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六爻六冲六合详解

六爻六冲六合详解六冲“冲”，即“冲散”，前人认为占凶事遇冲可将事冲散，占吉事遇冲则不好。

所谓六冲，就是十二地支中的子与午冲，丑与未冲，寅与申冲，卯与酉冲，辰与戌冲，巳与亥冲。

依次排之，可作如下之图：此图我们不难发现：图中的六条对角线，把十二地支两两相连，每条线相连的两个地支相冲。

依据此项规定，凡是卦中初爻与四爻，二爻与五爻，三爻与上爻相冲的卦，谓之“六冲”卦。

六十四卦中，共有十个六冲卦：八个本宫卦《乾》、《坤》、《艮》、《兑》、《坎》、《离》、《震》《巽》和《大壮》、《无妄》两卦。

六冲表现占得六冲卦，据说无论占何事，皆无往而不散。

遇事多变故，行动多违初衷，运筹决策之谋屡屡受阻。

总之，占的六冲卦，难如人愿。

此外，如果本卦虽非六冲卦，但变卦化六冲卦，此名为“变冲卦”，占事无结果，问婚姻最终不能成合，交友则有始无终、不欢而散，求名利则是美梦黄粱。

总之，不管是本卦为六冲还是变卦为六冲，都难以如愿。

但是，如果占诉讼，则可冲散化解，息事宁人，为吉兆。

卦之遇冲，有三种情况：第一，本卦冲第二，变卦冲第三，合处逢冲。

占得六合卦，后变六冲卦，主所问之事先兴旺而后衰败。

先得六冲，后边六合，主所问之事，先波折而后和顺。

若本卦六合，变六合卦，据说问官司最怕此类卦，主诉讼缠身，无法脱困。

若六冲卦变六冲卦，问财问婚姻，断难成功。

这些只是前人的一个经验判断，不可轻信盲从。

按照野鹤老人的说法，还需要结合用神，月日旺相，是否旬空、月破，飞伏之用等等，需要仔细判断。

根据前人筮书介绍，“爻冲”有五种情况：（1）日冲则动。

主要指的是世爻、应爻或身爻、用神等，与日辰相冲而动。

（2）空冲则实。

主要指的是世爻、应爻或身爻、用神等虽逢旬空，但得日辰冲动，此则为逢空不空。

（3）动冲则散。

卦中动爻，与用神、世爻、应爻等成冲者。

（4）化冲则失。

如果卦中巳动化为亥，子动化为午之类。

据说，用爻或世爻、应爻等变动化冲，则问官、为财、问婚姻等不利。

问病需看新病还是旧病，新病则可痊愈，陈疾则凶。

(完整word版)易经预测2013年股市行情

易经预测2013年股市行情周易预测中国A股2013年走势------年度炒股须知近四年，每到农历年末，应众多博友请求，我都抽出时间，用周易对来年中国股市进行一番判断预测。

实践证明，周易预测股市的确比较准确，对大家参与股市，起到一定趋利避害之作用。

为此，许多好友纷纷通过不同渠道，多次来信对我几年来的预测表示一定得肯定和致谢。

如最近，博友shxahz于2012-12-26 19:04 来信称：“老师您好，非常感谢老师几年来年度股市预测，非常精准，我几年来参照行事炒作，没有赔过大钱。

肯请老师给我们股民指明2013年航向，感谢老师的辛苦，谢谢了”2012年12月11日博友kimberli对你的博文《运用易经预测2012年农历各月A股行情》发表评论说“您好，2012年您的预测非常准确，帮助我躲过了大跌，非常感谢。

能否请老师再预测下2013年的？现在正处于关键时刻。

再次感谢。

” 看到这些好友们的反馈，本人甚为感动。

一是感到这些朋友有情有义，知道凡事有来有去、礼尚往来，的确有较高的道德修养，值得我钦佩和尊敬；二是感谢他们对预测的肯定和支持，感谢他们对传统文化的信赖，感谢他们尊重他人的心血成果；三是感到这些年我的心血，没有白费，能为朋友们在股海博弈提供一定帮助，的确值得高兴，而且乐意继续为大家奉献和付出。

基于如上想法和大家的恳切请求，自己不得不抽出宝贵时间，用易经将2013年中国股市，尤其是大家常常重点参与的A股走势，再次加以预测，并把预测结果无私奉献给一切有识之士，奉献给那些尊重他人劳动成果的朋友。

希望我们的这些朋友在新的一年里有所遵循，收获多多，盆丰钵满。

如是，那将是我最大的欣慰。

下面就是我对2013年A股走势的大体判断。

2013年年卦：坤为地卦。

本卦为纯阴，是一个六冲卦。

此种卦象预示全年由于国际国内正义和邪恶的斗争形势比较严峻，人们的思想必然跌宕起伏、犹豫不定，人们的投资热情很可能动荡不安，多空方的相互博弈更加残酷，股指指数总是反反复复，呈现出一种来回调整的震荡行情，即使有所上行，也是微乎其微，难以有所突破。

