期指
　　1、基本面：上周全球股市调整，国内电新和科技领跌，消费相对强势，市场热点减少，交投活跃度下降；偏空
　　2、资金：融资余额14662亿元，减少37亿元，沪深股通净买入28亿元；中性
　　3、基差：IH2301升水7.64点，IF2301升水18.97点，IC2301升水22.94点，IM2301升水19.07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：本周一和周二港股休市，预计市场交投清淡海外鹰派言论和担忧经济衰退导致欧美股市下跌，受到短期放开冲击影响，国内股指下跌调整

研究报告全文：证券代码839979股指期货早报2022年12月26日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面上周全球股市调整国内电新和科技领跌消费相对强势市场热点减少交投活跃度下降偏空2资金融资余额14662亿元减少37亿元沪深股通净买入28亿元中性3基差IH2301升水764点IF2301升水1897点IC2301升水2294点IM2301升水1907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预期本周一和周二港股休市预计市场交投清淡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影响国内股指下跌调整股指期货升贴水表当前日期20221223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IH2301CFEIH2301262500008408069120354537875002023-01-2028IH2302CFEIH2302263020014127014320543557890602023-02-1756上证50261588-015926124380IH2303CFEIH23032635800171208019920763287907402023-03-1784IH2306CFEIH2306263420021323818320701457902602023-06-16175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IF2301CFEIF2301384600-01061037177804660311538002023-01-2028IF2302CFEIF2302385500-0081452267806945311565002023-02-1756沪深300382822-0201121132279IF2303CFEIF2303386340-00915045351809139611590202023-03-1784IF2306CFEIF2306385680-0035040285807415511570402023-06-16175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IC2301CFEIC2301579180-00847758284504964011583602023-01-2028IC2302CFEIC23025803800083290404507045411607602023-02-1756中证500576335-0272223166189IC2303CFEIC2303579700-00315657336505825211594002023-03-1784IC2306CFEIC2306573500-0157470-2835-049-10311470002023-06-16175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IM2301CFEIM2301616520-0573462444500709412330402023-01-2028IM2302CFEIM2302614660-0621486-1415-023-15012293202023-02-1756中证1000616075-0422743217120IM2303CFEIM2303612700-06211416-3375-055-23912254002023-03-1784IM2306CFEIM2306605320-0385693-10755-178-37112106402023-06-16175期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020224720225620226120228420221122021123202212520222142022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252022472022562022612022842022112220211122202112162021122920221014202210272022121620229132021126202211320221262022215202222520223102022323202242020225192022615202262820227112022722202281720228302022926202211920221252021123020211110202111232021121720221014202210272022112220221216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604040202000-20-20-40-40-60-60-80-80-100-100-12020224720225620226120228420211232022112202212520222142022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252021122920211122202112162022101420221027202211222022121620224720225620226120228420211262022628202211320221262022215202222520223102022323202242020225192022615202271120227222022817202283020229132022926202211920221252021112320211217202112302022101420221027202211222022121620211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020221620223920224820226920227720228420229120222102022525202112820221202022223202232320224222022511202262320227212022818202291620229302022114202212220211110202111242021122220221021202211182022121620223920224620225520227820228320229920211232022112202212520222142022224202232220224192022518202253120226142022627202272120228162022829202292320221182022122202112162021122920221013202210262022112120221215IC00IC01IC02IC0320211122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000-020-015-020-025-028-027-031-040-040-060-080-100-120-112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000-012-020-020-020-019-028-040-039-041-060-057-080-100-108-120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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万250200186169150095094100088059052050015017002000-007-001-021-050-032-028-048-040-054-059-074-076-068-100-085-096-091-104-121-115-150-129-200-177-198-250市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220722202208252022092920221109202203302022040720220413202204192022042520220429202205102022051620220520202205262022060120220608202206142022062020220624202206302022070620220712202207182022072820220803202208092022081520220819202208312022090620220913202209192022092320221012202210182022102420221028202211032022111520221121202211252022120120221207202212132022121920221223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PE160140120100806040200202262200412200486200895201068201189201443201562201732201852201971202023200771320126282017616200442220053112005627200612020065172006824200612820073292008214200852820094132009724201022520109202011110201142820123132013124201351720138292014717201411320152122015914201641520167282017925201811020188102019315202051820208272021331202171520211122022217202291320041122200510112007102920081223200911102011112420121012201312172015122920161115201811272019101620201214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PB161412108642020041220049120055920104820108420114720118120173920177620183220098102013327200451220058292006428200682520074252007822200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