研究报告全文：证券代码839979股指期货早报2022年12月29日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面隔夜欧美股市下跌昨日两市分化银行地产反弹新能源科技调整偏空2资金融资余额14563亿元减少20亿元沪深股通净买入39中性3基差IH2301升水909点IF2301升水1374点IC2301升水203点IM2301升水2493点偏多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预期海外鹰派言论和担忧经济衰退导致欧美股市下跌年起市场交投清淡预计维持震荡7IH2301观望为主IF2301观望为主IC2301观望为主IM2301观望为主股指期货升贴水表当前日期20221228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IH2301CFEIH2301264740013339349090345457942202023-01-2023IH2302CFEIH2302265420020108215890604287962602023-02-1751上证50263831022933125394IH2303CFEIH2303265720015810518890713287971602023-03-1779IH2306CFEIH2306265860015259720290761647975802023-06-16170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IF2301CFEIF2301388500-04248467137403556111655002023-01-2023IF2302CFEIF2302389500-0421777237406143611685002023-02-1751沪深300387126-0431134132283IF2303CFEIF2303390440-04411550331408539211713202023-03-1779IF2306CFEIF2306389980-0433783285407315711699402023-06-16170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IC2301CFEIC2301588240-02932425203003554811764802023-01-2023IC2302CFEIC2302589060-0262164285004834611781202023-02-1751中证500586210-0402262168186IC2303CFEIC2303588980-0248119277004721711779602023-03-1779IC2306CFEIC2306582900-0233585-3310-057-12211658002023-06-16170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IM2301CFEIM2301629340-05722558249304062912586802023-01-2023IM2302CFEIM2302627820-055180097301511112556402023-02-1751中证1000626847-0902791220118IM2303CFEIM2303626120-0527101-727-012-05412522402023-03-1779IM2306CFEIM2306617960-0423414-8887-144-30912359202023-06-16170期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-20020224720225620226120228420222142022913202112320221122022125202222520223102022323202242020225192022615202262820227112022722202281720228302022926202211920221252022472022562022612022842021112220211216202112292022101420221027202211222022121620226282021126202211320221262022215202222520223102022323202242020225192022615202271120227222022817202283020229132022926202211920221252021111020211123202112172021123020221014202210272022112220221216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604040202000-20-20-40-40-60-60-80-80-100-100-12020224720225620226120228420227222021123202211220221252022214202222520223102022323202242020225192022615202262820227112022817202283020229132022926202211920221252022102720211122202112162021122920221014202211222022121620225620224720226120228420223232021126202211320221262022215202222520223102022420202251920226152022628202271120227222022817202283020229132022926202211920221252021112320211217202112302022101420221027202211222022121620211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-4002022772022912022162022392022482022692022842021128202212020222102022223202232320224222022511202252520226232022721202281820229162022930202211420221222021111020211124202112222022102120221118202212162022392022462022552022782022832022992021123202211220221252022214202222420223222022419202251820225312022614202262720227212022816202282920229232022118202212220221228202112162021122920221013202210262022112120221215IC00IC01IC02IC0320211122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040022020000-020-026-040-043-040-060-061-065-080-086-090-100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040029020018020000-020-040-040-060-063-080-072-074-077-100-120-121-140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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万250200184150101100050031019009000-006-003-020-050-030-041-060-070-064-069-062-100-076-081-091-103-117-119-113-113-121-150-131-142-149-149-164-200-173-250-267-300市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220727202208302022101120221114202204062022041220220418202204222022042820220509202205132022051920220525202205312022060720220613202206172022062320220629202207052022071120220715202207212022080220220808202208122022081820220824202209052022090920220916202209222022092820221017202210212022102720221102202211082022111820221124202211302022120620221212202212162022122220221228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PE160140120100806040200201214200412200574200629200696200835200958201163201288201375201495201633201759201963202086201331520145272015728201692920171262004423200481020053172006529200741320077312008619200810720091192009820200912820103262010713201011220112182011915201242520142112015415201661720171172017821201832620187112019215201991220204212021312202162920221272022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB161412108642020041220118120049120055920104820108420114720173920177620183220123292020619200451220058292006428200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