recent initiaatives by the basel-based r_qt0806

BIS Quarterly ReviewJune 2008 International banking and financial market developmentsBIS Quarterly ReviewMonetary and Economic DepartmentEditorial Committee:Claudio Borio Frank Packer Paul Van den BerghWhite Már Gudmundsson Eli Remolona William Robert McCauley Philip TurnerGeneral queries concerning this commentary should be addressed to Frank Packer(tel +41 61 280 8449, e-mail: frank.packer@), queries concerning specific parts to theauthors, whose details appear at the head of each section, and queries concerning the statisticsto Philippe Mesny (tel +41 61 280 8425, e-mail: philippe.mesny@).Requests for copies of publications, or for additions/changes to the mailing list, should be sent to:Bank for International SettlementsPress & CommunicationsCH-4002 Basel, SwitzerlandE-mail: publications@Fax: +41 61 280 9100 and +41 61 280 8100This publication is available on the BIS website ().©Bank for International Settlements 2008. All rights reserved. Brief excerpts may be reproduced or translated provided the source is cited.ISSN 1683-0121 (print)ISSN 1683-013X (online)BIS Quarterly ReviewJune 2008International banking and financial market developmentsOverview : a cautious return of risk tolerance (1)Credit market turmoil gives way to fragile recovery (1)Box: Estimating valuation losses on subprime MBS with theABX HE index – some potential pitfalls (6)Bond yields recover as markets stabilise (8)A turning point for equity prices? (11)Emerging market investors discount growth risks (12)Tensions in interbank markets remain high (13)Highlights of international banking and financial market activity (17)The international banking market (17)The international debt securities market (23)Derivatives markets (24)Box: An update on local currency debt securities marketsin emerging market economies (28)Special featuresInternational banking activity amidst the turmoil (31)Patrick McGuire and Goetz von PeterThe build-up of international bank balance sheets (32)Developments in the second half of 2007 (36)Bilateral exposures of national banking systems (39)Concluding remarks (42)Managing international reserves: how does diversification affect financial costs? 45 Srichander RamaswamyFramework of the analysis (46)Risk-return trade-offs (48)Financial cost of acquiring reserves through FX intervention (49)Box: Methodology for computing estimates of financial cost (51)Central bank objectives and FX reserve allocation (53)Conclusions (54)Credit derivatives and structured credit: the nascent markets of Asiaand the Pacific (57)Eli M Remolona and Ilhyock ShimCredit default swaps (58)Traded CDS indices (60)Collaterised debt obligations (61)How the region’s markets have fared in the global turmoil (63)Conclusion (65)Asian banks and the international interbank market (67)Robert N McCauley and Jens ZukunftAsian banks’ international interbank liquidity: where do we stand? (68)Foreign banks and the local funding gap (73)Box: The Asian financial crisis: international liquidity lessons (76)Conclusions (78)BIS Quarterly Review, June 2008 iiiRecent initiatives by Basel-based committees and groupsBasel Committee on Banking Supervision (81)Joint Forum (84)Financial Stability Forum (87)Statistical Annex ........................................................................................ A1 Special features in the BIS Quarterly Review ................................ B1 List of recent BIS publications .............................................................. B2Notations used in this Reviewe estimatedlhs, rhs left-hand scale, right-hand scalemillionbillion thousand… notavailableapplicable. not– nil0 negligible$ US dollar unless specified otherwiseDifferences in totals are due to rounding.iv BIS Quarterly Review, June 2008BIS Quarterly Review, June 20081Ingo Fender +41 61 280 8415ingo.fender@Peter Hördahl+41 61 280 8434peter.hoerdahl@Overview: a cautious return of risk toleranceFollowing deepening turmoil and rising concerns about systemic risks in the first two weeks of March, financial markets witnessed a cautious return of investor risk tolerance over the remainder of the period to end-May 2008. The process of disorderly deleveraging which had started in 2007 intensified from end-February, with asset markets becoming increasingly illiquid and valuations plunging to levels implying severe stress. However, markets subsequently rebounded in the wake of repeated central bank action and the Federal Reserve-facilitated takeover of a large US investment bank. In sharp contrast to these favourable developments, interbank money markets failed to recover, as liquidity demand remained elevated.Mid-March was a turning point for many asset classes. Amid signs of short covering, credit spreads rallied back to their mid-January values before fluctuating around these levels throughout May. Market liquidity improved, allowing for better price differentiation across instruments. The stabilisation of financial markets and the emergence of a somewhat less pessimistic economic outlook also contributed to a turnaround in equity markets. In this environment, government bond yields bottomed out and subsequently rose considerably. A reduction in the demand for safe government securities contributed to this, as did growing perceptions among investors that the impact from the financial turmoil on real economic activity might turn out to be less severe than had been anticipated. Emerging market assets, in turn, performed broadly in line with assets in the industrialised economies, as the balance of risk shifted from concerns about economic growth to those about inflation.Credit market turmoil gives way to fragile recoveryFollowing two weeks of increasingly unstable conditions in early March, credit markets were buoyed by a cautious return of risk tolerance, with spreads recovering from the very wide levels reached during the first quarter of 2008. Sentiment turned in mid-March, following repeated interventions by the Federal Reserve to improve market functioning and to help avert the collapse of a major US investment bank. As these actions alleviated earlier concerns about risks to the financial system, previously dysfunctional markets resumed trading and prices rallied across a variety of risky assets.2BIS Quarterly Review, June 2008Between end-February and end-May, the US five-year CDX high-yield index spread tightened by about 144 basis points to 573, while corresponding investment grade spreads fell by 63 basis points to 102. European and Japanese spreads broadly mirrored the performance of the major US indices, declining by between 25 and 153 basis points overall. Between 10 and 17 March, all five major indices had been pushed out to or near the widest levels seen since their inception. They then rallied back and seemed to stabilise around their mid-January values, remaining significantly above the levels prevailing before the start of the market turmoil in mid-2007 (Graph 1).business lines, tightening repo haircuts caused a number of hedge funds and other leveraged investors to unwind existing positions. As a result, concerns underlying exposures are almost entirely protected by federal guarantees, as summer of 2007 (Graph 3, right-hand panel).BIS Quarterly Review, June 20083Fears about collapsing financial markets reached a peak in the week March, triggering repeated policy actions by the US authorities. investment grade credit default swap (CDS) indices underperforming lower-quality benchmarks (Graph 4, left-hand and centre panels). Spreads were temporarily arrested when, on 11 March, the Federal Reserve announced an expansion of its securities lending activities targeting the large US dealer banks (see section on money markets and Table 1 below). European CDS indices tightened by more than 10 basis points on the news, while the two key basis points down, respectively (Graph 1). allowing it to make secured advance payments to the troubled investment These developments appeared to herald a turning point in the market, funds target down to 2.25%. Earnings announcements by major investment banks on 18 and 19 March that were better than anticipated provided further support, with investors increasingly adopting the view that various central bank initiatives aimed at reliquifying previously dysfunctional markets were gradually gaining traction. Consistent with perceptions of a considerable reduction in systemic risk, spreads, and particularly those for financial sector and other investment grade firms, tightened from the peaks reached in early March(Graph 4). Movements were partially driven by the unwinding of speculative short positions, as suggested by changes in pricing differentials across products with similar exposures, according to the ease with which such positions can be opened or closed. For example, spreads on CDS contracts referencing the major credit indices moved more strongly than those on the same indices’ constituent names (Graph 1, centre and right-hand panels). Similarly, CDS markets outperformed those for comparable cash bonds, as market participants adjusted their synthetic trades.risks (Graph 1, centre and right-hand panels). Similarly, implied volatilities from CDS index options eased into the second quarter, indicating a somewhat reduced uncertainty about shorter-run credit spread movements (Graph 3, centre and right-hand panels).losses based on ABX prices (see box). This was despite the lack of a recovery for the index series with lower original ratings, whose prices continued to4 BIS Quarterly Review, June 2008BIS Quarterly Review, June 20085suggest expectations of complete writedowns of all underlying bonds by mid-2009 (Graph 2, centre panel). At these low levels, and with none of the ABX indices having experienced any principal writedowns so far, investors appeared to be pricing in the possibility of legislation writing down mortgage principal. Against this background, issuance of private-label mortgage-backed securities remained depressed, with volume growth coming mainly from US agency-Supported by optimism about banks’ recapitalisation efforts, spreads pace of capital replenishment. Following news of a rights issue on 31 March, CDS spreads referencing debt issued by Lehman Brothers tightened. UBS announced large first quarter losses and a fully underwritten capital increase on 1 April, and other institutions followed over the rest of the month. Globally, banks managed to raise more than $100 billion of new capital in April alone, stemming the deterioration in capital ratios. Financial CDS spreads, the monoline segment excluded, outperformed corresponding equity prices in the process (Graph 4, right-hand panel), reflecting diminishing concerns about imminent financial sector risk as well as the dilutory effects of equity financing. Markets retraced some of these gains in early May, partially driven by strong supply flows from corporate issuers that included, at $9 billion, the largest US dollar deal by a non-US borrower in seven years. Volumes were dominated by6 BIS Quarterly Review, June 2008Pitfalls in using the ABX. Estimated mark to market losses and actual writedowns made by banks and other investors can differ for a variety of reasons. Analysts, depending on their objective, thus have to be mindful of potential sources of bias. At least three such sources can be identified, of which two are specific to the ABX index:•Accounting treatment. Subprime MBS are held by a variety of investors and for different purposes. While large amounts of outstanding subprime MBS are known to reside inbanks’ trading books, banks and other investors may also hold these securities tomaturity. This can result in different accounting treatments, which would tend to deflateactual writedowns and impairment charges relative to estimates of mark to market losseson the basis of market indices, such as the ABX. The size of this effect, however, isdifficult to determine. Further complexities are added once securities cease to be tradedin active markets, implying the use of valuation techniques, which may differ acrossinvestors, in establishing fair value.5•Market coverage. ABX prices may not be representative of the total subprime universe, due to limited index coverage of the overall market. Original balance across all four serieshas averaged about $31 billion. This compares to average monthly MBS issuance ofsome $36 billion over the 10 quarters up to mid-2007, ie almost a month’s worth ofsubprime MBS supply per index series. Similarly, with 2004–07 vintage subprime MBSvolumes estimated at around $600 billion in outstanding amounts, each series representssome 5% of the overall universe on average. At the same time, ABX deal composition isknown to be quite similar in terms of collateral attributes (such as FICO scores and loan-to-value ratios) to the overall market (by vintage).6 Therefore, despite somewhat limitedcoverage, this particular source of bias may not be large.