本周样本量化私募收益及超额如下：1）300增强策略周/月/年初以来平均收益分别为-0.1%/+2.2%/+28.5%，周/月/年初以来平均超额分别为+0.9%/+1.8%/+7.7%；2）500增强策略周/月/年初以来平均收益分别为0%/+1.6%/+38.5%，周/月/年初以来平均超额分别为+1.2%/+3.8%/+13.1%；3 ） A500增强策略周/月/年初以来平均收益分别为+0%/+2.6%/+29.9%，周/月/年初以来平均超额分别为+1%/+2.7%/+9.7%；4）1000增强策略周/月/年初以来平均收益分别为+0.5%/+2.7%/+44.8%，周/月/年初以来平均超额分别为+1.1%/+3%/+18.5%；5 ）空气指增策略周/月/年初以来平均收益分别为+1.5%/+3.9%/+39.5%；6 ）市场中性策略周/月/年初以来平均收益分别为+0.5%/+1%/+14.6%。
　　1）沪深300相对中证500周/月/年初以来超额收益分别为+0%/-6.2%/0%；2）中证1000相对中证500周/月/年初以来超额收益分别为+0.5%/+2.8%/0%；3）中证2000相对中证500周/月/年初以来超额收益分别为+0.9%/+4.8%/0%；4）微盘股相对中证500周/月/年初以来超额收益分别为+3.2%/+8.7%/0%。
　　1）沪深300周/月/年初以来日均成交额分别为5903/4989/3473亿元，环比+7.9%/-51.4%/+115%；2）中证500周/月/年初以来日均成交额分别为4082/3571/2382亿元，环比-6.4%/-45.2%/+127.6%；3）中证1000周/月/年初以来日均成交额分别为4955/4517/3521亿元，环比+1.1%/-43.7%/+123.1%；4）中证2000周/月/年初以来日均成交额分别为5051/4549/4376亿元，环比+3.4%/-43.9%/+78.1%；5）微盘股周/月/年初以来日均成交额分别为285/251/246亿元，环比+12.8%/-48.9%/+35.3%。
　　基差情况：当月合约年化贴水情况来看，IF/IC/IM当月合约年化贴水分别为+30.9%/-111.1%/-39.6%，居于近一年年化贴水幅度分位数分别为98%/0%/3.6%。下季合约年化贴水情况来看，IF/IC/IM下季合约年化贴水分别为+0.2%/+5.3%/+6.7%，居于近一年年化贴水幅度分位数分别为24.3%/71.7%/34.7%。
　　风险提示：市场成交量收缩，样本量化私募业绩不代表全行业业绩。