期指
　　1、基本面：受到特斯拉和苹果走弱，隔夜美股科技股走弱，昨日两市高开高走，成交量有所增加，双创和计算机等板块领涨，市场热点增加；偏多
　　2、资金：融资余额14445亿元，减少79亿元，沪深股通净卖出6亿元；偏空
　　3、基差：IH2301升水7.18点，IF2301升水6.3点，IC2301升水2.9点，IM2301贴水3.7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：市场担忧经济衰退，美债收益率回升，美股调整，国内小盘指数率先反弹，市场进入震荡走强局面。

研究报告全文：证券代码839979股指期货早报2023年1月4日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面受到特斯拉和苹果走弱隔夜美股科技股走弱昨日两市高开高走成交量有所增加双创和计算机等板块领涨市场热点增加偏多2资金融资余额14445亿元减少79亿元沪深股通净卖出6亿元偏空3基差IH2301升水718点IF2301升水63点IC2301升水29点IM2301贴水37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预期市场担忧经济衰退美债收益率回升美股调整国内小盘指数率先反弹市场进入震荡走强局面股指期货升贴水表当前日期202313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IH2301CFEIH2301264860-008437917180275827945802023-01-2017IH2302CFEIH2302265540-003203613980534277966202023-02-1745上证50264142023931125395IH2303CFEIH2303265740-0101316515980603017972202023-03-1773IH2306CFEIH2306265980000375818380691547979402023-06-16164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IF2301CFEIF23013894200216711563001634711682602023-01-2017IF2302CFEIF23023903000182729151003931411709002023-02-1745沪深3003887900421132134283IF2303CFEIF230339136002417450257006632811740802023-03-1773IF2306CFEIF23063906800305281189004810811720402023-06-16164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IC2301CFEIC23015958801434537529000510411917602023-01-2017IC2302CFEIC2302596200140360261001008311924002023-02-1745中证5005955901562262168187IC2303CFEIC230359512013113683-470-008-03911902402023-03-1773IC2306CFEIC23065882401265913-7350-125-27811764802023-06-16164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IM2301CFEIM230164200021829613-370-006-12412840002023-01-2017IM2302CFEIM23026397002102656-2670-042-33912794002023-02-1745中证10006423702262797221118IM2303CFEIM230363660019710199-5770-091-45312732002023-03-1773IM2306CFEIM23066264201914564-15950-255-56712528402023-06-16164期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-200202247202256202261202284202271120211232022112202212520222142022225202231020223232022420202251920226152022628202272220228172022830202291320229262022119202212520224720225620226120228420211122202112162021122920221014202210272022112220221216202212292022126202291320211262022113202221520222252022310202232320224202022519202261520226282022711202272220228172022830202292620221192022125202111102021112320211217202112302022101420221027202211222022121620221229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604040202000-20-20-40-40-60-60-80-80-100-100-120202256202247202261202284202212520211232022112202221420222252022310202232320224202022519202261520226282022711202272220228172022830202291320229262022119202212520211122202112162021122920221014202210272022112220221216202212292022472022562022612022842021126202211320221262022215202222520223102022323202242020225192022615202262820227112022722202281720228302022913202292620221192022125202112172021112320211230202210142022102720221122202212162022122920211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202216202239202248202269202277202284202291202212020211282022210202222320223232022422202251120225252022623202272120228182022916202293020221142022122202112222021111020211124202210212022111820221216202212302022392022462022552022782022832022992021123202211220221252022214202222420223222022419202251820225312022614202262720227212022816202282920229232022118202212220211229202112162022101320221026202211212022121520221228IC00IC01IC02IC0320211122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250208200156150127100088092050042041023000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250210206200150120100089054048050043030030000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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万600500473452400300266270277195197200183156143137135138147113124112100079084078056040038049000-004-026-052-100-067-074-089-118-200市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220801202209022022101420221117202204112022041520220421202204272022050620220512202205182022052420220530202206062022061020220616202206222022062820220704202207082022071420220720202207262022080520220811202208172022082320220829202209082022091520220921202209272022101020221020202210262022110120221107202211112022112320221129202212052022120920221215202212212022122720230103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PE160140120100806040200201375201633200412200574200629200696200835200958201163201214201288201495201759201963202086200773120044232004810200531720065292007413200861920081072009119200982020091282010326201071320101122011218201191520124252013315201421120145272015415201572820166172016929201711720178212017126201832620187112019215201991220204212021312202162920221272022520202283120041125200510192006122220071115201211232013102420141224201511162018102920191231202011242021101820221219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PB1614121086420200412201776200491200559201048201084201147201181201739201832201472320206192004512200582920064282006825200742520078222008421200881420094152009810200912820101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