•Deal-level coverage. Similarly, ABX prices may not be representative because each index series covers only part of the capital structure of the 20 deals included in the index(see Graph A, right-hand panel, for an illustration).7 In particular, tranches referenced bythe AAA indices are not the most senior pieces in the capital structure, but those with thelongest duration (expected average life) – the so-called “last cash flow bonds”. Theseclaims will receive any cash flow allocations sequentially after all other AAA trancheshave been paid; and tend to switch to pro rata pay only when the highest mezzaninebond has been written down. It follows that AAA ABX index prices are going to reflectdurations that are longer, and effective subordinations that are lower, than those of theremaining AAA subprime MBS universe. As a result, using newly available data for MBStranches with shorter durations, the $119 billion of losses implied by the ABX AAA indicesas of end-May would be some 62% larger than those implied under more realisticassumptions.8_________________________________1 See, for example, International Monetary Fund, Global Financial Stability Report, April 2008, pp 46–52, and Box 1 in Bank of England, Financial Stability Report, April 2008.2 Supplementary indices, called ABX HE PENAAA, were introduced in May 2008 to provide additional pricing information for all four existing vintages.3 An alternative approach, likely to lead to very different results, would estimate future default-related cash flow shortfalls on the basis of deal-level or aggregate data for subprime securities. To obtain these estimates, such methodologies rely on information about collateral performance and require the analyst to make assumptions about structural relationships and model parameters. Typical subprime loss projections, for example, use delinquency data and assumptions about factors such as delinquency-to-default transitions, default timing, and losses-given-default. See Box 1 in the Overview section of the December 2007 BIS Quarterly Review for an example on the basis of an approach devised by UBS. 4Mark to market losses (relative to par) are calculated assuming that unrated tranches are written down completely; ABX prices for the BBB– indices are used to mark BB collateral; rated tranches from the 2004 vintage are assumed unimpaired; outstanding amounts remain static.5 For details, see Global Public Policy Committee, Determining fair value of financial instruments under IFRS in current market conditions, December 2007.6 See, for example, UBS, Mortgage Strategist, 17 October 2006. 7 Incomplete coverage at the deal level further reduces effective market coverage: typical subprime MBS structures have some 15 tranches per deal, of which only five were originally included in the ABX indices. As a result, each series references less than 15% of the underlying deal volume at issuance.8 Duration effects at the AAA level are bound to be significant for overall loss estimates as the AAA classes account for the lion’s share of MBS capital structures. Using prices for the newly instituted PENAAA indices, which reference “second to last” AAA bonds, to calculate AAA mark to market losses generates an estimate of $73 billion. This, in turn, translates into an overall valuation loss of $205 billion (ie some 18% below the unadjusted estimate of $250 billion).capitalisation had recovered, while remaining weaker than before the crisis. At the same time, still-elevated implied volatilities suggested ongoing investor uncertainty over the future trajectory of credit markets. With the credit cycle continuing to deteriorate and related losses on exposures outside the residential mortgage sector looming, it was thus unclear whether liquidity supply and risk tolerance had recovered to an extent that would help maintain this improved environment on a sustained basis.Bond yields recover as markets stabiliseFrom its low point on 17 March, the 10-year US Treasury bond yield rose by 75 basis points to reach 4.05% at the end of May. During this period, 10-year yields in the euro area and Japan climbed by around 70 and 50 basis points, respectively, to 4.40% and 1.75% (Graph 5, left-hand panel). In US and euro area bond markets, the increase in yields was particularly pronounced for short maturities, with two-year yields rising by 130 basis points in the United States and by almost 120 basis points in the euro area (Graph 5, centre panel). Two-year yields went up in Japan too, but by a more modest 35 basis points. In addition to reduced safe haven demand for government securities, the rise in short-term yields reflected a reassessment among investors of the need for monetary easing, following the stabilisation of financial markets.In the first two weeks of March, as the financial turmoil deepened and forward rates dropping (Graph 6, right-hand panel). While flight to safety and other effects relating to the volatility in financial markets may have influenced consistent with the observed fall at the short end of the forward break-evencurve. At the same time, these same concerns led investors to increasinglyexpect the Federal Reserve to maintain a more accommodative policy stancethan normal in an effort to contain the fallout on economic growth. Insofar asthis was seen as likely to lead to higher prices down the road, it could explainthe rise in distant forward break-even rates at the time.As the situation in financial markets stabilised after the rescue of BearStearns in mid-March, and perceptions of the economic outlook improvedsomewhat, the US forward break-even curve shifted in the opposite directionand flattened considerably. To a large extent, this shift in the forward curve islikely to have reflected a reversal of the same influences that had been at playin the first two weeks of March: the dampening effect on prices coming from theturmoil was perceived to be weaker after mid-March, while the Federal Reservewas seen to be less likely to deliver further sharp rate cuts. Moreover, upwardprice pressures appeared to intensify in the short to medium term, with foodprices rising continuously and oil prices reaching new all-time highs during thisperiod (Graph 5, right-hand panel), pushing near-term forward break-evenrates further upwards.real yields reflected a combination of expectations of higher average realinterest rates in coming years and a reversal of flight to safety pressures. Theformer component, in turn, was due to perceptions among investors that thereal economic fallout from the financial turmoil was likely to be less severe thanhad previously been anticipated. This was despite indications of deterioratingconsumer confidence amid tighter bank lending standards and continuedweakness in US housing markets. The revival in investor confidence seemedinstead to follow from the stabilisation in markets and from a number ofrelatively upbeat macroeconomic announcements. These included better thangovernment securities.In line with perceptions that the stabilisation of markets had reduced therisks to economic growth somewhat, prices of short-term interest rateindicating expectations of a period of stable rates, followed by rising rates inthe first half of 2009 (Graph 7, left-hand panel). In the euro area, EONIA swapprices at the beginning of March had signalled expectations of sizeable ECBrate cuts, but by end-May prices had shifted to reflect expectations of graduallyincreasing policy rates (Graph 7, centre panel). Meanwhile in Japan,expectations of mildly falling policy rates in March had by May been revised toindicate rising rates (Graph 7, right-hand panel).A turning point for equity prices?to end-2007 levels, gained almost 10% between 17 March and end-May. Equity markets in Europe and Japan, which had seen losses in excess of 20% between the turn of the year and 17 March, subsequently also displayed a strong recovery, with the EURO STOXX gaining 11% and the Nikkei 225 rising Reflecting the improved situation in financial markets during this period, by almost 20% and 34%, respectively. These gains occurred despiteannouncements by several banks of record losses during the first quarter amidcontinued credit-related write-offs. Investors obviously took solace from the factthat losses – although big – were no worse than expected, and that a numberof banks had been successful in their recapitalisation efforts (see credit marketsection above).surprises remained well above that of negative surprises, provided somesupport for equity prices. In addition, as fears failed to materialise that economic growth might slow dramatically in the first few months of the year,investors increasingly began to see equity valuations as attractive following thesharp price declines in late 2007 and early 2008. markets recovered after a sharp dip in March (Graph 8, right-hand panel).Emerging market investors discount growth risksequities fell up to mid-March, before rebounding in the wake of the change inmarket sentiment following the Bear Stearns rescue in the United States.Between end-February and end-May, the MSCI emerging market indexgained about 4% in local currency terms, and was up more than 14% from thelows established in mid-March. Latin American markets, which had seen ahigh trading volumes in commodity derivatives (see the Highlights section inthis issue) and speculative demand as a source of part of that strength, otherspointed to low supply elasticities and expectations of sustained rates ofindustrialisation throughout the emerging markets. With the region being amajor net commodities importer and natural disaster contributing to weakerequity prices in China, Asian markets were broadly flat over the period.Emerging Europe, in turn, remained exposed to the risk of a reversal in privatecapital flows, owing to large current account deficits and associated financingneeds in a number of countries. Nevertheless, strong gains in Russia and thebetter than expected growth performance of major European economies in thefirst quarter seemed to aid equity markets in May.Emerging market credit spreads, as measured by the EMBIG index,accounting for most of the spread tightening, the EMBIG remained almost flatin return terms, gaining about 1.1% between end-February and end-May(Graph 9, left-hand panel). Large stocks of foreign reserves and favourablemacroeconomic performance in key emerging market economies continued toprovide support, aiding the market recovery. Spread dispersion remained high,pointing to ongoing price differentiation according to credit quality (Graph 10,centre panel). At the same time, with inflation running well above target in anumber of major emerging market economies, policy credibility appeared tobecome more of a concern, putting pressure on local bond markets. Risinginflation expectations, combined with increasing US Treasury yields andrelatively resilient markets during the earlier stages of the recent marketturmoil, may thus have contributed to a somewhat more muted performancefrom emerging market bonds relative to other asset markets over the periodsince mid-March.Tensions in interbank markets remain highas high at the end of May as three months earlier, across most horizons and inall three major markets (Graph 10). This appeared to imply expectations thatinterbank strains were likely to remain severe well into the future.After a relatively smooth turn of the year, interbank market tensions hadappeared to ease somewhat until early March 2008, and Libor-OIS spreadshad shown some signs of stabilising. However, as the financial turmoilsuddenly deepened in the second week of March, following an acceleration inmargin calls and rapid unwinding of trades (see the credit section above),interbank market pressures quickly increased. With market rumoursproliferating about imminent liquidity problems in one or more large investmentbanks, banks became increasingly wary of lending to others. At the same time,their own demand for funds jumped as they sought to avoid being perceived ashaving a shortage of liquidity.Selected central bank liquidity measures during the period under review7 March The Federal Reserve increases the size of its Term Auction Facility (TAF) to $100 billion andextends the maturity of its repos to up to one month.11 March The Federal Reserve introduces the Term Securities Lending Facility (TSLF), which allowsprimary dealers to borrow up to $200 billion of Treasury securities against collateral. Theexisting dollar swap arrangements between the Federal Reserve and the ECB and the SNB areincreased from a total of $24 billion to $36 billion.16 March The Federal Reserve introduces the Primary Dealer Credit Facility (PDCF), which providesovernight funding for primary dealers in exchange for collateral. The Federal Reserve alsolowers the spread between the discount rate and the federal funds rate from 50 to 25 basispoints, and lengthens the maximum maturity from 30 to 90 days.28 March The ECB announces that the maturity of its longer-term refinancing operations (LTROs) wouldbe extended from up to three months to a maximum of six months.21 April The Bank of England introduces the Special Liquidity Scheme, under which banks can swapilliquid assets for Treasury bills.2 May The Federal Reserve boosts the size of its TAF programme to $150 billion, and announces abroadening of the collateral eligible for the TSLF auctions. The dollar swap arrangements withthe ECB and the SNB are increased further, from $36 billion to $62 billion.Source: Central bank press releases. Table 1The near collapse and subsequent takeover of Bear Stearns onMarch highlighted the risks that banks face in such situations. On the would not be allowed to fail, and this helped restore order in other markets. On the other hand, the speed with which Bear Stearns’ access to market liquidity had collapsed underscored the vulnerability of other banks in this regard, which kept Libor-OIS spreads high even as CDS spreads on banks and brokerages Throughout the period, central banks maintained and even stepped up activity from central banks seemed to have limited immediate impact oninterbank rates. To some extent, this may have reflected the fact that while thesums involved in central bank liquidity schemes were large in absolute terms,they were still rather limited compared to banks’ assessment of their overallliquidity needs against the background of a sharp decline in traditional sourcesof funding. One significant source of short-term funding for banks in the pasthas been money market mutual funds. Such funds have seen substantialinflows since the outbreak of the financial turmoil (Graph 11, left-hand panel),reflecting a noticeable reduction in investors’ appetite for risk. However, thisloss of risk appetite also resulted in money market funds shifting theirinvestments increasingly into treasury bills and other safe short-term securities,hence depriving banks of a key funding source (Graph 11, centre panel). Thissuggests that determining how persistent the interbank tensions will be maydepend significantly, among other things, on how long the risk appetite ofmoney market fund managers, and investors more broadly, will continue to bedepressed.。

