股市连续大跌,此轮下折潮可谓来势汹汹。据上海一投资机构人士解释称,当大盘快 速下跌时,由于分级B杠杆同步增大,因此分级B的净值下跌更快,一天跌幅可以达到百分之几十,不过价格由于涨停板限制,最多只能跌10%,由此导致分级B产生大幅溢价。
而一旦下折,因为是按净值折算,溢价(价格高于净值的部分)会被一举削平,显示在账面上就是分级B大幅亏损。由此出现B份额下折一次跌幅达50%以上甚至最高达80%以上的惨状。
行情数据显示,由于市场今日再次巨震,多数临近下折的分级B溢价率高企,60%以上比比皆是。而确定下折的证券B级溢价率高达206.62%,整体溢价率亦高达17.884%。下折后B份额损失之惨重可以想见。
此外,除下折后B份额暴跌带来的恐慌外,伴随下折而来的赎回潮将给市场带来较大抛压。
其中,按照市场当前走势,如果创业板指今日不能绝地反击到接近翻红的位置,分级基金市场上的旗舰品种--富国创业板分级将确定下折,而近50亿份母基金的赎回,将给创业板带来巨大压力。
截至10:00数据,已经下折或者临近下折的分级基金B份额如下表所示:
代码 | 简称 | 价格 | 跌幅 | 成交量(万) | 估算净值 | 净值 | 溢价率 | 标的指数 | 指数涨幅 | 下折母基金需跌 | 整体溢价率 |
150224 | *证券B级 | 0.343 | 0.00% | 0 | 0.12 | 0.216 | 185.85% | 证券公司 | -8.24% | 已下折 | 17.05% |
150153 | 创业板B | 0.339 | -10.08% | 5186.78 | 0.175 | 0.265 | 93.97% | 创业板指 | -7.43% | -6.32% | 9.52% |
150065 | 同瑞B | 0.33 | -10.08% | 120.55 | 0.21 | 0.275 | 57.08% | 中证 200 | -7.26% | -4.50% | 9.76% |
150178 | 证保B | 0.401 | -10.09% | 391.22 | 0.201 | 0.294 | 99.53% | 800证保 | -7.49% | -4.00% | 10.62% |
502022 | 国金50B | 0.43 | -9.47% | 63.15 | 0.237 | 0.323 | 81.39% | 上证50 | -6.86% | -1.03% | 10.63% |
150302 | 证券股B | 0.255 | -8.60% | 2024.04 | 0.239 | 0.2605 | 6.26% | 证券公司 | -0.88% | -1.26% | |
150144 | 转债B级 | 0.743 | -10.05% | 335.62 | 0.434 | 0.568 | 71.30% | 中证转债 | -4.78% | -0.58% | 4.23% |
150316 | 工业4B | 0.446 | -10.08% | 253.98 | 0.246 | 0.336 | 81.03% | 工业4.0 | -7.01% | -0.29% | 10.08% |
150031 | 中证90B | 0.411 | -10.07% | 233.41 | 0.251 | 0.341 | 64.03% | 等权90 | -7.06% | 0.04% | 7.86% |
150226 | 证保B级 | 0.285 | -5.32% | 825.68 | 0.254 | 0.268 | 12.14% | 800证保 | -7.49% | 0.33% | -1.43% |
150172 | 证券B | 0.51 | -10.05% | 5086.28 | 0.261 | 0.3716 | 95.20% | CSSW证券 | -8.32% | 0.88% | 11.94% |
150109 | 同辉100B | 0.356 | -9.87% | 196.7 | 0.269 | 0.354 | 32.53% | 深100EW | -6.56% | 1.45% | 7.34% |
150201 | 券商B | 0.543 | -9.95% | 1381.96 | 0.286 | 0.398 | 89.73% | 证券公司 | 2.72% | 11.70% | |
502002 | 500等权B | 0.48 | -9.43% | 101.33 | 0.287 | 0.38 | 67.50% | 500等权 | -7.09% | 2.80% | 9.06% |
502008 | 国企改B | 0.467 | -10.02% | 6252.73 | 0.287 | 0.3816 | 62.73% | 国企改革 | -7.16% | 2.85% | 6.59% |
150180 | 信息B | 0.495 | -10.00% | 2363.46 | 0.291 | 0.39 | 70.32% | 中证信息 | -7.52% | 3.11% | 8.60% |
150322 | 煤炭B基 | 0.356 | -10.10% | 801.68 | 0.3 | 0.398 | 18.79% | 中证煤炭 | -7.38% | 3.79% | 7.27% |
150086 | 中小板B | 0.419 | -10.09% | 4426.54 | 0.314 | 0.4019 | 33.33% | 中小板指 | -6.50% | 4.83% | 5.97% |
150246 | 互联B | 0.525 | -9.95% | 146.94 | 0.314 | 0.42 | 67.03% | 移动互联 | -7.81% | 4.86% | 8.74% |
150236 | 券商B级 | 0.409 | -1.92% | 1249.47 | 0.327 | 0.338 | 24.98% | 证券公司 | 5.75% | -1.14% | |
150091 | 成长B | 0.475 | -10.04% | 160.61 | 0.336 | 0.4154 | 41.31% | 创业成长 | -5.87% | 6.37% | 4.61% |
502050 | 上证50B | 0.523 | -9.98% | 1013.53 | 0.338 | 0.4329 | 54.62% | 上证50 | -6.86% | 6.50% | 5.78% |
150294 | 高铁B级 | 0.522 | -10.00% | 50.41 | 0.34 | 0.4539 | 53.55% | 高铁产业 | -8.23% | 6.65% | 10.47% |
150139 | 中证800B | 0.545 | -9.62% | 30.71 | 0.343 | 0.442 | 58.91% | 800等权 | -7.18% | 6.85% | 9.07% |
150107 | 中小B | 0.412 | -10.04% | 4892.14 | 0.344 | 0.4338 | 19.61% | 中小板指 | -6.50% | 6.93% | 6.16% |
150165 | 可转债B | 0.941 | -10.04% | 70.37 | 0.673 | 0.817 | 39.91% | 中证转债 | -4.78% | 7.37% | 1.01% |
150312 | 智能B | 0.537 | -9.75% | 125.02 | 0.35 | 0.454 | 53.32% | 智能家居 | -7.48% | 7.38% | 5.95% |
150288 | 钢铁B | 0.442 | -9.98% | 169.69 | 0.355 | 0.447 | 24.50% | 国证钢铁 | -6.65% | 7.69% | 3.29% |
150310 | 信息安B | 0.554 | -9.92% | 84.36 | 0.363 | 0.47 | 52.44% | 信息安全 | -7.58% | 8.27% | 6.02% |
150282 | 金融地B | 0.535 | -9.93% | 7.17 | 0.377 | 0.469 | 41.73% | 中证金融 | -6.65% | 9.18% | 4.94% |
150210 | 国企改B | 0.56 | -9.97% | 46146.5 | 0.381 | 0.482 | 47.00% | 国企改革 | -7.16% | 9.39% | 4.31% |
150232 | 电子B | 0.462 | -3.75% | 394.46 | 0.384 | 0.3965 | 20.26% | CSSW电子 | -6.84% | 9.59% | -1.11% |
发稿:任海霞/古美仪 审校:孔驰
我来说两句排行榜