期指
　　1、基本面：受到通胀担忧美股冲高回落，昨日两市分化，电新科创高开低走，消费、券商和港股科技板块领涨，市场分化；偏多
　　2、资金：融资余额14491亿元，减少31亿元，沪深股通净买入77亿元；偏多
　　3、基差：IH2301升水1.2点，IF2301贴水1.52点，IC2301贴水6.42点，IM2301贴水17.55点，中性
　　4、盘面：IH>IF>IC> IM（主力），IH、IF、IC、IM在20日均线上方，偏多
　　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：本周四美国公布通胀数据，美股低位区间震荡，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，不过短期连续大涨后，警惕日内冲高回落获利了结。
　　

研究报告全文：证券代码839979股指期货早报2023年1月10日杜淑芳投资咨询资格证号Z0000690联系电话0575-85226759早评期指1基本面受到通胀担忧美股冲高回落昨日两市分化电新科创高开低走消费券商和港股科技板块领涨市场分化偏多2资金融资余额14491亿元减少31亿元沪深股通净买入77亿元偏多3基差IH2301升水12点IF2301贴水152点IC2301贴水642点IM2301贴水1755点中性4盘面IHIFICIM主力IHIFICIM在20日均线上方偏多5主力持仓IC主力空减IF主力空减IH主力空增偏空6预期本周四美国公布通胀数据美股低位区间震荡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不过短期连续大涨后警惕日内冲高回落获利了结股指期货升贴水表当前日期202319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IH2301CFEIH2301274340084361391200041458230202023-01-2011IH2302CFEIH230227482008732666000222048244602023-02-1739上证50274220105955127387IH2303CFEIH23032753600841314011400412268260802023-03-1767IH2306CFEIH2306275240083443710200370868257202023-06-16158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IF2301CFEIF230140116005356555-152-004-12612034802023-01-2011IF2302CFEIF2302401980055424366801715612059402023-02-1739沪深3004013120811163137276IF2303CFEIF230340260005818199128803217412078002023-03-1767IF2306CFEIF2306401660053602734800902012049802023-06-16158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IC2301CFEIC230160336001436880-642-011-35312067202023-01-2011IC2302CFEIC23026038000194239-202-003-03112076002023-02-1739中证5006040020452316172183IC2303CFEIC230360316002411402-842-014-07612063202023-03-1767IC2306CFEIC23065960200185940-7982-134-30911920402023-06-16158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IM2301CFEIM230165182003121905-1755-027-89313036402023-01-2011IM2302CFEIM23026493000292020-4275-066-61612986002023-02-1739中证10006535750552895228114IM2303CFEIM23036462800326842-7295-113-61512925602023-03-1767IM2306CFEIM23066351200263394-18455-291-67112702402023-06-16158期货市场-沪深300基差与价差沪深300基差沪深300价差100100505000-50-50-100-100-150-150-200202256202247202261202284202112320229262022112202212520222142022225202231020223232022420202251920226152022628202271120227222022817202283020229132022119202212520224720225620226120228420211122202112162021122920221014202210272022112220221216202212292022628202112620221132022126202221520222252022310202232320224202022519202261520227112022722202281720228302022913202292620221192022125202111102021112320211217202112302022101420221027202211222022121620221229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604040202000-20-20-40-40-60-60-80-80-100-100-120202247202256202261202284202211220228172021123202212520222142022225202231020223232022420202251920226152022628202271120227222022830202291320229262022119202212520211122202112162021122920221014202210272022112220221216202212292022562022472022612022842021126202211320221262022215202222520223102022323202242020225192022615202262820227112022722202281720228302022913202292620221192022125202111232021121720211230202210142022102720221122202212162022122920211110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100100505000-50-50-100-100-150-150-200-250-200-300-250-350-300-400-350-400202269202216202239202248202277202284202291202221020229302021128202212020222232022323202242220225112022525202262320227212022818202291620221142022122202111102021112420211222202210212022111820221216202212302022392022462022552022782022832022992022224202211820211232022112202212520222142022322202241920225182022531202261420226272022721202281620228292022923202212220211216202112292022101320221026202211212022121520221228IC00IC01IC02IC0320211122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120105100081080072075067058060045040020000-020-024-040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120110100097084080077067069060049051040020000-007-020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万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万万400300287204184200169163155114116087076100065067056062054063039041031028024017021014002012007004000-100-085-102-200-180-300市场结构-AH股折溢价恒生AH溢价指数16015515014514013513012512020220805202209082022102020221123202204152022042120220427202205062022051220220518202205242022053020220606202206102022061620220622202206282022070420220708202207142022072020220726202208012022081120220817202208232022082920220902202209152022092120220927202210102022101420221026202211012022110720221111202211172022112920221205202212092022121520221221202212272023010320230109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PE160140120100806040200200696201375202086200412200574200629200835200958201163201214201288201495201633201759201963200652920044232004810200531720074132007731200861920081072009119200982020091282010326201071320101122011218201191520124252013315201421120145272015415201572820166172016929201711720178212017126201832620187112019215201991220204212021312202162920221272022520202283120131024202011242004112520051019200612222007111520121123201412242015111620181029201912312021101820221219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PB1614121086420200412201147200491200559201048201084201181201739201776201832200782220186292022215200451220058292006428200682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