长江水系Word版

长江水系的形式及形成原因长江水系发达，径流充足，干流横贯万里，沿途有成千上万条大小支流汇人。

在长江众多的支流中，流域面积超过1000k㎡的就有437条，超过3000k㎡的有170条，超过1×104k㎡的有49条，超过5×104k㎡的有雅砻江、岷江、大渡河、嘉陵江、乌江、沅江、湘江、汉江、赣江等9条。

雅砻江、岷江、嘉陵江和汉江的流域面积都超过10×104k㎡。

嘉陵江流域面积为16×104k㎡，居第一位，汉江流域面积为15.9×104km㎡，居第二位。

长江有90条支流的多年平均流量在100m3/s以上。

长江有18条支流的长度超过500km，有6条支流的长度超过1000km。

长江水系好像一棵枝叶繁茂的参天大树，干支交错，枝枝相连，布满整个流域。

长江干流拥有700多条一级支流，其中流域面积1万平方公里以上的40多条，5万平方公里以上的9条，10万平方公里以上的4条。

长江支流水系成对称状分布，水量大，支流集中。

雅砻江、岷江、嘉陵江、乌江、沅江、湘江、汉江和赣江等8条支流的多年平均流量都在1000立方米/秒以上，超过了黄河水量。

长江水系的河流可分为3种类型：第一类为峡谷型河流，包括长江干流金沙江和三峡河段、支流雅砻江中下游、岷江上游及其支流大渡河、嘉陵江上游及其支流白龙江。

赤水河、乌江、汉江上游等。

这类河流流经青藏高原、云贵高原及其边缘山地、秦岭、大巴山地，流域面积占长江流域总面积一半以上，河谷切割较深，落差大，水量丰富，水能资源丰富。

第二类为丘陵平原型河流，包括长江干流四川盆地河段、长江中下游、岷江中下游、嘉陵江中下游、资水、湘江、汉江中下游。

这类河流出自峡谷，大部分流经丘陵和平原，水能资源相对减少，而人口较为密集，土地利用率较高，交通便利，经济开发程度较高。

第三类河流是长江中下游直接汇入江湖的中小河流，这类河流的流域面积小，大多缺乏水能资源，但耕地面积大，人烟稠密，农业发达，洪涝灾害比较严重。

2018-生肖属马和生肖属鼠相不相配-实用word文档 (4页)

