利用50股指期货ih进行每日对冲交易
There are currently no high water locations being reported
There are currently no ice on roadway locations being reported
| Location | Description | Lanes Affected | Duration | Live Status | Map |
|---|---|---|---|---|---|
| Holland Eastbound and westbound at Holland in Texas City | Construction | Total Closure | Closed Until Further Notice from Friday, February 5, 2021 12:00 PM 利用50股指期货ih进行每日对冲交易 to Monday, October 31, 2022 9:00 PM | Active | - |
| IH-45 利用50股指期货ih进行每日对冲交易 Northbound Frontage Road at FM-518 | Construction | 1 Alternate Lane(利用50股指期货ih进行每日对冲交易 s) | Closed Continuously from Friday, August 19, 2022 9:00 PM to Monday, August 22, 2022 5:00 AM | Active | |
| IH-610 SOUTH LOOP Eastbound Frontage Road from EAST OF FANNIN ST to WEST OF FM-521/ALMEDA RD | Construction | 1 Inside Lane(s) | Closed Until Further Notice from Saturday, July 30, 2022 4:00 AM to Monday, July 31, 2023 5:00 AM | Active | |
| SH-146 Northbound from FRED HARTMAN BRIDGE/SHIP CHANNEL to Missouri St in Baytown | Pavement Repair | 3 Outside Lane(s) | Closed Continuously from Friday, August 19, 2022 7:30 PM to Saturday, August 20, 2022 5:00 PM | Active | |
| SH-225 Eastbound Connector Ramp To IH-610 EAST LOOP Northbound | Other | Total Closure | Closed Until Further Notice from Friday, April 15, 2022 12:00 AM to Sunday, January 1, 2023 12:00 AM | Active | |
| BS-146 Eastbound from SH-146 to WYOMING ST in Baytown | Pavement Repair | Total Closure | Closed Continuously from Monday, August 15, 2022 9:00 AM to Wednesday, August 31, 2022 3:00 PM | Active | |
| SH-146 Northbound Exit Ramp To Missouri St in Baytown | Pavement Repair | Total Closure | Closed Continuously from Monday, August 15, 2022 9:00 AM to Wednesday, August 31, 2022 3:00 PM | Active | |
| IH-69 SOUTHWEST Southbound Connector Ramp To IH-610 WEST LOOP southbound | Construction | Total Closure | Closed Until Further Notice from Friday, April 29, 2022 9:00 利用50股指期货ih进行每日对冲交易 PM to Monday, April 29, 2024 3:00 PM | Active | |
| IH-610 WEST LOOP Northbound from IH-69 SOUTHWEST to RICHMOND AVE | Construction | 1 Inside Lane(s) | Closed Continuously from Monday, August 15, 2022 5:00 AM to Tuesday, August 23, 2022 5:00 AM | Active | |
| IH-610 WEST LOOP Southbound Frontage Road at Hidalgo St. | Construction | Total Closure | Closed Permanently from Friday, January 10, 2020 9:00 PM to Monday, January 7, 2030 3:00 PM | Active | |
| IH-610 WEST LOOP Southbound from POST OAK RD to IH-69 SOUTHWEST | Construction | 2 Alternate Lane(s) | Closed Continuously from Friday, August 19, 2022 9:00 PM to Monday, August 22, 2022 5:00 AM | Active | |
| US-90 Eastbound and westbound from BELTWAY 8-EAST to FM 2100/OLD BEAUMONT HWY | Maintenance | 2 Alternate Lane(s) | Closed Nightly from Friday, August 19, 2022 7:00 PM to Friday, August 26, 2022 5:00 AM | Active | |
