期指
　　1、基本面：国内1月8日起放开出境游、取消入境隔离，圣诞假期欧美和港股休市，昨日两市分化，新能源和双创领涨，金融地产下跌；中性
　　2、资金：融资余额14561亿元，减少55亿元，沪深股通暂停交易；偏空
　　3、基差：IH2301升水.48点，IF2301升水9.5点，IC2301升水17.34点，IM2301升水9.8点，中性
　　4、盘面：IM>IC>IF> IH（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，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，创业板和小盘股连续调整后迎来反弹。
　　

研究报告全文：证券代码839979股指期货早报2022年12月27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1月8日起放开出境游取消入境隔离圣诞假期欧美和港股休市昨日两市分化新能源和双创领涨金融地产下跌中性2资金融资余额14561亿元减少55亿元沪深股通暂停交易偏空3基差IH2301升水48点IF2301升水95点IC2301升水1734点IM2301升水98点中性4盘面IMICIFIH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创业板和小盘股连续调整后迎来反弹股指期货升贴水表当前日期20221227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IH2301CFEIH2301261400-031328706480253777842002023-01-2024IH2302CFEIH2302261760-031108310080392707852802023-02-1752上证50260752-032000000381IH2303CFEIH2303262400-033830116480632877872002023-03-1780IH2306CFEIH2306262320-026263015680601287869602023-06-16171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IF2301CFEIF23013853000344689395102537511559002023-01-2024IF2302CFEIF23023862800351163193105035111588402023-02-1752沪深300384349040000000278IF2303CFEIF230338724003711840289107534111617202023-03-1780IF2306CFEIF23063868000463911245106313511604002023-06-16171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IC2301CFEIC230158606014840957173403045011721202023-01-2024IC2302CFEIC23025867601542324243404129111735202023-02-1752中证500584326139000000187IC2303CFEIC230358630014813468197403415411726002023-03-1780IC2306CFEIC23065807001584747-3626-062-13311614002023-06-16171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IM2301CFEIM23016285202153331196801523412570402023-01-2024IM2302CFEIM23026268802131695-672-011-07512537602023-02-1752中证1000627552186000000118IM2303CFEIM230362540022711465-2152-034-15712508002023-03-1780IM2306CFEIM23066170002195048-10552-171-36512340002023-06-16171期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020224720225620226120228420211232022112202212520222142022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252022472022562022612022842022101420211122202112162021122920221027202211222022121620211262022113202212620222152022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252021111020211123202112172021123020221014202210272022112220221216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604040202000-20-20-40-40-60-60-80-80-100-100-12020224720225620226120228420228302021123202211220221252022214202222520223102022323202242020225192022615202262820227112022722202281720229132022926202211920221252021121620211122202112292022101420221027202211222022121620228420224720225620226120211262022113202212620222152022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920221252021111020211217202112302022101420221027202211222022121620211123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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-40020221620223920224820226920227720228420229120211282022120202221020222232022323202242220225112022525202262320227212022818202291620229302022114202212220211110202112222021112420221021202211182022121620223920224620225520227820228320229920225312021123202211220221252022214202222420223222022419202251820226142022627202272120228162022829202292320221182022122202112162021122920221013202210262022112120221215IC00IC01IC02IC0320211122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400350334300250198200139150119108100065040050000-050-032-100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350318300250200165148144150100088050021000-050-037-062-057-100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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万500434400324300285256247205199192189200145143117112086100083072055047042047024022000-020-035-029-036-051-052-100-078-124-159-200市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220725202208262022093020221110202203312022040820220414202204202022042620220505202205112022051720220523202205272022060220220609202206152022062120220627202207012022070720220713202207192022072920220804202208102022081620220822202209012022090720220914202209202022092620221013202210192022102520221031202211042022111620221122202211282022120220221208202212142022122020221226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PE160140120100806040200200412200486200895201068201189201443201562201732201852201971202023202262201931520213312004422200531120056272006120200651720068242006128200732920077132008214200852820094132009724201022520109202011110201142820123132012628201312420135172013829201471720141132015212201591420164152016728201761620179252018110201881020205182020827202171520211122022217202291320041122200510112007102920081223200911102011112420121012201312172015122920161115201811272019101620201214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PB161412108642020041220183220049120055920104820108420114720118120173920177620091282004512200582920064282006825200742520078222008421200881420094152009810201012620123292012727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