本文部分内容来自网络整理，本司不为其真实性负责，如有异议或侵权请及时联系，本司将立即删除！== 本文为word格式，下载后可方便编辑和修改！ ==生肖属马和生肖属鼠相不相配生肖鼠与生肖马的组合，此组合在所有的组合里面可以说是大凶的组合，因为两人在一起的话，时间一长就容易出现争吵等现象，易导致两人出现两地分居的情况。

下面小编就带大家一起去看看生肖属马和生肖属鼠相配情况!生肖属马和生肖属鼠相配吗属马出生年份戊午年出生：1918年、1978年(土马)庚午年出生：1930年、1990年(金马)壬午年出生：1942年、201X年(水马)甲午年出生：1894年、1954年(木马)丙午年出生：1906年、1966年(火马)属鼠出生年份庚子年出生：1960年、2020年(金鼠)甲子年出生：1924年、1984年(木鼠)壬子年出生：1972年、2032年(水鼠)丙子年出生：1936年、1996年(火鼠)戊子年出生：1948年、201X年(土鼠)弄清楚了属马和属鼠的年份后，确定好属相后，那么属马和属鼠好吗。

是否相克下面详细介绍：马与鼠为六冲，是一种天生处于对抗的关系组合，马为火，鼠为水，水克马，马人与鼠人的观念思维不合，想法与做法差异比较突出，故而在合作投资与团队协作上的争吵与不和在所难免。

通常情况下，鼠人在争论中占主动性的可能较大，原因是鼠人激烈尖刻的言辞，常常令心高气傲的马人不知从何说起，在婚姻恋爱上，马人的理想主义思想常常遭到鼠人现实主义思想的抨击和反驳，矛盾总是在小的摩擦冲突中得到升级，需要双方加以克制与谦让。

男女生肖属鼠人和男女生肖属马人配对女属马和男属鼠配对详情男属鼠和女属马不宜组合在一起，因为从生肖上看一个地支是子，另一个地支是午，而子午相冲。

从生肖上来谈男鼠女马是否相配，一个地支是子，另一个地支是午，而子午相冲，所以说男鼠女马是非常不相配的，在一起总会出现意见不和，脾气受不了对方，所以就算男鼠女马勉强在一生生活，也不会天长地久。

六爻图表Microsoft Word 文档

表1.1 天干五行数序表阳干：甲、丙、戊、庚、壬阴干：乙、丁、己、辛表1.2：地支数序与时辰对照表及月建表月建月建，见表1.2；就是正月建，二月建卯，三月建辰，四月巳，五月建午，六月建未，七月建申，八月建酉，九月建戌，十月建亥，十一月建子，十二月建丑。

月破正月申破，二月酉破，三月戌破，四月亥破，五月子破，六月丑破，七月寅破，八月卯破，九月辰破，十月巳破，十一月午破，十二月未破。

从某种意义上来说，用爻临月破虽为不吉，但亦要具体分析、具体对待。

如：今日之破，填实之日不为破、逢合之日不为破；目下虽破，出月不破。

但是爻静而不动，又无日辰、动爻生助，又值旬空、休囚无气，反遭月建、日辰、动爻克害者，此为“真破”，终而无用也。

表1.3：八卦数序表一看空、二看冲，三看刑合衰旺中。

四看化出进退死，五看神煞凶不凶。

六看用爻之位置，七看伏神出牢笼。

八看反伏吟流泪，九看外应十观容。

旺相休囚死就是五行在四季（十二个月）中衰旺情况，见下表：辰、戌、丑、未月土旺金相其他皆为休囚（3月木、6月火、9月金、12月水有余气）六亲相生相克生克之法，不外乎五行生克，大家在具体分析卦的时候可以看卦爻间的地支的生克。

（1）生：父母生兄弟；兄弟生子孙；子孙生妻财；妻财生官鬼；官鬼生父母。

（2）克：父母克子孙；子孙克官鬼；官鬼克兄弟；兄弟克妻财；妻财在父母六亲和六神发动诀六亲发动父母爻本克子孙爻，如果发动，克害更凶，测婚测子都不利，买卖劳心，费神无得，测行人为书信动讼官告状有理，得科举考试，金榜提名。

子孙爻克官伤名，发动更凶，利求医治病，出行买卖平安，产妇易生易养，官讼私和，不利求名求官，女人不利夫。

官鬼爻克兄弟，发动兄弟难存不利婚，又不利病，耕种难获，出外见灾，官非囚击，买卖财轻，走失难寻，多生暗昧之事。

妻财爻克父母，又克文书，应举求名遇发动，一场虚，经营求财为大吉，利婚姻，利生产，测行人在外身将动，失物未出家门，是病人必脾胃有病。

兄弟是劫财克妻之神，求助求婚，最忌兄弟爻发动，问病难愈，多灾，应举夺标最忌。

(12)《增删卜易》古吴版注解完毕word版本提供下载

(12)《增删卜易》古吴版注解完毕，WORD版本提供下载。

下载页面/f/12335995.html六爻筮法流行甚广，在术数中占有重要的地位。

其灵活实用、随事而占、随心而占的特点深受诸多易友喜爱。

而《增删卜易》一书很好的阐释了论卦之纲领、原则，是学卦者不可多得的辅助。

我无意中得此古吴版《增删卜易》，实例近五百卦，今注解之，赠与有缘人。

并对在文中作出多处文辞解释的未谋面易友表示感谢。

此举乃释卦之本义，非校对古籍，难免有误差、失误之处，欢迎指正。

摘录部分注解如下：例1、巳月甲寅日，占往营中贸易，得巽变风水涣。

玄武兄弟卯木′世白虎子孙巳火′塍蛇妻财未土″勾陈官鬼酉金′应动子孙午火朱雀父母亥水′青龙妻财丑土″断曰：不可往，必有仇人为害。

或曰：应爻酉金，克世为忌神，何谓仇人？余曰：世为自己，应为他人。

应爻生世，即为恩人；应爻克世，非仇而何？后果被仇人陷害。

勿以仇神即仇人也。

〖子平凡思注〗占往营中贸易，应爻为去处，发动克我世爻，故不吉。

这里不能说应爻被克了，就不克我了，这是一个“误解”，凶物被伤，依然有伤我的机会和能力，谁能说被摔断一条腿的老虎就不能伤人了呢？例2、寅月丙子日，占防害，得坎为水变地水师。

兄弟子水″世官鬼戌土′动兄弟亥水父母申金″妻财午火″应官鬼辰土′子孙寅木″此人因仇人诈害占之。

余曰：世为自己属子水，应为仇人属午火。

水能克火，乃是你去克他，这也无妨，但不宜间爻动出土鬼而克水。

间爻者，乃中间之小人也，反是此人为害。

彼曰：然何法治之？余曰：戌鬼虽动，有月建制之；世爻虽衰，幸临日建。

目下有一势利之人助尔之仇人生鬼，尔去访寻，若得见势利之人，知尔理直，不肯助他，则事散矣。

彼曰：何以知之？余曰：日辰冲动午火，日辰乃势利之人也。

彼曰：即使见此势利之人，未必听我之言。

余曰：不妨，世爻子水与日辰相比，彼此一定相投。

果依此行，戊寅日消释。

应寅日者，忌神戌土被寅木克制，今又见寅木，木旺土衰则息矣。

〖子平凡思注〗此卦占防害，潜在的前提是“担心某人害我”，则应爻为“仇人”，世克应，故我不畏他，但所不喜者，间爻戌土官鬼发动克世爻，乃是凶兆，好比甲不畏乙，但是乙还有帮手可伤甲，终不喜。