| FM-1960 Eastbound and westbound from BF-1960/ 1st St to Moonshine Hill Loop | Construction | 1 Alternate Lane(s) | Closed Continuously from Friday, August 19, 2022 9:00 PM to Monday, August 22, 2022 5:00 AM | Active | |
| Tomball Tollway Southbound Between SH-99 Lanier Pkwy to Northpoint Blvd | Construction | All Mainlanes | Closed Overnight from Friday, August 19, 2022 9:00 PM to Saturday, August 20, 2022 5:00 AM | Currently Closed | |
| SH-99 Lanier Pkwy - North Eastbound at SH-249 | Construction | Total Closure | Closed Nightly from Friday, August 19, 2022 9:00 PM to Monday, August 22, 2022 5:00 AM | Active | |
| IH-45 NORTH Southbound Frontage Road at CYPRESSWOOD DR/Holzwarth | Construction | Total Closure | Closed Until Further Notice from Wednesday, March 23, 2022 9:00 AM to Tuesday, January 31, 2023 3:00 PM | Active | |
| FM-2920 Eastbound and westbound from STUEBNER AIRLINE RD to TC Jester Blvd | Construction | 1 Middle Lane(s) | Closed Permanently from Monday, January 17, 2022 1:00 AM to Friday, December 31, 2032 11:30 PM | Active | |
| IH-45 Southbound from CRIGHTON 利用50股指期货ih进行每日对冲交易 RD to FM-1488 | Bridge Repair | Total Closure | Closed Continuously from Friday, August 19, 2022 9:00 PM to Monday, August 22, 2022 5:00 AM | Active |
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股指期货套利策略
在股指期货升水结构下，投资者可以选择买现货卖期货进行套利。股指期货到期后基差大概率回归至零附近，就能较为确定性的获得基差走弱的收益。由于购买一揽子股票代价过于昂贵，一般用ETF基金来替代股票现货，目前上市的ETF基金和股票指数的相关系数均非常高，因此市场普遍利用上证 50ETF 、 深证100 ETF和 上证180 ETF构建现货组合。如果升水幅度足够大并且操作得当，会有一定的收益。但是从历史上来看，股指期货升水的机会并不多。升水机会的匮乏加大了买现货卖期货套利操作的难度。
在股指期货贴水结构下，投资者选择买期货卖现货进行套利。套利组合建立以后，在到期日之前基差会收敛到0乃至向初始基差的反向扩大的状态，当基差收敛或基差反向扩大时结束套利能够获取额外收益。股指期现套利成本主要包括两方面：一是融券成本。一般股指成分股融券成本年化7.5%-10%，扣除融券卖出所得资金买入 货币基金 利用50股指期货ih进行每日对冲交易 的年化收益2%，融券最终成本为5.5%-8%；二是交易成本，包括“交易费用＋冲击成本＋资金成本＋跟踪误差损益”。在这里，构造的难点在于卖空现货这一端。在贴水状态下，期现套利中卖空股票现货的模式主要有两种：一是以融券的方式。比如融券指数型ETF，同时做多股指期货，理论上到期完全收敛，就会有收益。不过投资者需要以金融资产等担保物或者现金作为 保证金 借券；二是融券股票池，通过个股的仓位调节，对股票池做出优化，但可能出现券商无券可融情况；三是利用场外衍生品市场的期权，可在期现套利的基础上、卖出期权，收取期权费。
2.2股指期货跨期套利
2.3股指期货跨品种套利
跨品种套利是同时买入和卖出两种不同品种但具有相互关联的期货合约，利用两种合约价差扩大和缩小的相对值从中获取利润。 沪深300 指数、上证50指数、中证500指数成分股之间存在差异，基于短线大小盘风格转换，三大股指期货品种之间可多空组合，获取跨品种套利收益。股指期货跨品种套利兼顾了风险与收益，其中上证50和中证500是跨品种套利中的黄金搭档。
从相关性上看，沪深 300指数和上证50指数的相关性高达98%以上，而中证500指数和沪深300指数、上证50指数相关性分别为91%和84%左右。由于IF/IH比值的均值回归特性较为明显，因此 IF/IH之间的跨品种套利策略原理主要依据两者之间比值回归特性进行操作。而IC/IF和IC/IH的比值均值回归特性并不存在，但其收益率序列存在均值回归特性，因此我们依据收益率序列的均值回归特性进行操作。
跨品种套利方面，今年以来抱团资产下挫对IH与IF形成较大的负面影响，市场风格从IH向IC切换。短期指数偏向震荡，板块轮动速度较快，持续性较弱，市场博弈较为明显，A股市场将保持结构性分化行情，短期市场大概率以震荡波动为主。沪深300指数回升至60日均线附近，短期处于敏感位置，后期反弹高度料将有限， 上证指数 50和中证500指数大概率延续此前的分化。IC/IH比值与市场情绪有较强的正相关性，以中证500为代表的中小盘股当前性价比相对突出，IC表现强于IF及IH，IC/IF比值以及IC/IH比价均略有反弹，而IF/IH比值维持高位。从历史上看，一旦形成上行趋势，IC涨幅将强于IH及IF。考虑到中证500股指未来仍有补涨空间，未来IC/IH比值走势有扩大可能。因此套利策略上推荐逢低做多IC/IH比值，当前比值在1.83附近，后续有继续上探至2.0附近的可能。
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利用50股指期货ih进行每日对冲交易
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