期指
　　1、基本面：央行称引导金融机构化解优质头部房企风险，支持平台企业发挥更大作用，隔夜欧美股市反弹，昨日两市缩量阴跌，小盘股近期走弱；偏空
　　2、资金：融资余额14699亿元，减少19亿元，沪深股通净买入19亿元；中性
　　3、基差：IH2301升水3.18点，IF2301升水15.46点，IC2301升水19.96点，IM2301升水13.06点，偏多
　　4、盘面：IH>IF>IC> IM（主力），IH、IF、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：中央经济工作会议和欧美加息利好落地，海外鹰派言论和担忧经济衰退导致欧美股市下跌，受到短期放开冲击，国内股指连续下跌调整后有望反弹

研究报告全文：早评期指1基本面央行称引导金融机构化解优质头部房企风险支持平台企业发挥更大作用隔夜欧美股市反弹昨日两市缩量阴跌小盘股近期走弱偏空2资金融资余额14699亿元减少19亿元沪深股通净买入19亿元中性3基差IH2301升水318点IF2301升水1546点IC2301升水1996点IM2301升水1306点偏多4盘面IHIFICIM主力IHIFICIM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和欧美加息利好落地海外鹰派言论和担忧经济衰退导致欧美股市下跌受到短期放开冲击国内股指连续下跌调整后有望反弹股指期货升贴水表当前日期20221221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IH2301CFEIH2301261060019361803180121487831802023-01-2030IH2302CFEIH23022615600189548180311977846802023-02-1758上证50260742031921123382IH2303CFEIH2303262080021964513380512177862402023-03-1786IH2306CFEIH2306262100015309713580521077863002023-06-16177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IF2301CFEIF2301384600-00651235154604048911538002023-01-2030IF2302CFEIF2302385500-0021266244606339911565002023-02-1758沪深3003830540041120132279IF2303CFEIF2303386420-00514556336608737011592602023-03-1786IF2306CFEIF2306385480-0094282242606313011564402023-06-16177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IC2301CFEIC2301586580-06040625199603441411731602023-01-2030IC2302CFEIC2302586900-0593349231603924811738002023-02-1758中证500584584-0552256168187IC2303CFEIC2303586420-06013550183603113311728402023-03-1786IC2306CFEIC2306580620-0617409-3964-068-14111612402023-06-16177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IM2301CFEIM2301630220-08630254130602125212604402023-01-2030IM2302CFEIM2302628880-0781346-034-001-00312577602023-02-1758中证1000628914-0832798221118IM2303CFEIM2303626020-08011553-2894-046-19612520402023-03-1786IM2306CFEIM2306616640-0695585-12274-199-41012332802023-06-16177期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020224720225620226120228420221192021123202211220221252022214202222520223102022323202242020225192022615202262820227112022722202281720228302022913202292620221252022472022562022612022842021112220211216202112292022101420221027202211222022121620211262022113202212620222152022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252021111020211123202112172021123020221014202210272022112220221216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604040202000-20-20-40-40-60-60-80-80-100-100-12020224720225620226120228420211232022323202271120221122022125202221420222252022310202242020225192022615202262820227222022817202283020229132022926202211920221252022102720211122202112162021122920221014202211222022121620224720225620226120228420221132022926202112620221262022215202222520223102022323202242020225192022615202262820227112022722202281720228302022913202211920221252022112220211123202112172021123020221014202210272022121620211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020221620223920224820226920227720228420229120211282022120202221020222232022323202242220225112022525202262320227212022818202291620229302022114202212220211110202111242021122220221021202211182022121620229920223920224620225520227820228320226142021123202211220221252022214202222420223222022419202251820225312022627202272120228162022829202292320221182022122202212152021121620211229202210132022102620221121IC00IC01IC02IC0320211122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证科业500证300创50指50全成板数A指指040031020004000-020-017-031-040-035-034-060-055-080-100-120-125-140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期周万值长040030016020012014000-008-020-040-041-060-068-080-071-100-100-120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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万200159150128130099100060067052044050050017018014006002003000-007-001-050-048-061-057-063-100-083-077-082-089-094-113-126-150-141-154-200-183-250市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220411202205182022062220220726202208292022032820220401202204152022042120220427202205062022051220220524202205302022060620220610202206162022062820220704202207082022071420220720202208012022080520220811202208172022082320220902202209082022091520220921202209272022101020221014202210202022102620221101202211072022111120221117202211232022112920221205202212092022121520221221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PE160140120100806040200200412200486200895201068201189201443201562201732201852201971202023202262200442220053112005627200612020065172006824200612820073292007713200821420085282009413200972420102252010920201111020114282012313201262820131242013517201382920147172014113201521220159142016415201672820176162017925201811020188102019315202051820208272021331202171520211122022217202291320051011200411222007102920081223200911102011112420121012201312172015122920161115201811272019101620201214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PB1614121086420200491200412200559201048201084201147201181201739201776201832200451220222152022614200582920064282006825200742520078222008421200881420094152009810200912820101262012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