【最新文档】关于坐的忌与宜-精选word文档 (5页)

本文部分内容来自网络整理，本司不为其真实性负责，如有异议或侵权请及时联系，本司将立即删除！== 本文为word格式，下载后可方便编辑和修改！ ==关于坐的忌与宜精选范文:关于坐的忌与宜(共2篇)提到坐，可能觉得有些小儿科。

但“细节体现素养”。

一个连坐都不懂、坐没坐相的人，我们很难想像他是一个有教养的人。

所以，从这个角度来说，介绍一下入座的忌与宜是非常有必要的。

怎样才是更得体的坐呢？在入座之前，先了解自己的桌次和座位，按要求就座；如果安排有座位卡的话，按座位卡就座。

有领导和客人在场，在领导领导和客人入座后，才从椅子的左方入座。

合乎国际标准的坐姿是上身保持挺直，身体距离桌面两个拳头的宽度，双手放在自己的腿上，双脚踏在本人的座位下。

入座后，应该神态自如地和邻座的领导或客人交谈几句，或是神态安详地倾听领导与客人的交谈。

其实，最重要的还是要掌握忌讳。

不知道怎么做不要紧，要紧的是别犯了错，既让别人不痛快又使自己难堪。

那么，忌讳的坐是哪些呢？随意乱坐。

随意乱坐永远是没有教养的经典案例。

在领导和客人就座之前入座，是目中尊长、没有修养的表现。

入座时要不是慌慌张张，左顾右盼，就是一屁股坐下。

入座后双手随便乱放，或者玩弄餐桌上的酒杯、盘碗、刀*、筷子等餐具甚至用餐巾或餐巾纸擦拭餐具，以免显得过于无聊或心神不宁。

两脚随意伸出或交*，或在桌子的下面乱蹬。

“上面装模作样，下面另有名堂”，同样会让人对你的修养产生怀疑。

入座后不是东张西望，就是坐在那里发呆。

上面介绍的得体的坐里已经介绍了，应该主动、自然地和邻座打个招呼、简单地交谈一下，而不要让一桌人大眼瞪小眼。

来源：礼仪在线 [ 关于坐的忌与宜(共2篇) ]篇一：位置最忌乱坐位置最忌乱坐说到位置的坐法，大有学问。

这里说的位置不是说办公室里面的位置，也不是说家居里沙发的摆放位置。

而是比如出去参加饭局，或是谈生意、谈业务或是相亲等在外面活动时你所坐的位置。

就我所知，现在流行一种以所坐位置八卦断事的方法，用起来也颇为灵验。

6脉冲和12脉冲的区别

6脉冲、12脉冲可控硅整流器的技术比较
一、6脉冲整流器技术原理
6脉冲是指以6个可控硅（晶闸管）组成的全整流桥，由于有6个开关脉冲对6个可控硅分别进行控制，所以叫6脉冲整流。

整流原理及整流波形如下所示：
二、12脉冲整流器技术原理
12脉冲是指在原有6脉冲的基础上，在输入端增加了移相变压器之后再增加一组之后以6脉冲整流器，使得整流由12脉冲整流器完成，因此叫12脉冲整流。

三、6脉冲整流器以及12脉冲整流器的谐波分析理论计算谐波表：
某型号大功率UPS谐波实测数据表：
四、6脉冲整流器与12脉冲整流器的比较
五、结论
终上所述，12脉冲整流器比12脉冲整流器具有更好的谐波抑制功能，对电网的干扰更少，从而大大减少设备因电网干扰而导致的停机、误跳闸风险以及寿命的减少等，但由于结构及控制更复杂，增加了1组6脉冲整流器以及移相变压器，导致成本上升较多。

12脉冲整流器的适应环境更加广泛，在恶劣的环境下更具有应有优势！
（注：专业文档是经验性极强的领域，无法思考和涵盖全面，素材和资料部分来自网络，供参考。

可复制、编制，期待你的好评与关注）。

(完整word版)六爻测股精华解

六爻测股精华解六爻短线测占泸深两市上市股有上千家，测占短线，不可能将每一只股都占测一遍，当然，即使占长线股，也不可能天天占测，因此，测短线股，应该有讲究的。

选股方法如下。

1、在证券软件的每日涨跌排行榜中，震幅排行榜中，成交量比排行榜中，综合排名中，或者电视等新闻媒体中介绍的，选出几只排在涨幅、成交量等指标都在前边的股。

2、用各种技术指标在选出的股中再选一次。

一是从技术形态上看，有发动迹象，股价在相对底部，各种技术形态均良好的股票。

属于底部区域的股，越是最底部越好。

这样的股风险越小，涨起来幅度会更大。

二是选择已经脱离底部，有加速迹象，均线系统发散向上，呈献出一定的角度，这样的股，往往是能在三、二天内就能获利的，炒股高手可专选这样的股。

三是选择发出明确反转信号，如十字线，启明星，丁字形，大阳烛等的股，这样的股票，如果有成交量配合，或是在久跌之中，股价已接近底部，或在底部横盘已久，成交量成地量时出现，也是重点关注的对象。

四是选择突破前期高点后回调，但涨幅并不是很大，主力后市炒作意尤末尽的股，这样的股，也是重点关注的对象。

五是选择波动幅度大的，越大股越好，可在证券软件的排名榜中寻找，这样的股，往往有庄家在里面动作，因为一般的散户是无法使一只股达到这个形态的。

六是选板块股中，第一个领涨的，涨幅较高的股。

这往往是热门板块股中的领头羊。

3、通过以上的选择，所剩的股已经不多了。

对这剩下的十几只股，或三五只股用六爻进行专门的预测，进行第三次选择，从中精选出二、三只股，再根据第二天的开盘形态，和此股前期与八卦的预测形态有多少应验程度，从中再精选出一只好股来，做为你进出的最后选择，经过以上这样几道工序选出来的股，即使你在初步学预测时，断卦不是很好，也一般没什么问题，都是稳搛的股。

最初的选择，也许会花费一些时间，但长期的自我训练，就无需那样麻烦了，也许你只在在盘前看一看，用易经预测一下，就可以很轻松地选出一只来，选出最精采的一只股来。

五官不可擅动FT WORD 文档

五官不可擅动五官相貌最称奇，吉凶祸福仔细推；一偏一正皆有意，一帆有意泄天机。

看五官，观五官；五官好比五架山，五官行正不喜偏；五官端正主富贵，要是偏斜主贫寒；一官长偏十年苦，两官长偏二十年；若还三官都不正，奔波劳碌在晚年。

一官长好十年富贵，两官长正司荣华二十年；为人长正三官半，荣华富贵到晚年。

爱美之心，人皆有之。

但身体发肤受于父母，不可擅动。

按照面相学来讲：五官各有所属，更不可以随意整容改动；这样会严重影响运气。

轻则败财压运，重则疾病缠身。

所以，爱美的女士不要为了美而坏了运气。

五官：眉为保寿官、眼为监察官、鼻为审辩官、嘴为出纳官、耳为采听官。

一、眉毛是保寿官：刮眉，纹眉不利于健康和财运。

很多女性朋友认为浓眉大眼才算的美女，有些时候因为眉毛疏稀而去纹眉；还有的因为眉毛太浓而拔眉，看上去是漂亮了；但是在不觉中已经影响到了运气。

眉毛属于保寿官，它代表着一个人的健康运。

如果眉毛出现脱落则意味着身体健康有了问题，同时也会有破财的倾向。

所以，纹眉刮眉都会对运气产生影响；甚至会出现意外的灾祸。

诗云：眉毛喜细又喜长，眼秀眉高是贵郎；纵然不是探花将，也是朝中一栋梁；眉是人间紫七星，棱高疏淡秀兼清；一身名誉居人上，食禄皇家有盛名；纹眉刮眉损运气，不破钱财也遭凶。

