 | 1.570 | -0.63% | 0.06% | 3.77 | 3.77% | 2 | 42 | 2014-09-01 |
| 浦银安盛增利A | 1.083 | 1.067 | -1.48% | -0.94% | 5.87% | 5.87% | 7 | 891 | 2014-12-13 |
| 浦银安盛增利B | 1.35 | 1.355 |
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