早评
　　期指
　　 1、基本面：受到经济衰退担忧隔夜美股下跌，短期利好落地，昨日两市下跌，市场热点减少；偏空
　　 2、资金：融资余额14718亿元，减少53亿元，沪深股通净卖出15亿元；偏空
　　 3、基差：IH2301升水9.42点，IF2301升水17.58点，IC2301升水35.32点，IM2301升水26.23点，偏多
　　 4、盘面：IH>IF>IC> IM（主力），IH、IF在20日均线上方，偏多IC、IM在20日均线下方，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：中央经济工作会议召开，进一步明确发展经济，欧美加息落地和鹰派言论打压市场，担忧经济衰退欧美股市下跌，国内股指继续调整，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20日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面受到经济衰退担忧隔夜美股下跌短期利好落地昨日两市下跌市场热点减少偏空2资金融资余额14718亿元减少53亿元沪深股通净卖出15亿元偏空3基差IH2301升水942点IF2301升水1758点IC2301升水3532点IM2301升水2623点偏多4盘面IHIFICIM主力IHIF在20日均线上方偏多ICIM在20日均线下方偏空5主力持仓IC主力空减IF主力空减IH主力空增偏空6预期中央经济工作会议召开进一步明确发展经济欧美加息落地和鹰派言论打压市场担忧经济衰退欧美股市下跌国内股指继续调整板块呈现分化局面股指期货升贴水表当前日期20221219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IH2301CFEIH2301265560-138481069420354057966802023-01-2032IH2302CFEIH2302265960-12383813420503077978802023-02-1760上证50264618-157931124377IH2303CFEIH2303266620-1451524920020753117998602023-03-1788IH2306CFEIH2306266920-131481123020861768007602023-06-16179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IF2301CFEIF2301391080-13474370175804551311732402023-01-2032IF2302CFEIF2302391980-1121450265806841311759402023-02-1760沪深300389322-1541135134275IF2303CFEIF2303392840-13526219351809037111785202023-03-1788IF2306CFEIF2306391780-1356988245806312811753402023-06-16179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IC2301CFEIC2301597180-18554402353205967511943602023-01-2032IC2302CFEIC2302597700-1762363405206841211954002023-02-1760中证500593648-2252290171184IC2303CFEIC2303596540-18217317289204820111930802023-03-1788IC2306CFEIC2306590300-1708897-3348-057-11611806002023-06-16179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IM2301CFEIM2301641700-14231461262304146612834002023-01-2032IM2302CFEIM2302639240-180112116300301612784802023-02-1760中证1000639077-1972842225116IM2303CFEIM2303636500-13812500-2577-040-16812730002023-03-1788IM2306CFEIM2306626100-1316719-12977-207-42312522002023-06-16179期货市场-沪深300基差与价差沪深300基差沪深300价差50100050-500-100-50-100-150-150-2002022472022562022612022842022112202221420211232022125202222520223102022323202242020225192022615202262820227112022722202281720228302022913202292620221192022125202216202239202262202277202291202111222021121620211229202210142022102720221122202212162022914202112220221182022128202221620222252022321202233120224142022426202251120225232022615202262720227192022729202281020228222022926202211420221282021121420211110202111222021122420221013202210252022111620221128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604040202000-20-20-40-40-60-60-80-80-100-100-1202022472022562022612022842022628202281720221252021123202211220221252022214202222520223102022323202242020225192022615202271120227222022830202291320229262022119202210142021112220211216202112292022102720221122202212162022162022392022622022772022912022511202112220221182022128202221620222252022321202233120224142022426202252320226152022627202271920227292022810202282220229142022926202211420221282021112220211214202112242022101320221025202211162022112820211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020221620223920224820226920227720228420229120211282022120202221020222232022323202242220225112022525202262320227212022818202291620229302022114202212220211124202112222021111020221021202211182022121620223920225520224620227820228320229920211232022112202212520222142022224202232220224192022518202253120226142022627202272120228162022829202292320221182022122202112162021122920221013202210262022112120221215IC00IC01IC02IC0320211122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000-050-100-114-150-151-157-154-187-200-192-225-227-250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000-050-100-116-150-139-145-156-168-200-186-196-217-220-250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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万000-050-034-052-076-079-100-087-102-106-111-150-143-165-163-165-159-200-178-179-199-211-223-250-228-231-244-241-244-242-249-252-274-300-277-295-308-350-400-391-450市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220718202208192022092320221103202203242022033020220407202204132022041920220425202204292022051020220516202205202022052620220601202206082022061420220620202206242022063020220706202207122022072220220728202208032022080920220815202208252022083120220906202209132022091920220929202210122022101820221024202210282022110920221115202211212022112520221201202212072022121320221219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PE160140120100806040200201562200412200486200895201068201189201443201732201852201971202023202262200612820111102004422200531120056272006120200651720068242007329200771320082142008528200941320097242010225201092020114282012313201262820131242013517201382920147172014113201521220159142016415201672820176162017925201811020188102019315202051820208272021331202171520211122022217202291320191016200411222005101120071029200812232009111020111124201210122013121720151229201611152018112720201214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PB16141210864202004122017392004912005592010482010842011472011812017762018322014327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