二、眼是监察官：眼为五官之首四顾五岳，照着整个五官。

而在面相学中来讲，眉毛和眼睛之间属于田宅宫。

田宅者，顾名思义就是房产；存款等。

如果这个部位有损害，有纹理；痣痕冲破，对自己的房产；存款等各种资产都有潜移默化的影响。

有的女性为了美去隔双眼皮，人的美丑来于父母的基因；何况女人的美丽在于优雅合温柔，整容大可不必。

割了双眼皮从表象上看是美观了，但是破财败运也就离你不远了。

本来命中有两套房产的，这么一隔还剩一套；本来一年能挣十万，现在一年只能挣两万了。

诗云：眼为田宅主其宫，清秀分明一样同；要是阴阳枯在露，父母家财总是空。

田宅宫上莫动刀，破财败运总不饶。

三、鼻子是审辨官：鼻子在面相学的重要性很大，它对一个人的整体运势；命理走向起着决定性的因素。

详解八字六冲的旺衰力量！

详解八字六冲的旺衰力量！所谓地支六冲，就是十二地支中起互冲作用的六对地支，即子午、卯酉、寅申、巳亥、辰戌、丑未。

这六对地支之间有互冲作用，因此被称为六冲，而且他们之间的冲突各不相同，或直冲、或明冲、或冷战、或窃喜，需纵观全局，方可下药施治。

那么，地支六冲的的旺衰力量如何呢，只要是冲就能千篇一律，一概而论吗？答案当然是否定的！1、首先，看相克关系1. 子午逢冲，子水克午火败，2. 寅申逢冲，申金克寅木败，3. 卯酉逢冲，酉金克卯木败，4. 巳亥逢冲，亥水克巳火败，5. 辰戍丑未逢冲，土旺藏干其他五行则有损。

2、其次，看月令月令为旺，虽然金克木，但是在月令不败，如寅月，寅申逢冲，金虽然克木，但是申金在寅月为死绝之地，受损更重。

3、再看，得月令帮扶的旺相虽然水克火，但是如午月，巳亥逢冲，巳火得午火为比劫帮扶，反而亥水受损。

4、五行个数旺相的胜如地支卯申寅亥，地支水生木，金无源，寅申逢冲，申金在月令也损伤。

5、子午逢冲春夏季.午胜子.秋冬季.子胜午. 命局寅卯巳午未戌多.则午旺子衰.命局申酉亥子丑辰多.子旺午衰。

6、卯酉逢冲春冬季.卯胜酉.秋季.酉胜卯；夏季.卯酉都损伤，命局寅卯巳午亥子多.卯旺酉衰.命局申酉辰戌丑未多.酉旺卯衰。

7、寅申逢冲春冬季.寅胜申.秋季.申胜寅.夏季.寅申均都损伤，命局寅卯巳午亥子多.寅旺申衰.命局申酉辰戌丑未多.申旺寅衰。

8、巳亥逢冲春夏季.巳胜亥.秋冬季.亥胜巳. 命局寅卯午未戌多.巳旺亥衰.命局申酉子丑辰多.亥旺巳衰。

9、辰戌丑未逢冲，要看支中所藏含元的透出所透出天干的地支为旺.如所冲的地支均有透出，以得月令者为旺.其余为衰。

如其他的五行都没有透干，则土旺，其他的损伤。

辰戍逢冲还要看位置论结果，如戍在年，辰在月，辰戍逢冲，土根气不巩固，如戍土为躁土，但是辰土为湿土，如躁土方面来了一大堆湿土，反而主土容易被搅湿了，也主辰中月令的藏干为水木，如水木透干，水水发动而旺，如辰在年，戍在月，则辰戍逢冲，土旺生金，逢金透干发动而旺。

【最新推荐】生肖属牛人的事业合作生肖详情解析-推荐word版 (3页)

本文部分内容来自网络整理，本司不为其真实性负责，如有异议或侵权请及时联系，本司将立即删除！== 本文为word格式，下载后可方便编辑和修改！ ==生肖属牛人的事业合作生肖详情解析生肖属牛人，性诚实，富有忍耐心，对事多固执，但内心温和，作事勤勉，活动独立。

那么这样的生肖属牛人的事业合作生肖是谁呢?下面小编为大家整理了一些相关的资料，欢迎读者朋友阅读。

生肖属牛人的事业合作生肖详情解析子丑合，子为鼠，丑为牛，身体一大一小，民间有一传说，指老鼠很聪明，它走路累了的时候就会跳上牛角，借用牛的力量，恢复自己的体力。

牛也愿意它这样，有了鼠相陪着，自己要比其它的动物似乎更具可爱形象。

因此，它们的组合是动了脑筋的，体现了各自的智慧，故可称为智慧之合。

如果你的孩子命盘中有此两个地支相合，一般都是论及了他的智慧。

同时，如果合力过大，也会引发争辩，各执一辞。

生肖牛者性情忠厚，很务实，和老板谈加薪，也只能实打实的来。

在向老板提要求之前，先说出自己的发展目标，让他更确定你对公司的忠诚度与你的价值。

相对而言，生肖牛的人际关系会是一个比较薄弱的环节，也是影响生肖牛发展的一个关键。

但孝顺母亲的生肖牛，却几乎体会不到这种苦恼。

只因为生肖牛对母亲的孝顺，已经转化成了好运围绕着生肖牛。

生肖牛事业上的最佳拍档1、与属牛人合作相合的生肖属牛的人最适合与属鼠、属鸡、属蛇的人合作。

作为最适合与属牛人合作的三个生肖中，不用每个生肖都凑齐，只要与其中一个生肖人合作，就构成了相合。

这种相合的组合，好像夫妻、情侣，异性相吸，相亲相爱，是事业成功的最佳搭配。

2、与属牛人合作相会的生肖丑牛、亥猪、子鼠三者相会。

猪、鼠、牛的这组会局中，必须凑齐三个属相的人，才有合作的价值。

因为这种会局之中，有相同的关系，也有相反的关系，三者相互依托，相互制约，不能分割，否则就会起到相反的作用了。

比如猪与牛合作，如果没有鼠的参与，则心有余而力不足。

所以这种三会局的合作形式，即如兄弟、姐妹，手足情深，也有矛盾，较之三合局，比较起来，还是稍微差一点的。

地支六冲详解（二）

地支六冲详解（二）每个命局都要读懂他的意思，看他是干什么的，*什么取财、当官，要不然看不懂原命局的话，看大运流年都是白扯。

只有读懂原局，才能知道大运流年的好坏。

乾：庚寅甲申癸卯癸丑大运：乙酉丙戌丁亥戊子己丑内食神合印，印冲伤官，伤官是生财的东西，内食神是思想，合了个印，印是单位、权力、工作，金印是制寅的，还入库，库是官，是管理印的，这个官有用，是墓金的，申印制去寅木，合住卯木，寅卯是生财的，管生产的，寅是财的长生，生财的被制了，被管住了，金是机械、加工之类的东西，是无线电厂的厂长，厂里效益不太好。

