【量价 CAT 显示,商品空头占比上升,板块截面强弱切换】具体而言,贵金属短周期动量下降,其中白银边际降幅更大。有色板块持仓量分化缩窄,锌和铝相对偏强。黑色板块期限结构显示预期回落,铁矿持仓量因子明显下降,长周期动量无明显变化。能化板块内部分化扩大,能源降幅更甚。农产品中,油脂类品种下降,而豆粕持仓量回升。
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