期指
　　1、基本面：美联储纪要显示希望在利率政策上保持“灵活性”，抗通胀仍是关键，隔夜偶美股反弹，中概恒生指数大涨，市场情绪好转，金融地产走强，双创调整；偏多
　　2、资金：融资余额14495亿元，增加50亿元，沪深股通净买入18亿元；偏多
　　3、基差：IH2301升水3.19点，IF2301升水5.05点，IC2301升水4.55点，IM2301贴水6.88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，中概恒生指数和金融地产走强，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5日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面美联储纪要显示希望在利率政策上保持灵活性抗通胀仍是关键隔夜偶美股反弹中概恒生指数大涨市场情绪好转金融地产走强双创调整偏多2资金融资余额14495亿元增加50亿元沪深股通净买入18亿元偏多3基差IH2301升水319点IF2301升水505点IC2301升水455点IM2301贴水688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中概恒生指数和金融地产走强市场进入震荡走强局面股指期货升贴水表当前日期202314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IH2301CFEIH2301265420011315523190122747962602023-01-2016IH2302CFEIH230226596001116538590322687978802023-02-1744上证50265101036937125394IH2303CFEIH2303266500014984813990522667995002023-03-1772IH2306CFEIH2306266500012312713990521187995002023-06-16163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IF2301CFEIF2301389800-0065212350501329611694002023-01-2016IF2302CFEIF2302390740-0041913144503730711722202023-02-1744沪深3003892950131141135282IF2303CFEIF2303391300-01515641200505126011739002023-03-1772IF2306CFEIF2306390540-0184762124503207111716202023-06-16163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IC2301CFEIC2301595700-0163451545500817411914002023-01-2016IC2302CFEIC2302595800-017269355500907711916002023-02-1744中证500595245-0062296171184IC2303CFEIC2303594820-02010075-425-007-03611896402023-03-1772IC2306CFEIC2306587780-0225244-7465-127-28411755602023-06-16163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IM2301CFEIM2301641440-01822569-688-011-24512828802023-01-2016IM2302CFEIM2302638980-0232549-3148-049-40912779602023-02-1744中证1000642128-0042859226115IM2303CFEIM2303635900-0248286-6228-098-49712718002023-03-1772IM2306CFEIM2306625300-0273130-16828-269-60312506002023-06-16163期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-200202247202256202261202284202281720211232022112202212520222142022225202231020223232022420202251920226152022628202271120227222022830202291320229262022119202212520224720225620226120228420211229202111222021121620221014202210272022112220221216202212292022615202262820227112021126202211320221262022215202222520223102022323202242020225192022722202281720228302022913202292620221192022125202111102021112320211217202112302022101420221027202211222022121620221229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604040202000-20-20-40-40-60-60-80-80-100-100-120202247202284202256202261202112320221252022112202212520222142022225202231020223232022420202251920226152022628202271120227222022817202283020229132022926202211920211122202112162021122920221014202210272022112220221216202212292022472022562022612022842022119202112620221132022126202221520222252022310202232320224202022519202261520226282022711202272220228172022830202291320229262022125202210142022102720211123202112172021123020221122202212162022122920211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202248202269202284202216202239202277202291202112820222102022930202212220221202022223202232320224222022511202252520226232022721202281820229162022114202111102021112420211222202210212022111820221216202212302022992022392022462022552022782022832021123202211220221252022214202222420223222022419202251820225312022614202262720227212022816202282920229232022118202212220221013202112162021122920221026202211212022121520221228IC00IC01IC02IC0320211122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060040036022020013012000-006-020-020-040-060-080-077-100-090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200145150133102100050013006000-050-043-061-064-100-125-150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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万500400381300258240218203200132116102110100075066040023018031028029000001007005000-006-015-023-024-036-057-100-120-200-167-187-200-300市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220802202209052022101720221118202204122022041820220422202204282022050920220513202205192022052520220531202206072022061320220617202206232022062920220705202207112022071520220721202207272022080820220812202208182022082420220830202209092022091620220922202209282022101120221021202210272022110220221108202211142022112420221130202212062022121220221216202212222022122820230104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PE160140120100806040200201214202086200412200574200629200696200835200958201163201288201375201495201633201759201963200442320053172019912200481020065292007413200773120086192008107200911920098202009128201032620107132010112201121820119152012425201331520142112014527201541520157282016617201692920171172017821201712620183262018711201921520204212021312202162920221272022520202283120121123200411252005101920061222200711152013102420141224201511162018102920191231202011242021101820221219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PB161412108642020041220049120055920104820108420114720118120173920177620183220123292017112200451220058292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