寅申冲表示什么？寅的力量可以，金的力量也可以，但是是金克木而不是木克金，金又占月令，肯定是把木给制了，木是有根的，金是个铲铲，一铲就铲坏了。

这个寅木就被克死了。

伤官在年上是什么？年为祖，伤官为女性亲人，所以是奶奶，奶奶早死。

庚就是爷爷，爷爷把奶奶克了，后来爷爷又找了个奶奶卯，卯是他的亲奶奶，与自己近。

亲奶奶就不会早死。

年上食神为外婆，月令食神有时候当母亲。

乾：庚戌戊子壬午庚子大运：己丑庚寅辛卯壬辰癸巳两子冲午，但午火有库，不怕冲，源源不断可以生火，戌拱午，就不叫入库。

这种冲叫夹冲，夹板冲就走不了，如果是一边冲可能就跑了，这样的话，午是老婆，这个老婆既不会死，也不会跑，还挺好，因为坐下午火为用神。

卯运走坏了，己卯年，午是财，戌是财源，可以源源不断地输送财，卯戌一合，卯午一破，破财打官司，闭了库，财源就断了。

乾：庚戌庚辰戊辰壬戌财库喜冲，要不没有用，看这个冲是辰把戌冲了，辰在月令力量大，财把印冲了，这个财就跑了。

四库冲以后，四个库中的东西都坏了，如果地支随便换一个字都能有用。

冲财库是为了制财，只有制了财才能得财，但这个财库制不了，所以这个命的财库无用，只有*天干的庚生财，这个力量就小很多，所以不富有，穷。

财临库父当早死，财有原神，不会死特别早，癸未年，父死。

李领导：戊辰壬戌癸巳壬戌大运：癸亥甲子乙丑丙寅丁卯戊辰己巳财库制去劫财库，财库在月令，占了旺相，满盘火土，力量大，辰上有戊，夹住制，制干净了。

食神格Word

食神格第五节食神格歌诀：食神有用胜财官，先要他强旺本干。

若是反伤来夺食，忙忙辛苦祸千般。

食神身旺喜逢财，日主刚强福禄来。

身弱食神反为害，运逢枭神主凶灾。

食神无损格局高，甲丙庚壬贵气牢。

丁己己辛多福禄，门庭不失出英豪。

甲木人见丙盗气，丙去生财号食神。

心宽体胖衣禄厚，若临印绶主贫穷。

寿元合起最为奇，七杀何必在岁时。

干头旺杀食神制，此是人间富贵儿。

食神居先杀居后，衣禄无亏富贵厚。

食神近杀劫为殃，终日惶惶慢奔走。

申时戊日格为奇，惟在秋冬福禄齐，甲丙寅卯来克破，遇而不遇主孤独。

若无偏财来救护，命如秋草值冬霜。

女命食多反不良，反复论断仔细详。

释义：食神者，为我生同性之物，为我生育之子，为福寿星，为制化官杀凶顽之气，为生财养命依托之神。

如甲见丙乙见丁，丙见戊丁见己，戊见庚己见辛，庚见壬辛见癸，壬见甲癸见乙。

日主与食神有父子之道母女之情，一则生财侍奉父母，二则制杀护卫父母。

大凡人命行运遇到财杀之地，七杀被食神所制不敢为祸，财神受食神所生源流充裕不竭。

故又名为福寿星，又名为爵士星。

日主强旺，最喜食神吐秀，食神要有气或得地，不遇刑冲破害，主人心宽体肥，能食能饮，喜歌善舞，宽宏大度，优游自乐，儿孙成才，福寿不亏。

食神与财神有情在岁月上，祖业财产丰隆，有继承或享受的福德；如在日时上照应有情，是因妻儿而得福，女因夫子而显荣；为先苦后甜先贫后富白手起家。

食神在日时，怕落空亡，又怕刑冲破害，细究大运配合有情否，若有情可保中晚年守垣无忧，若无情可断白发人送黑发人或先兴后败。

食神见偏印为倒食，为枭神夺食。

主人做事有始无终，有头无尾，忽冷忽热，性情不定，疑神疑鬼，身材矮小，瘦弱无力，容颜奸邪，多学少成，多愁善感等。

如甲见丙为食神，丙近临壬克，使丙火受制而不能生财制杀，名利皆无，不贫则夭。

经云：阳日食神暗合官，阴日食神暗合印，官印要明显，食神要纯粹，贵而有禄，富而有寿。

食神只要一位好，多则盗泄日元之气，名为散父之气。

亦有不忌枭神不畏倒食者，例如丙午不畏甲倒食，甲与己合化土，己禄在午；己亥不畏丁倒食，丁与壬合化木，壬禄在亥；乙巳不畏癸倒食，戊癸合化火，乙巳亦火；癸巳不畏辛倒食，丙辛合化水，癸贵在巳；庚戌众阳之首，不畏戊倒食，戌是阳气归源之数，见戊为喜神。

黄历中的Word

黄历中的“冲煞”是什么意思？黄历中的【冲、煞】：【冲】：分干冲甲戊相冲乙巳相冲丙庚相冲丁辛相冲戊壬相冲己癸相冲庚甲相冲辛乙相冲壬丙相冲癸丁相冲支冲：子午相冲卯酉相冲庚申相冲巳亥相冲辰戌相冲丑未相冲注：逢冲多不吉。

【煞】：金神七煞日神类神煞月令神煞真三娘煞假三娘煞建除十二客中神煞神号鬼哭日阴差阳错日月厌日勾绞日破败五鬼天翻地覆等（注：神吉；煞凶。

）皇历里面“忌”栏中有时写“诸事不宜”是什么意思？日历上的“诸事不宜”有几种情况：1、当日的地支与当年的地支相冲~叫“岁破”；2、当日的地支与当月的地支相冲~叫“月破”；3、24节气中的“四立”日~即“立春”、“立夏”、“立秋”、“立冬”的前一日~叫“四绝日”；4、24节气中的“二分”、“二至”日~即“春分”、“秋分”、“夏至”、“冬至”的前一日~叫“四离”日。

所谓“诸事不宜”是指不宜办大事~如结婚、开张、出行（出远门）、奠基、入新居等等，并不是指日常生活上的正常事情！我想选2010年10月10日结婚，不知道这天怎么样，就在黄历上查，结果是：农历9月初三庚寅年丙戌月癸巳日宜：会亲友.嫁娶.订盟.纳采.纳婿.拆卸.修造.动土.起基.竖柱.上梁.安床.会亲友.纳财忌：出行.祈福.安葬.作灶冲：生肖冲猪煞：煞东成：危正冲：正冲正冲丁亥胎神：占房床房内北宜、忌、冲、煞我都明白，就是不明白成、正冲、胎神是啥~~谁能给我解释一下~问题补充：谁帮我解释一下“成：危”是啥意思？还有“正冲：正冲正冲丁亥”“胎神：占房床房内北”成，就是建除平满定等十二神。

正冲，就是天干阴阳相克，地支相冲。

如癸巳正冲丁亥（天干癸克丁，地支巳亥相冲）。

胎神，就是家里如有人怀孕了或是有家畜怀孕了，这就是有胎了，就要注意胎神当月或是当天它所在的地方就不要有任何的动作，否则就等于动了胎气，很容易有损伤的。

如占房床房内北（房子里面的睡床和北方位）都不宜搬动或是装修等动做。

否则就会伤到体内胎儿（准确度至少有70%）。