期指
　　1、基本面：欧洲和英国央行加息50基点，隔夜欧美股市大跌，副总理刘鹤称对于明年中国经济实现整体性转好有信心，引导地产行业市场预期和信心，昨日两市分化，消费权重股高开低走，小盘股低开走强；偏空
　　2、资金：融资余额14746亿元，减少23亿元，沪深股通净买入49亿元；中性
　　3、基差：IH2301升水9.61点，IF2301升水14.21点，IC2301升水3.72点，IM2301贴水30.55点，中性
　　4、盘面：IH>IF>IC> IM（主力），IH、IF在20日均线上方，偏多IC、IM在20日均线上方，偏空
　　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：美联储预计2023年将再提高75个基点好于市场预期50基点，海外风险资产调整，国内股指难独善其中，预计继续调整，板块呈现分化局面。
　　

研究报告全文：证券代码839979股指期货早报2022年12月16日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面欧洲和英国央行加息50基点隔夜欧美股市大跌副总理刘鹤称对于明年中国经济实现整体性转好有信心引导地产行业市场预期和信心昨日两市分化消费权重股高开低走小盘股低开走强偏空2资金融资余额14746亿元减少23亿元沪深股通净买入49亿元中性3基差IH2301升水961点IF2301升水1421点IC2301升水372点IM2301贴水3055点中性4盘面IHIFICIM主力IHIF在20日均线上方偏多ICIM在20日均线上方偏空5主力持仓IC主力空减IF主力空减IH主力空增偏空6预期美联储预计2023年将再提高75个基点好于市场预期50基点海外风险资产调整国内股指难独善其中预计继续调整板块呈现分化局面股指期货升贴水表当前日期20221215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IH2212CFEIH2212267620-0453789010100413788028602022-12-161IH2301CFEIH2301268480-029355509610363638054402023-01-2036上证50267519-042945126372IH2303CFEIH2303270240-0131398427211013998107202023-03-1792IH2306CFEIH2306270400-009343328811072138112002023-06-16183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IF2212CFEIF2212395340-00953638141004130211860202022-12-161IF2301CFEIF230139662000247299142103636311898602023-01-2036沪深300395199-0071155137270IF2303CFEIF230339824000816751304107630311947202023-03-1792IF2306CFEIF23063972000105178200105010011916002023-06-16183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IC2212CFEIC2212610000-00243418-188-003-112512200002022-12-161IC2301CFEIC23016105600073830537200606212211202023-01-2036中证5006101880092352175180IC2303CFEIC230360890000616272-1288-021-08412178002023-03-1792IC2306CFEIC23066017000178560-8488-141-28112034002023-06-16183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IM2212CFEIM221266006005423979305005168713201202022-12-161IM2301CFEIM230165670005321988-3055-047-47213134002023-01-2036中证10006597550422923231113IM2303CFEIM230365062005910157-9135-140-55713012402023-03-1792IM2306CFEIM23066394200635104-20335-318-63412788402023-06-16183期货市场-沪深300基差与价差沪深300基差沪深300价差5060400200-20-50-40-60-100-80-100-150-120-140-160-20020226120224720225620228420223102021123202211220221252022214202222520223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252022162022392022622022772022912022112220211122202112162021122920221014202210272022128202251120211222022118202221620222252022321202233120224142022426202252320226152022627202271920227292022810202282220229142022926202211420221282021111020211122202112142021122420221013202210252022111620221128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604040202000-20-20-40-40-60-60-80-80-100-100-12020225620224720226120228420211232022112202212520222142022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252021112220211216202112292022101420221027202211222022162022622022912022392022772022225202241420227192022128202112220221182022128202221620223212022331202242620225112022523202261520226272022729202281020228222022914202292620221142021112220221025202112142021122420221013202211162022112820211110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100505000-50-50-100-100-150-150-200-200-250-250-300-350-300-400-350-40020224720225620226120228420221262022926202112620221132022215202222520223102022323202242020225192022615202262820227112022722202281720228302022913202211920221252021111020211123202112172021123020221014202210272022112220224620227820223920225520228320229920211232022112202212520222142022224202232220224192022518202253120226142022627202272120228162022829202292320221182022122202112162021122920221013202210262022112120221215IC00IC01IC02IC0320211122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140131120100080060051040032020011009000-020-007-025-040-042-060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150101100090040040050034000-013-050-100-092-098-107-150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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万300250238237200171150102100070060050037016010000000-008-008-050-026-039-033-059-057-100-077-091-094-086-104-104-097-150-128-122-123-132-139-153-200-185-250市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220714202208172022092120221101202203222022032820220401202204112022041520220421202204272022050620220512202205182022052420220530202206062022061020220616202206222022062820220704202207082022072020220726202208012022080520220811202208232022082920220902202209082022091520220927202210102022101420221020202210262022110720221111202211172022112320221129202212052022120920221215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PE160140120100806040200202023200412200486200895201068201189201443201562201732201852201971202262200612820114282015914200442220053112005627200612020065172006824200732920077132008214200852820094132009724201022520109202011110201231320126282013124201351720138292014717201411320152122016415201672820176162017925201811020188102019315202051820208272021331202171520211122022217202291320041122200510112007102920081223200911102011112420121012201312172015122920161115201811272019101620201214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PB161412108642020041220049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