>> 大越期货-股指期货早报-221215
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大越期货 |
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杜淑芳 |
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期指 1、基本面:国内发布扩大内需公告,美联储如预期加息50BP,提升明年目标利率区间至5.1%,昨日两市分化,旅游消费走强,新能源和双创持续调整;中性 2、资金:融资余额14769亿元,增加1亿元,沪深股通净买入16亿元;偏多 3、基差:IH2212升水8.03点,IF2212升水5.91点,IC2212升水7.61点,IM2212升水3.58点,中性 4、盘面:IH>IF>IC> IM(主力),IH、IC、IF、IM在20日均线上方,偏多 5、主力持仓:IC主力空减,IF主力空减,IH主力空增,偏空 6、预期:美国如预期加息,通胀不及预期,疫情松绑利好落地,但是市场担忧仍在,短期指数大幅上行后进入震荡调整,板块分化。
研究报告全文:证券代码839979股指期货早报2022年12月15日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面国内发布扩大内需公告美联储如预期加息50BP提升明年目标利率区间至51昨日两市分化旅游消费走强新能源和双创持续调整中性2资金融资余额14769亿元增加1亿元沪深股通净买入16亿元偏多3基差IH2212升水803点IF2212升水591点IC2212升水761点IM2212升水358点中性4盘面IHIFICIM主力IHICIFIM在20日均线上方偏多5主力持仓IC主力空减IF主力空减IH主力空增偏空6预期美国如预期加息通胀不及预期疫情松绑利好落地但是市场担忧仍在短期指数大幅上行后进入震荡调整板块分化股指期货升贴水表当前日期20221214数据来源wind市盈率取PETTM指数代码简称合约价格涨跌幅成交量指数价格涨跌幅市盈率市净率股息率价差升贴水比例年化升贴水合约价值元手交割日剩余期限IH2212CFEIH22122694400484840380303054398083202022-12-162IH2301CFEIH23012699000542379012630474628097002023-01-2037上证50268637035945126372IH2303CFEIH23032711800561551725430943688135402023-03-1793IH2306CFEIH2306271180050416225430941868135402023-06-16184指数代码简称合约价格涨跌幅成交量指数价格涨跌幅市盈率市净率股息率价差升贴水比例年化升贴水合约价值元手交割日剩余期限IF2212CFEIF221239608000667134591015272311882402022-12-162IF2301CFEIF230139700001428354151103837511910002023-01-2037沪深3003954890231155137270IF2303CFEIF230339842001917482293107428911952602023-03-1793IF2306CFEIF23063972000175100171104308511916002023-06-16184指数代码简称合约价格涨跌幅成交量指数价格涨跌幅市盈率市净率股息率价差升贴水比例年化升贴水合约价值元手交割日剩余期限IC2212CFEIC2212610400-05554888761012227512208002022-12-162IC2301CFEIC2301610680-05125834104101716812213602023-01-2037中证500609639-0412352175180IC2303CFEIC2303609180-04415798-459-008-03012183602023-03-1793IC2306CFEIC2306601140-0429883-8499-141-28012022802023-06-16184指数代码简称合约价格涨跌幅成交量指数价格涨跌幅市盈率市净率股息率价差升贴水比例年化升贴水合约价值元手交割日剩余期限IM2212CFEIM2212657360-0473005335800599413147202022-12-162IM2301CFEIM2301653900-06116470-3102-047-46813078002023-01-2037中证1000657002-0362923231113IM2303CFEIM2303647480-06311232-9522-147-57712949602023-03-1793IM2306CFEIM2306635840-0695291-21162-333-66012716802023-06-16184期货市场-沪深300基差与价差沪深300基差沪深300价差5060400200-20-50-40-60-100-80-100-150-120-140-160-20020224720225620226120228420211232022112202212520222142022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252022162022392022622022772022912021112220211216202112292022101420221027202211222021122202211820221282022216202222520223212022331202241420224262022511202252320226152022627202271920227292022810202282220229142022926202211420221282021111020211122202112142021122420221013202210252022111620221128价差01-00价差02-00价差03-00IF00IF01IF02IF03价差02-01价差03-01价差03-02期货市场-上证50基差与价差上证50基差上证50价差604040202000-20-20-40-40-60-60-80-80-100-100-12020224720225620226120228420224202022125202112320221122022125202221420222252022310202232320225192022615202262820227112022722202281720228302022913202292620221192021112220211216202112292022101420221027202211222022392022162022622022772022912022216202222520223212022331202112220221182022128202241420224262022511202252320226152022627202271920227292022810202282220229142022926202211420221282021112220211214202112242022101320221025202211162022112820211110价差01-00价差02-00价差03-00IH00IH01IH02IH03价差02-01价差03-01价差03-02期货市场-中证500基差与价差中证500基差中证500价差100505000-50-50-100-100-150-150-200-200-250-250-300-350-300-400-350-400202247202256202261202284202242020211262022113202212620222152022225202231020223232022519202261520226282022711202272220228172022830202291320229262022119202212520221014202111102021112320211217202112302022102720221122202283202239202246202255202278202299202112320221122022125202221420222242022322202241920225182022531202261420226272022721202281620228292022923202211820221222021121620211229202210132022102620221121IC00IC01IC02IC0320211122价差01-00价差02-00价差03-00价差02-01价差03-01价差03-02现货市场-重要指数日涨跌幅上沪万中深创证上深得证科业500300证证创50指50全成板数A指指040035030023020010001000-002-010-004-020-030-040-034-041-050-051-060现货市场-风格指数日涨跌幅低高中市市市盈大小盈盈率盘盘率率指指指指指300300300300数数数数数周非申申申价申申成万万万万万期周值长040033030026020018018010007000-010-009-020-015-015-030-040-050-046现货市场-风格指数日涨跌幅农基有家食纺轻医公交商社建建电国非机石美林础色用品织工药用通房贸会筑筑力防计银械油容牧化钢金电电饮服制生事运地零服综材装设军算传通银金汽设煤石环护渔工铁属子器料饰造物业输产售务合料饰备工机媒信行融车备炭化保理申申申申申申申申申申申申申申申申申申申申申申申申申申申申申申申万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万250208203195200171150100100059062055057056042050039016016023000-001-002-014-010-050-029-034-036-053-066-073-071-100-082-095-088-110-150-200-187-250市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220713202208162022092020221031202203212022032520220331202204082022041420220420202204262022050520220511202205172022052320220527202206022022060920220615202206212022062720220701202207072022071920220725202207292022080420220810202208222022082620220901202209072022091420220926202209302022101320221019202210252022110420221110202211162022112220221128202212022022120820221214市场结构-市盈率PETTM上证50沪深300中证500和创业板指市盈率PE160140120100806040200200412200486200895201068201189201443201562201732201852201971202023202262200612820159142020827200442220053112005627200612020065172006824200732920077132008214200852820094132009724201022520109202011110201142820123132012628201312420135172013829201471720141132015212201641520167282017616201792520181102018810201931520205182021331202171520211122022217202291320111124200411222005101120071029200812232009111020121012201312172015122920161115201811272019101620201214上证50沪深300创业板指中证500市场结构-市净率PB上证50沪深300中证500和创业板指市净率PB1614121086420200412201048200491200559201084201147201181201739201776201832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